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.

Stability of nonlinear difference inclusions

The stability of difference inclusions x(k+1) is an element of F(x(k)) is studied, where F(x) = {F(x, gimel) : is an element of Lambda} and the selections F(., gimel) : E -->E assume values in a Banach space E, partially ordered by a cone K. It is assumed that the operators F(.,gimel) are heterotone or pseudoconcave. The main results concern asymptotically stable absorbing sets, and include the case of a single equilibrium point. The results are applied to a number of practical problems.

Stability of linear difference and differential inclusions

Any given n X n matrix A is shown to be a restriction, to the A-invariant subspace, of a nonnegative N x N matrix B of spectral radius p(B) arbitrarily close to p(A). A difference inclusion x(k+1) is an element of Ax(k), where A is a compact set of matrices, is asymptotically stable if and only if A can be extended to a set B of nonnegative matrices B with \ \B \ \ (1) < 1 or \ \B \ \ (infinity) < 1. Similar results are derived for differential inclusions.

Diversity and commonality in national identities: an exploratory analysis of cross-national patterns

Issues of boundary maintenance are implicit in all studies of national identity. By definition, national communities consist of those who are included but surrounded (literally or metaphorically) by those who are excluded. Most extant research on national identity explores criteria for national membership largely in terms of official or public definitions described, for example, in citizenship and immigration laws or in texts of popular culture. We know much less about how ordinary people in various nations reason about these issues. An analysis of cross-national (N = 23) survey data from the 1995 International Social Science Program reveals a core pattern in most of the countries studied. Respondents were asked how important various criteria were in being 'truly' a member of a particular nation. Exploratory factor analysis shows that these items cluster in terms of two underlying dimensions. Ascriptive/objectivist criteria relating to birth, religion and residence can be distinguished from civic/voluntarist criteria relating to subjective feelings of membership and belief in core institutions. In most nations the ascriptive/objectivist dimension of national identity was more prominent than the subjective civic/voluntarist dimension. Taken overall, these findings suggest an unanticipated homogeneity in the ways that citizens around the world think about national identity. To the extent that these dimensions also mirror the well-known distinction between ethnic and civic national identification, they suggest that the former remains robust despite globalization, mass migration and cultural pluralism. Throughout the world official definitions of national identification have tended to shift towards a civic model. Yet citizens remain remarkably traditional in outlook. A task for future research is to investigate the macrosociological forces that produce both commonality and difference in the core patterns we have identified.

Towards a definition of "difference" in osteoarthritis

To assess existing information regarding detectable differences in osteoarthritis (OA), a systematic literature search was conducted up to December 1999. Thirty-three articles were considered methodologically relevant to the definition and categorization of detectable differences in OA. It was determined that the musculoskeletal literature contains a wealth of information that relates to observed changes, much of which is derived from the clinical trials literature, but there have been relatively few methodological studies that have systematically evaluated the nature, categorization, and relevance of the change. Furthermore, most of those that have been published take the perspective of an individual or groups of experts other than that of the patient. This summary of the current literature reveals that the diverse sources of information go part way towards developing an understanding of detectable differences and their importance in the area of OA research and clinical practice. Stakeholders' interests as well as factors that modulate perceptions of importance need to be taken under consideration. In particular, the patient's perspective of the importance of change at an individual level requires further evaluation. This area of clinical research is relatively underdeveloped, but there is considerable opportunity for progress.

Two-link approximation schemes for loss networks with linear structure and trunk reservation

Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.

On the fast approximation of Green's functions in MPIE formulations for planar layered media

The numerical implementation of the complex image approach for the Green's function of a mixed-potential integralequation formulation is examined and is found to be limited to low values of k(0) rho (in this context k(0) rho = 2 pirho/ lambda(0), where rho is the distance between the source and the field points of the Green's function and lambda(0) is the free space wavelength). This is a clear limitation for problems of large dimension or high frequency where this limit is easily exceeded. This paper examines the various strategies and proposes a hybrid method whereby most of the above problems can be avoided. An efficient integral method that is valid for large k(0) rho is combined with the complex image method in order to take advantage of the relative merits of both schemes. It is found that a wide overlapping region exists between the two techniques allowing a very efficient and consistent approach for accurately calculating the Green's functions. In this paper, the method developed for the computation of the Green's function is used for planar structures containing both lossless and lossy media.

Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.

Micro-mechanical approximation to the stress field around an inclined fiber of FRCC

Matrix spalling or crushing is one of the important mechanisms of fiber-matrix interaction of fiber reinforced cementitious composites (FRCC). The fiber pullout mechanisms have been extensively studied for an aligned fiber but matrix failure is rarely investigated since it is thought not to be a major affect. However, for an inclined fiber, the matrix failure should not be neglected. Due to the complex process of matrix spalling, experimental investigation and analytical study of this mechanism are rarely found in literature. In this paper, it is assumed that the load transfer is concentrated within the short length of the inclined fiber from the exit point towards anchored end and follows the exponential law. The Mindlin formulation is employed to calculate the 3D stress field. The simulation gives much information about this field. The 3D approximation of the stress state around an inclined fiber helps to qualitatively understand the mechanism of matrix failure. Finally, a spalling criterion is proposed by which matrix spalling occurs only when the stress in a certain volume, rather than the stress at a small point, exceeds the material strength. This implies some local stress redistribution after first yield. The stress redistribution results in more energy input and higher load bearing capacity of the matrix. In accordance with this hypothesis, the evolution of matrix spalling is demonstrated. The accurate prediction of matrix spalling needs the careful determination of the parameters in this model. This is the work of further study. (C) 2002 Elsevier Science Ltd. All rights reserved.