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.

Exact solution for the Bariev model with boundary fields

The Bariev model with open boundary conditions is introduced and analysed in detail in the framework of the Quantum Inverse Scattering Method. Two classes of independent boundary reflecting K-matrices leading to four different types of boundary fields are obtained by solving the reflection equations. The models are exactly solved by means of the algebraic nested Bethe ansatz method and the four sets or Bethe ansatz equations as well as their corresponding energy expressions are derived. (C) 2001 Elsevier Science B.V. All rights reserved.

A new integrable model of strongly correlated electrons with Hubbard-like interaction

A new completely integrable model of strongly correlated electrons is proposed which describes two competitive interactions: one is the correlated one-particle hopping, the other is the Hubbard-like interaction. The integrability follows from the fact that the Hamiltonian is derivable from a one-parameter family of commuting transfer matrices. The Bethe ansatz equations are derived by algebraic Bethe ansatz method.

Elastic moduli of model random three-dimensional closed-cell cellular solids

Most cellular solids are random materials, while practically all theoretical structure-property results are for periodic models. To be able to generate theoretical results for random models, the finite element method (FEM) was used to study the elastic properties of solids with a closed-cell cellular structure. We have computed the density (rho) and microstructure dependence of the Young's modulus (E) and Poisson's ratio (PR) for several different isotropic random models based on Voronoi tessellations and level-cut Gaussian random fields. The effect of partially open cells is also considered. The results, which are best described by a power law E infinity rho (n) (1<n<2), show the influence of randomness and isotropy on the properties of closed-cell cellular materials, and are found to be in good agreement with experimental data. (C) 2001 Acta Materialia Inc. Published by Elsevier Science Ltd. All rights reserved.

Integrable anisotropic spin-ladder model

We present an integrable spin-ladder model, which possesses a free parameter besides the rung coupling J. Wang's system based on the SU(4) symmetry can be obtained as a special case. The model is exactly solvable by means of the Bethe ansatz method. We determine the dependence on the anisotropy parameter of the phase transition between gapped and gapless spin excitations and present the phase diagram. Finally, we show that the model is a special case of a more general Hamiltonian with three free parameters.

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.

Long-term survivor mixture model with random effects: application to a multi-centre clinical trial of carcinoma

A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent. However, when the survival data are obtained from a multi-centre clinical trial, it is conceived that the environ mental conditions and facilities shared within clinic affects the proportion cured as well as the failure risk for the uncured individuals. It necessitates a long-term survivor mixture model with random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time data using the generalized linear mixed model (GLMM) approach. The proposed model is applied to analyse a numerical data set from a multi-centre clinical trial of carcinoma as an illustration. Some simulation experiments are performed to assess the applicability of the model based on the average biases of the estimates formed. Copyright (C) 2001 John Wiley & Sons, Ltd.

Integrable open boundary conditions for the Bariev model of three coupled X Y spin chains

The integrable open-boundary conditions for the Bariev model of three coupled one-dimensional XY spin chains are studied in the framework of the boundary quantum inverse scattering method. Three kinds of diagonal boundary K-matrices leading to nine classes of possible choices of boundary fields are found and the corresponding integrable boundary terms are presented explicitly. The boundary Hamiltonian is solved by using the coordinate Bethe ansatz technique and the Bethe ansatz equations are derived. (C) 2001 Elsevier Science B.V. All rights reserved.

Spironolactone and hydrochlorothiazide exert antioxidant effects and reduce vascular matrix metalloproteinase-2 activity and expression in a model of renovascular hypertension

Background and purpose: Increased oxidative stress and up-regulation of matrix metalloproteinases (MMPs) may cause structural and functional vascular changes in renovascular hypertension. We examined whether treatment with spironolactone (SPRL), hydrochlorothiazide (HCTZ) or both drugs together modified hypertension-induced changes in arterial blood pressure, aortic remodelling, vascular reactivity, oxidative stress and MMP levels and activity, in a model of renovascular hypertension. Experimental approach: We used the two-kidney,one-clip (2K1C) model of hypertension in Wistar rats. Sham-operated or hypertensive rats were treated with vehicle, SPRL (25 mg center dot kg-1 center dot day-1), HCTZ (20 mg center dot kg-1 center dot day-1) or a combination for 8 weeks. Systolic blood pressure was monitored weekly. Aortic rings were isolated to assess endothelium-dependent and -independent relaxations. Morphometry of the vascular wall was carried out in sections of aorta. Aortic NADPH oxidase activity and superoxide production were evaluated. Formation of reactive oxygen species was measured in plasma as thiobarbituric acid-reactive substances. Aortic MMP-2 levels and activity were determined by gelatin and in situ zymography, fluorimetry and immunohistochemistry. Key results: Treatment with SPRL, HCTZ or the combination attenuated 2K1C-induced hypertension, and reversed the endothelial dysfunction in 2K1C rats. Both drugs or the combination reversed vascular aortic remodelling induced by hypertension, attenuated hypertension-induced increases in oxidative stress and reduced MMP-2 levels and activity. Conclusions and implications: SPRL or HCTZ, alone or combined, exerted antioxidant effects, and decreased renovascular hypertension-induced MMP-2 up-regulation, thus improving the vascular dysfunction and remodelling found in this model of hypertension.