Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

Constructive development of the solutions of linear equations in introductory ordinary differential equations

The solution of linear ordinary differential equations (ODEs) is commonly taught in first year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognising what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to tables of solutions, is an important skill for students to carry with them to advanced studies in mathematics. In this study we describe a teaching and learning strategy that replaces the traditional algorithmic, transmission presentation style for solving ODEs with a constructive, discovery based approach where students employ their existing skills as a framework for constructing the solutions of first and second order linear ODEs. We elaborate on how the strategy was implemented and discuss the resulting impact on a first year undergraduate class. Finally we propose further improvements to the strategy as well as suggesting other topics which could be taught in a similar manner.

Simultaneous determination of three synthetic glucocorticoids by differential pulse stripping voltammetry with the aid of chemometrics

A novel voltammetric method for simultaneous determination of the glucocorticoid residues prednisone, prednisolone, and dexamethasone was developed. All three compounds were reduced at a mercury electrode in a Britton-Robinson buffer (pH 3.78), and well-defined voltammetric waves were observed. However, the voltammograms of these three compounds overlapped seriously and showed nonlinear character, and thus, it was difficult to analyze the compounds individually in their mixtures. In this work, two chemometrics methods, principal component regression (PCR) and partial least squares (PLS), were applied to resolve the overlapped voltammograms, and the calibration models were established for simultaneous determination of these compounds. Under the optimum experimental conditions, the limits of detection (LOD) were 5.6, 8.3, and 16.8 µg l-1 for prednisone, prednisolone, and dexamethasone, respectively. The proposed method was also applied for the determination of these glucocorticoid residues in the rabbit plasma and human urine samples with satisfactory results.

Simultaneous kinetic-spectrophotometric determination of maltol and ethyl maltol in food samples by using chemometrics

A fast and accurate procedure has been researched and developed for the simultaneous determination of maltol and ethyl maltol, based on their reaction with iron(III) in the presence of o-phenanthroline in sulfuric acid medium. This reaction was the basis for an indirect kinetic spectrophotometric method, which followed the development of the pink ferroin product (λmax = 524 nm). The kinetic data were collected in the 370–900 nm range over 0–30 s. The optimized method indicates that individual analytes followed Beer’s law in the concentration range of 4.0–76.0 mg L−1 for both maltol and ethyl maltol. The LOD values of 1.6 mg L−1 for maltol and 1.4 mg L−1 for ethyl maltol agree well with those obtained by the alternative high performance liquid chromatography with ultraviolet detection (HPLC-UV). Three chemometrics methods, principal component regression (PCR), partial least squares (PLS) and principal component analysis–radial basis function–artificial neural networks (PC–RBF–ANN), were used to resolve the measured data with small kinetic differences between the two analytes as reflected by the development of the pink ferroin product. All three performed satisfactorily in the case of the synthetic verification samples, and in their application for the prediction of the analytes in several food products. The figures of merit for the analytes based on the multivariate models agreed well with those from the alternative HPLC-UV method involving the same samples.

Simultaneous kinetic spectrophotometric determination of norfloxacin and rifampicin in pharmaceutical formulation and human urine samples by use of chemometrics approaches

A kinetic spectrophotometric method with aid of chemometrics is proposed for the simultaneous determination of norfloxacin and rifampicin in mixtures. The proposed method was applied for the simultaneous determination of these two compounds in pharmaceutical formulation and human urine samples, and the results obtained are similar to those obtained by high performance liquid chromatography.

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Experimental studies of the shear behavior of LiteSteel Beams

This paper presents the details of experimental studies on the shear behaviour of a recently developed, cold-formed steel beam known as LiteSteel Beam (LSB). The LSB section has a unique shape of a channel beam with two rectangular hollow flanges and is produced by a patented manufacturing process involving simultaneous cold-forming and dual electric resistance welding. To date, no research has been undertaken on the shear behaviour of LiteSteel beams with torsionally rigid, rectangular hollow flanges. In the present investigation, experimental studies involving more than 30 shear tests were carried out to investigate the shear behaviour of 13 different LSB sections. It was found that the current design rules in cold-formed steel structures design codes are very conservative for the shear design of LiteSteel beams. Significant improvements to web shear buckling occurred due to the presence of rectangular hollow flanges while considerable post-buckling strength was also observed. Experimental results are presented and compared with corresponding predictions from the current design codes in this paper. Appropriate improvements have been proposed for the shear strength of LSBs based on AS/NZS 4600 design equations.