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.

A flux ratio theorem for multicomponent linear diffusion equations

Ussing [1] considered the steady flux of a single chemical component diffusing through a membrane under the influence of chemical potentials and derived from his linear model, an expression for the ratio of this flux and that of the complementary experiment in which the boundary conditions were interchanged. Here, an extension of Ussing's flux ratio theorem is obtained for n chemically interacting components governed by a linear system of diffusion-migration equations that may also incorporate linear temporary trapping reactions. The determinants of the output flux matrices for complementary experiments are shown to satisfy an Ussing flux ratio formula for steady state conditions of the same form as for the well-known one-component case. (C) 2000 Elsevier Science Ltd. 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.

Three-point boundary value problems for second-order, ordinary, differential equations

We establish existence results for solutions to three-point boundary value problems for nonlinear, second-order, ordinary differential equations with nonlinear boundary conditions. (C) 2001 Elsevier Science Ltd. All rights reserved.

Efficacy of praziquantel against Schistosoma japonicum: field evaluation in an area with repeated chemotherapy compared with a newly identified endemic focus in Hunan, China

This study conducted in 1999/2000 was designed to evaluate the efficacy of praziquantel against Schistosoma japonicum in an area with repeated chemotherapy (Area A) compared with a newly identified endemic focus (Area B) in Hunan Province, China. The population size was 2015 and 2180 in Areas A and B, respectively, of which 1129 and 1298 subjects received stool examination. A total of 230 subjects were identified by the Kato-Katz technique (4 smears per person) as being infected with S. japonicum, 124 in Area A (prevalence 11 %) and 106 in Area B (prevalence 8.2%). They were treated with a single oral dose of praziquantel (40 mg/kg) in the non-transmission season. A follow-up stool examination was made 50 days after treatment. Among the 220 cases followed, 22 were found stool-egg-positive, with an overall cure rate of 90 %, and 99 % reduction of infection intensity (eggs per gram stool). No significant difference was found in cure rates between the 2 areas (89.7% vs 90.3%). The efficacy of the drug in the area with repeated chemotherapy was not significantly different from that in the newly identified endemic focus. This study, therefore, suggests that the efficacy of praziquantel against S. japonicum has not changed in the Dongting Lake region after more than 14 years of mass chemotherapy, and there is no evidence of tolerance or resistance of S. japonicum against praziquantel.

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.

Introducing ethnomethodological analysis to the field of music education

In recent years qualitative research methods have been adopted within in the field of music education and have received widespread acceptance. However, the theoretical framework provided by ethnomethodology (Garfinkel, 1974, in R. Turner, Ethnomethodology , Penguin, Middlesex, UK) and the tools of conversational analysis (Sacks, 1992, Lectures on Conversation , edited by Gail Jefferson, Blackwell, Oxford, UK) have, to this point, been overlooked by researchers in the field of music education. In this paper I argue that the application of ethnomethodological and conversation analytical approaches in the field of research in music education can provide fresh insights into the work of music teachers and how this work is accomplished in institutional settings. Here I demonstrate how a conversation analytical perspective drawing on an ethnomethodological framework might be used to investigate transcripts of audio-recorded interview talk. This type of analysis can illuminate aspects of members' roles in relation to, and perceptions about music education in school settings that might be overlooked in other types of analysis. A conversation analytical approach to the examination of talk-in-interaction explicates in fine-grained detail how members orient to matters at hand in the context of research settings, as well as revealing features of the cultural world of music teaching. Further application of the approach to research problems in other school settings, I argue, will inform the field of music education in ways yet to be realised.

Ligand-field analysis of an Er(III) complex with a heptadentate tripodal N4O3 ligand

Polarized absorption and emission spectra of trigonal single crystals of an Er(III) complex coordinated to a heptadentate tripodal ligand are reported at temperatures between 8 and 298 K. The assigned energy levels below the onset of ligand absorption (< 25 000 cm(-1)) are fitted to a parametrized electronic Hamiltonian. The C-3 site symmetry of the Er(HI) ion requires eight parameters for a full description of the ligand field within a one-electron operator description. This compound shows unusually large splittings of the multiplets, and the fitted parameters imply that this heptadentate ligand imparts the largest ligand field reported for an Er(III) complex. The ligand field was also interpreted within the angular overlap model (AOM). We derive the AOM matrix to include both sigma and anisotropic pi bonding and show that a useful description of the C-3 ligand field can be made using only five parameters. The success of the AOM description is encouraging for applications on isomorphous complexes within the lanthanide series and in describing the ligand field of low-symmetry complexes with less parameters than in the usual spherical harmonic expansion.