A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

Analysis of trigonometric implicit Runge-Kutta methods

Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge-Kutta methods to solve oscillatory ODE problems. The coefficients of the methods are functions of the frequency and the stepsize. We refer to this class as trigonometric implicit Runge-Kutta (TIRK) methods. They integrate an equation exactly if its solution is a trigonometric polynomial with a known frequency. We characterize the order and A-stability of the methods and establish results similar to that of classical algebraic collocation RK methods. (c) 2006 Elsevier B.V. All rights reserved.

Petroleomics By Electrospray Ionization Ft-icr Mass Spectrometry Coupled To Partial Least Squares With Variable Selection Methods: Prediction Of The Total Acid Number Of Crude Oils.

Negative-ion mode electrospray ionization, ESI(-), with Fourier transform ion cyclotron resonance mass spectrometry (FT-ICR MS) was coupled to a Partial Least Squares (PLS) regression and variable selection methods to estimate the total acid number (TAN) of Brazilian crude oil samples. Generally, ESI(-)-FT-ICR mass spectra present a power of resolution of ca. 500,000 and a mass accuracy less than 1 ppm, producing a data matrix containing over 5700 variables per sample. These variables correspond to heteroatom-containing species detected as deprotonated molecules, [M - H](-) ions, which are identified primarily as naphthenic acids, phenols and carbazole analog species. The TAN values for all samples ranged from 0.06 to 3.61 mg of KOH g(-1). To facilitate the spectral interpretation, three methods of variable selection were studied: variable importance in the projection (VIP), interval partial least squares (iPLS) and elimination of uninformative variables (UVE). The UVE method seems to be more appropriate for selecting important variables, reducing the dimension of the variables to 183 and producing a root mean square error of prediction of 0.32 mg of KOH g(-1). By reducing the size of the data, it was possible to relate the selected variables with their corresponding molecular formulas, thus identifying the main chemical species responsible for the TAN values.

Skewed Distribution of Circulating Activated Natural Killer T (NKT) Cells in Patients with Common Variable Immunodeficiency Disorders (CVID)

Common variable immunodeficiency disorder (CVID) is the commonest cause of primary antibody failure in adults and children, and characterized clinically by recurrent bacterial infections and autoimmune manifestations. Several innate immune defects have been described in CVID, but no study has yet investigated the frequency, phenotype or function of the key regulatory cell population, natural killer T (NKT) cells. We measured the frequencies and subsets of NKT cells in patients with CVID and compared these to healthy controls. Our results show a skewing of NKT cell subsets, with CD4+ NKT cells at higher frequencies, and CD8+ NKT cells at lower frequencies. However, these cells were highly activated and expression CD161. The NKT cells had a higher expression of CCR5 and concomitantly expression of CCR5+CD69+CXCR6 suggesting a compensation of the remaining population of NKT cells for rapid effector action.

BONA FIDE, STRONG-VARIABLE GALACTIC LUMINOUS BLUE VARIABLE STARS ARE FAST ROTATORS: DETECTION OF A HIGH ROTATIONAL VELOCITY IN HR CARINAE

We report optical observations of the luminous blue variable (LBV) HR Carinae which show that the star has reached a visual minimum phase in 2009. More importantly, we detected absorptions due to Si lambda lambda 4088-4116. To match their observed line profiles from 2009 May, a high rotational velocity of nu(rot) similar or equal to 150 +/- 20 km s(-1) is needed (assuming an inclination angle of 30 degrees), implying that HR Car rotates at similar or equal to 0.88 +/- 0.2 of its critical velocity for breakup (nu(crit)). Our results suggest that fast rotation is typical in all strong-variable, bona fide galactic LBVs, which present S-Dor-type variability. Strong-variable LBVs are located in a well-defined region of the HR diagram during visual minimum (the ""LBV minimum instability strip""). We suggest this region corresponds to where nu(crit) is reached. To the left of this strip, a forbidden zone with nu(rot)/nu(crit) > 1 is present, explaining why no LBVs are detected in this zone. Since dormant/ex LBVs like P Cygni and HD 168625 have low nu(rot), we propose that LBVs can be separated into two groups: fast-rotating, strong-variable stars showing S-Dor cycles (such as AG Car and HR Car) and slow-rotating stars with much less variability (such as P Cygni and HD 168625). We speculate that supernova (SN) progenitors which had S-Dor cycles before exploding (such as in SN 2001ig, SN 2003bg, and SN 2005gj) could have been fast rotators. We suggest that the potential difficulty of fast-rotating Galactic LBVs to lose angular momentum is additional evidence that such stars could explode during the LBV phase.

Automated supervised classification of variable stars in the CoRoT programme Method and application to the first four exoplanet fields

Aims. In this work, we describe the pipeline for the fast supervised classification of light curves observed by the CoRoT exoplanet CCDs. We present the classification results obtained for the first four measured fields, which represent a one-year in-orbit operation. Methods. The basis of the adopted supervised classification methodology has been described in detail in a previous paper, as is its application to the OGLE database. Here, we present the modifications of the algorithms and of the training set to optimize the performance when applied to the CoRoT data. Results. Classification results are presented for the observed fields IRa01, SRc01, LRc01, and LRa01 of the CoRoT mission. Statistics on the number of variables and the number of objects per class are given and typical light curves of high-probability candidates are shown. We also report on new stellar variability types discovered in the CoRoT data. The full classification results are publicly available.

Scalable continuous-variable entanglement of light beams produced by optical parametric oscillators

We show that scalable multipartite entanglement among light fields may be generated by optical parametric oscillators (OPOs). The tripartite entanglement existent among the three bright beams produced by a single OPO-pump, signal, and idler-is scalable to a system of many OPOs by pumping them in cascade with the same optical field. This latter serves as an entanglement distributor. The special case of two OPOs is studied, as it is shown that the resulting five bright beams share genuine multipartite entanglement. In addition, the structure of entanglement distribution among the fields can be manipulated to some degree by tuning the incident pump power. The scalability to many fields is straightforward, allowing an alternative implementation of a multipartite quantum information network with continuous variables.

A HARD AND VARIABLE X-RAY EMISSION FROM THE MASSIVE EMISSION-LINE STAR HD 157832

We report the discovery with XMM-Newton of a hard-thermal (T similar to 130 MK) and variable X-ray emission from the Be star HD 157832, a new member of the puzzling class of gamma-Cas-like Be/X-ray systems. Recent optical spectroscopy reveals the presence of a large/dense circumstellar disk seen at intermediate/high inclination. With a B1.5V spectral type, HD 157832 is the coolest gamma-Cas analog known. In addition, its non-detection in the ROSAT all-sky survey shows that its average soft X-ray luminosity varied by a factor larger than similar to 3 over a time interval of 14 yr. These two remarkable features, ""low"" effective temperature, and likely high X-ray variability turn HD 157832 into a promising object for understanding the origin of the unusually high-temperature X-ray emission in these systems.

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Tidal-amplitude rhythms of larval release: variable departure from presumed optimal timing among populations of the mottled shore crab

It is widely assumed that optimal timing of larval release is of major importance to offspring survival, but the extent to which environmental factors entrain synchronous reproductive rhythms in natural populations is not well known. We sampled the broods of ovigerous females of the common shore crab Pachygrapsus transversus at both sheltered and exposed rocky shores interspersed along a so-km coastline, during four different periods, to better assess inter-population differences of larval release timing and to test for the effect of wave action. Shore-specific patterns were consistent through time. Maximum release fell within 1 day around syzygies on all shores, which matched dates of maximum tidal amplitude. Within this very narrow range, populations at exposed shores anticipated hatching compared to those at sheltered areas, possibly due to mechanical stimulation by wave action. Average departures from syzygial release ranged consistently among shores from 2.4 to 3.3 days, but in this case we found no evidence for the effect of wave exposure. Therefore, processes varying at the scale of a few kilometres affect the precision of semilunar timing and may produce differences in the survival of recently hatched larvae. Understanding the underlying mechanisms causing departures from presumed optimal release timing is thus important for a more comprehensive evaluation of reproductive success of invertebrate populations.

Macro-Fiber Composite Actuators for Flow Control of a Variable Camber Airfoil

This research employs solid-state actuators for delay of flow separation seen in airfoils at low Reynolds numbers. The flow control technique investigated here is aimed for a variable camber airfoil that employs two active surfaces and a single four-bar (box) mechanism as the internal structure. To reduce separation, periodic excitation to the flow around the leading edge of the airfoil is induced by a total of nine piezocomposite actuated clamped-free unimorph benders distributed in the spanwise direction. An electromechanical model is employed to design an actuator capable of high deformations at the desired frequency for lift improvement at post-stall angles. The optimum spanwise distribution of excitation for increasing lift coefficient is identified experimentally in the wind tunnel. A 3D (non-uniform) excitation distribution achieved higher lift enhancement in the post-stall region with lower power consumption when compared to the 2D (uniform) excitation distribution. A lift coefficient increase of 18.4% is achieved with the identified non-uniform excitation mode at the bender resonance frequency of 125 Hz, the flow velocity of 5 m/s and at the reduced frequency of 3.78. The maximum lift (Clmax) is increased 5.2% from the baseline. The total power consumption of the flow control technique is 639 mW(RMS).

Batch distillation: Better at constant or variable reflux?

Due to its outstanding flexibility, batch distillation is still widely used in many separation processes. In the present work, a comparison between constant and variable reflux operations is studied. Firstly, a mathematical model is developed and then validated through comparison between predicted and experimental results accomplished in a lab-scale apparatus. Therefore, case studies are performed through mathematical simulations. It is noted that the most economical form of batch distillation is at constant overhead product composition, keeping the flow rate of vapor from the top of the column constant. (C) 2010 Elsevier B.V. All rights reserved.

Does using stepwise variable selection to build sequential path analysis models make sense?

Causal inference methods - mainly path analysis and structural equation modeling - offer plant physiologists information about cause-and-effect relationships among plant traits. Recently, an unusual approach to causal inference through stepwise variable selection has been proposed and used in various works on plant physiology. The approach should not be considered correct from a biological point of view. Here, it is explained why stepwise variable selection should not be used for causal inference, and shown what strange conclusions can be drawn based upon the former analysis when one aims to interpret cause-and-effect relationships among plant traits.