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.

An atomistic simulation of solid state sintering using Monte Carlo methods

This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.

Comparison of an ELISA and an LC/MS/MS method for measuring tacrolimus concentrations and making dosage decisions in transplant recipients

This study compared an enzyme-linked immunosorbent assay (ELISA) to a liquid chromatography-tandem mass spectrometry (LC/MS/MS) technique for measurement of tacrolimus concentrations in adult kidney and liver transplant recipients, and investigated how assay choice influenced pharmacokinetic parameter estimates and drug dosage decisions. Tacrolimus concentrations measured by both ELISA and LC/MS/MS from 29 kidney (n = 98 samples) and 27 liver (n = 97 samples) transplant recipients were used to evaluate the performance of these methods in the clinical setting. Tacrolimus concentrations measured by the two techniques were compared via regression analysis. Population pharmacokinetic models were developed independently using ELISA and LC/MS/MS data from 76 kidney recipients. Derived kinetic parameters were used to formulate typical dosing regimens for concentration targeting. Dosage recommendations for the two assays were compared. The relation between LC/MS/MS and ELISA measurements was best described by the regression equation ELISA = 1.02 . (LC/MS/MS) + 0.14 in kidney recipients, and ELISA = 1.12 . (LC/MS/MS) - 0.87 in liver recipients. ELISA displayed less accuracy than LC/MS/MS at lower tacrolimus concentrations. Population pharmacokinetic models based on ELISA and LC/MS/MS data were similar with residual random errors of 4.1 ng/mL and 3.7 ng/mL, respectively. Assay choice gave rise to dosage prediction differences ranging from 0% to 30%. ELISA measurements of tacrolimus are not automatically interchangeable with LC/MS/MS values. Assay differences were greatest in adult liver recipients, probably reflecting periods of liver dysfunction and impaired biliary secretion of metabolites. While the majority of data collected in this study suggested assay differences in adult kidney recipients were minimal, findings of ELISA dosage underpredictions of up to 25% in the long term must be investigated further.

Estimation of total body water from bioelectrical impedance analysis in patients with pancreatic cancer - agreement between three methods of prediction

Introduction Bioelectrical impedance analysis (BIA) is a useful field measure to estimate total body water (TBW). No prediction formulae have been developed or validated against a reference method in patients with pancreatic cancer. The aim of this study was to assess the agreement between three prediction equations for the estimation of TBW in cachectic patients with pancreatic cancer. Methods Resistance was measured at frequencies of 50 and 200 kHz in 18 outpatients (10 males and eight females, age 70.2 +/- 11.8 years) with pancreatic cancer from two tertiary Australian hospitals. Three published prediction formulae were used to calculate TBW - TBWs developed in surgical patients, TBWca-uw and TBWca-nw developed in underweight and normal weight patients with end-stage cancer. Results There was no significant difference in the TBW estimated by the three prediction equations - TBWs 32.9 +/- 8.3 L, TBWca-nw 36.3 +/- 7.4 L, TBWca-uw 34.6 +/- 7.6 L. At a population level, there is agreement between prediction of TBW in patients with pancreatic cancer estimated from the three equations. The best combination of low bias and narrow limits of agreement was observed when TBW was estimated from the equation developed in the underweight cancer patients relative to the normal weight cancer patients. When no established BIA prediction equation exists, practitioners should utilize an equation developed in a population with similar critical characteristics such as diagnosis, weight loss, body mass index and/or age. Conclusions Further research is required to determine the accuracy of the BIA prediction technique against a reference method in patients with pancreatic cancer.

Control of Aedes vectors of dengue in three provinces of Vietnam by use of Mesocyclops (Copepoda) and community-based methods validated by entomologic, clinical, and serological surveillance

We describe remarkable success in controlling dengue vectors, Aedes aegypti (L.) and Aedes albopictus (Skuse), in 6 communes with 11,675 households and 49,647 people in the northern provinces of Haiphong, Hung Yen, and Nam Dinh in Vietnam. The communes were selected for high-frequency use of large outdoor concrete tanks and wells. These were found to be the source of 49.6-98.4% of Ae. aegypti larvae, which were amenable to treatment with local Mesocyclops, mainly M. woutersi Van der Velde, M. aspericornis (Daday) and M. thermocyclopoides Harada. Knowledge, attitude, and practice surveys were performed to determine whether the communities viewed dengue and dengue hemorrhagic fever as a serious health threat; to determine their knowledge of the etiology, attitudes, and practices regarding control methods including Mesocyclops; and to determine their receptivity to various information methods. On the basis of the knowledge, attitude, and practice data, the community-based dengue control program comprised a system of local leaders, health volunteer teachers, and schoolchildren, supported by health professionals. Recycling of discards for economic gain was enhanced, where appropriate, and this, plus 37 clean-up campaigns, removed small containers unsuitable for Mesocyclops treatment. A previously successful eradication at Phan Boi village (Hung Yen province) was extended to 7 other villages forming Di Su commune (1,750 households) in the current study. Complete control was also achieved in Nghia Hiep (Hung Yen province) and in Xuan Phong (Nam Dinh province); control efficacy was greater than or equal to 99.7% in the other 3 communes (Lac Vien in Haiphong, Nghia Dong, and Xuan Kien in Nam Dinh). Although tanks and wells were the key container types of Ae. aegypti productivity, discarded materials were the source of 51% of the standing crop of Ae. albopictus. Aedes albopictus larvae were eliminated from the 3 Nam Dinh communes, and 86-98% control was achieved in the other 3 communes. Variable dengue attack rates made the clinical and serological comparison of control and untreated communes problematic, but these data indicate that clinical surveillance by itself is inadequate to monitor dengue transmission.

Acquisition and loss of Porphyromonas gingivalis, Actinobacillus actinomycetemcomitans and Prevotella intermedia over a 5-year period: effect of a triclosan/copolymer dentifrice

Objectives: The present study describes the natural history of Porphyromonas gingivalis, Actinobacillus actinomycetemcomitans and Prevotella intermedia over a 5-year period and the effect of a triclosan/copolymer dentifrice on these organisms in a normal adult population. Material and Methods: Subgingival plaque samples were collected from 504 adult volunteers. Probing pocket depths (PPD) and relative attachment levels were measured using an automated probe. Participants were matched for disease status (CPI), plaque index, age and gender, and allocated to receive either a triclosan/copolymer or placebo dentifrice. Re-examination and subgingival plaque sampling was repeated after 1, 2, 3, 4 and 5 years. P. gingivalis, A. actinomycetemcomitans and P. intermedia were detected and quantitated using an enzyme linked immunosorbent assay. Logistic regression and generalised linear modelling were used to analyse the data. Results: This 5-year longitudinal study showed considerable volatility in acquisition and loss (below the level of detection) of all three organisms in this population. Relatively few subjects had these organisms on multiple occasions. While P. gingivalis was related to loss of attachment and to PPD greater than or equal to3.5 mm, there was no relationship between A. actinomycetemcomitans or P. intermedia and disease progression over the 5 years of the study. Smokers with P. gingivalis had more PPD greater than or equal to3.5 mm than smokers without this organism. There was no significant effect of the triclosan dentifrice on P. gingivalis or A. actinomycetemcomitans . Subjects using triclosan were more likely to have P. intermedia than those not using the dentifrice; however this did not translate into these subjects having higher levels of P. intermedia and its presence was uniform showing no signs of increasing over the course of the study. Conclusion: The present 5-year longitudinal study has shown the transient nature of colonisation with P. gingivalis , A. actinomycetemcomitans and P. intermedia in a normal adult population. The use of a triclosan-containing dentifrice did not lead to an overgrowth of these organisms. The clinical effect of the dentifrice would appear to be independent of its antimicrobial properties.

Bridging the gap between different statistical approaches: An integrated framework for modelling

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good practice in statistics' by establishing a comprehensive framework for modelling that focuses on exploration, prediction, interpretation and reliability assessment, a relatively new idea that allows individual assessment of predictions. The integrated framework we present comprises two stages. The first involves the use of exploratory methods to help visually understand the data and identify a parsimonious set of explanatory variables. The second encompasses a two step modelling process, where the use of non-parametric methods such as decision trees and generalized additive models are promoted to identify important variables and their modelling relationship with the response before a final predictive model is considered. We focus on fitting the predictive model using parametric, non-parametric and Bayesian approaches. This paper is motivated by a medical problem where interest focuses on developing a risk stratification system for morbidity of 1,710 cardiac patients given a suite of demographic, clinical and preoperative variables. Although the methods we use are applied specifically to this case study, these methods can be applied across any field, irrespective of the type of response.

Impulse-response function of splanchnic circulation with model-independent constraints: theory and experimental validation

Modeling physiological processes using tracer kinetic methods requires knowledge of the time course of the tracer concentration in blood supplying the organ. For liver studies, however, inaccessibility of the portal vein makes direct measurement of the hepatic dual-input function impossible in humans. We want to develop a method to predict the portal venous time-activity curve from measurements of an arterial time-activity curve. An impulse-response function based on a continuous distribution of washout constants is developed and validated for the gut. Experiments with simultaneous blood sampling in aorta and portal vein were made in 13 anesthetized pigs following inhalation of intravascular [O-15] CO or injections of diffusible 3-O[ C-11] methylglucose (MG). The parameters of the impulse-response function have a physiological interpretation in terms of the distribution of washout constants and are mathematically equivalent to the mean transit time ( T) and standard deviation of transit times. The results include estimates of mean transit times from the aorta to the portal vein in pigs: (T) over bar = 0.35 +/- 0.05 min for CO and 1.7 +/- 0.1 min for MG. The prediction of the portal venous time-activity curve benefits from constraining the regression fits by parameters estimated independently. This is strong evidence for the physiological relevance of the impulse-response function, which includes asymptotically, and thereby justifies kinetically, a useful and simple power law. Similarity between our parameter estimates in pigs and parameter estimates in normal humans suggests that the proposed model can be adapted for use in humans.

Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

Stereological and other methods applied to rock joint size estimation - Does Crofton's theorem apply?

A number of authors concerned with the analysis of rock jointing have used the idea that the joint areal or diametral distribution can be linked to the trace length distribution through a theorem attributed to Crofton. This brief paper seeks to demonstrate why Crofton's theorem need not be used to link moments of the trace length distribution captured by scan line or areal mapping to the moments of the diametral distribution of joints represented as disks and that it is incorrect to do so. The valid relationships for areal or scan line mapping between all the moments of the trace length distribution and those of the joint size distribution for joints modeled as disks are recalled and compared with those that might be applied were Crofton's theorem assumed to apply. For areal mapping, the relationship is fortuitously correct but incorrect for scan line mapping.

Selecting methods to solve multi-well master equations

There are several competing methods commonly used to solve energy grained master equations describing gas-phase reactive systems. When it comes to selecting an appropriate method for any particular problem, there is little guidance in the literature. In this paper we directly compare several variants of spectral and numerical integration methods from the point of view of computer time required to calculate the solution and the range of temperature and pressure conditions under which the methods are successful. The test case used in the comparison is an important reaction in combustion chemistry and incorporates reversible and irreversible bimolecular reaction steps as well as isomerizations between multiple unimolecular species. While the numerical integration of the ODE with a stiff ODE integrator is not the fastest method overall, it is the fastest method applicable to all conditions.