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.

Growth regime map for liquid-bound granules: further development and experimental validation

An attempt was made to quantify the boundaries and validate the granule growth regime map for liquid-bound granules recently proposed by Iveson and Litster (AlChE J. 44 (1998) 1510). This regime map postulates that the type of granule growth behaviour is a function of only two dimensionless groups: the amount of granule deformation during collision (characterised by a Stokes deformation number, St(def)) and the maximum granule pore saturation, s(max). The results of experiments performed with a range of materials (glass ballotini, iron ore fines, copper chalcopyrite powder and a sodium sulphate and cellulose mixture) using both drum and high shear mixer granulators were examined. The drum granulation results gave good agreement with the proposed regime map. The boundary between crumb and steady growth occurs at St(def) of order 0.1 and the boundary between steady and induction growth occurs at St(def) of order 0.001. The nucleation only boundary occurs at pore saturations that increase from 70% to 80% with decreasing St(def). However, the high shear mixer results all had St(def) numbers which were too large. This is most likely to be because the chopper tip-speed is an over-estimate of the average impact velocity granules experience and possibly also due to the dynamic yield strength of the materials being significantly greater than the yield strengths measured at low strain rates. Hence, the map is only a useful tool for comparing the granulation behaviour of different materials in the same device. Until we have a better understanding of the flow patterns and impact velocities in granulators, it cannot be used to compare different types of equipment. Theoretical considerations also revealed that several of the regime boundaries are also functions of additional parameters not explicitly contained on the map, such as binder viscosity. (C) 2001 Elsevier Science B.V. All rights reserved.

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.

Theory and applications of fuzzy Volterra integral equations

Formulations of fuzzy integral equations in terms of the Aumann integral do not reflect the behavior of corresponding crisp models. Consequently, they are ill-adapted to describe physical phenomena, even when vagueness and uncertainty are present. A similar situation for fuzzy ODEs has been obviated by interpretation in terms of families of differential inclusions. The paper extends this formalism to fuzzy integral equations and shows that the resulting solution sets and attainability sets are fuzzy and far better descriptions of uncertain models involving integral equations. The investigation is restricted to Volterra type equations with mildly restrictive conditions, but the methods are capable of extensive generalization to other types and more general assumptions. The results are illustrated by integral equations relating to control models with fuzzy uncertainties.

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 positive solutions of nonlinear elliptic equations involving concave and critical nonlinearities

We study the existence of nonnegative solutions of elliptic equations involving concave and critical Sobolev nonlinearities. Applying various variational principles we obtain the existence of at least two nonnegative solutions.

Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.

Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

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.