High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations

In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochastic Runge-Kutta methods, the previous strong order barrier of order one could be broken without having to use higher derivative terms. In particular, methods of strong order 1.5 were developed in which a Stratonovich integral of order one and one of order two were present in the formulation. In this present paper, general order results are proven about the maximum attainable strong order of these stochastic Runge-Kutta methods (SRKs) in terms of the order of the Stratonovich integrals appearing in the Runge-Kutta formulation. In particular, it will be shown that if an s-stage SRK contains Stratonovich integrals up to order p then the strong order of the SRK cannot exceed min{(p + 1)/2, (s - 1)/2), p greater than or equal to 2, s greater than or equal to 3 or 1 if p = 1.

Influence of grain boundaries on the vibrational properties of silver nanowires

Metal and semiconductor nanowires (NWs) have been widely employed as the building blocks of the nanoelectromechanical systems, which usually acted a resonant beam. Recent researches reported that nanowires are often polycrystalline, which contains grain boundaries (GBs) that transect the whole nanowire into a bamboo like structure. Based on the larger-scale molecular dynamics (MD) simulations, a comprehensive investigation of the influence from grain boundaries on the vibrational properties of doubly clamped Ag NWs is conducted. It is found that, the presence of grain boundary will result in significant energy dissipation during the resonance of polycrystalline NWs, which leads a great deterioration to the quality factor. Further investigation reveals that the energy dissipation is originated from the plastic deformation of polycrystalline NWs in the form of the nucleation of partial dislocations or the generation of micro stacking faults around the GBs and the micro stacking faults is found to keep almost intact during the whole vibration process. Moreover, it is observed that the closer of the grain boundary getting to the regions with the highest strain state, the more energy dissipation will be resulted from the plastic deformation. In addition, either the increase of the number of grain boundaries or the decrease of the distance between the grain boundary and the highest strain state region is observed to induce a lower first resonance frequency. This work sheds lights on the better understanding of the mechanical properties of polycrystalline NWs, which benefits the increasing utilities of NWs in diverse nano-electronic devices.

Vibrational spectroscopic study of the mineral pitticite Fe, AsO4, SO4, H2O

Some minerals are colloidal and show no X-ray diffraction patterns. Vibrational spectroscopy offers one of the few methods for the determination of the structure of these minerals. Among this group of minerals is pitticite, simply described as (Fe, AsO4, SO4, H2O). In this work, the analogue of the mineral pitticite has been synthesised. The objective of this research is to determine the molecular structure of the mineral pitticite using vibrational spectroscopy. Raman and infrared bands are attributed to the AsO43−, SO42− and water stretching and bending vibrations. The Raman spectrum of the pitticite analogue shows intense peaks at 845 and 837 cm−1 assigned to the AsO43− stretching vibrations. Raman bands at 1096 and 1182 cm−1 are attributed to the SO42− antisymmetric stretching bands. Raman spectroscopy offers a useful method for the analysis of such colloidal minerals.

A coupled SPH/FEM analysis of portable water filled barriers

Portable water filled barriers (PWFB) are semi-rigid roadside barriers which have the potential to display good crash attenuation characteristics at low and moderate impact speeds. The traditional mesh based numerical methods alone fail to simulate this type of impact with precision, stability and efficiency. This paper proposes to develop an advanced simulation model based on the combination of Smoothed Particles Hydrodynamics (SPH), a meshless method, and finite element method (FEM) for fluid-structure analysis using the commercially available software package LS-Dyna. The interaction between SPH particles and FEA elements is studied in this paper. Two methods of element setup at the element boundary were investigated. The response of the impacted barrier and fluid inside were analysed and compared. The system response and lagging were observed and reported in this paper. It was demonstrated that coupled SPH/FEM can be used in full scale PWFB modelling application. This will aid the research in determining the best initial setup to couple FEA and SPH in road safety barrier for impact response and safety analysis in the future.

Assessing eco-environmental performance of agricultural production in OECD countries : combination of soil surface, soil system and farm gate methods of nutrient auditing

Nitrogen balance is increasingly used as an indicator of the environmental performance of agricultural sector in national, international, and global contexts. There are three main methods of accounting the national nitrogen balance: farm gate, soil surface, and soil system. OECD (2008) recently reported the nitrogen and phosphorus balances for member countries for the 1985 - 2004 period using the soil surface method. The farm gate and soil system methods were also used in some international projects. Some studies have provided the comparison among these methods and the conclusion is mixed. The motivation of this present paper was to combine these three methods to provide a more detailed auditing of the nitrogen balance and flows for national agricultural production. In addition, the present paper also provided a new strategy of using reliable international and national data sources to calculate nitrogen balance using the farm gate method. The empirical study focused on the nitrogen balance of OECD countries for the period from 1985 to 2003. The N surplus sent to the total environment of OECD surged dramatically in early 1980s, gradually decreased during 1990s but exhibited an increasing trends in early 2000s. The overall N efficiency however fluctuated without a clear increasing trend. The eco-environmental ranking shows that Australia and Ireland were the worst while Korea and Greece were the best.

Morphology-based model for predicting osteocyte-like cell line (MLO-Y4) growth process

This work has led to the development of empirical mathematical models to quantitatively predicate the changes of morphology in osteocyte-like cell lines (MLO-Y4) in culture. MLO-Y4 cells were cultured at low density and the changes in morphology recorded over 11 hours. Cell area and three dimensional shape features including aspect ratio, circularity and solidity were then determined using widely accepted image analysis software (ImageJTM). Based on the data obtained from the imaging analysis, mathematical models were developed using the non-linear regression method. The developed mathematical models accurately predict the morphology of MLO-Y4 cells for different culture times and can, therefore, be used as a reference model for analyzing MLO-Y4 cell morphology changes within various biological/mechanical studies, as necessary.

Continuum mechanics modelling of microfilament networks with different architectures based on molecular investigation of single F-actin

The actin microfilament plays a critical role in many cellular processes including embryonic development, wound healing, immune response, and tissue development. It is commonly organized in the form of networks whose mechanical properties change with changes in their architecture due to cell evolution processes. This paper presents a new nonlinear continuum mechanics model of single filamentous actin (F-actin) that is based on nanoscale molecular simulations. Following this continuum model of the single F-actin, mechanical properties of differently architected lamellipodia are studied. The results provide insight that can contribute to the understanding of the cell edge motions of living cells.

Near Infrared Spectroscopy Evaluation of Articular Cartilage : Decision-Making in Arthroplasty : Real-Time Assessment of Articular Cartilage

Current diagnostic methods for assessing the severity of articular cartilage degenerative conditions, such as osteoarthritis, are inadequate. There is also a lack of techniques that can be used for real-time evaluation of the tissue during surgery to inform treatment decision and eliminate subjectivity. This book, derived from Dr Afara’s doctoral research, presents a scientific framework that is based on near infrared (NIR) spectroscopy for facilitating the non-destructive evaluation of articular cartilage health relative to its structural, functional, and mechanical properties. This development is a component of the ongoing research on advanced endoscopic diagnostic techniques in the Articular Cartilage Biomechanics Research Laboratory of Professor Adekunle Oloyede at Queensland University of Technology (QUT), Brisbane Australia.

Ventilation distribution in rats : Part I - The effect of gas composition as measured with electrical impedance tomography

The measurement of ventilation distribution is currently performed using inhaled tracer gases for multiple breath inhalation studies or imaging techniques to quantify spatial gas distribution. Most tracer gases used for these studies have properties different from that of air. The effect of gas density on regional ventilation distribution has not been studied. This study aimed to measure the effect of gas density on regional ventilation distribution. Methods Ventilation distribution was measured in seven rats using electrical impedance tomography (EIT) in supine, prone, left and right lateral positions while being mechanically ventilated with either air, heliox (30% oxygen, 70% helium) or sulfur hexafluoride (20% SF6, 20% oxygen, 60% air). The effect of gas density on regional ventilation distribution was assessed. Results Gas density did not impact on regional ventilation distribution. The non-dependent lung was better ventilated in all four body positions. Gas density had no further impact on regional filling characteristics. The filling characteristics followed an anatomical pattern with the anterior and left lung showing a greater impedance change during the initial phase of the inspiration. Conclusion It was shown that gas density did not impact on convection dependent ventilation distribution in rats measured with EIT.

Ventilation distribution in rats : part 2 – a comparison of electrical impedance tomography and hyperpolarised helium magnetic resonance imaging

Background: Hyperpolarised helium MRI (He3 MRI) is a new technique that enables imaging of the air distribution within the lungs. This allows accurate determination of the ventilation distribution in vivo. The technique has the disadvantages of requiring an expensive helium isotope, complex apparatus and moving the patient to a compatible MRI scanner. Electrical impedance tomography (EIT) a non-invasive bedside technique that allows constant monitoring of lung impedance, which is dependent on changes in air space capacity in the lung. We have used He3MRI measurements of ventilation distribution as the gold standard for assessment of EIT. Methods: Seven rats were ventilated in supine, prone, left and right lateral position with 70% helium/30% oxygen for EIT measurements and pure helium for He3 MRI. The same ventilator and settings were used for both measurements. Image dimensions, geometric centre and global in homogeneity index were calculated. Results: EIT images were smaller and of lower resolution and contained less anatomical detail than those from He3 MRI. However, both methods could measure positional induced changes in lung ventilation, as assessed by the geometric centre. The global in homogeneity index were comparable between the techniques. Conclusion: EIT is a suitable technique for monitoring ventilation distribution and inhomgeneity as assessed by comparison with He3 MRI.

ECMO : the clinician’s view

Background: Extra corporeal membrane oxygenation (ECMO) is a complex rescue therapy used to provide cardiac and/or respiratory support for critically ill patients who have failed maximal conventional medical management. ECMO is based on a modified cardiopulmonary bypass (CPB) circuit, and can provide cardiopulmonary support for up-to several months. It can be used in a veno venous configuration for isolated respiratory failure, (VV-ECMO), or in a veno arterial configuration (VA-ECMO) where support is necessary for cardiac +/- respiratory failure. The ECMO circuit consists of five main components: large bore cannulae (access cannulae) for drainage of the venous system, and return cannulae to either the venous (in VV-ECMO) or arterial (in VA ECMO) system. An oxygenator, with a vast surface area of hollow filaments, allows addition of oxygen and removal of carbon dioxide; a centrifugal blood pump allows propulsion of blood through the circuit at upto 10 L/minute; a control module and a thermoregulatory unit, which allows for exact temperature control of the extra corporeal blood. Methods: The first successful use of ECMO for ARDS in adults occurred in 1972, and its use has become more commonplace over the last 30 years, supported by the improvement in design and biocompatibility of the equipment, which has reduced the morbidity associated with this modality. Whilst the use of ECMO in neonatal population has been supported by numerous studies, the evidence upon which ECMO was integrated into adult practice was substantially less robust. Results: Recent data, including the CESAR study (Conventional Ventilatory Support versus Extra corporeal membrane oxygenation for Severe Respiratory failure) has added a degree of evidence to the role of ECMO in such a patient population. The CESAR study analysed 180 patients, and confirmed that ECMO was associated with an improved rate of survival. More recently, ECMO has been utilized in numerous situations within the critical care area, including support in high-risk percutaneous interventions in cardiac catheter lab; the operating room, emergency department, as well in specialized inter-hospital retrieval services. The increased understanding of the risk:benefit profile of ECMO, along with a reduction in morbidity associated with its use will doubtless lead to a substantial rise in the utilisation of this modality. As with all extra-corporeal circuits, ECMO opposes the basic premises of the mammalian inflammation and coagulation cascade where blood comes into foreign circulation, both these cascades are activated. Anti-coagulation is readily dealt with through use of agents such as heparin, but the inflammatory excess, whilst less macroscopically obvious, continues un-abated. Platelet consumption and neutrophil activation occur rapidly, and the clinician is faced with balancing the need of anticoagulation for the circuit, against haemostasis in an acutely bleeding patient. Alterations in pharmacokinetics may result in inadequate levels of disease modifying therapeutics, such as antibiotics, hence paradoxically delaying recovery from conditions such as pneumonia. Key elements of nutrition and the innate immune system maysimilarly be affected. Summary: This presentation will discuss the basic features of ECMO to the nonspecialist, and review the clinical conundrum faced by the team treating these most complex cases.

An in-vitro 3-D cell culture model for studying pathomechanisms in AMD

Purpose To develop a novel 3-D cell culture model with the view to studying the pathomechanisms underlying the development of age-related macular degeneration (AMD). Our central hypothesis is that the silk structural protein fibroin used in conjunction with cultured human cells can be used to mimic the structural relationships between the RPE and choriocapillaris in health and disease. Methods Co-cultures of human RPE cells (ARPE-19 cells grown in Miller’s medium) and microvascular endothelial cells (HMEC-1 cells grown in endothelial culture medium) were established on opposing sides of a synthetic Bruch’s membrane (3 microns thick) constructed from B mori silk fibroin. Cell attachment was facilitated by pre-coating the fibroin membrane with vitronectin (for ARPE-19 cells) and gelatin (for HMEC-1 cells) respectively. The effects of tropoelastin on attachment of ARPE-19 cells was also examined. Barrier function was examined by measurement of trans-epithelial resistance (TER) using a voltohmmeter (EVOM-2). The phagocytic activity of the synthetic RPE was tested using vitronectin-coated microspheres (2 micron diameter FluoSpheres). In some cultures, membrane defects were created by puncturing within a 24 G needle. The architecture of the synthetic tissue before and after wounding was examined by confocal microscopy after staining for ZO-1 and F-actin. Results The RPE layer of the 3D model developed a cobblestoned morphology (validated by staining for ZO-1 and F-actin), displayed barrier function (validated by measurement of TER) and demonstrated cytoplasmic uptake of vitronectin-coated microspheres. Attachment of ARPE-19 cells to fibroin was unaffected by tropoelastin. Microvascular endothelial cells attached well to the gelatin-coated surface of the fibroin membrane and remained physically separated from the overlaying RPE layer. The fibroin membranes were amenable to puncturing without collapse thus providing the opportunity to study transmembrane migration of the endothelial cells. Conclusions Synthetic Bruch’s membranes constructed from silk fibroin, vitronectin and gelatin, support the co-cultivation of RPE cells and microvascular endothelial cells. The resulting RPE layer displays functions similar to that of native RPE and the entire tri-layered structure displays potential to be used as an in vitro model of choroidal neovascularization.

Visualization of thermal characteristics around the absorber tube of a standard parabolic trough thermal collector by 3D simulation

Three dimensional conjugate heat transfer simulation of a standard parabolic trough thermal collector receiver is performed numerically in order to visualize and analyze the surface thermal characteristics. The computational model is developed in Ansys Fluent environment based on some simplified assumptions. Three test conditions are selected from the existing literature to verify the numerical model directly, and reasonably good agreement between the model and the test results confirms the reliability of the simulation. Solar radiation flux profile around the tube is also approximated from the literature. An in house macro is written to read the input solar flux as a heat flux wall boundary condition for the tube wall. The numerical results show that there is an abrupt variation in the resultant heat flux along the circumference of the receiver. Consequently, the temperature varies throughout the tube surface. The lower half of the horizontal receiver enjoys the maximum solar flux, and therefore, experiences the maximum temperature rise compared to the upper part with almost leveled temperature. Reasonable attributions and suggestions are made on this particular type of conjugate thermal system. The knowledge that gained so far from this study will be used to further the analysis and to design an efficient concentrator photovoltaic collector in near future.