The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

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.

Izergin-Korepin model with a boundary

The Izergin-Korepin model on a semi-infinite lattice is diagonalized by using the level-one vertex operators of the twisted quantum affine algebra U-q[((2))(2)]. We give the bosonization of the vacuum state with zero particle content. Excitation states are given by the action of the vertex operators on the vacuum state. We derive the boundary S-matrix. We give an integral expression of the correlation functions of the boundary model, and derive the difference equations which they satisfy. (C) 2001 Elsevier Science B.V. 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.

Quantitative analysis of the time courses of enzyme-catalyzed reactions

The catalytic properties of enzymes are usually evaluated by measuring and analyzing reaction rates. However, analyzing the complete time course can be advantageous because it contains additional information about the properties of the enzyme. Moreover, for systems that are not at steady state, the analysis of time courses is the preferred method. One of the major barriers to the wide application of time courses is that it may be computationally more difficult to extract information from these experiments. Here the basic approach to analyzing time courses is described, together with some examples of the essential computer code to implement these analyses. A general method that can be applied to both steady state and non-steady-state systems is recommended. (C) 2001 academic Press.

Is the irritable bladder associated with anterior compartment relaxation? A critical look at the 'integral theory of pelvic floor dysfunction'

The 'integral theory of pelvic floor dysfunction', first proposed by Petros and Ulmsten in 1990, claims that anterior vaginal wall relaxation is associated with symptoms of urgency, frequency, nocturia and urge incontinence. A retrospective study was designed to test this hypothesis. Imaging data and urodynamic reports from 272 women suffering from symptoms of lower urinary tract dysfunction were evaluated. Opening of the retrovesical angle, bladder neck descent, urethral rotation and descent of a cystocele during Valsalva were used to quantify anterior vaginal wall laxity None of the tested parameters were associated with symptoms and signs of detrusor overactivity. On the contrary, patients with higher grades of urethral and bladder descent were less likely to suffer from nocturia and urge incontinence and were less likely to leave sensory urgency and detrusor instability diagnosed on urodynamic testing. The findings of this study therefore do not support this hypothesis of the 'integral theory'.

Compact clinical MRI magnet design using a multilayer current density approach

In this work, a new method of optimization is successfully applied to the theoretical design of compact, actively shielded, clinical MRI magnets. The problem is formulated as a two-step process in which the desired current densities on multiple, cc-axial surface layers are first calculated by solving Fredholm equations of the first kind. Non-linear optimization methods with inequality constraints are then invoked to fit practical magnet coils to the desired current densities. The current density approach allows rapid prototyping of unusual magnet designs. The emphasis of this work is on the optimal design of short, actively-shielded MRI magnets for whole-body imaging. Details of the hybrid numerical model are presented, and the model is used to investigate compact, symmetric, and asymmetric MRI magnets. Magnet designs are presented for actively-shielded, symmetric magnets of coil length 1.0 m, which is considerably shorter than currently available designs of comparable dsv size. Novel, actively-shielded, asymmetric magnet designs are also presented in which the beginning of a 50-cm dsv is positioned just 11 cm from the end of the coil structure, allowing much improved access to the patient and reduced patient claustrophobia. Magn Reson Med 45:331540, 2001. (C) 2001 Wiley-Liss, Inc.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

Controlling the complex Lorenz equations by modulation

We demonstrate that a system obeying the complex Lorenz equations in the deep chaotic regime can be controlled to periodic behavior by applying a modulation to the pump parameter. For arbitrary modulation frequency and amplitude there is no obvious simplification of the dynamics. However, we find that there are numerous windows where the chaotic system has been controlled to different periodic behaviors. The widths of these windows in parameter space are narrow, and the positions are related to the ratio of the modulation frequency of the pump to the average pulsation frequency of the output variable. These results are in good agreement with observations previously made in a far-infrared laser system.

On the permutation behaviour of Dickson polynomials of the second kind

The known permutation behaviour of the Dickson polynomials of the second kind in characteristic 3 is expanded and simplified. (C) 2002 Elsevier Science (USA).

Supersymmetric t-J Gaudin models and KZ equations

Supersymmetric t-J Gaudin models with open boundary conditions are investigated by means of the algebraic Bethe ansatz method. Off-shell Bethe ansatz equations of the boundary Gaudin systems are derived, and used to construct and solve the KZ equations associated with sl (2\1)((1)) superalgebra.

Lanczos subspace time-independent wave packet calculations of S(D-1)+H-2 reactive scattering

In this paper. we present the results of quantum dynamical simulations of the S (D-1) + H-2 insertion reaction on a newly developed potential energy surface (J. Chem. Phys. 2001, 114, 320). State-to-state reaction probabilities. product state distributions, and initial-state resolved cumulative reaction probabilities from a given incoming reactant channel are obtained from a time-independent wave packet analysis, performed within a single Lanczos subspace. Integral reaction cross sections are then estimated by J-shifting method and compared with the results from molecular beam experiment and QCT calculations.

Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.