Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

Topological methods for some boundary value problems

We establish existence of solutions for a finite difference approximation to y = f(x, y, y ') on [0, 1], subject to nonlinear two-point Sturm-Liouville boundary conditions of the form g(i)(y(i),y ' (i)) = 0, i = 0, 1, assuming S satisfies one-sided growth bounds with respect to y '. (C) 2001 Elsevier Science Ltd. All rights reserved.

Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations

In this paper we discuss implicit methods based on stiffly accurate Runge-Kutta methods and splitting techniques for solving Stratonovich stochastic differential equations (SDEs). Two splitting techniques: the balanced splitting technique and the deterministic splitting technique, are used in this paper. We construct a two-stage implicit Runge-Kutta method with strong order 1.0 which is corrected twice and no update is needed. The stability properties and numerical results show that this approach is suitable for solving stiff SDEs. (C) 2001 Elsevier Science B.V. All rights reserved.

Prediction of mortality using dobutamine echocardiography

OBJECTIVES We sought to find out whether dobutamine echocardiography (DbE) could provide independent prediction of total and cardiac mortality, incremental to clinical and angiographic variables. BACKGROUND Existing outcome studies with DbE have examined composite end points, rather than death, over a relatively short follow-up. METHODS Clinical and stress data were collected in 3,156 patients (age 63 +/- 12 years, 1,801 men) undergoing DbE. Significant stenoses (>50% diameter) were identified in 70% of 1,073 patients undergoing coronary angiography. Total and cardiac mortality were identified over nine years of follow-up (mean 3.8 +/- 1.9). Cox models were used to analyze the effect of ischemia and other variables, independent of other determinants of mortality. RESULTS The dobutamine echocardiogram was abnormal in 1,575 patients (50%). Death occurred in 716 patients (23%), 259 of whom (8%) were thought to have died from cardiac causes. Patients with normal DbE had a total mortality of 8% per year and a cardiac mortality of 1% per year over the first four years of follow-up. Ischemia and the extent of abnormal wall motion were independent predictors of cardiac death, together with age and heart failure. In sequential Cox models, the predictive power of clinical data alone (model chi-square 115) was strengthened by adding the resting left ventricular function (model chi-square 138) and the results of DbE (model chi-square 181). In the subgroup undergoing coronary angiography, the power of the model was increased to a minor degree by the addition of coronary anatomy data. CONCLUSIONS Dobutamine echocardiography is an independent predictor of death, incremental to other data. While a normal dobutamine echocardiogram predicts low risk of cardiac death ton the order of 1% per year), this risk increases with the extent of abnormal wall motion at rest and stress, (J Am Coil Cardiol 2001;37:754-60) (C) 2001 by the American College of Cardiology.

Time evolution in the unimolecular master equation at low temperatures: full spectral solution with scalable iterative methods and high precision

A new method is presented to determine an accurate eigendecomposition of difficult low temperature unimolecular master equation problems. Based on a generalisation of the Nesbet method, the new method is capable of achieving complete spectral resolution of the master equation matrix with relative accuracy in the eigenvectors. The method is applied to a test case of the decomposition of ethane at 300 K from a microcanonical initial population with energy transfer modelled by both Ergodic Collision Theory and the exponential-down model. The fact that quadruple precision (16-byte) arithmetic is required irrespective of the eigensolution method used is demonstrated. (C) 2001 Elsevier Science B.V. All rights reserved.

Design of clinical pharmacology trials

1. There are a variety of methods that could be used to increase the efficiency of the design of experiments. However, it is only recently that such methods have been considered in the design of clinical pharmacology trials. 2. Two such methods, termed data-dependent (e.g. simulation) and data-independent (e.g. analytical evaluation of the information in a particular design), are becoming increasingly used as efficient methods for designing clinical trials. These two design methods have tended to be viewed as competitive, although a complementary role in design is proposed here. 3. The impetus for the use of these two methods has been the need for a more fully integrated approach to the drug development process that specifically allows for sequential development (i.e. where the results of early phase studies influence later-phase studies). 4. The present article briefly presents the background and theory that underpins both the data-dependent and -independent methods with the use of illustrative examples from the literature. In addition, the potential advantages and disadvantages of each method are discussed.

Application of Petrov-Galerkin methods to transient boundary value problems in chemical engineering: adsorption with steep gradients in bidisperse solids

Petrov-Galerkin methods are known to be versatile techniques for the solution of a wide variety of convection-dispersion transport problems, including those involving steep gradients. but have hitherto received little attention by chemical engineers. We illustrate the technique by means of the well-known problem of simultaneous diffusion and adsorption in a spherical sorbent pellet comprised of spherical, non-overlapping microparticles of uniform size and investigate the uptake dynamics. Solutions to adsorption problems exhibit steep gradients when macropore diffusion controls or micropore diffusion controls, and the application of classical numerical methods to such problems can present difficulties. In this paper, a semi-discrete Petrov-Galerkin finite element method for numerically solving adsorption problems with steep gradients in bidisperse solids is presented. The numerical solution was found to match the analytical solution when the adsorption isotherm is linear and the diffusivities are constant. Computed results for the Langmuir isotherm and non-constant diffusivity in microparticle are numerically evaluated for comparison with results of a fitted-mesh collocation method, which was proposed by Liu and Bhatia (Comput. Chem. Engng. 23 (1999) 933-943). The new method is simple, highly efficient, and well-suited to a variety of adsorption and desorption problems involving steep gradients. (C) 2001 Elsevier Science Ltd. All rights reserved.

On surrogate methods for detecting lateral gene transfer

Surrogate methods for detecting lateral gene transfer are those that do not require inference of phylogenetic trees. Herein I apply four such methods to identify open reading frames (ORFs) in the genome of Escherichia coli K12 that may have arisen by lateral gene transfer. Only two of these methods detect the same ORFs more frequently than expected by chance, whereas several intersections contain many fewer ORFs than expected. Each of the four methods detects a different non-random set of ORFs. The methods may detect lateral ORFs of different relative ages; testing this hypothesis will require rigorous inference of trees. (C) 2001 Federation of European Microbiological Societies. Published by Elsevier Science BN. All rights reserved.

Stickiness in foods: A review of mechanisms and test methods

Problems associated with the stickiness of food in processing and storage practices along with its causative factors are outlined. Fundamental mechanisms that explain why and how food products become sticky are discussed. Methods currently in use for characterizing and overcoming stickiness problems in food processing and storage operations are described. The use of glass transition temperature-based model, which provides a rational basis for understanding and characterizing the stickiness of many food products, is highlighted.

'Neighbourhood' size, dispersal and density estimates in the prickly forest skink (Gnypetoscincus queenslandiae) using individual genetic and demographic methods

Dispersal, or the amount of dispersion between an individual's birthplace and that of its offspring, is of great importance in population biology, behavioural ecology and conservation, however, obtaining direct estimates from field data on natural populations can be problematic. The prickly forest skink, Gnypetoscincus queenslandiae, is a rainforest endemic skink from the wet tropics of Australia. Because of its log-dwelling habits and lack of definite nesting sites, a demographic estimate of dispersal distance is difficult to obtain. Neighbourhood size, defined as 4 piD sigma (2) (where D is the population density and sigma (2) the mean axial squared parent-offspring dispersal rate), dispersal and density were estimated directly and indirectly for this species using mark-recapture and microsatellite data, respectively, on lizards captured at a local geographical scale of 3 ha. Mark-recapture data gave a dispersal rate of 843 m(2)/generation (assuming a generation time of 6.5 years), a time-scaled density of 13 635 individuals * generation/km(2) and, hence, a neighbourhood size of 144 individuals. A genetic method based on the multilocus (10 loci) microsatellite genotypes of individuals and their geographical location indicated that there is a significant isolation by distance pattern, and gave a neighbourhood size of 69 individuals, with a 95% confidence interval between 48 and 184. This translates into a dispersal rate of 404 m(2)/generation when using the mark-recapture density estimation, or an estimate of time-scaled population density of 6520 individuals * generation/km(2) when using the mark-recapture dispersal rate estimate. The relationship between the two categories of neighbourhood size, dispersal and density estimates and reasons for any disparities are discussed.

Surface diffusion of hydrocarbons in activated carbon: Comparison between constant molar flow, differential permeation and differential adsorption bed methods

This paper presents the comparison of surface diffusivities of hydrocarbons in activated carbon. The surface diffusivities are obtained from the analysis of kinetic data collected using three different kinetics methods- the constant molar flow, the differential adsorption bed and the differential permeation methods. In general the values of surface diffusivity obtained by these methods agree with each other, and it is found that the surface diffusivity increases very fast with loading. Such a fast increase can not be accounted for by a thermodynamic Darken factor, and the surface heterogeneity only partially accounts for the fast rise of surface diffusivity versus loading. Surface diffusivities of methane, ethane, propane, n-butane, n-hexane, benzene and ethanol on activated carbon are reported in this paper.