Numerical solutions of stochastic differential equations – implementation and stability issues

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.

Fine tuning of elasticity via crosslinking collagen-based materials to mediate mechanotransduction and stability using corona treatment

The common goal of tissue engineering is to develop substitutes that can closely mimic the structure of extracellular matrix (ECM). However, similarly important is the intensive material properties which have often been overlooked, in particular, for soft tissues that are not to bear load assumingly. The mechanostructural properties determine not only the structural stability of biomaterials but also their physiological functionality by directing cellular activity and regulating cell fate decision. The aim here is to emphasize that cells could sense intensive material properties like elasticity and reside, proliferate, migrate and differentiate accordinglyno matter if the construct is from a natural source like cartilage, skin etc. or of synthetic one. Meanwhile, the very objective of this work is to provide a tunable scheme for manipulating the elasticity of collagen-based constructs to be used to demonstrate how to engineer cell behavior and regulate mechanotransduction. Articular cartilage was chosen as it represents one of the most complex hierarchical arrangements of collagen meshwork in both connective tissues and ECM-like biomaterials. Corona discharge treatment was used to produce constructs with varying density of crosslinked collagen and stiffness accordingly. The results demonstrated that elastic modulus increased up to 33% for samples treated up to one minute as crosslink density was found to increase with exposure time. According to the thermal analysis, longer exposure to corona increased crosslink density as the denaturation enthalpy increased. However the spectroscopy results suggested that despite the stabilization of the collagen structure the integrity of the triple helical structure remained intact. The in vitro superficial culture of heterologous chondrocytes also determined that the corona treatment can modulate migration with increased focal adhesion of cells due to enhanced stiffness, without cytotoxicity effects, and providing the basis for reinforcing three-dimensional collagen-based biomaterials in order to direct cell function and mediate mechanotransduction.

The effect of pH on the unfolding pathway and stability of ribosome-inactivating protein abrin-II

The effect of pH on the unfolding pathway acid the stability of the toxic protein abrin-II have been studied by increasing denaturant concentrations of guanidine hydrochloride and by monitoring the change in 8,1-anilino naphthalene sulfonic acid (ANS) fluorescence upon binding to the hydrophobic sites of the protein. Intrinsic protein fluorescence, far and near UV-circular dichroism (CD) spectroscopy and ANS binding studies reveal that the unfolding of abrin-II occurs through two intermediates at pH 7.2 and one intermediate at pH 4.5. At pH 7.2, the two subunits A and B of abrin-II unfold sequentially. The native protein is more stable at pH 4.5 than at pH 7.2. However, the stability of the abrin-II A-subunit is not affected by a change in pH. These observations may assist in an understanding of the physiologically relevant transmembrane translocation of the toxin.

Glass forming ability and stability: Ternary Cu bearing Ti, Zr, Hf alloys

Four Cu bearing alloys of nominal composition Zr25Ti25Cu50, Zr34Ti16Cu50, Zr25Hf25Cu50 and Ti25Hf25Cu50 have been rapidly solidified in order to produce ribbons. All the alloys become amorphous after meltspinning. In the Zr34Ti16Cu50 alloy localized precipitation of cF24 Cu5Zr phase can be observed in the amorphous matrix. The alloys show a tendency of phase separation at the initial stages of crystallization. The difference in crystallization behavior of these alloys with Ni bearing ternary alloys can be explained by atomic size, binary heat of mixing and Mendeleev number. It has been observed that both Laves and Anti-Laves phase forming compositions are suitable for glass formation. The structures of the phases, precipitated during rapid solidification and crystallization can be viewed in terms of Bernal deltahedra and Frank-Kasper polyhedra.

Response And Stability Of A Stochastic Beam-Column Using Stochastic Fem

A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.

Non-linear resonance in strings under narrow band random excitation, part I: Planar response and stability

Non-linear planar response of a string to planar narrow band random excitation is investigated in this paper. A response equation for the mean square deflection σ2 is obtained under a single mode approximation by using the equivalent linearization technique. It is shown that the response is triple valued, as in the case of harmonic excitation, if the centre frequency of excitation Ω lies in a certain specified range. The triple valued response occurs only if the excitation bandwidth β is smaller than a critical value βcrit which is a monotonically increasing function of the intensity of excitation. An approximate method of investigating the almost sure asymptotic stability of the solution is presented and regions of instability in the Ω-σ2 plane have been charted. It is shown that planar response can become unstable either due to an unbounded growth of the in-plane component of motion or due to a spontaneous appearance of an out-of-plane component.

Dissipativeness and Stability of a Class of Distributed Parameter Systems

Input-output stability of linear-distributed parameter systems of arbitrary order and type in the presence of a distributed controller is analyzed by extending the concept of dissipativeness, with certain modifications, to such systems. The approach is applicable to systems with homogeneous or homogenizable boundary conditions. It also helps in generating a Liapunov functional to assess asymptotic stability of the system.

On the positivity and stability of non-stationary systems

The positivity of operators in Hilbert spaces is an important concept finding wide application in various branches of Mathematical System Theory. A frequency- domain condition that ensures the positivity of time-varying operators in L2 with a state-space description, is derived in this paper by using certain newly developed inequalities concerning the input-state relation of such operators. As an interesting application of these results, an L2 stability criterion for time-varying feedback systems consisting of a finite-sector non-linearity is also developed.

Deformation and stability regression models for soil nail walls

Lateral displacement and global stability are the two main stability criteria for soil nail walls. Conventional design methods do not adequately address the deformation behaviour of soil nail walls, owing to the complexity involved in handling a large number of influencing factors. Consequently, limited methods of deformation estimates based on empirical relationships and in situ performance monitoring are available in the literature. It is therefore desirable that numerical techniques and statistical methods are used in order to gain a better insight into the deformation behaviour of soil nail walls. In the present study numerical experiments are conducted using a 2 4 factorial design method. Based on analysis of the maximum lateral deformation and factor-of-safety observations from the numerical experiments, regression models for maximum lateral deformation and factor-of-safety prediction are developed and checked for adequacy. Selection of suitable design factors for the 2 4 factorial design of numerical experiments enabled the use of the proposed regression models over a practical range of soil nail wall heights and in situ soil variability. It is evident from the model adequacy analyses and illustrative example that the proposed regression models provided a reasonably good estimate of the lateral deformation and global factor of safety of the soil nail walls.

Total risk rating and stability analysis of embankment dams in the Kachchh Region, Gujarat, India

A method for total risk analysis of embankment dams under earthquake conditions is discussed and applied to the selected embankment dams, i.e., Chang, Tapar, Rudramata, and Kaswati located in the Kachchh region of Gujarat, India, to obtain the seismic hazard rating of the dam site and the risk rating of the structures. Based on the results of the total risk analysis of the dams, coupled non-linear dynamic numerical analyses of the dam sections are performed using acceleration time history record of the Bhuj (India) earthquake as well as five other major earthquakes recorded worldwide. The objective of doing so is to perform the numerical analysis of the dams for the range of amplitude, frequency content and time duration of input motions. The deformations calculated from the numerical analyses are also compared with other approaches available in literature, viz, Makdisi and Seed (1978) approach, Jansen's approach (1990), Swaisgood's method (1995), Bureau's method (1997). Singh et al. approach (2007), and Saygili and Rathje approach (2008) and the results are utilized to foresee the stability of dams in future earthquake scenario. (C) 2010 Elsevier B.V. All rights reserved.

Tuning and stability of a singly resonant continuous-wave optical parametric oscillator close to degeneracy

Wavelength tuning and stability characteristics of a singly resonant continuous-wave optical parametric oscillator (cw OPO) in the proximity of signal-idler degeneracy have been studied. The OPO is made singly resonant by using a Bragg grating as a spectral filter in the OPO cavity. The signal-idler frequency difference can be tuned from 0.5 to 7 THz, which makes the OPO suitable for cw THz generation by optical heterodyning. The operation of the OPO within this singly-resonant regime is characterized by a strong self-stabilization effect. A gradual transition to an unstable, doubly-resonant regime is observed for a signal-idler detuning smaller than ~ 0.5 THz.

Phase relations in the system Cu─Ho─O and stability of Cu2Ho2O5

The phase relations in the system Cu-Ho-O have been determined at 1300 K using X-ray diffraction, optical microscopy, and electron microprobe analysis of samples equilibrated in evacuated quartz ampules and in pure oxygen. Only one ternary compound, Cu2Ho2O5, was found to be stable. The Gibbs free energy of formation of this compound has been measured using the solid-state cell Pt,Cu2O + Cu2Ho2O5 + Ho2O3/(Y2O3)ZrO2/CuO + Cu2O,Pt in the temperature range of 973 to 1350 K. For the formation of Cu2Ho2O5 from its binary component oxides, 2CuO(s) + Ho2O3(S) --> Cu2Ho2O5(s) DELTAG-degrees = 11190 - 13.8T(+/- 120) J-mol-1 Since the formation is endothermic, CU2Ho2O5 becomes thermodynamically unstable with respect to CuO and Ho2O3 below 810 K. When the oxygen partial pressure over Cu2Ho2O5 is lowered, it decomposes according to the reaction 2Cu2Ho2O5(s) --> 2Ho2O3(s) + 2Cu2O(S) + O2(g) for which the equilibrium oxygen potential is given by DELTAmu(O2) = - 238510 + 160.2T(+/- 450) J.mol-1 The decomposition temperature at an oxygen partial pressure of 1.52 x 10(4) Pa was measured using a combined DTA-TGA apparatus. Based on these results, an oxygen potential diagram for the system Cu-Ho-O at 1300 K is presented.

Structure and stability of human telomeric sequence

Telomeric DNA of a variety of vertebrates including humans contains the tandem repeat d(TTAGGG)(n). We have investigated the structural properties of the human telomeric repeat oligonucleotide models d(T(2)AG(3))(4), d(G(3)T(2)A)(3)G(3), and d(G(3)T(2)AG(3)) using CD, gel electrophoresis, and chemical probing techniques. The sequences d(G(3)T(2)A)(3)G(3) and d(T(2)AG(3))(4) assume an antiparallel G quartet structure by intramolecular folding, while the sequence d(G(3)T(2)AG(3)) also adopts an antiparallel G quartet structure but by dimerization of hairpins. In all the above cases, adenines are in the loop. The TTA loops are oriented at the same end of the G tetrad stem in the case of hairpin dimer. Further, the oligonucleotide D(G(3)T(2)AG(3)) forms a higher order structure by the association of two hairpin dimers via stacking of G tetrad planes. Here we show that N-7 of adenine in the hairpin dimer is Hoogsteen hydrogen-bonded. The partial reactivity of loop adenines with DEPC in d(T(2)AG(3))(4) suggests that the intramolecular G quartet structure is highly polymorphic and structures with different loop orientations and topologies are formed in solution. Intra- and interloop hydrogen bonding schemes for the TTA loops are proposed to account for the observed diethyl pyrocarbonate reactivities of adenines. Sodium-induced G quartet structures differ from their potassium-induced counterparts not only in stability but also in loop conformation and interactions. Thus, the overall structure and stability of telomeric sequences are modulated by the cation present, loop sequence, and the number of G tracts, which might be important for the telomere function.