Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Gauge Poisson representations for birth/death master equations

Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes -- found in many fields of physics, chemistry and biology -- into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge Poisson technique is introduced that eliminates boundary terms, to give an exact representation as a weighted rate equation with stochastic terms. These methods provide novel techniques for calculating and understanding the effects of number correlations in systems that have a master equation description. As examples, correlations induced by strong mutations in genetics, and the astrophysical problem of molecule formation on microscopic grain surfaces are analyzed. Exact analytic results are obtained that can be compared with numerical simulations, demonstrating that stochastic gauge techniques can give exact results where standard Poisson expansions are not able to.

Mine waste beach profile and flow resistance equations

Four mine waste beach longitudinal profile equations are compared theoretically and in statistical analyses of profile data from 64 field and laboratory beaches formed by mine tailings, co-disposed coal mine wastes, and sand. All four equations fit the profile data well. The best performing equation both accounts for particle sorting and satisfies hydraulic constraints, and the combination of assumptions underlying it is considered to best represent the processes occurring on mine waste beaches. Combining these assumptions with the Lacey normal equation leads to a variant of the Manning resistance equation. Features that it is desirable to incorporate in theoretical and numerical models of mine waste beaches are listed.

Rank test of location optimal for hyperbolic secant distribution

There are at least two reasons for a symmetric, unimodal, diffuse tailed hyperbolic secant distribution to be interesting in real-life applications. It displays one of the common types of non normality in natural data and is closely related to the logistic and Cauchy distributions that often arise in practice. To test the difference in location between two hyperbolic secant distributions, we develop a simple linear rank test with trigonometric scores. We investigate the small-sample and asymptotic properties of the test statistic and provide tables of the exact null distribution for small sample sizes. We compare the test to the Wilcoxon two-sample test and show that, although the asymptotic powers of the tests are comparable, the present test has certain practical advantages over the Wilcoxon test.

Existence and multiplicity results for quasilinear elliptic equations

The goal of this paper is to study the multiplicity of positive solutions of a class of quasilinear elliptic equations. Based on the mountain pass theorems and sub-and supersolutions argument for p-Laplacian operators, under suitable conditions on nonlinearity f (x, s), we show the following problem: -Delta(p)u = lambda f(x,u) in Omega, u/(partial derivative Omega) = 0, where Omega is a bounded open subset of R-N, N >= 2, with smooth boundary, lambda is a positive parameter and Delta(p) is the p-Laplacian operator with p > 1, possesses at least two positive solutions for large lambda.

Predictive regression equations and clinical uses of peripheral pulse timing characteristics in children

Studies have shown that increased arterial stiffening can be an indication of cardiovascular diseases like hypertension. In clinical practice, this can be detected by measuring the blood pressure (BP) using a sphygmomanometer but it cannot be used for prolonged monitoring. It has been established that pulse wave velocity (PWV) is a direct measure of arterial stiffening but its usefulness is hampered by the absence of non-invasive techniques to estimate it. Pulse transit time (PTT) is a simple and non-invasive method derived from PWV. However, limited knowledge of PTT in children is found in the present literature. The aims of this study are to identify independent variables that confound PTT measure and describe PTT regression equations for healthy children. Therefore, PTT reference values are formulated for future pathological studies. Fifty-five Caucasian children (39 male) aged 8.4 +/- 2.3 yr (range 5-12 yr) were recruited. Predictive equations for PTT were obtained by multiple regressions with age, vascular path length, BP indexes and heart rate. These derived equations were compared in their PWV equivalent against two previously reported equations and significant agreement was obtained (p < 0.05). Findings herein also suggested that PTT can be useful as a continuous surrogate BP monitor in children.

Bounds on integrals of the Wigner function: The hyperbolic case

Wigner functions play a central role in the phase space formulation of quantum mechanics. Although closely related to classical Liouville densities, Wigner functions are not positive definite and may take negative values on subregions of phase space. We investigate the accumulation of these negative values by studying bounds on the integral of an arbitrary Wigner function over noncompact subregions of the phase plane with hyperbolic boundaries. We show using symmetry techniques that this problem reduces to computing the bounds on the spectrum associated with an exactly solvable eigenvalue problem and that the bounds differ from those on classical Liouville distributions. In particular, we show that the total "quasiprobability" on such a region can be greater than 1 or less than zero. (C) 2005 American Institute of Physics.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

Removable singularities for p-harmonic maps: The subquadratic case

We prove a removable singularity theorem for p-harmonic maps in the subquadratic case. The theorem states that an isolated singularity of a weakly p-harmonic map is removable if the energy is sufficiently small in a neighbourhood of the singularity.

Quantum computing and polynomial equations over the finite field Z(2)

What is the computational power of a quantum computer? We show that determining the output of a quantum computation is equivalent to counting the number of solutions to an easily computed set of polynomials defined over the finite field Z(2). This connection allows simple proofs to be given for two known relationships between quantum and classical complexity classes, namely BQP subset of P-#P and BQP subset of PP.

R-estimator of location of the generalized secant hyperbolic distribution

The generalized secant hyperbolic distribution (GSHD) proposed in Vaughan (2002) includes a wide range of unimodal symmetric distributions, with the Cauchy and uniform distributions being the limiting cases, and the logistic and hyperbolic secant distributions being special cases. The current article derives an asymptotically efficient rank estimator of the location parameter of the GSHD and suggests the corresponding one- and two-sample optimal rank tests. The rank estimator derived is compared to the modified MLE of location proposed in Vaughan (2002). By combining these two estimators, a computationally attractive method for constructing an exact confidence interval of the location parameter is developed. The statistical procedures introduced in the current article are illustrated by examples.