Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

A Mutational Hotspot and Strong Selection Contribute to the Order of Mutations Selected for during Escherichia coli Adaptation to the Gut

The relative role of drift versus selection underlying the evolution of bacterial species within the gut microbiota remains poorly understood. The large sizes of bacterial populations in this environment suggest that even adaptive mutations with weak effects, thought to be the most frequently occurring, could substantially contribute to a rapid pace of evolutionary change in the gut. We followed the emergence of intra-species diversity in a commensal Escherichia coli strain that previously acquired an adaptive mutation with strong effect during one week of colonization of the mouse gut. Following this first step, which consisted of inactivating a metabolic operon, one third of the subsequent adaptive mutations were found to have a selective effect as high as the first. Nevertheless, the order of the adaptive steps was strongly affected by a mutational hotspot with an exceptionally high mutation rate of 10-5. The pattern of polymorphism emerging in the populations evolving within different hosts was characterized by periodic selection, which reduced diversity, but also frequency-dependent selection, actively maintaining genetic diversity. Furthermore, the continuous emergence of similar phenotypes due to distinct mutations, known as clonal interference, was pervasive. Evolutionary change within the gut is therefore highly repeatable within and across hosts, with adaptive mutations of selection coefficients as strong as 12% accumulating without strong constraints on genetic background. In vivo competitive assays showed that one of the second steps (focA) exhibited positive epistasis with the first, while another (dcuB) exhibited negative epistasis. The data shows that strong effect adaptive mutations continuously recur in gut commensal bacterial species.

Data collapse, scaling functions, and analytical solutions of generalized growth models

We consider a nontrivial one-species population dynamics model with finite and infinite carrying capacities. Time-dependent intrinsic and extrinsic growth rates are considered in these models. Through the model per capita growth rate we obtain a heuristic general procedure to generate scaling functions to collapse data into a simple linear behavior even if an extrinsic growth rate is included. With this data collapse, all the models studied become independent from the parameters and initial condition. Analytical solutions are found when time-dependent coefficients are considered. These solutions allow us to perceive nontrivial transitions between species extinction and survival and to calculate the transition's critical exponents. Considering an extrinsic growth rate as a cancer treatment, we show that the relevant quantity depends not only on the intensity of the treatment, but also on when the cancerous cell growth is maximum.

Thermal Transport and Strong Mass Renormalization in NiCl(2)-4SC(NH(2))(2)

Several quantum paramagnets exhibit magnetic-field-induced quantum phase transitions to an anti-ferromagnetic state that exists for H(c1) <= H <= H(c2). For some of these compounds, there is a significant asymmetry between the low-and high-field transitions. We present specific heat and thermal conductivity measurements in NiCl(2)-4SC(NH(2))(2), together with calculations which show that the asymmetry is caused by a strong mass renormalization due to quantum fluctuations for H <= H(c1) that are absent for H >= H(c2). We argue that the enigmatic lack of asymmetry in thermal conductivity is due to a concomitant renormalization of the impurity scattering.

The anodic dissolution of magnesium in chloride and sulphate solutions

The electrochemical behaviour of magnesium was studied in representative chloride and sulphate solutions including NaCl, Na2SO4, NaOH and their mixed solutions, HCl, and H2SO4: (1) by measuring electrochemical polarisation curves, (2) by using electrochemical impedance spectroscopy (EIS), and (3) by simultaneous measurement of hydrogen gas evolution and measurement of magnesium dissolution rates using inductively coupled plasma atomic emission spectrophotometry (ICPEAS). These experiments showed that a partially protective surface film played an important role in the dissolution of magnesium in chloride and sulphate solutions. Furthermore, the experimental data were consistent with the involvement of the intermediate species Mg+ in magnesium dissolution at film imperfections or on a film-free surface. At such sites, magnesium first oxidised electrochemically to the intermediate species Mg+, and then the intermediate species chemically reacted with water to produce hydrogen and Mg2+. The presence of Cl- ions increased the film free area, and accelerated the electrochemical reaction rate from magnesium metal to Mg+. (C) 1997 Elsevier Science Ltd.

ERP 'old/new' effects: memory strength and decisional factor(s)

Event-related potentials (ERPs) were recorded while subjects made old/new recognition judgments on new unstudied words and old words which had been presented at study either once ('weak') or three times ('strong'). The probability of an 'old' response was significantly higher for strong than weak words and significantly higher for weak than new words. Comparisons were made initially between ERPs to new, weak and strong words, and subsequently between ERPs associated with six strength-by-response conditions. The N400 component was found to be modulated by memory trace strength in a graded manner. Its amplitude was most negative in new word ERPs and most positive in strong word ERPs. This 'N400 strength effect' was largest at the left parietal electrode (in ear-referenced ERPs). The amplitude of the late positive complex (LPC) effect was sensitive to decision accuracy (and perhaps confidence). Its amplitude was larger in ERPs evoked by words attracting correct versus incorrect recognition decisions. The LPC effect had a left > right, centro-parietal scalp topography (in ear-referenced ERPs). Hence, whereas, the majority of previous ERP studies of episodic recognition have interpreted results from the perspective of dual-process models, we provide alternative interpretations of N400 and LPC old/new effects in terms of memory strength and decisional factor(s). (C) 2002 Elsevier Science Ltd. All rights reserved.

Smallest weak and smallest totally weak critical sets in the latin squares of order at most seven

A critical set in a latin square of order n is a set of entries in a latin square which can be embedded in precisely one latin square of order n. Also, if any element of the critical set is deleted, the remaining set can be embedded in more than one latin square of order n. In this paper we find smallest weak and smallest totally weak critical sets for all the latin squares of orders six and seven. Moreover, we computationally prove that there is no (totally) weak critical set in the back circulant latin square of order five and we find a totally weak critical set of size seven in the other main class of latin squares of order five.

Detection and diagnosis solutions for fault-tolerant VSI

This paper presents solutions for fault detection and diagnosis of two-level, three phase voltage-source inverter (VSI) topologies with IGBT devices. The proposed solutions combine redundant standby VSI structures and contactors (or relays) to improve the fault-tolerant capabilities of power electronics in applications with safety requirements. The suitable combination of these elements gives the inverter the ability to maintain energy processing in the occurrence of several failure modes, including short-circuit in IGBT devices, thus extending its reliability and availability. A survey of previously developed fault-tolerant VSI structures and several aspects of failure modes, detection and isolation mechanisms within VSI is first discussed. Hardware solutions for the protection of power semiconductors with fault detection and diagnosis mechanisms are then proposed to provide conditions to isolate and replace damaged power devices (or branches) in real time. Experimental results from a prototype are included to validate the proposed solutions.

On the HHT, its problems, and some solutions

Mechanical Systems and Signal Processing, Vol.22, Number 6

Regional change in the Algarve: A Geographic Information System approach

Thesis submitted to the Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa in partial fulfillment of the requirements for the Degree of Doctor of Philosophy in Information Management – Geographic Information Systems

Annular flow of viscoelastic fluids: Analytical and numerical solutions

This work provides analytical and numerical solutions for the linear, quadratic and exponential Phan–Thien–Tanner (PTT) viscoelastic models, for axial and helical annular fully-developed flows under no slip and slip boundary conditions, the latter given by the linear and nonlinear Navier slip laws. The rheology of the three PTT model functions is discussed together with the influence of the slip velocity upon the flow velocity and stress fields. For the linear PTT model, full analytical solutions for the inverse problem (unknown velocity) are devised for the linear Navier slip law and two different slip exponents. For the linear PTT model with other values of the slip exponent and for the quadratic PTT model, the polynomial equation for the radial location (β) of the null shear stress must be solved numerically. For both models, the solution of the direct problem is given by an iterative procedure involving three nonlinear equations, one for β, other for the pressure gradient and another for the torque per unit length. For the exponential PTT model we devise a numerical procedure that can easily compute the numerical solution of the pure axial flow problem

Analysis of portuguese residential buildings’ needs and proposed solutions

The Portuguese housing sector experienced a significant growth throughout the 20th century, particularly in the last quarter, after the democratic revolution in 1974. In fact, the number of buildings built between 1970 and 1990 is more than one third of the buildings actually existing in Portugal. Therefore most of them were built before the publication of the first regulation concerning the energy efficiency in buildings. Regarding this scenario, it would be expected that rehabilitation activities would represent most of the current construction activities. However, given some remaining barriers from old social policies, this situation is not observed; actually building retrofitting is the least significant sector, accentuating the degradation level of major part of the Portuguese housing stock. Several studies show that the main problems are found in the buildings envelope elements, such as roofs and façades. Based on this context, the aim of this paper is to introduce some examples of building retrofitting systems that, adapted to the Portuguese main needs and requirements may represent sustainable solutions to overcome the identified needs of Portuguese buildings' envelope.

Bacterial vaginosis biofilms: challenges to current therapies and emerging solutions

Bacterial vaginosis (BV) is the most common genital tract infection in women during their reproductive years and it has been associated with serious health complications, such as preterm delivery and acquisition or transmission of several sexually transmitted agents. BV is characterized by a reduction of beneficial lactobacilli and a significant increase in number of anaerobic bacteria, including Gardnerella vaginalis, Atopobium vaginae, Mobiluncus spp., Bacteroides spp. and Prevotella spp.. Being polymicrobial in nature, BV etiology remains unclear. However, it is certain that BV involves the presence of a thick vaginal multi-species biofilm, where G. vaginalis is the predominant species. Similar to what happens in many other biofilm-related infections, standard antibiotics, like metronidazole, are unable to fully eradicate the vaginal biofilm, which can explain the high recurrence rates of BV. Furthermore, antibiotic therapy can also cause a negative impact on the healthy vaginal microflora. These issues sparked the interest in developing alternative therapeutic strategies. This review provides a quick synopsis of the currently approved and available antibiotics for BV treatment while presenting an overview of novel strategies that are being explored for the treatment of this disorder, with special focus on natural compounds that are able to overcome biofilm-associated antibiotic resistance.

Intervention précoce dans la phase initiale des troubles psychotiques à Lausanne: quels problèmes et quelles solutions [Early intervention for the initial phase of psychotic disorders in Lausanne: what problems and what solutions?]

Schizophrenia has long been considered with pessimism, but the recent interest in the early phase of psychotic disorders has modified this often unjustified perception. Literature has demonstrated the benefit of the development of programs specialised in the treatment of early psychosis, which tend to be developed in many countries. It is however important to match them to local needs as well as to the structure of local health services. This paper reviews elements that justify such a development in Lausanne, Switzerland, and describe its various elements.

Strong solutions for stochastic porous media equations with jumps

We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by locally square integrable martingales with stationary independent increments.