Multi-period natural gas market modeling Applications, stochastic extensions and solution approaches

NASA Astrophysics Data System (ADS)

Egging, Rudolf Gerardus

This dissertation develops deterministic and stochastic multi-period mixed complementarity problems (MCP) for the global natural gas market, as well as solution approaches for large-scale stochastic MCP. The deterministic model is unique in the combination of the level of detail of the actors in the natural gas markets and the transport options, the detailed regional and global coverage, the multi-period approach with endogenous capacity expansions for transportation and storage infrastructure, the seasonal variation in demand and the representation of market power according to Nash-Cournot theory. The model is applied to several scenarios for the natural gas market that cover the formation of a cartel by the members of the Gas Exporting Countries Forum, a low availability of unconventional gas in the United States, and cost reductions in long-distance gas transportation. 1 The results provide insights in how different regions are affected by various developments, in terms of production, consumption, traded volumes, prices and profits of market participants. The stochastic MCP is developed and applied to a global natural gas market problem with four scenarios for a time horizon until 2050 with nineteen regions and containing 78,768 variables. The scenarios vary in the possibility of a gas market cartel formation and varying depletion rates of gas reserves in the major gas importing regions. Outcomes for hedging decisions of market participants show some significant shifts in the timing and location of infrastructure investments, thereby affecting local market situations. A first application of Benders decomposition (BD) is presented to solve a large-scale stochastic MCP for the global gas market with many hundreds of first-stage capacity expansion variables and market players exerting various levels of market power. The largest problem solved successfully using BD contained 47,373 variables of which 763 first-stage variables, however using BD did not result in

On the decentralized control of large-scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

Integrating biomass quality variability in stochastic supply chain modeling and optimization for large-scale biofuel production

DOE Office of Scientific and Technical Information (OSTI.GOV)

Castillo-Villar, Krystel K.; Eksioglu, Sandra; Taherkhorsandi, Milad

The production of biofuels using second-generation feedstocks has been recognized as an important alternative source of sustainable energy and its demand is expected to increase due to regulations such as the Renewable Fuel Standard. However, the pathway to biofuel industry maturity faces unique, unaddressed challenges. Here, to address this challenges, this article presents an optimization model which quantifies and controls the impact of biomass quality variability on supply chain related decisions and technology selection. We propose a two-stage stochastic programming model and associated efficient solution procedures for solving large-scale problems to (1) better represent the random nature of the biomassmore » quality (defined by moisture and ash contents) in supply chain modeling, and (2) assess the impact of these uncertainties on the supply chain design and planning. The proposed model is then applied to a case study in the state of Tennessee. Results show that high moisture and ash contents negatively impact the unit delivery cost since poor biomass quality requires the addition of quality control activities. Experimental results indicate that supply chain cost could increase as much as 27%–31% when biomass quality is poor. We assess the impact of the biomass quality on the topological supply chain. Our case study indicates that biomass quality impacts supply chain costs; thus, it is important to consider the impact of biomass quality in supply chain design and management decisions.« less

Integrating biomass quality variability in stochastic supply chain modeling and optimization for large-scale biofuel production

DOE PAGES

Castillo-Villar, Krystel K.; Eksioglu, Sandra; Taherkhorsandi, Milad

2017-02-20

The production of biofuels using second-generation feedstocks has been recognized as an important alternative source of sustainable energy and its demand is expected to increase due to regulations such as the Renewable Fuel Standard. However, the pathway to biofuel industry maturity faces unique, unaddressed challenges. Here, to address this challenges, this article presents an optimization model which quantifies and controls the impact of biomass quality variability on supply chain related decisions and technology selection. We propose a two-stage stochastic programming model and associated efficient solution procedures for solving large-scale problems to (1) better represent the random nature of the biomassmore » quality (defined by moisture and ash contents) in supply chain modeling, and (2) assess the impact of these uncertainties on the supply chain design and planning. The proposed model is then applied to a case study in the state of Tennessee. Results show that high moisture and ash contents negatively impact the unit delivery cost since poor biomass quality requires the addition of quality control activities. Experimental results indicate that supply chain cost could increase as much as 27%–31% when biomass quality is poor. We assess the impact of the biomass quality on the topological supply chain. Our case study indicates that biomass quality impacts supply chain costs; thus, it is important to consider the impact of biomass quality in supply chain design and management decisions.« less

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...

2017-11-20

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less

GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Solving large scale unit dilemma in electricity system by applying commutative law

NASA Astrophysics Data System (ADS)

Legino, Supriadi; Arianto, Rakhmat

2018-03-01

The conventional system, pooling resources with large centralized power plant interconnected as a network. provides a lot of advantages compare to the isolated one include optimizing efficiency and reliability. However, such a large plant need a huge capital. In addition, more problems emerged to hinder the construction of big power plant as well as its associated transmission lines. By applying commutative law of math, ab = ba, for all a,b €-R, the problem associated with conventional system as depicted above, can be reduced. The idea of having small unit but many power plants, namely “Listrik Kerakyatan,” abbreviated as LK provides both social and environmental benefit that could be capitalized by using proper assumption. This study compares the cost and benefit of LK to those of conventional system, using simulation method to prove that LK offers alternative solution to answer many problems associated with the large system. Commutative Law of Algebra can be used as a simple mathematical model to analyze whether the LK system as an eco-friendly distributed generation can be applied to solve various problems associated with a large scale conventional system. The result of simulation shows that LK provides more value if its plants operate in less than 11 hours as peaker power plant or load follower power plant to improve load curve balance of the power system. The result of simulation indicates that the investment cost of LK plant should be optimized in order to minimize the plant investment cost. This study indicates that the benefit of economies of scale principle does not always apply to every condition, particularly if the portion of intangible cost and benefit is relatively high.

Solving LP Relaxations of Large-Scale Precedence Constrained Problems

NASA Astrophysics Data System (ADS)

Bienstock, Daniel; Zuckerberg, Mark

We describe new algorithms for solving linear programming relaxations of very large precedence constrained production scheduling problems. We present theory that motivates a new set of algorithmic ideas that can be employed on a wide range of problems; on data sets arising in the mining industry our algorithms prove effective on problems with many millions of variables and constraints, obtaining provably optimal solutions in a few minutes of computation.

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

2014-08-01

In this paper, a new computational method based on the generalized hat basis functions is proposed for solving stochastic Itô–Volterra integral equations. In this way, a new stochastic operational matrix for generalized hat functions on the finite interval [0,T] is obtained. By using these basis functions and their stochastic operational matrix, such problems can be transformed into linear lower triangular systems of algebraic equations which can be directly solved by forward substitution. Also, the rate of convergence of the proposed method is considered and it has been shown that it is O(1/(n{sup 2}) ). Further, in order to show themore » accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient in comparison with the block pule functions method.« less

WKB theory of large deviations in stochastic populations

NASA Astrophysics Data System (ADS)

Assaf, Michael; Meerson, Baruch

2017-06-01

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work.

A Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer

NASA Astrophysics Data System (ADS)

Parsakhoo, Zahra; Shao, Yaping

2017-04-01

Near-surface turbulent mixing has considerable effect on surface fluxes, cloud formation and convection in the atmospheric boundary layer (ABL). Its quantifications is however a modeling and computational challenge since the small eddies are not fully resolved in Eulerian models directly. We have developed a Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer based on the Ito Stochastic Differential Equation (SDE) for air parcels (particles). Due to the complexity of the mixing in the ABL, we find that linear Ito SDE cannot represent convections properly. Three strategies have been tested to solve the problem: 1) to make the deterministic term in the Ito equation non-linear; 2) to change the random term in the Ito equation fractional, and 3) to modify the Ito equation by including Levy flights. We focus on the third strategy and interpret mixing as interaction between at least two stochastic processes with different Lagrangian time scales. The model is in progress to include the collisions among the particles with different characteristic and to apply the 3D model for real cases. One application of the model is emphasized: some land surface patterns are generated and then coupled with the Large Eddy Simulation (LES).

Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks

NASA Astrophysics Data System (ADS)

Smith, Eric; Krishnamurthy, Supriya

2017-12-01

Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical

Enhanced algorithms for stochastic programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Krishna, Alamuru S.

1993-09-01

In this dissertation, we present some of the recent advances made in solving two-stage stochastic linear programming problems of large size and complexity. Decomposition and sampling are two fundamental components of techniques to solve stochastic optimization problems. We describe improvements to the current techniques in both these areas. We studied different ways of using importance sampling techniques in the context of Stochastic programming, by varying the choice of approximation functions used in this method. We have concluded that approximating the recourse function by a computationally inexpensive piecewise-linear function is highly efficient. This reduced the problem from finding the mean ofmore » a computationally expensive functions to finding that of a computationally inexpensive function. Then we implemented various variance reduction techniques to estimate the mean of a piecewise-linear function. This method achieved similar variance reductions in orders of magnitude less time than, when we directly applied variance-reduction techniques directly on the given problem. In solving a stochastic linear program, the expected value problem is usually solved before a stochastic solution and also to speed-up the algorithm by making use of the information obtained from the solution of the expected value problem. We have devised a new decomposition scheme to improve the convergence of this algorithm.« less

Anomalous scaling of stochastic processes and the Moses effect

NASA Astrophysics Data System (ADS)

Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Anomalous scaling of stochastic processes and the Moses effect.

PubMed

Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

A noisy chaotic neural network for solving combinatorial optimization problems: stochastic chaotic simulated annealing.

PubMed

Wang, Lipo; Li, Sa; Tian, Fuyu; Fu, Xiuju

2004-10-01

Recently Chen and Aihara have demonstrated both experimentally and mathematically that their chaotic simulated annealing (CSA) has better search ability for solving combinatorial optimization problems compared to both the Hopfield-Tank approach and stochastic simulated annealing (SSA). However, CSA may not find a globally optimal solution no matter how slowly annealing is carried out, because the chaotic dynamics are completely deterministic. In contrast, SSA tends to settle down to a global optimum if the temperature is reduced sufficiently slowly. Here we combine the best features of both SSA and CSA, thereby proposing a new approach for solving optimization problems, i.e., stochastic chaotic simulated annealing, by using a noisy chaotic neural network. We show the effectiveness of this new approach with two difficult combinatorial optimization problems, i.e., a traveling salesman problem and a channel assignment problem for cellular mobile communications.

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Solving large-scale dynamic systems using band Lanczos method in Rockwell NASTRAN on CRAY X-MP

NASA Technical Reports Server (NTRS)

Gupta, V. K.; Zillmer, S. D.; Allison, R. E.

1986-01-01

The improved cost effectiveness using better models, more accurate and faster algorithms and large scale computing offers more representative dynamic analyses. The band Lanczos eigen-solution method was implemented in Rockwell's version of 1984 COSMIC-released NASTRAN finite element structural analysis computer program to effectively solve for structural vibration modes including those of large complex systems exceeding 10,000 degrees of freedom. The Lanczos vectors were re-orthogonalized locally using the Lanczos Method and globally using the modified Gram-Schmidt method for sweeping rigid-body modes and previously generated modes and Lanczos vectors. The truncated band matrix was solved for vibration frequencies and mode shapes using Givens rotations. Numerical examples are included to demonstrate the cost effectiveness and accuracy of the method as implemented in ROCKWELL NASTRAN. The CRAY version is based on RPK's COSMIC/NASTRAN. The band Lanczos method was more reliable and accurate and converged faster than the single vector Lanczos Method. The band Lanczos method was comparable to the subspace iteration method which was a block version of the inverse power method. However, the subspace matrix tended to be fully populated in the case of subspace iteration and not as sparse as a band matrix.

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar

2017-12-01

We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

Howe, N.; Williams, P. D.; Gregory, J. M.; Smith, R. S.

2014-12-01

High-resolution ocean models, which are eddy permitting and resolving, require large computing resources to produce centuries worth of data. Also, some previous studies have suggested that increasing resolution does not necessarily solve the problem of unresolved scales, because it simply introduces a new set of unresolved scales. Applying stochastic parameterisations to ocean models is one solution that is expected to improve the representation of small-scale (eddy) effects without increasing run-time. Stochastic parameterisation has been shown to have an impact in atmosphere-only models and idealised ocean models, but has not previously been studied in ocean general circulation models. Here we apply simple stochastic perturbations to the ocean temperature and salinity tendencies in the low-resolution coupled climate model, FAMOUS. The stochastic perturbations are implemented according to T(t) = T(t-1) + (ΔT(t) + ξ(t)), where T is temperature or salinity, ΔT is the corresponding deterministic increment in one time step, and ξ(t) is Gaussian noise. We use high-resolution HiGEM data coarse-grained to the FAMOUS grid to provide information about the magnitude and spatio-temporal correlation structure of the noise to be added to the lower resolution model. Here we present results of adding white and red noise, showing the impacts of an additive stochastic perturbation on mean climate state and variability in an AOGCM.

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems

PubMed Central

Fonseca Guerra, Gabriel A.; Furber, Steve B.

2017-01-01

Constraint satisfaction problems (CSP) are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not) of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems). The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs), and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart. PMID:29311791

Multi-Frequency Signal Detection Based on Frequency Exchange and Re-Scaling Stochastic Resonance and Its Application to Weak Fault Diagnosis.

PubMed

Liu, Jinjun; Leng, Yonggang; Lai, Zhihui; Fan, Shengbo

2018-04-25

Mechanical fault diagnosis usually requires not only identification of the fault characteristic frequency, but also detection of its second and/or higher harmonics. However, it is difficult to detect a multi-frequency fault signal through the existing Stochastic Resonance (SR) methods, because the characteristic frequency of the fault signal as well as its second and higher harmonics frequencies tend to be large parameters. To solve the problem, this paper proposes a multi-frequency signal detection method based on Frequency Exchange and Re-scaling Stochastic Resonance (FERSR). In the method, frequency exchange is implemented using filtering technique and Single SideBand (SSB) modulation. This new method can overcome the limitation of "sampling ratio" which is the ratio of the sampling frequency to the frequency of target signal. It also ensures that the multi-frequency target signals can be processed to meet the small-parameter conditions. Simulation results demonstrate that the method shows good performance for detecting a multi-frequency signal with low sampling ratio. Two practical cases are employed to further validate the effectiveness and applicability of this method.

Multi-Frequency Signal Detection Based on Frequency Exchange and Re-Scaling Stochastic Resonance and Its Application to Weak Fault Diagnosis

PubMed Central

Leng, Yonggang; Fan, Shengbo

2018-01-01

Mechanical fault diagnosis usually requires not only identification of the fault characteristic frequency, but also detection of its second and/or higher harmonics. However, it is difficult to detect a multi-frequency fault signal through the existing Stochastic Resonance (SR) methods, because the characteristic frequency of the fault signal as well as its second and higher harmonics frequencies tend to be large parameters. To solve the problem, this paper proposes a multi-frequency signal detection method based on Frequency Exchange and Re-scaling Stochastic Resonance (FERSR). In the method, frequency exchange is implemented using filtering technique and Single SideBand (SSB) modulation. This new method can overcome the limitation of "sampling ratio" which is the ratio of the sampling frequency to the frequency of target signal. It also ensures that the multi-frequency target signals can be processed to meet the small-parameter conditions. Simulation results demonstrate that the method shows good performance for detecting a multi-frequency signal with low sampling ratio. Two practical cases are employed to further validate the effectiveness and applicability of this method. PMID:29693577

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers.

PubMed

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation.

Stochastic layer scaling in the two-wire model for divertor tokamaks

NASA Astrophysics Data System (ADS)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2009-06-01

The question of magnetic field structure in the vicinity of the separatrix in divertor tokamaks is studied. The authors have investigated this problem earlier in a series of papers, using various mathematical techniques. In the present paper, the two-wire model (TWM) [Reiman, A. 1996 Phys. Plasmas 3, 906] is considered. It is noted that, in the TWM, it is useful to consider an extra equation expressing magnetic flux conservation. This equation does not add any more information to the TWM, since the equation is derived from the TWM. This equation is useful for controlling the step size in the numerical integration of the TWM equations. The TWM with the extra equation is called the flux-preserving TWM. Nevertheless, the technique is apparently still plagued by numerical inaccuracies when the perturbation level is low, resulting in an incorrect scaling of the stochastic layer width. The stochastic broadening of the separatrix in the flux-preserving TWM is compared with that in the low mn (poloidal mode number m and toroidal mode number n) map (LMN) [Ali, H., Punjabi, A., Boozer, A. and Evans, T. 2004 Phys. Plasmas 11, 1908]. The flux-preserving TWM and LMN both give Boozer-Rechester 0.5 power scaling of the stochastic layer width with the amplitude of magnetic perturbation when the perturbation is sufficiently large [Boozer, A. and Rechester, A. 1978, Phys. Fluids 21, 682]. The flux-preserving TWM gives a larger stochastic layer width when the perturbation is low, while the LMN gives correct scaling in the low perturbation region. Area-preserving maps such as the LMN respect the Hamiltonian structure of field line trajectories, and have the added advantage of computational efficiency. Also, for a $1\\frac12$ degree of freedom Hamiltonian system such as field lines, maps do not give Arnold diffusion.

Limitations and tradeoffs in synchronization of large-scale networks with uncertain links

PubMed Central

Diwadkar, Amit; Vaidya, Umesh

2016-01-01

The synchronization of nonlinear systems connected over large-scale networks has gained popularity in a variety of applications, such as power grids, sensor networks, and biology. Stochastic uncertainty in the interconnections is a ubiquitous phenomenon observed in these physical and biological networks. We provide a size-independent network sufficient condition for the synchronization of scalar nonlinear systems with stochastic linear interactions over large-scale networks. This sufficient condition, expressed in terms of nonlinear dynamics, the Laplacian eigenvalues of the nominal interconnections, and the variance and location of the stochastic uncertainty, allows us to define a synchronization margin. We provide an analytical characterization of important trade-offs between the internal nonlinear dynamics, network topology, and uncertainty in synchronization. For nearest neighbour networks, the existence of an optimal number of neighbours with a maximum synchronization margin is demonstrated. An analytical formula for the optimal gain that produces the maximum synchronization margin allows us to compare the synchronization properties of various complex network topologies. PMID:27067994

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Efficient stochastic approaches for sensitivity studies of an Eulerian large-scale air pollution model

NASA Astrophysics Data System (ADS)

Dimov, I.; Georgieva, R.; Todorov, V.; Ostromsky, Tz.

2017-10-01

Reliability of large-scale mathematical models is an important issue when such models are used to support decision makers. Sensitivity analysis of model outputs to variation or natural uncertainties of model inputs is crucial for improving the reliability of mathematical models. A comprehensive experimental study of Monte Carlo algorithms based on Sobol sequences for multidimensional numerical integration has been done. A comparison with Latin hypercube sampling and a particular quasi-Monte Carlo lattice rule based on generalized Fibonacci numbers has been presented. The algorithms have been successfully applied to compute global Sobol sensitivity measures corresponding to the influence of several input parameters (six chemical reactions rates and four different groups of pollutants) on the concentrations of important air pollutants. The concentration values have been generated by the Unified Danish Eulerian Model. The sensitivity study has been done for the areas of several European cities with different geographical locations. The numerical tests show that the stochastic algorithms under consideration are efficient for multidimensional integration and especially for computing small by value sensitivity indices. It is a crucial element since even small indices may be important to be estimated in order to achieve a more accurate distribution of inputs influence and a more reliable interpretation of the mathematical model results.

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers

PubMed Central

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation. PMID:28239346

Escript: Open Source Environment For Solving Large-Scale Geophysical Joint Inversion Problems in Python

NASA Astrophysics Data System (ADS)

Gross, Lutz; Altinay, Cihan; Fenwick, Joel; Smith, Troy

2014-05-01

inversion and appropriate solution schemes in escript. We will also give a brief introduction into escript's open framework for defining and solving geophysical inversion problems. Finally we will show some benchmark results to demonstrate the computational scalability of the inversion method across a large number of cores and compute nodes in a parallel computing environment. References: - L. Gross et al. (2013): Escript Solving Partial Differential Equations in Python Version 3.4, The University of Queensland, https://launchpad.net/escript-finley - L. Gross and C. Kemp (2013) Large Scale Joint Inversion of Geophysical Data using the Finite Element Method in escript. ASEG Extended Abstracts 2013, http://dx.doi.org/10.1071/ASEG2013ab306 - T. Poulet, L. Gross, D. Georgiev, J. Cleverley (2012): escript-RT: Reactive transport simulation in Python using escript, Computers & Geosciences, Volume 45, 168-176. http://dx.doi.org/10.1016/j.cageo.2011.11.005.

Multiple-scale stochastic processes: Decimation, averaging and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

2017-02-01

The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This has provided fruitful applications for established stochastic methods and motivated further developments. These systems often involve processes taking place on widely separated time scales. For an efficient modeling one usually focuses on the slower degrees of freedom and it is of great importance to accurately eliminate the fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. This procedure in general requires to perform two different operations: decimation and coarse-graining. We introduce the asymptotic methods that form the basis of this procedure and discuss their application to a series of physical, biological and chemical examples. We then turn our attention to functionals of the stochastic trajectories such as residence times, counting statistics, fluxes, entropy production, etc. which have been increasingly studied in recent years. For such functionals, the elimination of the fast degrees of freedom can present additional difficulties and naive procedures can lead to blatantly inconsistent results. Homogenization techniques for functionals are less covered in the literature and we will pedagogically present them here, as natural extensions of the ones employed for the trajectories. We will also discuss recent applications of these techniques to the thermodynamics of small systems and their interpretation in terms of information-theoretic concepts.

Transition from large-scale to small-scale dynamo.

PubMed

Ponty, Y; Plunian, F

2011-04-15

The dynamo equations are solved numerically with a helical forcing corresponding to the Roberts flow. In the fully turbulent regime the flow behaves as a Roberts flow on long time scales, plus turbulent fluctuations at short time scales. The dynamo onset is controlled by the long time scales of the flow, in agreement with the former Karlsruhe experimental results. The dynamo mechanism is governed by a generalized α effect, which includes both the usual α effect and turbulent diffusion, plus all higher order effects. Beyond the onset we find that this generalized α effect scales as O(Rm(-1)), suggesting the takeover of small-scale dynamo action. This is confirmed by simulations in which dynamo occurs even if the large-scale field is artificially suppressed.

Survey of decentralized control methods. [for large scale dynamic systems

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

An overview is presented of the types of problems that are being considered by control theorists in the area of dynamic large scale systems with emphasis on decentralized control strategies. Approaches that deal directly with decentralized decision making for large scale systems are discussed. It is shown that future advances in decentralized system theory are intimately connected with advances in the stochastic control problem with nonclassical information pattern. The basic assumptions and mathematical tools associated with the latter are summarized, and recommendations concerning future research are presented.

On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models

NASA Astrophysics Data System (ADS)

Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl

2018-06-01

The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Edirisinghe, C.

1994-12-31

Models for portfolio selection in the presence of an outstanding liability have received significant attention, for example, models for pricing options. The problem may be described briefly as follows: given a set of risky securities (and a riskless security such as a bond), and given a set of cash flows, i.e., outstanding liability, to be met at some future date, determine an initial portfolio and a dynamic trading strategy for the underlying securities such that the initial cost of the portfolio is within a prescribed wealth level and the expected cash surpluses arising from trading is maximized. While the tradingmore » strategy should be self-financing, there may also be other restrictions such as leverage and short-sale constraints. Usually the treatment is limited to binomial evolution of uncertainty (of stock price), with possible extensions for developing computational bounds for multinomial generalizations. Posing as stochastic programming models of decision making, we investigate alternative efficient solution procedures under continuous evolution of uncertainty, for discrete time economies. We point out an important moment problem arising in the portfolio selection problem, the solution (or bounds) on which provides the basis for developing efficient computational algorithms. While the underlying stochastic program may be computationally tedious even for a modest number of trading opportunities (i.e., time periods), the derived algorithms may used to solve problems whose sizes are beyond those considered within stochastic optimization.« less

Using genetic algorithm to solve a new multi-period stochastic optimization model

NASA Astrophysics Data System (ADS)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

PubMed

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of

Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations

PubMed Central

2013-01-01

In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson–Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model. Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20. PMID:23343328

Breaking the theoretical scaling limit for predicting quasiparticle energies: the stochastic GW approach.

PubMed

Neuhauser, Daniel; Gao, Yi; Arntsen, Christopher; Karshenas, Cyrus; Rabani, Eran; Baer, Roi

2014-08-15

We develop a formalism to calculate the quasiparticle energy within the GW many-body perturbation correction to the density functional theory. The occupied and virtual orbitals of the Kohn-Sham Hamiltonian are replaced by stochastic orbitals used to evaluate the Green function G, the polarization potential W, and, thereby, the GW self-energy. The stochastic GW (sGW) formalism relies on novel theoretical concepts such as stochastic time-dependent Hartree propagation, stochastic matrix compression, and spatial or temporal stochastic decoupling techniques. Beyond the theoretical interest, the formalism enables linear scaling GW calculations breaking the theoretical scaling limit for GW as well as circumventing the need for energy cutoff approximations. We illustrate the method for silicon nanocrystals of varying sizes with N_{e}>3000 electrons.

A large deviations principle for stochastic flows of viscous fluids

NASA Astrophysics Data System (ADS)

Cipriano, Fernanda; Costa, Tiago

2018-04-01

We study the well-posedness of a stochastic differential equation on the two dimensional torus T2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L2 (0 , T ;H1 (T2)) . The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokes flow approaches the Euler deterministic Lagrangian flow with an exponential rate function.

Path integrals and large deviations in stochastic hybrid systems.

PubMed

Bressloff, Paul C; Newby, Jay M

2014-04-01

We construct a path-integral representation of solutions to a stochastic hybrid system, consisting of one or more continuous variables evolving according to a piecewise-deterministic dynamics. The differential equations for the continuous variables are coupled to a set of discrete variables that satisfy a continuous-time Markov process, which means that the differential equations are only valid between jumps in the discrete variables. Examples of stochastic hybrid systems arise in biophysical models of stochastic ion channels, motor-driven intracellular transport, gene networks, and stochastic neural networks. We use the path-integral representation to derive a large deviation action principle for a stochastic hybrid system. Minimizing the associated action functional with respect to the set of all trajectories emanating from a metastable state (assuming that such a minimization scheme exists) then determines the most probable paths of escape. Moreover, evaluating the action functional along a most probable path generates the so-called quasipotential used in the calculation of mean first passage times. We illustrate the theory by considering the optimal paths of escape from a metastable state in a bistable neural network.

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xiu, Dongbin

2017-03-03

The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

Stochastic processes on multiple scales: averaging, decimation and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

The recent advances in handling microscopic systems are increasingly motivating stochastic modeling in a large number of physical, chemical and biological phenomena. Relevant processes often take place on widely separated time scales. In order to simplify the description, one usually focuses on the slower degrees of freedom and only the average effect of the fast ones is retained. It is then fundamental to eliminate such fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. We shall present how this can be done by either decimating or coarse-graining the fast processes and discuss applications to physical, biological and chemical examples. With the same tools we will address the fate of functionals of the stochastic trajectories (such as residence times, counting statistics, fluxes, entropy production, etc.) upon elimination of the fast variables. In general, for functionals, such elimination can present additional difficulties. In some cases, it is not possible to express them in terms of the effective trajectories on the slow degrees of freedom but additional details of the fast processes must be retained. We will focus on such cases and show how naive procedures can lead to inconsistent results.

Mean Field Analysis of Large-Scale Interacting Populations of Stochastic Conductance-Based Spiking Neurons Using the Klimontovich Method

NASA Astrophysics Data System (ADS)

Gandolfo, Daniel; Rodriguez, Roger; Tuckwell, Henry C.

2017-03-01

We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The network dynamics is controlled by a set of neural population probability distributions (PPD) which are constructed along the same lines as in the Klimontovich approach to the kinetic theory of plasmas. An exact non-closed, nonlinear, system of integro-partial differential equations is derived for the PPDs. As is customary, a closing procedure leads to a mean field limit. The equations we have obtained are of the same type as those which have been recently derived using rigorous techniques of probability theory. The numerical solutions of these so called McKean-Vlasov-Fokker-Planck equations, which are only valid in the limit of infinite size networks, actually shows that the statistical measures as obtained from PPDs are in good agreement with those obtained through direct integration of the stochastic dynamical system for large but finite size networks. Although numerical solutions have been obtained for networks of Fitzhugh-Nagumo model neurons, which are often used to approximate Hodgkin-Huxley model neurons, the theory can be readily applied to networks of general conductance-based model neurons of arbitrary dimension.

Engineering management of large scale systems

NASA Technical Reports Server (NTRS)

Sanders, Serita; Gill, Tepper L.; Paul, Arthur S.

1989-01-01

The organization of high technology and engineering problem solving, has given rise to an emerging concept. Reasoning principles for integrating traditional engineering problem solving with system theory, management sciences, behavioral decision theory, and planning and design approaches can be incorporated into a methodological approach to solving problems with a long range perspective. Long range planning has a great potential to improve productivity by using a systematic and organized approach. Thus, efficiency and cost effectiveness are the driving forces in promoting the organization of engineering problems. Aspects of systems engineering that provide an understanding of management of large scale systems are broadly covered here. Due to the focus and application of research, other significant factors (e.g., human behavior, decision making, etc.) are not emphasized but are considered.

Modeling stochastic noise in gene regulatory systems

PubMed Central

Meister, Arwen; Du, Chao; Li, Ye Henry; Wong, Wing Hung

2014-01-01

The Master equation is considered the gold standard for modeling the stochastic mechanisms of gene regulation in molecular detail, but it is too complex to solve exactly in most cases, so approximation and simulation methods are essential. However, there is still a lack of consensus about the best way to carry these out. To help clarify the situation, we review Master equation models of gene regulation, theoretical approximations based on an expansion method due to N.G. van Kampen and R. Kubo, and simulation algorithms due to D.T. Gillespie and P. Langevin. Expansion of the Master equation shows that for systems with a single stable steady-state, the stochastic model reduces to a deterministic model in a first-order approximation. Additional theory, also due to van Kampen, describes the asymptotic behavior of multistable systems. To support and illustrate the theory and provide further insight into the complex behavior of multistable systems, we perform a detailed simulation study comparing the various approximation and simulation methods applied to synthetic gene regulatory systems with various qualitative characteristics. The simulation studies show that for large stochastic systems with a single steady-state, deterministic models are quite accurate, since the probability distribution of the solution has a single peak tracking the deterministic trajectory whose variance is inversely proportional to the system size. In multistable stochastic systems, large fluctuations can cause individual trajectories to escape from the domain of attraction of one steady-state and be attracted to another, so the system eventually reaches a multimodal probability distribution in which all stable steady-states are represented proportional to their relative stability. However, since the escape time scales exponentially with system size, this process can take a very long time in large systems. PMID:25632368

Digital program for solving the linear stochastic optimal control and estimation problem

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Robust large-scale parallel nonlinear solvers for simulations.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bader, Brett William; Pawlowski, Roger Patrick; Kolda, Tamara Gibson

2005-11-01

This report documents research to develop robust and efficient solution techniques for solving large-scale systems of nonlinear equations. The most widely used method for solving systems of nonlinear equations is Newton's method. While much research has been devoted to augmenting Newton-based solvers (usually with globalization techniques), little has been devoted to exploring the application of different models. Our research has been directed at evaluating techniques using different models than Newton's method: a lower order model, Broyden's method, and a higher order model, the tensor method. We have developed large-scale versions of each of these models and have demonstrated their usemore » in important applications at Sandia. Broyden's method replaces the Jacobian with an approximation, allowing codes that cannot evaluate a Jacobian or have an inaccurate Jacobian to converge to a solution. Limited-memory methods, which have been successful in optimization, allow us to extend this approach to large-scale problems. We compare the robustness and efficiency of Newton's method, modified Newton's method, Jacobian-free Newton-Krylov method, and our limited-memory Broyden method. Comparisons are carried out for large-scale applications of fluid flow simulations and electronic circuit simulations. Results show that, in cases where the Jacobian was inaccurate or could not be computed, Broyden's method converged in some cases where Newton's method failed to converge. We identify conditions where Broyden's method can be more efficient than Newton's method. We also present modifications to a large-scale tensor method, originally proposed by Bouaricha, for greater efficiency, better robustness, and wider applicability. Tensor methods are an alternative to Newton-based methods and are based on computing a step based on a local quadratic model rather than a linear model. The advantage of Bouaricha's method is that it can use any existing linear solver, which makes it simple

A stochastic two-scale model for pressure-driven flow between rough surfaces

PubMed Central

Larsson, Roland; Lundström, Staffan; Wall, Peter; Almqvist, Andreas

2016-01-01

Seal surface topography typically consists of global-scale geometric features as well as local-scale roughness details and homogenization-based approaches are, therefore, readily applied. These provide for resolving the global scale (large domain) with a relatively coarse mesh, while resolving the local scale (small domain) in high detail. As the total flow decreases, however, the flow pattern becomes tortuous and this requires a larger local-scale domain to obtain a converged solution. Therefore, a classical homogenization-based approach might not be feasible for simulation of very small flows. In order to study small flows, a model allowing feasibly-sized local domains, for really small flow rates, is developed. Realization was made possible by coupling the two scales with a stochastic element. Results from numerical experiments, show that the present model is in better agreement with the direct deterministic one than the conventional homogenization type of model, both quantitatively in terms of flow rate and qualitatively in reflecting the flow pattern. PMID:27436975

Doubly stochastic Poisson process models for precipitation at fine time-scales

NASA Astrophysics Data System (ADS)

Ramesh, Nadarajah I.; Onof, Christian; Xie, Dichao

2012-09-01

This paper considers a class of stochastic point process models, based on doubly stochastic Poisson processes, in the modelling of rainfall. We examine the application of this class of models, a neglected alternative to the widely-known Poisson cluster models, in the analysis of fine time-scale rainfall intensity. These models are mainly used to analyse tipping-bucket raingauge data from a single site but an extension to multiple sites is illustrated which reveals the potential of this class of models to study the temporal and spatial variability of precipitation at fine time-scales.

Performance of Grey Wolf Optimizer on large scale problems

NASA Astrophysics Data System (ADS)

Gupta, Shubham; Deep, Kusum

2017-01-01

For solving nonlinear continuous problems of optimization numerous nature inspired optimization techniques are being proposed in literature which can be implemented to solve real life problems wherein the conventional techniques cannot be applied. Grey Wolf Optimizer is one of such technique which is gaining popularity since the last two years. The objective of this paper is to investigate the performance of Grey Wolf Optimization Algorithm on large scale optimization problems. The Algorithm is implemented on 5 common scalable problems appearing in literature namely Sphere, Rosenbrock, Rastrigin, Ackley and Griewank Functions. The dimensions of these problems are varied from 50 to 1000. The results indicate that Grey Wolf Optimizer is a powerful nature inspired Optimization Algorithm for large scale problems, except Rosenbrock which is a unimodal function.

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

A scalable moment-closure approximation for large-scale biochemical reaction networks

PubMed Central

Kazeroonian, Atefeh; Theis, Fabian J.; Hasenauer, Jan

2017-01-01

Abstract Motivation: Stochastic molecular processes are a leading cause of cell-to-cell variability. Their dynamics are often described by continuous-time discrete-state Markov chains and simulated using stochastic simulation algorithms. As these stochastic simulations are computationally demanding, ordinary differential equation models for the dynamics of the statistical moments have been developed. The number of state variables of these approximating models, however, grows at least quadratically with the number of biochemical species. This limits their application to small- and medium-sized processes. Results: In this article, we present a scalable moment-closure approximation (sMA) for the simulation of statistical moments of large-scale stochastic processes. The sMA exploits the structure of the biochemical reaction network to reduce the covariance matrix. We prove that sMA yields approximating models whose number of state variables depends predominantly on local properties, i.e. the average node degree of the reaction network, instead of the overall network size. The resulting complexity reduction is assessed by studying a range of medium- and large-scale biochemical reaction networks. To evaluate the approximation accuracy and the improvement in computational efficiency, we study models for JAK2/STAT5 signalling and NFκB signalling. Our method is applicable to generic biochemical reaction networks and we provide an implementation, including an SBML interface, which renders the sMA easily accessible. Availability and implementation: The sMA is implemented in the open-source MATLAB toolbox CERENA and is available from https://github.com/CERENADevelopers/CERENA. Contact: jan.hasenauer@helmholtz-muenchen.de or atefeh.kazeroonian@tum.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881983

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

2016-04-20

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Cutting planes for the multistage stochastic unit commitment problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Fractional Stochastic Field Theory

NASA Astrophysics Data System (ADS)

Honkonen, Juha

2018-02-01

Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

We consider three individual-based models describing growth in stochastic environments. Stochastic differential equations (SDEs) with identical von Bertalanffy deterministic parts are formulated, with a stochastic term which decreases, remains constant, or increases with organism size, respectively. Probability density functions for hitting times are evaluated in the context of fish growth and mortality. Solving the hitting time problem analytically or numerically shows that stochasticity can have a large positive impact on fish recruitment probability. It is also demonstrated that the observed mean growth rate of surviving individuals always exceeds the mean population growth rate, which itself exceeds the growth rate of the equivalent deterministic model. The consequences of these results in more general biological situations are discussed.

A numerical projection technique for large-scale eigenvalue problems

NASA Astrophysics Data System (ADS)

Gamillscheg, Ralf; Haase, Gundolf; von der Linden, Wolfgang

2011-10-01

We present a new numerical technique to solve large-scale eigenvalue problems. It is based on the projection technique, used in strongly correlated quantum many-body systems, where first an effective approximate model of smaller complexity is constructed by projecting out high energy degrees of freedom and in turn solving the resulting model by some standard eigenvalue solver. Here we introduce a generalization of this idea, where both steps are performed numerically and which in contrast to the standard projection technique converges in principle to the exact eigenvalues. This approach is not just applicable to eigenvalue problems encountered in many-body systems but also in other areas of research that result in large-scale eigenvalue problems for matrices which have, roughly speaking, mostly a pronounced dominant diagonal part. We will present detailed studies of the approach guided by two many-body models.

A family of conjugate gradient methods for large-scale nonlinear equations.

PubMed

Feng, Dexiang; Sun, Min; Wang, Xueyong

2017-01-01

In this paper, we present a family of conjugate gradient projection methods for solving large-scale nonlinear equations. At each iteration, it needs low storage and the subproblem can be easily solved. Compared with the existing solution methods for solving the problem, its global convergence is established without the restriction of the Lipschitz continuity on the underlying mapping. Preliminary numerical results are reported to show the efficiency of the proposed method.

Can power-law scaling and neuronal avalanches arise from stochastic dynamics?

PubMed

Touboul, Jonathan; Destexhe, Alain

2010-02-11

The presence of self-organized criticality in biology is often evidenced by a power-law scaling of event size distributions, which can be measured by linear regression on logarithmic axes. We show here that such a procedure does not necessarily mean that the system exhibits self-organized criticality. We first provide an analysis of multisite local field potential (LFP) recordings of brain activity and show that event size distributions defined as negative LFP peaks can be close to power-law distributions. However, this result is not robust to change in detection threshold, or when tested using more rigorous statistical analyses such as the Kolmogorov-Smirnov test. Similar power-law scaling is observed for surrogate signals, suggesting that power-law scaling may be a generic property of thresholded stochastic processes. We next investigate this problem analytically, and show that, indeed, stochastic processes can produce spurious power-law scaling without the presence of underlying self-organized criticality. However, this power-law is only apparent in logarithmic representations, and does not survive more rigorous analysis such as the Kolmogorov-Smirnov test. The same analysis was also performed on an artificial network known to display self-organized criticality. In this case, both the graphical representations and the rigorous statistical analysis reveal with no ambiguity that the avalanche size is distributed as a power-law. We conclude that logarithmic representations can lead to spurious power-law scaling induced by the stochastic nature of the phenomenon. This apparent power-law scaling does not constitute a proof of self-organized criticality, which should be demonstrated by more stringent statistical tests.

On temporal stochastic modeling of precipitation, nesting models across scales

NASA Astrophysics Data System (ADS)

Paschalis, Athanasios; Molnar, Peter; Fatichi, Simone; Burlando, Paolo

2014-01-01

We analyze the performance of composite stochastic models of temporal precipitation which can satisfactorily reproduce precipitation properties across a wide range of temporal scales. The rationale is that a combination of stochastic precipitation models which are most appropriate for specific limited temporal scales leads to better overall performance across a wider range of scales than single models alone. We investigate different model combinations. For the coarse (daily) scale these are models based on Alternating renewal processes, Markov chains, and Poisson cluster models, which are then combined with a microcanonical Multiplicative Random Cascade model to disaggregate precipitation to finer (minute) scales. The composite models were tested on data at four sites in different climates. The results show that model combinations improve the performance in key statistics such as probability distributions of precipitation depth, autocorrelation structure, intermittency, reproduction of extremes, compared to single models. At the same time they remain reasonably parsimonious. No model combination was found to outperform the others at all sites and for all statistics, however we provide insight on the capabilities of specific model combinations. The results for the four different climates are similar, which suggests a degree of generality and wider applicability of the approach.

Quantitative Missense Variant Effect Prediction Using Large-Scale Mutagenesis Data.

PubMed

Gray, Vanessa E; Hause, Ronald J; Luebeck, Jens; Shendure, Jay; Fowler, Douglas M

2018-01-24

Large datasets describing the quantitative effects of mutations on protein function are becoming increasingly available. Here, we leverage these datasets to develop Envision, which predicts the magnitude of a missense variant's molecular effect. Envision combines 21,026 variant effect measurements from nine large-scale experimental mutagenesis datasets, a hitherto untapped training resource, with a supervised, stochastic gradient boosting learning algorithm. Envision outperforms other missense variant effect predictors both on large-scale mutagenesis data and on an independent test dataset comprising 2,312 TP53 variants whose effects were measured using a low-throughput approach. This dataset was never used for hyperparameter tuning or model training and thus serves as an independent validation set. Envision prediction accuracy is also more consistent across amino acids than other predictors. Finally, we demonstrate that Envision's performance improves as more large-scale mutagenesis data are incorporated. We precompute Envision predictions for every possible single amino acid variant in human, mouse, frog, zebrafish, fruit fly, worm, and yeast proteomes (https://envision.gs.washington.edu/). Copyright © 2017 Elsevier Inc. All rights reserved.

Solving the problem of negative populations in approximate accelerated stochastic simulations using the representative reaction approach.

PubMed

Kadam, Shantanu; Vanka, Kumar

2013-02-15

Methods based on the stochastic formulation of chemical kinetics have the potential to accurately reproduce the dynamical behavior of various biochemical systems of interest. However, the computational expense makes them impractical for the study of real systems. Attempts to render these methods practical have led to the development of accelerated methods, where the reaction numbers are modeled by Poisson random numbers. However, for certain systems, such methods give rise to physically unrealistic negative numbers for species populations. The methods which make use of binomial variables, in place of Poisson random numbers, have since become popular, and have been partially successful in addressing this problem. In this manuscript, the development of two new computational methods, based on the representative reaction approach (RRA), has been discussed. The new methods endeavor to solve the problem of negative numbers, by making use of tools like the stochastic simulation algorithm and the binomial method, in conjunction with the RRA. It is found that these newly developed methods perform better than other binomial methods used for stochastic simulations, in resolving the problem of negative populations. Copyright © 2012 Wiley Periodicals, Inc.

A Computationally Efficient Parallel Levenberg-Marquardt Algorithm for Large-Scale Big-Data Inversion

NASA Astrophysics Data System (ADS)

Lin, Y.; O'Malley, D.; Vesselinov, V. V.

2015-12-01

Inverse modeling seeks model parameters given a set of observed state variables. However, for many practical problems due to the facts that the observed data sets are often large and model parameters are often numerous, conventional methods for solving the inverse modeling can be computationally expensive. We have developed a new, computationally-efficient Levenberg-Marquardt method for solving large-scale inverse modeling. Levenberg-Marquardt methods require the solution of a dense linear system of equations which can be prohibitively expensive to compute for large-scale inverse problems. Our novel method projects the original large-scale linear problem down to a Krylov subspace, such that the dimensionality of the measurements can be significantly reduced. Furthermore, instead of solving the linear system for every Levenberg-Marquardt damping parameter, we store the Krylov subspace computed when solving the first damping parameter and recycle it for all the following damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved by using these computational techniques. We apply this new inverse modeling method to invert for a random transitivity field. Our algorithm is fast enough to solve for the distributed model parameters (transitivity) at each computational node in the model domain. The inversion is also aided by the use regularization techniques. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). Julia is an advanced high-level scientific programing language that allows for efficient memory management and utilization of high-performance computational resources. By comparing with a Levenberg-Marquardt method using standard linear inversion techniques, our Levenberg-Marquardt method yields speed-up ratio of 15 in a multi-core computational environment and a speed-up ratio of 45 in a single-core computational environment. Therefore, our new inverse modeling method is a

Large Deviations for Nonlocal Stochastic Neural Fields

PubMed Central

2014-01-01

We study the effect of additive noise on integro-differential neural field equations. In particular, we analyze an Amari-type model driven by a Q-Wiener process, and focus on noise-induced transitions and escape. We argue that proving a sharp Kramers’ law for neural fields poses substantial difficulties, but that one may transfer techniques from stochastic partial differential equations to establish a large deviation principle (LDP). Then we demonstrate that an efficient finite-dimensional approximation of the stochastic neural field equation can be achieved using a Galerkin method and that the resulting finite-dimensional rate function for the LDP can have a multiscale structure in certain cases. These results form the starting point for an efficient practical computation of the LDP. Our approach also provides the technical basis for further rigorous study of noise-induced transitions in neural fields based on Galerkin approximations. Mathematics Subject Classification (2000): 60F10, 60H15, 65M60, 92C20. PMID:24742297

Algorithms for Performance, Dependability, and Performability Evaluation using Stochastic Activity Networks

NASA Technical Reports Server (NTRS)

Deavours, Daniel D.; Qureshi, M. Akber; Sanders, William H.

1997-01-01

Modeling tools and technologies are important for aerospace development. At the University of Illinois, we have worked on advancing the state of the art in modeling by Markov reward models in two important areas: reducing the memory necessary to numerically solve systems represented as stochastic activity networks and other stochastic Petri net extensions while still obtaining solutions in a reasonable amount of time, and finding numerically stable and memory-efficient methods to solve for the reward accumulated during a finite mission time. A long standing problem when modeling with high level formalisms such as stochastic activity networks is the so-called state space explosion, where the number of states increases exponentially with size of the high level model. Thus, the corresponding Markov model becomes prohibitively large and solution is constrained by the the size of primary memory. To reduce the memory necessary to numerically solve complex systems, we propose new methods that can tolerate such large state spaces that do not require any special structure in the model (as many other techniques do). First, we develop methods that generate row and columns of the state transition-rate-matrix on-the-fly, eliminating the need to explicitly store the matrix at all. Next, we introduce a new iterative solution method, called modified adaptive Gauss-Seidel, that exhibits locality in its use of data from the state transition-rate-matrix, permitting us to cache portions of the matrix and hence reduce the solution time. Finally, we develop a new memory and computationally efficient technique for Gauss-Seidel based solvers that avoids the need for generating rows of A in order to solve Ax = b. This is a significant performance improvement for on-the-fly methods as well as other recent solution techniques based on Kronecker operators. Taken together, these new results show that one can solve very large models without any special structure.

State-dependent anisotrophy: Comparison of quasi-analytical solutions with stochastic results for steady gravity drainage

USGS Publications Warehouse

Green, Timothy R.; Freyberg, David L.

1995-01-01

Anisotropy in large-scale unsaturated hydraulic conductivity of layered soils changes with the moisture state. Here, state-dependent anisotropy is computed under conditions of large-scale gravity drainage. Soils represented by Gardner's exponential function are perfectly stratified, periodic, and inclined. Analytical integration of Darcy’s law across each layer results in a system of nonlinear equations that is solved iteratively for capillary suction at layer interfaces and for the Darcy flux normal to layering. Computed fluxes and suction profiles are used to determine both upscaled hydraulic conductivity in the principal directions and the corresponding “state-dependent” anisotropy ratio as functions of the mean suction. Three groups of layered soils are analyzed and compared with independent predictions from the stochastic results of Yeh et al. (1985b). The small-perturbation approach predicts appropriate behaviors for anisotropy under nonarid conditions. However, the stochastic results are limited to moderate values of mean suction; this limitation is linked to a Taylor series approximation in terms of a group of statistical and geometric parameters. Two alternative forms of the Taylor series provide upper and lower bounds for the state-dependent anisotropy of relatively dry soils.

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin

2015-01-01

Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Comparative study of large scale simulation of underground explosions inalluvium and in fractured granite using stochastic characterization

NASA Astrophysics Data System (ADS)

Vorobiev, O.; Ezzedine, S. M.; Antoun, T.; Glenn, L.

2014-12-01

This work describes a methodology used for large scale modeling of wave propagation fromunderground explosions conducted at the Nevada Test Site (NTS) in two different geological settings:fractured granitic rock mass and in alluvium deposition. We show that the discrete nature of rockmasses as well as the spatial variability of the fabric of alluvium is very important to understand groundmotions induced by underground explosions. In order to build a credible conceptual model of thesubsurface we integrated the geological, geomechanical and geophysical characterizations conductedduring recent test at the NTS as well as historical data from the characterization during the undergroundnuclear test conducted at the NTS. Because detailed site characterization is limited, expensive and, insome instances, impossible we have numerically investigated the effects of the characterization gaps onthe overall response of the system. We performed several computational studies to identify the keyimportant geologic features specific to fractured media mainly the joints; and those specific foralluvium porous media mainly the spatial variability of geological alluvium facies characterized bytheir variances and their integral scales. We have also explored common key features to both geologicalenvironments such as saturation and topography and assess which characteristics affect the most theground motion in the near-field and in the far-field. Stochastic representation of these features based onthe field characterizations have been implemented in Geodyn and GeodynL hydrocodes. Both codeswere used to guide site characterization efforts in order to provide the essential data to the modelingcommunity. We validate our computational results by comparing the measured and computed groundmotion at various ranges. This work performed under the auspices of the U.S. Department of Energy by Lawrence LivermoreNational Laboratory under Contract DE-AC52-07NA27344.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

Walking the Filament of Feasibility: Global Optimization of Highly-Constrained, Multi-Modal Interplanetary Trajectories Using a Novel Stochastic Search Technique

NASA Technical Reports Server (NTRS)

Englander, Arnold C.; Englander, Jacob A.

2017-01-01

Interplanetary trajectory optimization problems are highly complex and are characterized by a large number of decision variables and equality and inequality constraints as well as many locally optimal solutions. Stochastic global search techniques, coupled with a large-scale NLP solver, have been shown to solve such problems but are inadequately robust when the problem constraints become very complex. In this work, we present a novel search algorithm that takes advantage of the fact that equality constraints effectively collapse the solution space to lower dimensionality. This new approach walks the filament'' of feasibility to efficiently find the global optimal solution.

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

DOE PAGES

Barnett, Jason; Watson, Jean -Paul; Woodruff, David L.

2016-11-27

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

Efficient Constant-Time Complexity Algorithm for Stochastic Simulation of Large Reaction Networks.

PubMed

Thanh, Vo Hong; Zunino, Roberto; Priami, Corrado

2017-01-01

Exact stochastic simulation is an indispensable tool for a quantitative study of biochemical reaction networks. The simulation realizes the time evolution of the model by randomly choosing a reaction to fire and update the system state according to a probability that is proportional to the reaction propensity. Two computationally expensive tasks in simulating large biochemical networks are the selection of next reaction firings and the update of reaction propensities due to state changes. We present in this work a new exact algorithm to optimize both of these simulation bottlenecks. Our algorithm employs the composition-rejection on the propensity bounds of reactions to select the next reaction firing. The selection of next reaction firings is independent of the number reactions while the update of propensities is skipped and performed only when necessary. It therefore provides a favorable scaling for the computational complexity in simulating large reaction networks. We benchmark our new algorithm with the state of the art algorithms available in literature to demonstrate its applicability and efficiency.

A stochastic method for computing hadronic matrix elements

DOE PAGES

Alexandrou, Constantia; Constantinou, Martha; Dinter, Simon; ...

2014-01-24

In this study, we present a stochastic method for the calculation of baryon 3-point functions which is an alternative to the typically used sequential method offering more versatility. We analyze the scaling of the error of the stochastically evaluated 3-point function with the lattice volume and find a favorable signal to noise ratio suggesting that the stochastic method can be extended to large volumes providing an efficient approach to compute hadronic matrix elements and form factors.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

Hierarchical stochastic modeling of large river ecosystems and fish growth across spatio-temporal scales and climate models: the Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Wikle, Christopher K.; Moran, Edward H.; Anderson, Christopher J.; Franz, Kristie J.; Dey, Rima

2017-01-01

We present a hierarchical series of spatially decreasing and temporally increasing models to evaluate the uncertainty in the atmosphere – ocean global climate model (AOGCM) and the regional climate model (RCM) relative to the uncertainty in the somatic growth of the endangered pallid sturgeon (Scaphirhynchus albus). For effects on fish populations of riverine ecosystems, cli- mate output simulated by coarse-resolution AOGCMs and RCMs must be downscaled to basins to river hydrology to population response. One needs to transfer the information from these climate simulations down to the individual scale in a way that minimizes extrapolation and can account for spatio-temporal variability in the intervening stages. The goal is a framework to determine whether, given uncertainties in the climate models and the biological response, meaningful inference can still be made. The non-linear downscaling of climate information to the river scale requires that one realistically account for spatial and temporal variability across scale. Our down- scaling procedure includes the use of fixed/calibrated hydrological flow and temperature models coupled with a stochastically parameterized sturgeon bioenergetics model. We show that, although there is a large amount of uncertainty associated with both the climate model output and the fish growth process, one can establish significant differences in fish growth distributions between models, and between future and current climates for a given model.

Visual attention mitigates information loss in small- and large-scale neural codes

PubMed Central

Sprague, Thomas C; Saproo, Sameer; Serences, John T

2015-01-01

Summary The visual system transforms complex inputs into robust and parsimonious neural codes that efficiently guide behavior. Because neural communication is stochastic, the amount of encoded visual information necessarily decreases with each synapse. This constraint requires processing sensory signals in a manner that protects information about relevant stimuli from degradation. Such selective processing – or selective attention – is implemented via several mechanisms, including neural gain and changes in tuning properties. However, examining each of these effects in isolation obscures their joint impact on the fidelity of stimulus feature representations by large-scale population codes. Instead, large-scale activity patterns can be used to reconstruct representations of relevant and irrelevant stimuli, providing a holistic understanding about how neuron-level modulations collectively impact stimulus encoding. PMID:25769502

The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or

Sparse deconvolution for the large-scale ill-posed inverse problem of impact force reconstruction

NASA Astrophysics Data System (ADS)

Qiao, Baijie; Zhang, Xingwu; Gao, Jiawei; Liu, Ruonan; Chen, Xuefeng

2017-01-01

Most previous regularization methods for solving the inverse problem of force reconstruction are to minimize the l2-norm of the desired force. However, these traditional regularization methods such as Tikhonov regularization and truncated singular value decomposition, commonly fail to solve the large-scale ill-posed inverse problem in moderate computational cost. In this paper, taking into account the sparse characteristic of impact force, the idea of sparse deconvolution is first introduced to the field of impact force reconstruction and a general sparse deconvolution model of impact force is constructed. Second, a novel impact force reconstruction method based on the primal-dual interior point method (PDIPM) is proposed to solve such a large-scale sparse deconvolution model, where minimizing the l2-norm is replaced by minimizing the l1-norm. Meanwhile, the preconditioned conjugate gradient algorithm is used to compute the search direction of PDIPM with high computational efficiency. Finally, two experiments including the small-scale or medium-scale single impact force reconstruction and the relatively large-scale consecutive impact force reconstruction are conducted on a composite wind turbine blade and a shell structure to illustrate the advantage of PDIPM. Compared with Tikhonov regularization, PDIPM is more efficient, accurate and robust whether in the single impact force reconstruction or in the consecutive impact force reconstruction.

Large Deviations for Stochastic Models of Two-Dimensional Second Grade Fluids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhai, Jianliang, E-mail: zhaijl@ustc.edu.cn; Zhang, Tusheng, E-mail: Tusheng.Zhang@manchester.ac.uk

2017-06-15

In this paper, we establish a large deviation principle for stochastic models of incompressible second grade fluids. The weak convergence method introduced by Budhiraja and Dupuis (Probab Math Statist 20:39–61, 2000) plays an important role.

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal

Large-scale dynamos in rapidly rotating plane layer convection

NASA Astrophysics Data System (ADS)

Bushby, P. J.; Käpylä, P. J.; Masada, Y.; Brandenburg, A.; Favier, B.; Guervilly, C.; Käpylä, M. J.

2018-05-01

Context. Convectively driven flows play a crucial role in the dynamo processes that are responsible for producing magnetic activity in stars and planets. It is still not fully understood why many astrophysical magnetic fields have a significant large-scale component. Aims: Our aim is to investigate the dynamo properties of compressible convection in a rapidly rotating Cartesian domain, focusing upon a parameter regime in which the underlying hydrodynamic flow is known to be unstable to a large-scale vortex instability. Methods: The governing equations of three-dimensional non-linear magnetohydrodynamics (MHD) are solved numerically. Different numerical schemes are compared and we propose a possible benchmark case for other similar codes. Results: In keeping with previous related studies, we find that convection in this parameter regime can drive a large-scale dynamo. The components of the mean horizontal magnetic field oscillate, leading to a continuous overall rotation of the mean field. Whilst the large-scale vortex instability dominates the early evolution of the system, the large-scale vortex is suppressed by the magnetic field and makes a negligible contribution to the mean electromotive force that is responsible for driving the large-scale dynamo. The cycle period of the dynamo is comparable to the ohmic decay time, with longer cycles for dynamos in convective systems that are closer to onset. In these particular simulations, large-scale dynamo action is found only when vertical magnetic field boundary conditions are adopted at the upper and lower boundaries. Strongly modulated large-scale dynamos are found at higher Rayleigh numbers, with periods of reduced activity (grand minima-like events) occurring during transient phases in which the large-scale vortex temporarily re-establishes itself, before being suppressed again by the magnetic field.

LANZ: Software solving the large sparse symmetric generalized eigenproblem

NASA Technical Reports Server (NTRS)

Jones, Mark T.; Patrick, Merrell L.

1990-01-01

A package, LANZ, for solving the large symmetric generalized eigenproblem is described. The package was tested on four different architectures: Convex 200, CRAY Y-MP, Sun-3, and Sun-4. The package uses a Lanczos' method and is based on recent research into solving the generalized eigenproblem.

Capturing the Large Scale Behavior of Many Particle Systems Through Coarse-Graining

NASA Astrophysics Data System (ADS)

Punshon-Smith, Samuel

This dissertation is concerned with two areas of investigation: the first is understanding the mathematical structures behind the emergence of macroscopic laws and the effects of small scales fluctuations, the second involves the rigorous mathematical study of such laws and related questions of well-posedness. To address these areas of investigation the dissertation involves two parts: Part I concerns the theory of coarse-graining of many particle systems. We first investigate the mathematical structure behind the Mori-Zwanzig (projection operator) formalism by introducing two perturbative approaches to coarse-graining of systems that have an explicit scale separation. One concerns systems with little dissipation, while the other concerns systems with strong dissipation. In both settings we obtain an asymptotic series of `corrections' to the limiting description which are small with respect to the scaling parameter, these corrections represent the effects of small scales. We determine that only certain approximations give rise to dissipative effects in the resulting evolution. Next we apply this framework to the problem of coarse-graining the locally conserved quantities of a classical Hamiltonian system. By lumping conserved quantities into a collection of mesoscopic cells, we obtain, through a series of approximations, a stochastic particle system that resembles a discretization of the non-linear equations of fluctuating hydrodynamics. We study this system in the case that the transport coefficients are constant and prove well-posedness of the stochastic dynamics. Part II concerns the mathematical description of models where the underlying characteristics are stochastic. Such equations can model, for instance, the dynamics of a passive scalar in a random (turbulent) velocity field or the statistical behavior of a collection of particles subject to random environmental forces. First, we study general well-posedness properties of stochastic transport equation with

Application of stochastic models in identification and apportionment of heavy metal pollution sources in the surface soils of a large-scale region.

PubMed

Hu, Yuanan; Cheng, Hefa

2013-04-16

As heavy metals occur naturally in soils at measurable concentrations and their natural background contents have significant spatial variations, identification and apportionment of heavy metal pollution sources across large-scale regions is a challenging task. Stochastic models, including the recently developed conditional inference tree (CIT) and the finite mixture distribution model (FMDM), were applied to identify the sources of heavy metals found in the surface soils of the Pearl River Delta, China, and to apportion the contributions from natural background and human activities. Regression trees were successfully developed for the concentrations of Cd, Cu, Zn, Pb, Cr, Ni, As, and Hg in 227 soil samples from a region of over 7.2 × 10(4) km(2) based on seven specific predictors relevant to the source and behavior of heavy metals: land use, soil type, soil organic carbon content, population density, gross domestic product per capita, and the lengths and classes of the roads surrounding the sampling sites. The CIT and FMDM results consistently indicate that Cd, Zn, Cu, Pb, and Cr in the surface soils of the PRD were contributed largely by anthropogenic sources, whereas As, Ni, and Hg in the surface soils mostly originated from the soil parent materials.

Stochastic competitive learning in complex networks.

PubMed

Silva, Thiago Christiano; Zhao, Liang

2012-03-01

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning..

Large-scale inverse model analyses employing fast randomized data reduction

NASA Astrophysics Data System (ADS)

Lin, Youzuo; Le, Ellen B.; O'Malley, Daniel; Vesselinov, Velimir V.; Bui-Thanh, Tan

2017-08-01

When the number of observations is large, it is computationally challenging to apply classical inverse modeling techniques. We have developed a new computationally efficient technique for solving inverse problems with a large number of observations (e.g., on the order of 107 or greater). Our method, which we call the randomized geostatistical approach (RGA), is built upon the principal component geostatistical approach (PCGA). We employ a data reduction technique combined with the PCGA to improve the computational efficiency and reduce the memory usage. Specifically, we employ a randomized numerical linear algebra technique based on a so-called "sketching" matrix to effectively reduce the dimension of the observations without losing the information content needed for the inverse analysis. In this way, the computational and memory costs for RGA scale with the information content rather than the size of the calibration data. Our algorithm is coded in Julia and implemented in the MADS open-source high-performance computational framework (http://mads.lanl.gov). We apply our new inverse modeling method to invert for a synthetic transmissivity field. Compared to a standard geostatistical approach (GA), our method is more efficient when the number of observations is large. Most importantly, our method is capable of solving larger inverse problems than the standard GA and PCGA approaches. Therefore, our new model inversion method is a powerful tool for solving large-scale inverse problems. The method can be applied in any field and is not limited to hydrogeological applications such as the characterization of aquifer heterogeneity.

A modified priority list-based MILP method for solving large-scale unit commitment problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ke, Xinda; Lu, Ning; Wu, Di

This paper studies the typical pattern of unit commitment (UC) results in terms of generator’s cost and capacity. A method is then proposed to combine a modified priority list technique with mixed integer linear programming (MILP) for UC problem. The proposed method consists of two steps. At the first step, a portion of generators are predetermined to be online or offline within a look-ahead period (e.g., a week), based on the demand curve and generator priority order. For the generators whose on/off status is predetermined, at the second step, the corresponding binary variables are removed from the UC MILP problemmore » over the operational planning horizon (e.g., 24 hours). With a number of binary variables removed, the resulted problem can be solved much faster using the off-the-shelf MILP solvers, based on the branch-and-bound algorithm. In the modified priority list method, scale factors are designed to adjust the tradeoff between solution speed and level of optimality. It is found that the proposed method can significantly speed up the UC problem with minor compromise in optimality by selecting appropriate scale factors.« less

Stochastic Dynamic Mixed-Integer Programming (SD-MIP)

DTIC Science & Technology

2015-05-05

stochastic linear programming ( SLP ) problems. By using a combination of ideas from cutting plane theory of deterministic MIP (especially disjunctive...developed to date. b) As part of this project, we have also developed tools for very large scale Stochastic Linear Programming ( SLP ). There are...several reasons for this. First, SLP models continue to challenge many of the fastest computers to date, and many applications within the DoD (e.g

Visual attention mitigates information loss in small- and large-scale neural codes.

PubMed

Sprague, Thomas C; Saproo, Sameer; Serences, John T

2015-04-01

The visual system transforms complex inputs into robust and parsimonious neural codes that efficiently guide behavior. Because neural communication is stochastic, the amount of encoded visual information necessarily decreases with each synapse. This constraint requires that sensory signals are processed in a manner that protects information about relevant stimuli from degradation. Such selective processing--or selective attention--is implemented via several mechanisms, including neural gain and changes in tuning properties. However, examining each of these effects in isolation obscures their joint impact on the fidelity of stimulus feature representations by large-scale population codes. Instead, large-scale activity patterns can be used to reconstruct representations of relevant and irrelevant stimuli, thereby providing a holistic understanding about how neuron-level modulations collectively impact stimulus encoding. Copyright © 2015 Elsevier Ltd. All rights reserved.

Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

NASA Astrophysics Data System (ADS)

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2016-04-01

There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms ofmore » a suggested framework model based on discrete event simulation.« less

Simulation-optimization of large agro-hydrosystems using a decomposition approach

NASA Astrophysics Data System (ADS)

Schuetze, Niels; Grundmann, Jens

2014-05-01

In this contribution a stochastic simulation-optimization framework for decision support for optimal planning and operation of water supply of large agro-hydrosystems is presented. It is based on a decomposition solution strategy which allows for (i) the usage of numerical process models together with efficient Monte Carlo simulations for a reliable estimation of higher quantiles of the minimum agricultural water demand for full and deficit irrigation strategies at small scale (farm level), and (ii) the utilization of the optimization results at small scale for solving water resources management problems at regional scale. As a secondary result of several simulation-optimization runs at the smaller scale stochastic crop-water production functions (SCWPF) for different crops are derived which can be used as a basic tool for assessing the impact of climate variability on risk for potential yield. In addition, microeconomic impacts of climate change and the vulnerability of the agro-ecological systems are evaluated. The developed methodology is demonstrated through its application on a real-world case study for the South Al-Batinah region in the Sultanate of Oman where a coastal aquifer is affected by saltwater intrusion due to excessive groundwater withdrawal for irrigated agriculture.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sousedík, Bedřich, E-mail: sousedik@umbc.edu; Elman, Howard C., E-mail: elman@cs.umd.edu

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Scale-Up: Improving Large Enrollment Physics Courses

NASA Astrophysics Data System (ADS)

Beichner, Robert

1999-11-01

The Student-Centered Activities for Large Enrollment University Physics (SCALE-UP) project is working to establish a learning environment that will promote increased conceptual understanding, improved problem-solving performance, and greater student satisfaction, while still maintaining class sizes of approximately 100. We are also addressing the new ABET engineering accreditation requirements for inquiry-based learning along with communication and team-oriented skills development. Results of studies of our latest classroom design, plans for future classroom space, and the current iteration of instructional materials will be discussed.

Coupled stochastic soil moisture simulation-optimization model of deficit irrigation

NASA Astrophysics Data System (ADS)

Alizadeh, Hosein; Mousavi, S. Jamshid

2013-07-01

This study presents an explicit stochastic optimization-simulation model of short-term deficit irrigation management for large-scale irrigation districts. The model which is a nonlinear nonconvex program with an economic objective function is built on an agrohydrological simulation component. The simulation component integrates (1) an explicit stochastic model of soil moisture dynamics of the crop-root zone considering interaction of stochastic rainfall and irrigation with shallow water table effects, (2) a conceptual root zone salt balance model, and 3) the FAO crop yield model. Particle Swarm Optimization algorithm, linked to the simulation component, solves the resulting nonconvex program with a significantly better computational performance compared to a Monte Carlo-based implicit stochastic optimization model. The model has been tested first by applying it in single-crop irrigation problems through which the effects of the severity of water deficit on the objective function (net benefit), root-zone water balance, and irrigation water needs have been assessed. Then, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. While the maximum net benefit has been obtained for a stress-avoidance (SA) irrigation policy, the highest water profitability has been resulted when only about 60% of the water used in the SA policy is applied. The DAID with respectively 33% of total cultivated area and 37% of total applied water has produced only 14% of the total net benefit due to low-valued crops and adverse soil and shallow water table conditions.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

An intercomparison of methods for solving the stochastic collection equation with a focus on cloud radar Doppler spectra in drizzling stratocumulus

NASA Astrophysics Data System (ADS)

Lee, H.; Fridlind, A. M.; Ackerman, A. S.; Kollias, P.

2017-12-01

Cloud radar Doppler spectra provide rich information for evaluating the fidelity of particle size distributions from cloud models. The intrinsic simplifications of bulk microphysics schemes generally preclude the generation of plausible Doppler spectra, unlike bin microphysics schemes, which develop particle size distributions more organically at substantial computational expense. However, bin microphysics schemes face the difficulty of numerical diffusion leading to overly rapid large drop formation, particularly while solving the stochastic collection equation (SCE). Because such numerical diffusion can cause an even greater overestimation of radar reflectivity, an accurate method for solving the SCE is essential for bin microphysics schemes to accurately simulate Doppler spectra. While several methods have been proposed to solve the SCE, here we examine those of Berry and Reinhardt (1974, BR74), Jacobson et al. (1994, J94), and Bott (2000, B00). Using a simple box model to simulate drop size distribution evolution during precipitation formation with a realistic kernel, it is shown that each method yields a converged solution as the resolution of the drop size grid increases. However, the BR74 and B00 methods yield nearly identical size distributions in time, whereas the J94 method produces consistently larger drops throughout the simulation. In contrast to an earlier study, the performance of the B00 method is found to be satisfactory; it converges at relatively low resolution and long time steps, and its computational efficiency is the best among the three methods considered here. Finally, a series of idealized stratocumulus large-eddy simulations are performed using the J94 and B00 methods. The reflectivity size distributions and Doppler spectra obtained from the different SCE solution methods are presented and compared with observations.

Large-Scale Optimization for Bayesian Inference in Complex Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Willcox, Karen; Marzouk, Youssef

2013-11-12

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of themore » SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve

Stochastic opinion formation in scale-free networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

M. Bartolozzi; D. B. Leinweber; A. W. Thomas

2005-10-01

The dynamics of opinion formation in large groups of people is a complex nonlinear phenomenon whose investigation is just beginning. Both collective behavior and personal views play an important role in this mechanism. In the present work we mimic the dynamics of opinion formation of a group of agents, represented by two states 1, as a stochastic response of each agent to the opinion of his/her neighbors in the social network and to feedback from the average opinion of the whole. In the light of recent studies, a scale-free Barabsi-Albert network has been selected to simulate the topology of themore » interactions. A turbulent-like dynamics, characterized by an intermittent behavior, is observed for a certain range of the model parameters. The problem of uncertainty in decision taking is also addressed both from a topological point of view, using random and targeted removal of agents from the network, and by implementing a three-state model, where the third state, zero, is related to the information available to each agent. Finally, the results of the model are tested against the best known network of social interactions: the stock market. A time series of daily closures of the Dow-Jones index has been used as an indicator of the possible applicability of our model in the financial context. Good qualitative agreement is found.« less

A HIERARCHIAL STOCHASTIC MODEL OF LARGE SCALE ATMOSPHERIC CIRCULATION PATTERNS AND MULTIPLE STATION DAILY PRECIPITATION

EPA Science Inventory

A stochastic model of weather states and concurrent daily precipitation at multiple precipitation stations is described. our algorithms are invested for classification of daily weather states; k means, fuzzy clustering, principal components, and principal components coupled with ...

Nonlinear and Stochastic Dynamics in the Heart

PubMed Central

Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N.

2014-01-01

In a normal human life span, the heart beats about 2 to 3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems. PMID:25267872

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

Stochastic locality and master-field simulations of very large lattices

NASA Astrophysics Data System (ADS)

Lüscher, Martin

2018-03-01

In lattice QCD and other field theories with a mass gap, the field variables in distant regions of a physically large lattice are only weakly correlated. Accurate stochastic estimates of the expectation values of local observables may therefore be obtained from a single representative field. Such master-field simulations potentially allow very large lattices to be simulated, but require various conceptual and technical issues to be addressed. In this talk, an introduction to the subject is provided and some encouraging results of master-field simulations of the SU(3) gauge theory are reported.

Stochastic thermodynamics across scales: Emergent inter-attractoral discrete Markov jump process and its underlying continuous diffusion

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

We investigate the internal consistency of a recently developed mathematical thermodynamic structure across scales, between a continuous stochastic nonlinear dynamical system, i.e., a diffusion process with Langevin and Fokker-Planck equations, and its emergent discrete, inter-attractoral Markov jump process. We analyze how the system’s thermodynamic state functions, e.g. free energy F, entropy S, entropy production ep, free energy dissipation Ḟ, etc., are related when the continuous system is described with coarse-grained discrete variables. It is shown that the thermodynamics derived from the underlying, detailed continuous dynamics gives rise to exactly the free-energy representation of Gibbs and Helmholtz. That is, the system’s thermodynamic structure is the same as if one only takes a middle road and starts with the natural discrete description, with the corresponding transition rates empirically determined. By natural we mean in the thermodynamic limit of a large system, with an inherent separation of time scales between inter- and intra-attractoral dynamics. This result generalizes a fundamental idea from chemistry, and the theory of Kramers, by incorporating thermodynamics: while a mechanical description of a molecule is in terms of continuous bond lengths and angles, chemical reactions are phenomenologically described by a discrete representation, in terms of exponential rate laws and a stochastic thermodynamics.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

Large-scale derived flood frequency analysis based on continuous simulation

NASA Astrophysics Data System (ADS)

Dung Nguyen, Viet; Hundecha, Yeshewatesfa; Guse, Björn; Vorogushyn, Sergiy; Merz, Bruno

2016-04-01

There is an increasing need for spatially consistent flood risk assessments at the regional scale (several 100.000 km2), in particular in the insurance industry and for national risk reduction strategies. However, most large-scale flood risk assessments are composed of smaller-scale assessments and show spatial inconsistencies. To overcome this deficit, a large-scale flood model composed of a weather generator and catchments models was developed reflecting the spatially inherent heterogeneity. The weather generator is a multisite and multivariate stochastic model capable of generating synthetic meteorological fields (precipitation, temperature, etc.) at daily resolution for the regional scale. These fields respect the observed autocorrelation, spatial correlation and co-variance between the variables. They are used as input into catchment models. A long-term simulation of this combined system enables to derive very long discharge series at many catchment locations serving as a basic for spatially consistent flood risk estimates at the regional scale. This combined model was set up and validated for major river catchments in Germany. The weather generator was trained by 53-year observation data at 528 stations covering not only the complete Germany but also parts of France, Switzerland, Czech Republic and Australia with the aggregated spatial scale of 443,931 km2. 10.000 years of daily meteorological fields for the study area were generated. Likewise, rainfall-runoff simulations with SWIM were performed for the entire Elbe, Rhine, Weser, Donau and Ems catchments. The validation results illustrate a good performance of the combined system, as the simulated flood magnitudes and frequencies agree well with the observed flood data. Based on continuous simulation this model chain is then used to estimate flood quantiles for the whole Germany including upstream headwater catchments in neighbouring countries. This continuous large scale approach overcomes the several

Morphodynamics of Migration Surveyed at Large Spatial and Temporal Scales

NASA Astrophysics Data System (ADS)

Aalto, R.; Schwendel, A.; Nicholas, A. P.

2012-04-01

The controls on rivers migration are diverse and often complex. One way forwards is to select study rivers that meet certain simplifying conditions: near-pristine (no anthropogenic complications), large size and rapid mobility (resulting in significant change viewable in Landsat imagery), limited geological complexity (no bedrock), steady hydrology (relatively little variation in discharge and sediment load), and simplified base level control (no tides or other substantial perturbations). Such systems could then be measured at appropriate spatial and temporal scales to extract the reach-scale dynamics while averaging out the more stochastic behaviour of individual meander bends. Such an approach requires both special rivers and novel techniques, which we have investigated and present here. The two explored examples are the near-pristine Beni River basin in northern Bolivia (800 km channel length) and the similarly natural Fly-Strickland River basin in Papua New Guinea (400 km channel length) - large, tropical sand-bedded rivers that meet the above criteria. First, we conducted a GIS analysis of migration using image collections that include 1950s military aerial reconnaissance -- this allowed us to characterize mobility decades before the first Landsat satellite was launched. Following this approach, we characterized migration rate, sinuosity, and other parameters at the reach scale of 10km and the temporal scale of 50+ years, with clear patterns of rate and morphology emerging as a function of location within the systems. We conducted extensive fieldwork to explore potential controls on these patterns, with the focus of this talk being the results from DGPS surveys of river and valley slope. The length scale of these rivers, the density of the forested floodplains, and the hostility of the environments precluded the use of standard RTK-DGPS methods. Instead, we employed three novel techniques for long baseline (100s of km) DGPS surveys: OmniStar HP/XP GLONASS

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Large-scale particle acceleration by magnetic reconnection during solar flares

NASA Astrophysics Data System (ADS)

Li, X.; Guo, F.; Li, H.; Li, G.; Li, S.

2017-12-01

Magnetic reconnection that triggers explosive magnetic energy release has been widely invoked to explain the large-scale particle acceleration during solar flares. While great efforts have been spent in studying the acceleration mechanism in small-scale kinetic simulations, there have been rare studies that make predictions to acceleration in the large scale comparable to the flare reconnection region. Here we present a new arrangement to study this problem. We solve the large-scale energetic-particle transport equation in the fluid velocity and magnetic fields from high-Lundquist-number MHD simulations of reconnection layers. This approach is based on examining the dominant acceleration mechanism and pitch-angle scattering in kinetic simulations. Due to the fluid compression in reconnection outflows and merging magnetic islands, particles are accelerated to high energies and develop power-law energy distributions. We find that the acceleration efficiency and power-law index depend critically on upstream plasma beta and the magnitude of guide field (the magnetic field component perpendicular to the reconnecting component) as they influence the compressibility of the reconnection layer. We also find that the accelerated high-energy particles are mostly concentrated in large magnetic islands, making the islands a source of energetic particles and high-energy emissions. These findings may provide explanations for acceleration process in large-scale magnetic reconnection during solar flares and the temporal and spatial emission properties observed in different flare events.

Stochastic inflation lattice simulations - Ultra-large scale structure of the universe

NASA Technical Reports Server (NTRS)

Salopek, D. S.

1991-01-01

Non-Gaussian fluctuations for structure formation may arise in inflation from the nonlinear interaction of long wavelength gravitational and scalar fields. Long wavelength fields have spatial gradients, a (exp -1), small compared to the Hubble radius, and they are described in terms of classical random fields that are fed by short wavelength quantum noise. Lattice Langevin calculations are given for a toy model with a scalar field interacting with an exponential potential where one can obtain exact analytic solutions of the Fokker-Planck equation. For single scalar field models that are consistent with current microwave background fluctuations, the fluctuations are Gaussian. However, for scales much larger than our observable Universe, one expects large metric fluctuations that are non-Gaussian. This example illuminates non-Gaussian models involving multiple scalar fields which are consistent with current microwave background limits.

See-Through Imaging of Laser-Scanned 3d Cultural Heritage Objects Based on Stochastic Rendering of Large-Scale Point Clouds

NASA Astrophysics Data System (ADS)

Tanaka, S.; Hasegawa, K.; Okamoto, N.; Umegaki, R.; Wang, S.; Uemura, M.; Okamoto, A.; Koyamada, K.

2016-06-01

We propose a method for the precise 3D see-through imaging, or transparent visualization, of the large-scale and complex point clouds acquired via the laser scanning of 3D cultural heritage objects. Our method is based on a stochastic algorithm and directly uses the 3D points, which are acquired using a laser scanner, as the rendering primitives. This method achieves the correct depth feel without requiring depth sorting of the rendering primitives along the line of sight. Eliminating this need allows us to avoid long computation times when creating natural and precise 3D see-through views of laser-scanned cultural heritage objects. The opacity of each laser-scanned object is also flexibly controllable. For a laser-scanned point cloud consisting of more than 107 or 108 3D points, the pre-processing requires only a few minutes, and the rendering can be executed at interactive frame rates. Our method enables the creation of cumulative 3D see-through images of time-series laser-scanned data. It also offers the possibility of fused visualization for observing a laser-scanned object behind a transparent high-quality photographic image placed in the 3D scene. We demonstrate the effectiveness of our method by applying it to festival floats of high cultural value. These festival floats have complex outer and inner 3D structures and are suitable for see-through imaging.

Stochastic Set-Based Particle Swarm Optimization Based on Local Exploration for Solving the Carpool Service Problem.

PubMed

Chou, Sheng-Kai; Jiau, Ming-Kai; Huang, Shih-Chia

2016-08-01

The growing ubiquity of vehicles has led to increased concerns about environmental issues. These concerns can be mitigated by implementing an effective carpool service. In an intelligent carpool system, an automated service process assists carpool participants in determining routes and matches. It is a discrete optimization problem that involves a system-wide condition as well as participants' expectations. In this paper, we solve the carpool service problem (CSP) to provide satisfactory ride matches. To this end, we developed a particle swarm carpool algorithm based on stochastic set-based particle swarm optimization (PSO). Our method introduces stochastic coding to augment traditional particles, and uses three terminologies to represent a particle: 1) particle position; 2) particle view; and 3) particle velocity. In this way, the set-based PSO (S-PSO) can be realized by local exploration. In the simulation and experiments, two kind of discrete PSOs-S-PSO and binary PSO (BPSO)-and a genetic algorithm (GA) are compared and examined using tested benchmarks that simulate a real-world metropolis. We observed that the S-PSO outperformed the BPSO and the GA thoroughly. Moreover, our method yielded the best result in a statistical test and successfully obtained numerical results for meeting the optimization objectives of the CSP.

Development and Applications of a Modular Parallel Process for Large Scale Fluid/Structures Problems

NASA Technical Reports Server (NTRS)

Guruswamy, Guru P.; Kwak, Dochan (Technical Monitor)

2002-01-01

A modular process that can efficiently solve large scale multidisciplinary problems using massively parallel supercomputers is presented. The process integrates disciplines with diverse physical characteristics by retaining the efficiency of individual disciplines. Computational domain independence of individual disciplines is maintained using a meta programming approach. The process integrates disciplines without affecting the combined performance. Results are demonstrated for large scale aerospace problems on several supercomputers. The super scalability and portability of the approach is demonstrated on several parallel computers.

STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

DOE Office of Scientific and Technical Information (OSTI.GOV)

Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu

2016-12-10

Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imagingmore » come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.« less

Development and Applications of a Modular Parallel Process for Large Scale Fluid/Structures Problems

NASA Technical Reports Server (NTRS)

Guruswamy, Guru P.; Byun, Chansup; Kwak, Dochan (Technical Monitor)

2001-01-01

A modular process that can efficiently solve large scale multidisciplinary problems using massively parallel super computers is presented. The process integrates disciplines with diverse physical characteristics by retaining the efficiency of individual disciplines. Computational domain independence of individual disciplines is maintained using a meta programming approach. The process integrates disciplines without affecting the combined performance. Results are demonstrated for large scale aerospace problems on several supercomputers. The super scalability and portability of the approach is demonstrated on several parallel computers.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

Finite difference and Runge-Kutta methods for solving vibration problems

NASA Astrophysics Data System (ADS)

Lintang Renganis Radityani, Scolastika; Mungkasi, Sudi

2017-11-01

The vibration of a storey building can be modelled into a system of second order ordinary differential equations. If the number of floors of a building is large, then the result is a large scale system of second order ordinary differential equations. The large scale system is difficult to solve, and if it can be solved, the solution may not be accurate. Therefore, in this paper, we seek for accurate methods for solving vibration problems. We compare the performance of numerical finite difference and Runge-Kutta methods for solving large scale systems of second order ordinary differential equations. The finite difference methods include the forward and central differences. The Runge-Kutta methods include the Euler and Heun methods. Our research results show that the central finite difference and the Heun methods produce more accurate solutions than the forward finite difference and the Euler methods do.

Chemically intuited, large-scale screening of MOFs by machine learning techniques

NASA Astrophysics Data System (ADS)

Borboudakis, Giorgos; Stergiannakos, Taxiarchis; Frysali, Maria; Klontzas, Emmanuel; Tsamardinos, Ioannis; Froudakis, George E.

2017-10-01

A novel computational methodology for large-scale screening of MOFs is applied to gas storage with the use of machine learning technologies. This approach is a promising trade-off between the accuracy of ab initio methods and the speed of classical approaches, strategically combined with chemical intuition. The results demonstrate that the chemical properties of MOFs are indeed predictable (stochastically, not deterministically) using machine learning methods and automated analysis protocols, with the accuracy of predictions increasing with sample size. Our initial results indicate that this methodology is promising to apply not only to gas storage in MOFs but in many other material science projects.

Why do large and small scales couple in a turbulent boundary layer?

NASA Astrophysics Data System (ADS)

Bandyopadhyay, Promode R.

2011-11-01

Correlation measurement, which is not definitive, suggests that large and small scales in a turbulent boundary layer (TBL) couple. A TBL is modeled as a jungle of interacting nonlinear oscillators to explore the origin of the coupling. These oscillators have the inherent property of self-sustainability, disturbance rejection, and of self-referential phase reset whereby several oscillators can phase align (or have constant phase difference between them) when an ``external'' impulse is applied. Consequently, these properties of a TBL are accounted for: self-sustainability, return of the wake component after a disturbance is removed, and the formation of the 18o large structures, which are composed of a sequential train of hairpin vortices. The nonlinear ordinary differential equations of the oscillators are solved using an analog circuit for rapid solution. The post-bifurcation limit cycles are determined. A small scale and a large scale are akin to two different oscillators. The state variables from the two disparate interacting oscillators are shown to couple and the small scales appear at certain regions of the phase of the large scale. The coupling is a consequence of the nonlinear oscillatory behavior. Although state planes exist where the disparate scales appear de-superposed, all scales in a TBL are in fact coupled and they cannot be monochromatically isolated.

Stochastic theory of large-scale enzyme-reaction networks: Finite copy number corrections to rate equation models

NASA Astrophysics Data System (ADS)

Thomas, Philipp; Straube, Arthur V.; Grima, Ramon

2010-11-01

Chemical reactions inside cells occur in compartment volumes in the range of atto- to femtoliters. Physiological concentrations realized in such small volumes imply low copy numbers of interacting molecules with the consequence of considerable fluctuations in the concentrations. In contrast, rate equation models are based on the implicit assumption of infinitely large numbers of interacting molecules, or equivalently, that reactions occur in infinite volumes at constant macroscopic concentrations. In this article we compute the finite-volume corrections (or equivalently the finite copy number corrections) to the solutions of the rate equations for chemical reaction networks composed of arbitrarily large numbers of enzyme-catalyzed reactions which are confined inside a small subcellular compartment. This is achieved by applying a mesoscopic version of the quasisteady-state assumption to the exact Fokker-Planck equation associated with the Poisson representation of the chemical master equation. The procedure yields impressively simple and compact expressions for the finite-volume corrections. We prove that the predictions of the rate equations will always underestimate the actual steady-state substrate concentrations for an enzyme-reaction network confined in a small volume. In particular we show that the finite-volume corrections increase with decreasing subcellular volume, decreasing Michaelis-Menten constants, and increasing enzyme saturation. The magnitude of the corrections depends sensitively on the topology of the network. The predictions of the theory are shown to be in excellent agreement with stochastic simulations for two types of networks typically associated with protein methylation and metabolism.

Performance of Extended Local Clustering Organization (LCO) for Large Scale Job-Shop Scheduling Problem (JSP)

NASA Astrophysics Data System (ADS)

Konno, Yohko; Suzuki, Keiji

This paper describes an approach to development of a solution algorithm of a general-purpose for large scale problems using “Local Clustering Organization (LCO)” as a new solution for Job-shop scheduling problem (JSP). Using a performance effective large scale scheduling in the study of usual LCO, a solving JSP keep stability induced better solution is examined. In this study for an improvement of a performance of a solution for JSP, processes to a optimization by LCO is examined, and a scheduling solution-structure is extended to a new solution-structure based on machine-division. A solving method introduced into effective local clustering for the solution-structure is proposed as an extended LCO. An extended LCO has an algorithm which improves scheduling evaluation efficiently by clustering of parallel search which extends over plural machines. A result verified by an application of extended LCO on various scale of problems proved to conduce to minimizing make-span and improving on the stable performance.

Suppression of large edge-localized modes in high-confinement DIII-D plasmas with a stochastic magnetic boundary.

PubMed

Evans, T E; Moyer, R A; Thomas, P R; Watkins, J G; Osborne, T H; Boedo, J A; Doyle, E J; Fenstermacher, M E; Finken, K H; Groebner, R J; Groth, M; Harris, J H; La Haye, R J; Lasnier, C J; Masuzaki, S; Ohyabu, N; Pretty, D G; Rhodes, T L; Reimerdes, H; Rudakov, D L; Schaffer, M J; Wang, G; Zeng, L

2004-06-11

A stochastic magnetic boundary, produced by an applied edge resonant magnetic perturbation, is used to suppress most large edge-localized modes (ELMs) in high confinement (H-mode) plasmas. The resulting H mode displays rapid, small oscillations with a bursty character modulated by a coherent 130 Hz envelope. The H mode transport barrier and core confinement are unaffected by the stochastic boundary, despite a threefold drop in the toroidal rotation. These results demonstrate that stochastic boundaries are compatible with H modes and may be attractive for ELM control in next-step fusion tokamaks.

Cloud-based large-scale air traffic flow optimization

NASA Astrophysics Data System (ADS)

Cao, Yi

The ever-increasing traffic demand makes the efficient use of airspace an imperative mission, and this paper presents an effort in response to this call. Firstly, a new aggregate model, called Link Transmission Model (LTM), is proposed, which models the nationwide traffic as a network of flight routes identified by origin-destination pairs. The traversal time of a flight route is assumed to be the mode of distribution of historical flight records, and the mode is estimated by using Kernel Density Estimation. As this simplification abstracts away physical trajectory details, the complexity of modeling is drastically decreased, resulting in efficient traffic forecasting. The predicative capability of LTM is validated against recorded traffic data. Secondly, a nationwide traffic flow optimization problem with airport and en route capacity constraints is formulated based on LTM. The optimization problem aims at alleviating traffic congestions with minimal global delays. This problem is intractable due to millions of variables. A dual decomposition method is applied to decompose the large-scale problem such that the subproblems are solvable. However, the whole problem is still computational expensive to solve since each subproblem is an smaller integer programming problem that pursues integer solutions. Solving an integer programing problem is known to be far more time-consuming than solving its linear relaxation. In addition, sequential execution on a standalone computer leads to linear runtime increase when the problem size increases. To address the computational efficiency problem, a parallel computing framework is designed which accommodates concurrent executions via multithreading programming. The multithreaded version is compared with its monolithic version to show decreased runtime. Finally, an open-source cloud computing framework, Hadoop MapReduce, is employed for better scalability and reliability. This framework is an "off-the-shelf" parallel computing model

Isospin symmetry breaking and large-scale shell-model calculations with the Sakurai-Sugiura method

NASA Astrophysics Data System (ADS)

Mizusaki, Takahiro; Kaneko, Kazunari; Sun, Yang; Tazaki, Shigeru

2015-05-01

Recently isospin symmetry breaking for mass 60-70 region has been investigated based on large-scale shell-model calculations in terms of mirror energy differences (MED), Coulomb energy differences (CED) and triplet energy differences (TED). Behind these investigations, we have encountered a subtle problem in numerical calculations for odd-odd N = Z nuclei with large-scale shell-model calculations. Here we focus on how to solve this subtle problem by the Sakurai-Sugiura (SS) method, which has been recently proposed as a new diagonalization method and has been successfully applied to nuclear shell-model calculations.

Large-scale exact diagonalizations reveal low-momentum scales of nuclei

NASA Astrophysics Data System (ADS)

Forssén, C.; Carlsson, B. D.; Johansson, H. T.; Sääf, D.; Bansal, A.; Hagen, G.; Papenbrock, T.

2018-03-01

Ab initio methods aim to solve the nuclear many-body problem with controlled approximations. Virtually exact numerical solutions for realistic interactions can only be obtained for certain special cases such as few-nucleon systems. Here we extend the reach of exact diagonalization methods to handle model spaces with dimension exceeding 1010 on a single compute node. This allows us to perform no-core shell model (NCSM) calculations for 6Li in model spaces up to Nmax=22 and to reveal the 4He+d halo structure of this nucleus. Still, the use of a finite harmonic-oscillator basis implies truncations in both infrared (IR) and ultraviolet (UV) length scales. These truncations impose finite-size corrections on observables computed in this basis. We perform IR extrapolations of energies and radii computed in the NCSM and with the coupled-cluster method at several fixed UV cutoffs. It is shown that this strategy enables information gain also from data that is not fully UV converged. IR extrapolations improve the accuracy of relevant bound-state observables for a range of UV cutoffs, thus making them profitable tools. We relate the momentum scale that governs the exponential IR convergence to the threshold energy for the first open decay channel. Using large-scale NCSM calculations we numerically verify this small-momentum scale of finite nuclei.

Final Report: Large-Scale Optimization for Bayesian Inference in Complex Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghattas, Omar

2013-10-15

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimiza- tion) Project focuses on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimiza- tion and inversion methods. Our research is directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. Our efforts are integrated in the context of a challenging testbed problem that considers subsurface reacting flow and transport. The MIT component of the SAGUAROmore » Project addresses the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas-Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to- observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less

Linear regulator design for stochastic systems by a multiple time scales method

NASA Technical Reports Server (NTRS)

Teneketzis, D.; Sandell, N. R., Jr.

1976-01-01

A hierarchically-structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems is considered. The controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short period modes of the longitudinal dynamics of the F-8 aircraft.

Engineering large-scale agent-based systems with consensus

NASA Technical Reports Server (NTRS)

Bokma, A.; Slade, A.; Kerridge, S.; Johnson, K.

1994-01-01

The paper presents the consensus method for the development of large-scale agent-based systems. Systems can be developed as networks of knowledge based agents (KBA) which engage in a collaborative problem solving effort. The method provides a comprehensive and integrated approach to the development of this type of system. This includes a systematic analysis of user requirements as well as a structured approach to generating a system design which exhibits the desired functionality. There is a direct correspondence between system requirements and design components. The benefits of this approach are that requirements are traceable into design components and code thus facilitating verification. The use of the consensus method with two major test applications showed it to be successful and also provided valuable insight into problems typically associated with the development of large systems.

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Yong; Zhang, Guang J.

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

Large-scale Individual-based Models of Pandemic Influenza Mitigation Strategies

NASA Astrophysics Data System (ADS)

Kadau, Kai; Germann, Timothy; Longini, Ira; Macken, Catherine

2007-03-01

We have developed a large-scale stochastic simulation model to investigate the spread of a pandemic strain of influenza virus through the U.S. population of 281 million people, to assess the likely effectiveness of various potential intervention strategies including antiviral agents, vaccines, and modified social mobility (including school closure and travel restrictions) [1]. The heterogeneous population structure and mobility is based on available Census and Department of Transportation data where available. Our simulations demonstrate that, in a highly mobile population, restricting travel after an outbreak is detected is likely to delay slightly the time course of the outbreak without impacting the eventual number ill. For large basic reproductive numbers R0, we predict that multiple strategies in combination (involving both social and medical interventions) will be required to achieve a substantial reduction in illness rates. [1] T. C. Germann, K. Kadau, I. M. Longini, and C. A. Macken, Proc. Natl. Acad. Sci. (USA) 103, 5935-5940 (2006).

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

Asymptotic problems for stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Salins, Michael

Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.

A two-level stochastic collocation method for semilinear elliptic equations with random coefficients

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Luoping; Zheng, Bin; Lin, Guang

In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse meshmore » $$\\mathcal{T}_H$$ with a low level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_{P}$$) and solve linearized equations on a fine mesh $$\\mathcal{T}_h$$ using high level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_p$$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $$\\mathcal{T}_h$$ and $$\\mathcal{P}_p$$. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.« less

Imprint of thawing scalar fields on the large scale galaxy overdensity

NASA Astrophysics Data System (ADS)

Dinda, Bikash R.; Sen, Anjan A.

2018-04-01

We investigate the observed galaxy power spectrum for the thawing class of scalar field models taking into account various general relativistic corrections that occur on very large scales. We consider the full general relativistic perturbation equations for the matter as well as the dark energy fluid. We form a single autonomous system of equations containing both the background and the perturbed equations of motion which we subsequently solve for different scalar field potentials. First we study the percentage deviation from the Λ CDM model for different cosmological parameters as well as in the observed galaxy power spectra on different scales in scalar field models for various choices of scalar field potentials. Interestingly the difference in background expansion results from the enhancement of power from Λ CDM on small scales, whereas the inclusion of general relativistic (GR) corrections results in the suppression of power from Λ CDM on large scales. This can be useful to distinguish scalar field models from Λ CDM with future optical/radio surveys. We also compare the observed galaxy power spectra for tracking and thawing types of scalar field using some particular choices for the scalar field potentials. We show that thawing and tracking models can have large differences in observed galaxy power spectra on large scales and for smaller redshifts due to different GR effects. But on smaller scales and for larger redshifts, the difference is small and is mainly due to the difference in background expansion.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis

Treesearch

Hari Katuwal; Dave Calkin; Michael S. Hand

2016-01-01

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of...

Cooperative capture of large prey solves scaling challenge faced by spider societies

PubMed Central

Yip, Eric C.; Powers, Kimberly S.; Avilés, Leticia

2008-01-01

A decrease in the surface area per unit volume is a well known constraint setting limits to the size of organisms at both the cellular and whole-organismal levels. Similar constraints may apply to social groups as they grow in size. The communal three-dimensional webs that social spiders build function ecologically as single units that intercept prey through their surface and should thus be subject to this constraint. Accordingly, we show that web prey capture area per spider, and thus number of insects captured per capita, decreases with colony size in a neotropical social spider. Prey biomass intake per capita, however, peaks at intermediate colony sizes because the spiders forage cooperatively and larger colonies capture increasingly large insects. A peaked prey biomass intake function would explain not only why these spiders live in groups and cooperate but also why they disperse only at large colony sizes, thus addressing both sociality and colony size range in this social spider. These findings may also explain the conspicuous absence of social spiders from higher latitudes and higher elevations, areas that we have previously shown to harbor considerably fewer insects of the largest size classes than the lowland tropical rainforests where social spiders thrive. Our findings thus illustrate the relevance of scaling laws to the size and functioning of levels of organization above the individual. PMID:18689677

Very Large Scale Optimization

NASA Technical Reports Server (NTRS)

Vanderplaats, Garrett; Townsend, James C. (Technical Monitor)

2002-01-01

The purpose of this research under the NASA Small Business Innovative Research program was to develop algorithms and associated software to solve very large nonlinear, constrained optimization tasks. Key issues included efficiency, reliability, memory, and gradient calculation requirements. This report describes the general optimization problem, ten candidate methods, and detailed evaluations of four candidates. The algorithm chosen for final development is a modern recreation of a 1960s external penalty function method that uses very limited computer memory and computational time. Although of lower efficiency, the new method can solve problems orders of magnitude larger than current methods. The resulting BIGDOT software has been demonstrated on problems with 50,000 variables and about 50,000 active constraints. For unconstrained optimization, it has solved a problem in excess of 135,000 variables. The method includes a technique for solving discrete variable problems that finds a "good" design, although a theoretical optimum cannot be guaranteed. It is very scalable in that the number of function and gradient evaluations does not change significantly with increased problem size. Test cases are provided to demonstrate the efficiency and reliability of the methods and software.

FAST: a framework for simulation and analysis of large-scale protein-silicon biosensor circuits.

PubMed

Gu, Ming; Chakrabartty, Shantanu

2013-08-01

This paper presents a computer aided design (CAD) framework for verification and reliability analysis of protein-silicon hybrid circuits used in biosensors. It is envisioned that similar to integrated circuit (IC) CAD design tools, the proposed framework will be useful for system level optimization of biosensors and for discovery of new sensing modalities without resorting to laborious fabrication and experimental procedures. The framework referred to as FAST analyzes protein-based circuits by solving inverse problems involving stochastic functional elements that admit non-linear relationships between different circuit variables. In this regard, FAST uses a factor-graph netlist as a user interface and solving the inverse problem entails passing messages/signals between the internal nodes of the netlist. Stochastic analysis techniques like density evolution are used to understand the dynamics of the circuit and estimate the reliability of the solution. As an example, we present a complete design flow using FAST for synthesis, analysis and verification of our previously reported conductometric immunoassay that uses antibody-based circuits to implement forward error-correction (FEC).

Partially acoustic dark matter, interacting dark radiation, and large scale structure

NASA Astrophysics Data System (ADS)

Chacko, Zackaria; Cui, Yanou; Hong, Sungwoo; Okui, Takemichi; Tsai, Yuhsinz

2016-12-01

The standard paradigm of collisionless cold dark matter is in tension with measurements on large scales. In particular, the best fit values of the Hubble rate H 0 and the matter density perturbation σ 8 inferred from the cosmic microwave background seem inconsistent with the results from direct measurements. We show that both problems can be solved in a framework in which dark matter consists of two distinct components, a dominant component and a subdominant component. The primary component is cold and collisionless. The secondary component is also cold, but interacts strongly with dark radiation, which itself forms a tightly coupled fluid. The growth of density perturbations in the subdominant component is inhibited by dark acoustic oscillations due to its coupling to the dark radiation, solving the σ 8 problem, while the presence of tightly coupled dark radiation ameliorates the H 0 problem. The subdominant component of dark matter and dark radiation continue to remain in thermal equilibrium until late times, inhibiting the formation of a dark disk. We present an example of a simple model that naturally realizes this scenario in which both constituents of dark matter are thermal WIMPs. Our scenario can be tested by future stage-IV experiments designed to probe the CMB and large scale structure.

Partially acoustic dark matter, interacting dark radiation, and large scale structure

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chacko, Zackaria; Cui, Yanou; Hong, Sungwoo

The standard paradigm of collisionless cold dark matter is in tension with measurements on large scales. In particular, the best fit values of the Hubble rate H 0 and the matter density perturbation σ 8 inferred from the cosmic microwave background seem inconsistent with the results from direct measurements. We show that both problems can be solved in a framework in which dark matter consists of two distinct components, a dominant component and a subdominant component. The primary component is cold and collisionless. The secondary component is also cold, but interacts strongly with dark radiation, which itself forms a tightlymore » coupled fluid. The growth of density perturbations in the subdominant component is inhibited by dark acoustic oscillations due to its coupling to the dark radiation, solving the σ 8 problem, while the presence of tightly coupled dark radiation ameliorates the H 0 problem. The subdominant component of dark matter and dark radiation continue to remain in thermal equilibrium until late times, inhibiting the formation of a dark disk. We present an example of a simple model that naturally realizes this scenario in which both constituents of dark matter are thermal WIMPs. Our scenario can be tested by future stage-IV experiments designed to probe the CMB and large scale structure.« less

Partially acoustic dark matter, interacting dark radiation, and large scale structure

DOE PAGES

Chacko, Zackaria; Cui, Yanou; Hong, Sungwoo; ...

2016-12-21

The standard paradigm of collisionless cold dark matter is in tension with measurements on large scales. In particular, the best fit values of the Hubble rate H 0 and the matter density perturbation σ 8 inferred from the cosmic microwave background seem inconsistent with the results from direct measurements. We show that both problems can be solved in a framework in which dark matter consists of two distinct components, a dominant component and a subdominant component. The primary component is cold and collisionless. The secondary component is also cold, but interacts strongly with dark radiation, which itself forms a tightlymore » coupled fluid. The growth of density perturbations in the subdominant component is inhibited by dark acoustic oscillations due to its coupling to the dark radiation, solving the σ 8 problem, while the presence of tightly coupled dark radiation ameliorates the H 0 problem. The subdominant component of dark matter and dark radiation continue to remain in thermal equilibrium until late times, inhibiting the formation of a dark disk. We present an example of a simple model that naturally realizes this scenario in which both constituents of dark matter are thermal WIMPs. Our scenario can be tested by future stage-IV experiments designed to probe the CMB and large scale structure.« less

Improved Monkey-King Genetic Algorithm for Solving Large Winner Determination in Combinatorial Auction

NASA Astrophysics Data System (ADS)

Li, Yuzhong

Using GA solve the winner determination problem (WDP) with large bids and items, run under different distribution, because the search space is large, constraint complex and it may easy to produce infeasible solution, would affect the efficiency and quality of algorithm. This paper present improved MKGA, including three operator: preprocessing, insert bid and exchange recombination, and use Monkey-king elite preservation strategy. Experimental results show that improved MKGA is better than SGA in population size and computation. The problem that traditional branch and bound algorithm hard to solve, improved MKGA can solve and achieve better effect.

The Reliability and Construct Validity of Scores on the Attitudes toward Problem Solving Scale

ERIC Educational Resources Information Center

Zakaria, Effandi; Haron, Zolkepeli; Daud, Md Yusoff

2004-01-01

The Attitudes Toward Problem Solving Scale (ATPSS) has received limited attention concerning its reliability and validity with a Malaysian secondary education population. Developed by Charles, Lester & O'Daffer (1987), the instruments assessed attitudes toward problem solving in areas of Willingness to Engage in Problem Solving Activities,…

Foundational perspectives on causality in large-scale brain networks

NASA Astrophysics Data System (ADS)

Mannino, Michael; Bressler, Steven L.

2015-12-01

likelihood that a change in the activity of one neuronal population affects the activity in another. We argue that these measures access the inherently probabilistic nature of causal influences in the brain, and are thus better suited for large-scale brain network analysis than are DC-based measures. Our work is consistent with recent advances in the philosophical study of probabilistic causality, which originated from inherent conceptual problems with deterministic regularity theories. It also resonates with concepts of stochasticity that were involved in establishing modern physics. In summary, we argue that probabilistic causality is a conceptually appropriate foundation for describing neural causality in the brain.

Large-Scale Analysis of Auditory Segregation Behavior Crowdsourced via a Smartphone App.

PubMed

Teki, Sundeep; Kumar, Sukhbinder; Griffiths, Timothy D

2016-01-01

The human auditory system is adept at detecting sound sources of interest from a complex mixture of several other simultaneous sounds. The ability to selectively attend to the speech of one speaker whilst ignoring other speakers and background noise is of vital biological significance-the capacity to make sense of complex 'auditory scenes' is significantly impaired in aging populations as well as those with hearing loss. We investigated this problem by designing a synthetic signal, termed the 'stochastic figure-ground' stimulus that captures essential aspects of complex sounds in the natural environment. Previously, we showed that under controlled laboratory conditions, young listeners sampled from the university subject pool (n = 10) performed very well in detecting targets embedded in the stochastic figure-ground signal. Here, we presented a modified version of this cocktail party paradigm as a 'game' featured in a smartphone app (The Great Brain Experiment) and obtained data from a large population with diverse demographical patterns (n = 5148). Despite differences in paradigms and experimental settings, the observed target-detection performance by users of the app was robust and consistent with our previous results from the psychophysical study. Our results highlight the potential use of smartphone apps in capturing robust large-scale auditory behavioral data from normal healthy volunteers, which can also be extended to study auditory deficits in clinical populations with hearing impairments and central auditory disorders.

Efficiency and large deviations in time-asymmetric stochastic heat engines

DOE PAGES

Gingrich, Todd R.; Rotskoff, Grant M.; Vaikuntanathan, Suriyanarayanan; ...

2014-10-24

In a stochastic heat engine driven by a cyclic non-equilibrium protocol, fluctuations in work and heat give rise to a fluctuating efficiency. Using computer simulations and tools from large deviation theory, we have examined these fluctuations in detail for a model two-state engine. We find in general that the form of efficiency probability distributions is similar to those described by Verley et al (2014 Nat. Commun. 5 4721), in particular featuring a local minimum in the long-time limit. In contrast to the time-symmetric engine protocols studied previously, however, this minimum need not occur at the value characteristic of a reversible Carnot engine. Furthermore, while the local minimum may reside at the global minimum of a large deviation rate function, it does not generally correspond to the least likely efficiency measured over finite time. Lastly, we introduce a general approximation for the finite-time efficiency distribution,more » $$P(\\eta )$$, based on large deviation statistics of work and heat, that remains very accurate even when $$P(\\eta )$$ deviates significantly from its large deviation form.« less

The Schrödinger-Poisson equations as the large-N limit of the Newtonian N-body system: applications to the large scale dark matter dynamics

NASA Astrophysics Data System (ADS)

Briscese, Fabio

2017-09-01

In this paper it is argued how the dynamics of the classical Newtonian N-body system can be described in terms of the Schrödinger-Poisson equations in the large N limit. This result is based on the stochastic quantization introduced by Nelson, and on the Calogero conjecture. According to the Calogero conjecture, the emerging effective Planck constant is computed in terms of the parameters of the N-body system as \\hbar ˜ M^{5/3} G^{1/2} (N/< ρ > )^{1/6}, where is G the gravitational constant, N and M are the number and the mass of the bodies, and < ρ > is their average density. The relevance of this result in the context of large scale structure formation is discussed. In particular, this finding gives a further argument in support of the validity of the Schrödinger method as numerical double of the N-body simulations of dark matter dynamics at large cosmological scales.

Moditored unsaturated soil transport processes as a support for large scale soil and water management

NASA Astrophysics Data System (ADS)

Vanclooster, Marnik

2010-05-01

The current societal demand for sustainable soil and water management is very large. The drivers of global and climate change exert many pressures on the soil and water ecosystems, endangering appropriate ecosystem functioning. The unsaturated soil transport processes play a key role in soil-water system functioning as it controls the fluxes of water and nutrients from the soil to plants (the pedo-biosphere link), the infiltration flux of precipitated water to groundwater and the evaporative flux, and hence the feed back from the soil to the climate system. Yet, unsaturated soil transport processes are difficult to quantify since they are affected by huge variability of the governing properties at different space-time scales and the intrinsic non-linearity of the transport processes. The incompatibility of the scales between the scale at which processes reasonably can be characterized, the scale at which the theoretical process correctly can be described and the scale at which the soil and water system need to be managed, calls for further development of scaling procedures in unsaturated zone science. It also calls for a better integration of theoretical and modelling approaches to elucidate transport processes at the appropriate scales, compatible with the sustainable soil and water management objective. Moditoring science, i.e the interdisciplinary research domain where modelling and monitoring science are linked, is currently evolving significantly in the unsaturated zone hydrology area. In this presentation, a review of current moditoring strategies/techniques will be given and illustrated for solving large scale soil and water management problems. This will also allow identifying research needs in the interdisciplinary domain of modelling and monitoring and to improve the integration of unsaturated zone science in solving soil and water management issues. A focus will be given on examples of large scale soil and water management problems in Europe.

The slow-scale linear noise approximation: an accurate, reduced stochastic description of biochemical networks under timescale separation conditions

PubMed Central

2012-01-01

Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption). In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA). The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA), as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions. The ssLNA provides a

Hierarchical optimal control of large-scale nonlinear chemical processes.

PubMed

Ramezani, Mohammad Hossein; Sadati, Nasser

2009-01-01

In this paper, a new approach is presented for optimal control of large-scale chemical processes. In this approach, the chemical process is decomposed into smaller sub-systems at the first level, and a coordinator at the second level, for which a two-level hierarchical control strategy is designed. For this purpose, each sub-system in the first level can be solved separately, by using any conventional optimization algorithm. In the second level, the solutions obtained from the first level are coordinated using a new gradient-type strategy, which is updated by the error of the coordination vector. The proposed algorithm is used to solve the optimal control problem of a complex nonlinear chemical stirred tank reactor (CSTR), where its solution is also compared with the ones obtained using the centralized approach. The simulation results show the efficiency and the capability of the proposed hierarchical approach, in finding the optimal solution, over the centralized method.

A cooperative strategy for parameter estimation in large scale systems biology models.

PubMed

Villaverde, Alejandro F; Egea, Jose A; Banga, Julio R

2012-06-22

Mathematical models play a key role in systems biology: they summarize the currently available knowledge in a way that allows to make experimentally verifiable predictions. Model calibration consists of finding the parameters that give the best fit to a set of experimental data, which entails minimizing a cost function that measures the goodness of this fit. Most mathematical models in systems biology present three characteristics which make this problem very difficult to solve: they are highly non-linear, they have a large number of parameters to be estimated, and the information content of the available experimental data is frequently scarce. Hence, there is a need for global optimization methods capable of solving this problem efficiently. A new approach for parameter estimation of large scale models, called Cooperative Enhanced Scatter Search (CeSS), is presented. Its key feature is the cooperation between different programs ("threads") that run in parallel in different processors. Each thread implements a state of the art metaheuristic, the enhanced Scatter Search algorithm (eSS). Cooperation, meaning information sharing between threads, modifies the systemic properties of the algorithm and allows to speed up performance. Two parameter estimation problems involving models related with the central carbon metabolism of E. coli which include different regulatory levels (metabolic and transcriptional) are used as case studies. The performance and capabilities of the method are also evaluated using benchmark problems of large-scale global optimization, with excellent results. The cooperative CeSS strategy is a general purpose technique that can be applied to any model calibration problem. Its capability has been demonstrated by calibrating two large-scale models of different characteristics, improving the performance of previously existing methods in both cases. The cooperative metaheuristic presented here can be easily extended to incorporate other global and

A cooperative strategy for parameter estimation in large scale systems biology models

PubMed Central

2012-01-01

Background Mathematical models play a key role in systems biology: they summarize the currently available knowledge in a way that allows to make experimentally verifiable predictions. Model calibration consists of finding the parameters that give the best fit to a set of experimental data, which entails minimizing a cost function that measures the goodness of this fit. Most mathematical models in systems biology present three characteristics which make this problem very difficult to solve: they are highly non-linear, they have a large number of parameters to be estimated, and the information content of the available experimental data is frequently scarce. Hence, there is a need for global optimization methods capable of solving this problem efficiently. Results A new approach for parameter estimation of large scale models, called Cooperative Enhanced Scatter Search (CeSS), is presented. Its key feature is the cooperation between different programs (“threads”) that run in parallel in different processors. Each thread implements a state of the art metaheuristic, the enhanced Scatter Search algorithm (eSS). Cooperation, meaning information sharing between threads, modifies the systemic properties of the algorithm and allows to speed up performance. Two parameter estimation problems involving models related with the central carbon metabolism of E. coli which include different regulatory levels (metabolic and transcriptional) are used as case studies. The performance and capabilities of the method are also evaluated using benchmark problems of large-scale global optimization, with excellent results. Conclusions The cooperative CeSS strategy is a general purpose technique that can be applied to any model calibration problem. Its capability has been demonstrated by calibrating two large-scale models of different characteristics, improving the performance of previously existing methods in both cases. The cooperative metaheuristic presented here can be easily extended

Integrated fringe projection 3D scanning system for large-scale metrology based on laser tracker

NASA Astrophysics Data System (ADS)

Du, Hui; Chen, Xiaobo; Zhou, Dan; Guo, Gen; Xi, Juntong

2017-10-01

Large scale components exist widely in advance manufacturing industry,3D profilometry plays a pivotal role for the quality control. This paper proposes a flexible, robust large-scale 3D scanning system by integrating a robot with a binocular structured light scanner and a laser tracker. The measurement principle and system construction of the integrated system are introduced. And a mathematical model is established for the global data fusion. Subsequently, a flexible and robust method and mechanism is introduced for the establishment of the end coordination system. Based on this method, a virtual robot noumenon is constructed for hand-eye calibration. And then the transformation matrix between end coordination system and world coordination system is solved. Validation experiment is implemented for verifying the proposed algorithms. Firstly, hand-eye transformation matrix is solved. Then a car body rear is measured for 16 times for the global data fusion algorithm verification. And the 3D shape of the rear is reconstructed successfully.

The Convergence of High Performance Computing and Large Scale Data Analytics

NASA Astrophysics Data System (ADS)

Duffy, D.; Bowen, M. K.; Thompson, J. H.; Yang, C. P.; Hu, F.; Wills, B.

2015-12-01

As the combinations of remote sensing observations and model outputs have grown, scientists are increasingly burdened with both the necessity and complexity of large-scale data analysis. Scientists are increasingly applying traditional high performance computing (HPC) solutions to solve their "Big Data" problems. While this approach has the benefit of limiting data movement, the HPC system is not optimized to run analytics, which can create problems that permeate throughout the HPC environment. To solve these issues and to alleviate some of the strain on the HPC environment, the NASA Center for Climate Simulation (NCCS) has created the Advanced Data Analytics Platform (ADAPT), which combines both HPC and cloud technologies to create an agile system designed for analytics. Large, commonly used data sets are stored in this system in a write once/read many file system, such as Landsat, MODIS, MERRA, and NGA. High performance virtual machines are deployed and scaled according to the individual scientist's requirements specifically for data analysis. On the software side, the NCCS and GMU are working with emerging commercial technologies and applying them to structured, binary scientific data in order to expose the data in new ways. Native NetCDF data is being stored within a Hadoop Distributed File System (HDFS) enabling storage-proximal processing through MapReduce while continuing to provide accessibility of the data to traditional applications. Once the data is stored within HDFS, an additional indexing scheme is built on top of the data and placed into a relational database. This spatiotemporal index enables extremely fast mappings of queries to data locations to dramatically speed up analytics. These are some of the first steps toward a single unified platform that optimizes for both HPC and large-scale data analysis, and this presentation will elucidate the resulting and necessary exascale architectures required for future systems.

Energy transfers in large-scale and small-scale dynamos

NASA Astrophysics Data System (ADS)

Samtaney, Ravi; Kumar, Rohit; Verma, Mahendra

2015-11-01

We present the energy transfers, mainly energy fluxes and shell-to-shell energy transfers in small-scale dynamo (SSD) and large-scale dynamo (LSD) using numerical simulations of MHD turbulence for Pm = 20 (SSD) and for Pm = 0.2 on 10243 grid. For SSD, we demonstrate that the magnetic energy growth is caused by nonlocal energy transfers from the large-scale or forcing-scale velocity field to small-scale magnetic field. The peak of these energy transfers move towards lower wavenumbers as dynamo evolves, which is the reason for the growth of the magnetic fields at the large scales. The energy transfers U2U (velocity to velocity) and B2B (magnetic to magnetic) are forward and local. For LSD, we show that the magnetic energy growth takes place via energy transfers from large-scale velocity field to large-scale magnetic field. We observe forward U2U and B2B energy flux, similar to SSD.

The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

NASA Astrophysics Data System (ADS)

Bouchaud, Jean-Philippe; Sornette, Didier

1994-06-01

The ability to price risks and devise optimal investment strategies in thé présence of an uncertain "random" market is thé cornerstone of modern finance theory. We first consider thé simplest such problem of a so-called "European call option" initially solved by Black and Scholes using Ito stochastic calculus for markets modelled by a log-Brownien stochastic process. A simple and powerful formalism is presented which allows us to generalize thé analysis to a large class of stochastic processes, such as ARCH, jump or Lévy processes. We also address thé case of correlated Gaussian processes, which is shown to be a good description of three différent market indices (MATIF, CAC40, FTSE100). Our main result is thé introduction of thé concept of an optimal strategy in the sense of (functional) minimization of the risk with respect to the portfolio. If the risk may be made to vanish for particular continuous uncorrelated 'quasiGaussian' stochastic processes (including Black and Scholes model), this is no longer the case for more general stochastic processes. The value of the residual risk is obtained and suggests the concept of risk-corrected option prices. In the presence of very large deviations such as in Lévy processes, new criteria for rational fixing of the option prices are discussed. We also apply our method to other types of options, `Asian', `American', and discuss new possibilities (`doubledecker'...). The inclusion of transaction costs leads to the appearance of a natural characteristic trading time scale. L'aptitude à quantifier le coût du risque et à définir une stratégie optimale de gestion de portefeuille dans un marché aléatoire constitue la base de la théorie moderne de la finance. Nous considérons d'abord le problème le plus simple de ce type, à savoir celui de l'option d'achat `européenne', qui a été résolu par Black et Scholes à l'aide du calcul stochastique d'Ito appliqué aux marchés modélisés par un processus Log

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Projection Effects of Large-scale Structures on Weak-lensing Peak Abundances

NASA Astrophysics Data System (ADS)

Yuan, Shuo; Liu, Xiangkun; Pan, Chuzhong; Wang, Qiao; Fan, Zuhui

2018-04-01

High peaks in weak lensing (WL) maps originate dominantly from the lensing effects of single massive halos. Their abundance is therefore closely related to the halo mass function and thus a powerful cosmological probe. However, besides individual massive halos, large-scale structures (LSS) along lines of sight also contribute to the peak signals. In this paper, with ray-tracing simulations, we investigate the LSS projection effects. We show that for current surveys with a large shape noise, the stochastic LSS effects are subdominant. For future WL surveys with source galaxies having a median redshift z med ∼ 1 or higher, however, they are significant. For the cosmological constraints derived from observed WL high-peak counts, severe biases can occur if the LSS effects are not taken into account properly. We extend the model of Fan et al. by incorporating the LSS projection effects into the theoretical considerations. By comparing with simulation results, we demonstrate the good performance of the improved model and its applicability in cosmological studies.

Effect of weak rotation on large-scale circulation cessations in turbulent convection.

PubMed

Assaf, Michael; Angheluta, Luiza; Goldenfeld, Nigel

2012-08-17

We investigate the effect of weak rotation on the large-scale circulation (LSC) of turbulent Rayleigh-Bénard convection, using the theory for cessations in a low-dimensional stochastic model of the flow previously studied. We determine the cessation frequency of the LSC as a function of rotation, and calculate the statistics of the amplitude and azimuthal velocity fluctuations of the LSC as a function of the rotation rate for different Rayleigh numbers. Furthermore, we show that the tails of the reorientation PDF remain unchanged for rotating systems, while the distribution of the LSC amplitude and correspondingly the cessation frequency are strongly affected by rotation. Our results are in close agreement with experimental observations.

Stochastic-field cavitation model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

Stochastic Fermi Energization of Coronal Plasma during Explosive Magnetic Energy Release

NASA Astrophysics Data System (ADS)

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz; Tsiolis, Vassilis; Anastasiadis, Anastasios

2017-02-01

The aim of this study is to analyze the interaction of charged particles (ions and electrons) with randomly formed particle scatterers (e.g., large-scale local “magnetic fluctuations” or “coherent magnetic irregularities”) using the setup proposed initially by Fermi. These scatterers are formed by the explosive magnetic energy release and propagate with the Alfvén speed along the irregular magnetic fields. They are large-scale local fluctuations (δB/B ≈ 1) randomly distributed inside the unstable magnetic topology and will here be called Alfvénic Scatterers (AS). We constructed a 3D grid on which a small fraction of randomly chosen grid points are acting as AS. In particular, we study how a large number of test particles evolves inside a collection of AS, analyzing the evolution of their energy distribution and their escape-time distribution. We use a well-established method to estimate the transport coefficients directly from the trajectories of the particles. Using the estimated transport coefficients and solving the Fokker-Planck equation numerically, we can recover the energy distribution of the particles. We have shown that the stochastic Fermi energization of mildly relativistic and relativistic plasma can heat and accelerate the tail of the ambient particle distribution as predicted by Parker & Tidman and Ramaty. The temperature of the hot plasma and the tail of the energetic particles depend on the mean free path (λsc) of the particles between the scatterers inside the energization volume.

Scaling A Moment-Rate Function For Small To Large Magnitude Events

NASA Astrophysics Data System (ADS)

Archuleta, Ralph; Ji, Chen

2017-04-01

Since the 1980's seismologists have recognized that peak ground acceleration (PGA) and peak ground velocity (PGV) scale differently with magnitude for large and moderate earthquakes. In a recent paper (Archuleta and Ji, GRL 2016) we introduced an apparent moment-rate function (aMRF) that accurately predicts the scaling with magnitude of PGA, PGV, PWA (Wood-Anderson Displacement) and the ratio PGA/2πPGV (dominant frequency) for earthquakes 3.3 ≤ M ≤ 5.3. This apparent moment-rate function is controlled by two temporal parameters, tp and td, which are related to the time for the moment-rate function to reach its peak amplitude and the total duration of the earthquake, respectively. These two temporal parameters lead to a Fourier amplitude spectrum (FAS) of displacement that has two corners in between which the spectral amplitudes decay as 1/f, f denotes frequency. At higher or lower frequencies, the FAS of the aMRF looks like a single-corner Aki-Brune omega squared spectrum. However, in the presence of attenuation the higher corner is almost certainly masked. Attempting to correct the spectrum to an Aki-Brune omega-squared spectrum will produce an "apparent" corner frequency that falls between the double corner frequency of the aMRF. We reason that the two corners of the aMRF are the reason that seismologists deduce a stress drop (e.g., Allmann and Shearer, JGR 2009) that is generally much smaller than the stress parameter used to produce ground motions from stochastic simulations (e.g., Boore, 2003 Pageoph.). The presence of two corners for the smaller magnitude earthquakes leads to several questions. Can deconvolution be successfully used to determine scaling from small to large earthquakes? Equivalently will large earthquakes have a double corner? If large earthquakes are the sum of many smaller magnitude earthquakes, what should the displacement FAS look like for a large magnitude earthquake? Can a combination of such a double-corner spectrum and random

Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions. Numerical Analysis in Continuous Time

NASA Astrophysics Data System (ADS)

Guevara Hidalgo, Esteban; Nemoto, Takahiro; Lecomte, Vivien

Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provide a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to a selection rule that favors the rare trajectories of interest. However, such algorithms are plagued by finite simulation time- and finite population size- effects that can render their use delicate. Using the continuous-time cloning algorithm, we analyze the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of the rare trajectories. We use these scalings in order to propose a numerical approach which allows to extract the infinite-time and infinite-size limit of these estimators.

What Shapes the Phylogenetic Structure of Anuran Communities in a Seasonal Environment? The Influence of Determinism at Regional Scale to Stochasticity or Antagonistic Forces at Local Scale.

PubMed

Martins, Clarissa de Araújo; Roque, Fabio de Oliveira; Santos, Bráulio A; Ferreira, Vanda Lúcia; Strüssmann, Christine; Tomas, Walfrido Moraes

2015-01-01

Ecological communities are structured by both deterministic and stochastic processes. We investigated phylogenetic patterns at regional and local scales to understand the influences of seasonal processes in shaping the structure of anuran communities in the southern Pantanal wetland, Brazil. We assessed the phylogenetic structure at different scales, using the Net Relatedness Index (NRI), the Nearest Taxon Index (NTI), and phylobetadiversity indexes, as well as a permutation test, to evaluate the effect of seasonality. The anuran community was represented by a non-random set of species with a high degree of phylogenetic relatedness at the regional scale. However, at the local scale the phylogenetic structure of the community was weakly related with the seasonality of the system, indicating that oriented stochastic processes (e.g. colonization, extinction and ecological drift) and/or antagonist forces drive the structure of such communities in the southern Pantanal.

Density Large Deviations for Multidimensional Stochastic Hyperbolic Conservation Laws

NASA Astrophysics Data System (ADS)

Barré, J.; Bernardin, C.; Chetrite, R.

2018-02-01

We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law. When the mobility and diffusivity matrices are proportional, i.e. an Einstein-like relation is satisfied, the problem has been solved in Bellettini and Mariani (Bull Greek Math Soc 57:31-45, 2010). When this proportionality does not hold, we compute explicitly the large deviation function for a step-like density profile, and we show that the associated optimal current has a non trivial structure. We also derive a lower bound for the large deviation function, valid for a more general weak solution, and leave the general large deviation function upper bound as a conjecture.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

On distributed wavefront reconstruction for large-scale adaptive optics systems.

PubMed

de Visser, Cornelis C; Brunner, Elisabeth; Verhaegen, Michel

2016-05-01

The distributed-spline-based aberration reconstruction (D-SABRE) method is proposed for distributed wavefront reconstruction with applications to large-scale adaptive optics systems. D-SABRE decomposes the wavefront sensor domain into any number of partitions and solves a local wavefront reconstruction problem on each partition using multivariate splines. D-SABRE accuracy is within 1% of a global approach with a speedup that scales quadratically with the number of partitions. The D-SABRE is compared to the distributed cumulative reconstruction (CuRe-D) method in open-loop and closed-loop simulations using the YAO adaptive optics simulation tool. D-SABRE accuracy exceeds CuRe-D for low levels of decomposition, and D-SABRE proved to be more robust to variations in the loop gain.

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

Bistability arises within a wide range of biological systems from the lambda phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks. PMID:16714385

On the Fluctuating Component of the Sun's Large-Scale Magnetic Field

NASA Astrophysics Data System (ADS)

Wang, Y.-M.; Sheeley, N. R., Jr.

2003-06-01

The Sun's large-scale magnetic field and its proxies are known to undergo substantial variations on timescales much less than a solar cycle but longer than a rotation period. Examples of such variations include the double activity maximum inferred by Gnevyshev, the large peaks in the interplanetary field strength observed in 1982 and 1991, and the 1.3-1.4 yr periodicities detected over limited time intervals in solar wind speed and geomagnetic activity. We consider the question of the extent to which these variations are stochastic in nature. For this purpose, we simulate the evolution of the Sun's equatorial dipole strength and total open flux under the assumption that the active region sources (BMRs) are distributed randomly in longitude. The results are then interpreted with the help of a simple random walk model including dissipation. We find that the equatorial dipole and open flux generally exhibit multiple peaks during each 11 yr cycle, with the highest peak as likely to occur during the declining phase as at sunspot maximum. The widths of the peaks are determined by the timescale τ~1 yr for the equatorial dipole to decay through the combined action of meridional flow, differential rotation, and supergranular diffusion. The amplitudes of the fluctuations depend on the strengths and longitudinal phase relations of the BMRs, as well as on the relative rates of flux emergence and decay. We conclude that stochastic processes provide a viable explanation for the ``Gnevyshev gaps'' and for the existence of quasi periodicities in the range ~1-3 yr.

An approach to solving large reliability models

NASA Technical Reports Server (NTRS)

Boyd, Mark A.; Veeraraghavan, Malathi; Dugan, Joanne Bechta; Trivedi, Kishor S.

1988-01-01

This paper describes a unified approach to the problem of solving large realistic reliability models. The methodology integrates behavioral decomposition, state trunction, and efficient sparse matrix-based numerical methods. The use of fault trees, together with ancillary information regarding dependencies to automatically generate the underlying Markov model state space is proposed. The effectiveness of this approach is illustrated by modeling a state-of-the-art flight control system and a multiprocessor system. Nonexponential distributions for times to failure of components are assumed in the latter example. The modeling tool used for most of this analysis is HARP (the Hybrid Automated Reliability Predictor).

A two steps solution approach to solving large nonlinear models: application to a problem of conjunctive use.

PubMed

Vieira, J; Cunha, M C

2011-01-01

This article describes a solution method of solving large nonlinear problems in two steps. The two steps solution approach takes advantage of handling smaller and simpler models and having better starting points to improve solution efficiency. The set of nonlinear constraints (named as complicating constraints) which makes the solution of the model rather complex and time consuming is eliminated from step one. The complicating constraints are added only in the second step so that a solution of the complete model is then found. The solution method is applied to a large-scale problem of conjunctive use of surface water and groundwater resources. The results obtained are compared with solutions determined with the direct solve of the complete model in one single step. In all examples the two steps solution approach allowed a significant reduction of the computation time. This potential gain of efficiency of the two steps solution approach can be extremely important for work in progress and it can be particularly useful for cases where the computation time would be a critical factor for having an optimized solution in due time.

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

Arif, ULLAH; Majid, KHAN; M, KAMRAN; R, KHAN; Zhengmao, SHENG

2017-12-01

For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient, Monte Carlo (MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem. Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices.

Foundational perspectives on causality in large-scale brain networks.

PubMed

Mannino, Michael; Bressler, Steven L

2015-12-01

likelihood that a change in the activity of one neuronal population affects the activity in another. We argue that these measures access the inherently probabilistic nature of causal influences in the brain, and are thus better suited for large-scale brain network analysis than are DC-based measures. Our work is consistent with recent advances in the philosophical study of probabilistic causality, which originated from inherent conceptual problems with deterministic regularity theories. It also resonates with concepts of stochasticity that were involved in establishing modern physics. In summary, we argue that probabilistic causality is a conceptually appropriate foundation for describing neural causality in the brain. Copyright © 2015 Elsevier B.V. All rights reserved.

Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

NASA Astrophysics Data System (ADS)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue

Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

What Shapes the Phylogenetic Structure of Anuran Communities in a Seasonal Environment? The Influence of Determinism at Regional Scale to Stochasticity or Antagonistic Forces at Local Scale

PubMed Central

Ferreira, Vanda Lúcia; Strüssmann, Christine; Tomas, Walfrido Moraes

2015-01-01

Ecological communities are structured by both deterministic and stochastic processes. We investigated phylogenetic patterns at regional and local scales to understand the influences of seasonal processes in shaping the structure of anuran communities in the southern Pantanal wetland, Brazil. We assessed the phylogenetic structure at different scales, using the Net Relatedness Index (NRI), the Nearest Taxon Index (NTI), and phylobetadiversity indexes, as well as a permutation test, to evaluate the effect of seasonality. The anuran community was represented by a non-random set of species with a high degree of phylogenetic relatedness at the regional scale. However, at the local scale the phylogenetic structure of the community was weakly related with the seasonality of the system, indicating that oriented stochastic processes (e.g. colonization, extinction and ecological drift) and/or antagonist forces drive the structure of such communities in the southern Pantanal. PMID:26102202

Cosmic microwave background bispectrum from primordial magnetic fields on large angular scales.

PubMed

Seshadri, T R; Subramanian, Kandaswamy

2009-08-21

Primordial magnetic fields lead to non-Gaussian signals in the cosmic microwave background (CMB) even at the lowest order, as magnetic stresses and the temperature anisotropy they induce depend quadratically on the magnetic field. In contrast, CMB non-Gaussianity due to inflationary scalar perturbations arises only as a higher-order effect. We propose a novel probe of stochastic primordial magnetic fields that exploits the characteristic CMB non-Gaussianity that they induce. We compute the CMB bispectrum (b(l1l2l3)) induced by such fields on large angular scales. We find a typical value of l1(l1 + 1)l3(l3 + 1)b(l1l2l3) approximately 10(-22), for magnetic fields of strength B0 approximately 3 nG and with a nearly scale invariant magnetic spectrum. Observational limits on the bispectrum allow us to set upper limits on B0 approximately 35 nG.

Stochastic Mixing Model with Power Law Decay of Variance

NASA Technical Reports Server (NTRS)

Fedotov, S.; Ihme, M.; Pitsch, H.

2003-01-01

Here we present a simple stochastic mixing model based on the law of large numbers (LLN). The reason why the LLN is involved in our formulation of the mixing problem is that the random conserved scalar c = c(t,x(t)) appears to behave as a sample mean. It converges to the mean value mu, while the variance sigma(sup 2)(sub c) (t) decays approximately as t(exp -1). Since the variance of the scalar decays faster than a sample mean (typically is greater than unity), we will introduce some non-linear modifications into the corresponding pdf-equation. The main idea is to develop a robust model which is independent from restrictive assumptions about the shape of the pdf. The remainder of this paper is organized as follows. In Section 2 we derive the integral equation from a stochastic difference equation describing the evolution of the pdf of a passive scalar in time. The stochastic difference equation introduces an exchange rate gamma(sub n) which we model in a first step as a deterministic function. In a second step, we generalize gamma(sub n) as a stochastic variable taking fluctuations in the inhomogeneous environment into account. In Section 3 we solve the non-linear integral equation numerically and analyze the influence of the different parameters on the decay rate. The paper finishes with a conclusion.

Parameter estimation in large-scale systems biology models: a parallel and self-adaptive cooperative strategy.

PubMed

Penas, David R; González, Patricia; Egea, Jose A; Doallo, Ramón; Banga, Julio R

2017-01-21

The development of large-scale kinetic models is one of the current key issues in computational systems biology and bioinformatics. Here we consider the problem of parameter estimation in nonlinear dynamic models. Global optimization methods can be used to solve this type of problems but the associated computational cost is very large. Moreover, many of these methods need the tuning of a number of adjustable search parameters, requiring a number of initial exploratory runs and therefore further increasing the computation times. Here we present a novel parallel method, self-adaptive cooperative enhanced scatter search (saCeSS), to accelerate the solution of this class of problems. The method is based on the scatter search optimization metaheuristic and incorporates several key new mechanisms: (i) asynchronous cooperation between parallel processes, (ii) coarse and fine-grained parallelism, and (iii) self-tuning strategies. The performance and robustness of saCeSS is illustrated by solving a set of challenging parameter estimation problems, including medium and large-scale kinetic models of the bacterium E. coli, bakerés yeast S. cerevisiae, the vinegar fly D. melanogaster, Chinese Hamster Ovary cells, and a generic signal transduction network. The results consistently show that saCeSS is a robust and efficient method, allowing very significant reduction of computation times with respect to several previous state of the art methods (from days to minutes, in several cases) even when only a small number of processors is used. The new parallel cooperative method presented here allows the solution of medium and large scale parameter estimation problems in reasonable computation times and with small hardware requirements. Further, the method includes self-tuning mechanisms which facilitate its use by non-experts. We believe that this new method can play a key role in the development of large-scale and even whole-cell dynamic models.

Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation

DOE PAGES

Ryan, Kevin; Rajan, Deepak; Ahmed, Shabbir

2016-05-01

We recently proposed scenario decomposition algorithm for stochastic 0-1 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 0-1 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.

Automatic Selection of Order Parameters in the Analysis of Large Scale Molecular Dynamics Simulations.

PubMed

Sultan, Mohammad M; Kiss, Gert; Shukla, Diwakar; Pande, Vijay S

2014-12-09

Given the large number of crystal structures and NMR ensembles that have been solved to date, classical molecular dynamics (MD) simulations have become powerful tools in the atomistic study of the kinetics and thermodynamics of biomolecular systems on ever increasing time scales. By virtue of the high-dimensional conformational state space that is explored, the interpretation of large-scale simulations faces difficulties not unlike those in the big data community. We address this challenge by introducing a method called clustering based feature selection (CB-FS) that employs a posterior analysis approach. It combines supervised machine learning (SML) and feature selection with Markov state models to automatically identify the relevant degrees of freedom that separate conformational states. We highlight the utility of the method in the evaluation of large-scale simulations and show that it can be used for the rapid and automated identification of relevant order parameters involved in the functional transitions of two exemplary cell-signaling proteins central to human disease states.

Discriminant WSRC for Large-Scale Plant Species Recognition.

PubMed

Zhang, Shanwen; Zhang, Chuanlei; Zhu, Yihai; You, Zhuhong

2017-01-01

In sparse representation based classification (SRC) and weighted SRC (WSRC), it is time-consuming to solve the global sparse representation problem. A discriminant WSRC (DWSRC) is proposed for large-scale plant species recognition, including two stages. Firstly, several subdictionaries are constructed by dividing the dataset into several similar classes, and a subdictionary is chosen by the maximum similarity between the test sample and the typical sample of each similar class. Secondly, the weighted sparse representation of the test image is calculated with respect to the chosen subdictionary, and then the leaf category is assigned through the minimum reconstruction error. Different from the traditional SRC and its improved approaches, we sparsely represent the test sample on a subdictionary whose base elements are the training samples of the selected similar class, instead of using the generic overcomplete dictionary on the entire training samples. Thus, the complexity to solving the sparse representation problem is reduced. Moreover, DWSRC is adapted to newly added leaf species without rebuilding the dictionary. Experimental results on the ICL plant leaf database show that the method has low computational complexity and high recognition rate and can be clearly interpreted.

A stochastic perturbation method to generate inflow turbulence in large-eddy simulation models: Application to neutrally stratified atmospheric boundary layers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Muñoz-Esparza, D.; Kosović, B.; Beeck, J. van

2015-03-15

Despite the variety of existing methods, efficient generation of turbulent inflow conditions for large-eddy simulation (LES) models remains a challenging and active research area. Herein, we extend our previous research on the cell perturbation method, which uses a novel stochastic approach based upon finite amplitude perturbations of the potential temperature field applied within a region near the inflow boundaries of the LES domain [Muñoz-Esparza et al., “Bridging the transition from mesoscale to microscale turbulence in numerical weather prediction models,” Boundary-Layer Meteorol., 153, 409–440 (2014)]. The objective was twofold: (i) to identify the governing parameters of the method and their optimummore » values and (ii) to generalize the results over a broad range of atmospheric large-scale forcing conditions, U{sub g} = 5 − 25 m s{sup −1}, where U{sub g} is the geostrophic wind. We identified the perturbation Eckert number, Ec=U{sub g}{sup 2}/ρc{sub p}θ{sup ~}{sub pm}, to be the parameter governing the flow transition to turbulence in neutrally stratified boundary layers. Here, θ{sup ~}{sub pm} is the maximum perturbation amplitude applied, c{sub p} is the specific heat capacity at constant pressure, and ρ is the density. The optimal Eckert number was found for nonlinear perturbations allowed by Ec ≈ 0.16, which instigate formation of hairpin-like vortices that most rapidly transition to a developed turbulent state. Larger Ec numbers (linear small-amplitude perturbations) result in streaky structures requiring larger fetches to reach the quasi-equilibrium solution, while smaller Ec numbers lead to buoyancy dominated perturbations exhibiting difficulties for hairpin-like vortices to emerge. Cell perturbations with wavelengths within the inertial range of three-dimensional turbulence achieved identical quasi-equilibrium values of resolved turbulent kinetic energy, q, and Reynolds-shear stress, . In contrast, large-scale perturbations acting

Performance of fully-coupled algebraic multigrid preconditioners for large-scale VMS resistive MHD

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, P. T.; Shadid, J. N.; Hu, J. J.

Here, we explore the current performance and scaling of a fully-implicit stabilized unstructured finite element (FE) variational multiscale (VMS) capability for large-scale simulations of 3D incompressible resistive magnetohydrodynamics (MHD). The large-scale linear systems that are generated by a Newton nonlinear solver approach are iteratively solved by preconditioned Krylov subspace methods. The efficiency of this approach is critically dependent on the scalability and performance of the algebraic multigrid preconditioner. Our study considers the performance of the numerical methods as recently implemented in the second-generation Trilinos implementation that is 64-bit compliant and is not limited by the 32-bit global identifiers of themore » original Epetra-based Trilinos. The study presents representative results for a Poisson problem on 1.6 million cores of an IBM Blue Gene/Q platform to demonstrate very large-scale parallel execution. Additionally, results for a more challenging steady-state MHD generator and a transient solution of a benchmark MHD turbulence calculation for the full resistive MHD system are also presented. These results are obtained on up to 131,000 cores of a Cray XC40 and one million cores of a BG/Q system.« less

Performance of fully-coupled algebraic multigrid preconditioners for large-scale VMS resistive MHD

DOE PAGES

Lin, P. T.; Shadid, J. N.; Hu, J. J.; ...

2017-11-06

Here, we explore the current performance and scaling of a fully-implicit stabilized unstructured finite element (FE) variational multiscale (VMS) capability for large-scale simulations of 3D incompressible resistive magnetohydrodynamics (MHD). The large-scale linear systems that are generated by a Newton nonlinear solver approach are iteratively solved by preconditioned Krylov subspace methods. The efficiency of this approach is critically dependent on the scalability and performance of the algebraic multigrid preconditioner. Our study considers the performance of the numerical methods as recently implemented in the second-generation Trilinos implementation that is 64-bit compliant and is not limited by the 32-bit global identifiers of themore » original Epetra-based Trilinos. The study presents representative results for a Poisson problem on 1.6 million cores of an IBM Blue Gene/Q platform to demonstrate very large-scale parallel execution. Additionally, results for a more challenging steady-state MHD generator and a transient solution of a benchmark MHD turbulence calculation for the full resistive MHD system are also presented. These results are obtained on up to 131,000 cores of a Cray XC40 and one million cores of a BG/Q system.« less

Stochastic dynamics of genetic broadcasting networks

NASA Astrophysics Data System (ADS)

Potoyan, Davit A.; Wolynes, Peter G.

2017-11-01

The complex genetic programs of eukaryotic cells are often regulated by key transcription factors occupying or clearing out of a large number of genomic locations. Orchestrating the residence times of these factors is therefore important for the well organized functioning of a large network. The classic models of genetic switches sidestep this timing issue by assuming the binding of transcription factors to be governed entirely by thermodynamic protein-DNA affinities. Here we show that relying on passive thermodynamics and random release times can lead to a "time-scale crisis" for master genes that broadcast their signals to a large number of binding sites. We demonstrate that this time-scale crisis for clearance in a large broadcasting network can be resolved by actively regulating residence times through molecular stripping. We illustrate these ideas by studying a model of the stochastic dynamics of the genetic network of the central eukaryotic master regulator NFκ B which broadcasts its signals to many downstream genes that regulate immune response, apoptosis, etc.

Stochastic Convection Parameterizations

NASA Technical Reports Server (NTRS)

Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios

2012-01-01

computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts

A survey on routing protocols for large-scale wireless sensor networks.

PubMed

Li, Changle; Zhang, Hanxiao; Hao, Binbin; Li, Jiandong

2011-01-01

With the advances in micro-electronics, wireless sensor devices have been made much smaller and more integrated, and large-scale wireless sensor networks (WSNs) based the cooperation among the significant amount of nodes have become a hot topic. "Large-scale" means mainly large area or high density of a network. Accordingly the routing protocols must scale well to the network scope extension and node density increases. A sensor node is normally energy-limited and cannot be recharged, and thus its energy consumption has a quite significant effect on the scalability of the protocol. To the best of our knowledge, currently the mainstream methods to solve the energy problem in large-scale WSNs are the hierarchical routing protocols. In a hierarchical routing protocol, all the nodes are divided into several groups with different assignment levels. The nodes within the high level are responsible for data aggregation and management work, and the low level nodes for sensing their surroundings and collecting information. The hierarchical routing protocols are proved to be more energy-efficient than flat ones in which all the nodes play the same role, especially in terms of the data aggregation and the flooding of the control packets. With focus on the hierarchical structure, in this paper we provide an insight into routing protocols designed specifically for large-scale WSNs. According to the different objectives, the protocols are generally classified based on different criteria such as control overhead reduction, energy consumption mitigation and energy balance. In order to gain a comprehensive understanding of each protocol, we highlight their innovative ideas, describe the underlying principles in detail and analyze their advantages and disadvantages. Moreover a comparison of each routing protocol is conducted to demonstrate the differences between the protocols in terms of message complexity, memory requirements, localization, data aggregation, clustering manner and

The fastclime Package for Linear Programming and Large-Scale Precision Matrix Estimation in R.

PubMed

Pang, Haotian; Liu, Han; Vanderbei, Robert

2014-02-01

We develop an R package fastclime for solving a family of regularized linear programming (LP) problems. Our package efficiently implements the parametric simplex algorithm, which provides a scalable and sophisticated tool for solving large-scale linear programs. As an illustrative example, one use of our LP solver is to implement an important sparse precision matrix estimation method called CLIME (Constrained L 1 Minimization Estimator). Compared with existing packages for this problem such as clime and flare, our package has three advantages: (1) it efficiently calculates the full piecewise-linear regularization path; (2) it provides an accurate dual certificate as stopping criterion; (3) it is completely coded in C and is highly portable. This package is designed to be useful to statisticians and machine learning researchers for solving a wide range of problems.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

DOE PAGES

Liu, Jianfeng; Laird, Carl Damon

2017-09-22

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Jianfeng; Laird, Carl Damon

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

Large-Scale Gene Relocations following an Ancient Genome Triplication Associated with the Diversification of Core Eudicots.

PubMed

Wang, Yupeng; Ficklin, Stephen P; Wang, Xiyin; Feltus, F Alex; Paterson, Andrew H

2016-01-01

Different modes of gene duplication including whole-genome duplication (WGD), and tandem, proximal and dispersed duplications are widespread in angiosperm genomes. Small-scale, stochastic gene relocations and transposed gene duplications are widely accepted to be the primary mechanisms for the creation of dispersed duplicates. However, here we show that most surviving ancient dispersed duplicates in core eudicots originated from large-scale gene relocations within a narrow window of time following a genome triplication (γ) event that occurred in the stem lineage of core eudicots. We name these surviving ancient dispersed duplicates as relocated γ duplicates. In Arabidopsis thaliana, relocated γ, WGD and single-gene duplicates have distinct features with regard to gene functions, essentiality, and protein interactions. Relative to γ duplicates, relocated γ duplicates have higher non-synonymous substitution rates, but comparable levels of expression and regulation divergence. Thus, relocated γ duplicates should be distinguished from WGD and single-gene duplicates for evolutionary investigations. Our results suggest large-scale gene relocations following the γ event were associated with the diversification of core eudicots.

Large-Scale Gene Relocations following an Ancient Genome Triplication Associated with the Diversification of Core Eudicots

PubMed Central

Wang, Yupeng; Ficklin, Stephen P.; Wang, Xiyin; Feltus, F. Alex; Paterson, Andrew H.

2016-01-01

Different modes of gene duplication including whole-genome duplication (WGD), and tandem, proximal and dispersed duplications are widespread in angiosperm genomes. Small-scale, stochastic gene relocations and transposed gene duplications are widely accepted to be the primary mechanisms for the creation of dispersed duplicates. However, here we show that most surviving ancient dispersed duplicates in core eudicots originated from large-scale gene relocations within a narrow window of time following a genome triplication (γ) event that occurred in the stem lineage of core eudicots. We name these surviving ancient dispersed duplicates as relocated γ duplicates. In Arabidopsis thaliana, relocated γ, WGD and single-gene duplicates have distinct features with regard to gene functions, essentiality, and protein interactions. Relative to γ duplicates, relocated γ duplicates have higher non-synonymous substitution rates, but comparable levels of expression and regulation divergence. Thus, relocated γ duplicates should be distinguished from WGD and single-gene duplicates for evolutionary investigations. Our results suggest large-scale gene relocations following the γ event were associated with the diversification of core eudicots. PMID:27195960

Stochastic multi-scale models of competition within heterogeneous cellular populations: Simulation methods and mean-field analysis.

PubMed

Cruz, Roberto de la; Guerrero, Pilar; Spill, Fabian; Alarcón, Tomás

2016-10-21

We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated proliferation rate. Our formulation is based on an age-dependent stochastic process. Cells within the population are characterised by their age (i.e. time elapsed since they were born). The age-dependent (oxygen-regulated) birth rate is given by a stochastic model of oxygen-dependent cell cycle progression. Once the birth rate is determined, we formulate an age-dependent birth-and-death process, which dictates the time evolution of the cell population. The population is under a feedback loop which controls its steady state size (carrying capacity): cells consume oxygen which in turn fuels cell proliferation. We show that our stochastic model of cell cycle progression allows for heterogeneity within the cell population induced by stochastic effects. Such heterogeneous behaviour is reflected in variations in the proliferation rate. Within this set-up, we have established three main results. First, we have shown that the age to the G1/S transition, which essentially determines the birth rate, exhibits a remarkably simple scaling behaviour. Besides the fact that this simple behaviour emerges from a rather complex model, this allows for a huge simplification of our numerical methodology. A further result is the observation that heterogeneous populations undergo an internal process of quasi-neutral competition. Finally, we investigated the effects of cell-cycle-phase dependent therapies (such as radiation therapy) on heterogeneous populations. In particular, we have studied the case in which the population contains a quiescent sub-population. Our mean-field analysis and numerical simulations confirm that, if the survival fraction of the therapy is too high, rescue of the quiescent population occurs. This gives rise to emergence of resistance

Opportunities for Breakthroughs in Large-Scale Computational Simulation and Design

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia; Alter, Stephen J.; Atkins, Harold L.; Bey, Kim S.; Bibb, Karen L.; Biedron, Robert T.; Carpenter, Mark H.; Cheatwood, F. McNeil; Drummond, Philip J.; Gnoffo, Peter A.

2002-01-01

Opportunities for breakthroughs in the large-scale computational simulation and design of aerospace vehicles are presented. Computational fluid dynamics tools to be used within multidisciplinary analysis and design methods are emphasized. The opportunities stem from speedups and robustness improvements in the underlying unit operations associated with simulation (geometry modeling, grid generation, physical modeling, analysis, etc.). Further, an improved programming environment can synergistically integrate these unit operations to leverage the gains. The speedups result from reducing the problem setup time through geometry modeling and grid generation operations, and reducing the solution time through the operation counts associated with solving the discretized equations to a sufficient accuracy. The opportunities are addressed only at a general level here, but an extensive list of references containing further details is included. The opportunities discussed are being addressed through the Fast Adaptive Aerospace Tools (FAAST) element of the Advanced Systems Concept to Test (ASCoT) and the third Generation Reusable Launch Vehicles (RLV) projects at NASA Langley Research Center. The overall goal is to enable greater inroads into the design process with large-scale simulations.

Moderate deviations-based importance sampling for stochastic recursive equations

DOE PAGES

Dupuis, Paul; Johnson, Dane

2017-11-17

Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based importance sampling, these schemes are shown to be asymptotically optimal under the moderate deviations scaling. We present various implementations and numerical results to contrast their performance, and also discuss the circumstances under which a moderate deviation scaling might be appropriate.

Moderate deviations-based importance sampling for stochastic recursive equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dupuis, Paul; Johnson, Dane

Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based importance sampling, these schemes are shown to be asymptotically optimal under the moderate deviations scaling. We present various implementations and numerical results to contrast their performance, and also discuss the circumstances under which a moderate deviation scaling might be appropriate.

Development of a Stochastically-driven, Forward Predictive Performance Model for PEMFCs

NASA Astrophysics Data System (ADS)

Harvey, David Benjamin Paul

A one-dimensional multi-scale coupled, transient, and mechanistic performance model for a PEMFC membrane electrode assembly has been developed. The model explicitly includes each of the 5 layers within a membrane electrode assembly and solves for the transport of charge, heat, mass, species, dissolved water, and liquid water. Key features of the model include the use of a multi-step implementation of the HOR reaction on the anode, agglomerate catalyst sub-models for both the anode and cathode catalyst layers, a unique approach that links the composition of the catalyst layer to key properties within the agglomerate model and the implementation of a stochastic input-based approach for component material properties. The model employs a new methodology for validation using statistically varying input parameters and statistically-based experimental performance data; this model represents the first stochastic input driven unit cell performance model. The stochastic input driven performance model was used to identify optimal ionomer content within the cathode catalyst layer, demonstrate the role of material variation in potential low performing MEA materials, provide explanation for the performance of low-Pt loaded MEAs, and investigate the validity of transient-sweep experimental diagnostic methods.

Solving Large-scale Spatial Optimization Problems in Water Resources Management through Spatial Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Wang, J.; Cai, X.

2007-12-01

A water resources system can be defined as a large-scale spatial system, within which distributed ecological system interacts with the stream network and ground water system. Water resources management, the causative factors and hence the solutions to be developed have a significant spatial dimension. This motivates a modeling analysis of water resources management within a spatial analytical framework, where data is usually geo- referenced and in the form of a map. One of the important functions of Geographic information systems (GIS) is to identify spatial patterns of environmental variables. The role of spatial patterns in water resources management has been well established in the literature particularly regarding how to design better spatial patterns for satisfying the designated objectives of water resources management. Evolutionary algorithms (EA) have been demonstrated to be successful in solving complex optimization models for water resources management due to its flexibility to incorporate complex simulation models in the optimal search procedure. The idea of combining GIS and EA motivates the development and application of spatial evolutionary algorithms (SEA). SEA assimilates spatial information into EA, and even changes the representation and operators of EA. In an EA used for water resources management, the mathematical optimization model should be modified to account the spatial patterns; however, spatial patterns are usually implicit, and it is difficult to impose appropriate patterns to spatial data. Also it is difficult to express complex spatial patterns by explicit constraints included in the EA. The GIS can help identify the spatial linkages and correlations based on the spatial knowledge of the problem. These linkages are incorporated in the fitness function for the preference of the compatible vegetation distribution. Unlike a regular GA for spatial models, the SEA employs a special hierarchical hyper-population and spatial genetic operators

Some variance reduction methods for numerical stochastic homogenization

PubMed Central

Blanc, X.; Le Bris, C.; Legoll, F.

2016-01-01

We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. PMID:27002065

Effect of the heterogeneous neuron and information transmission delay on stochastic resonance of neuronal networks

NASA Astrophysics Data System (ADS)

Wang, Qingyun; Zhang, Honghui; Chen, Guanrong

2012-12-01

We study the effect of heterogeneous neuron and information transmission delay on stochastic resonance of scale-free neuronal networks. For this purpose, we introduce the heterogeneity to the specified neuron with the highest degree. It is shown that in the absence of delay, an intermediate noise level can optimally assist spike firings of collective neurons so as to achieve stochastic resonance on scale-free neuronal networks for small and intermediate αh, which plays a heterogeneous role. Maxima of stochastic resonance measure are enhanced as αh increases, which implies that the heterogeneity can improve stochastic resonance. However, as αh is beyond a certain large value, no obvious stochastic resonance can be observed. If the information transmission delay is introduced to neuronal networks, stochastic resonance is dramatically affected. In particular, the tuned information transmission delay can induce multiple stochastic resonance, which can be manifested as well-expressed maximum in the measure for stochastic resonance, appearing every multiple of one half of the subthreshold stimulus period. Furthermore, we can observe that stochastic resonance at odd multiple of one half of the subthreshold stimulus period is subharmonic, as opposed to the case of even multiple of one half of the subthreshold stimulus period. More interestingly, multiple stochastic resonance can also be improved by the suitable heterogeneous neuron. Presented results can provide good insights into the understanding of the heterogeneous neuron and information transmission delay on realistic neuronal networks.

The Stochastic predictability limits of GCM internal variability and the Stochastic Seasonal to Interannual Prediction System (StocSIPS)

NASA Astrophysics Data System (ADS)

Del Rio Amador, Lenin; Lovejoy, Shaun

2017-04-01

Over the past ten years, a key advance in our understanding of atmospheric variability is the discovery that between the weather and climate regime lies an intermediate "macroweather" regime, spanning the range of scales from ≈10 days to ≈30 years. Macroweather statistics are characterized by two fundamental symmetries: scaling and the factorization of the joint space-time statistics. In the time domain, the scaling has low intermittency with the additional property that successive fluctuations tend to cancel. In space, on the contrary the scaling has high (multifractal) intermittency corresponding to the existence of different climate zones. These properties have fundamental implications for macroweather forecasting: a) the temporal scaling implies that the system has a long range memory that can be exploited for forecasting; b) the low temporal intermittency implies that mathematically well-established (Gaussian) forecasting techniques can be used; and c), the statistical factorization property implies that although spatial correlations (including teleconnections) may be large, if long enough time series are available, they are not necessarily useful in improving forecasts. Theoretically, these conditions imply the existence of stochastic predictability limits in our talk, we show that these limits apply to GCM's. Based on these statistical implications, we developed the Stochastic Seasonal and Interannual Prediction System (StocSIPS) for the prediction of temperature from regional to global scales and from one month to many years horizons. One of the main components of StocSIPS is the separation and prediction of both the internal and externally forced variabilities. In order to test the theoretical assumptions and consequences for predictability and predictions, we use 41 different CMIP5 model outputs from preindustrial control runs that have fixed external forcings: whose variability is purely internally generated. We first show that these statistical

A decoupled approach to filter design for stochastic systems

NASA Astrophysics Data System (ADS)

Barbata, A.; Zasadzinski, M.; Ali, H. Souley; Messaoud, H.

2016-08-01

This paper presents a new theorem to guarantee the almost sure exponential stability for a class of stochastic triangular systems by studying only the stability of each diagonal subsystems. This result allows to solve the filtering problem of the stochastic systems with multiplicative noises by using the almost sure exponential stability concept. Two kinds of observers are treated: the full-order and reduced-order cases.

Large-scale computation of incompressible viscous flow by least-squares finite element method

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Lin, T. L.; Povinelli, Louis A.

1993-01-01

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Solving Large Problems Quickly: Progress in 2001-2003

NASA Technical Reports Server (NTRS)

Mowry, Todd C.; Colohan, Christopher B.; Brown, Angela Demke; Steffan, J. Gregory; Zhai, Antonia

2004-01-01

This document describes the progress we have made and the lessons we have learned in 2001 through 2003 under the NASA grant entitled "Solving Important Problems Faster". The long-term goal of this research is to accelerate large, irregular scientific applications which have enormous data sets and which are difficult to parallelize. To accomplish this goal, we are exploring two complementary techniques: (i) using compiler-inserted prefetching to automatically hide the I/O latency of accessing these large data sets from disk; and (ii) using thread-level data speculation to enable the optimistic parallelization of applications despite uncertainty as to whether data dependences exist between the resulting threads which would normally make them unsafe to execute in parallel. Overall, we made significant progress in 2001 through 2003, and the project has gone well.

A zonally symmetric model for the monsoon-Hadley circulation with stochastic convective forcing

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem

2017-02-01

Idealized models of reduced complexity are important tools to understand key processes underlying a complex system. In climate science in particular, they are important for helping the community improve our ability to predict the effect of climate change on the earth system. Climate models are large computer codes based on the discretization of the fluid dynamics equations on grids of horizontal resolution in the order of 100 km, whereas unresolved processes are handled by subgrid models. For instance, simple models are routinely used to help understand the interactions between small-scale processes due to atmospheric moist convection and large-scale circulation patterns. Here, a zonally symmetric model for the monsoon circulation is presented and solved numerically. The model is based on the Galerkin projection of the primitive equations of atmospheric synoptic dynamics onto the first modes of vertical structure to represent free tropospheric circulation and is coupled to a bulk atmospheric boundary layer (ABL) model. The model carries bulk equations for water vapor in both the free troposphere and the ABL, while the processes of convection and precipitation are represented through a stochastic model for clouds. The model equations are coupled through advective nonlinearities, and the resulting system is not conservative and not necessarily hyperbolic. This makes the design of a numerical method for the solution of this system particularly difficult. Here, we develop a numerical scheme based on the operator time-splitting strategy, which decomposes the system into three pieces: a conservative part and two purely advective parts, each of which is solved iteratively using an appropriate method. The conservative system is solved via a central scheme, which does not require hyperbolicity since it avoids the Riemann problem by design. One of the advective parts is a hyperbolic diagonal matrix, which is easily handled by classical methods for hyperbolic equations, while

Normal forms for reduced stochastic climate models

PubMed Central

Majda, Andrew J.; Franzke, Christian; Crommelin, Daan

2009-01-01

The systematic development of reduced low-dimensional stochastic climate models from observations or comprehensive high-dimensional climate models is an important topic for atmospheric low-frequency variability, climate sensitivity, and improved extended range forecasting. Here techniques from applied mathematics are utilized to systematically derive normal forms for reduced stochastic climate models for low-frequency variables. The use of a few Empirical Orthogonal Functions (EOFs) (also known as Principal Component Analysis, Karhunen–Loéve and Proper Orthogonal Decomposition) depending on observational data to span the low-frequency subspace requires the assessment of dyad interactions besides the more familiar triads in the interaction between the low- and high-frequency subspaces of the dynamics. It is shown below that the dyad and multiplicative triad interactions combine with the climatological linear operator interactions to simultaneously produce both strong nonlinear dissipation and Correlated Additive and Multiplicative (CAM) stochastic noise. For a single low-frequency variable the dyad interactions and climatological linear operator alone produce a normal form with CAM noise from advection of the large scales by the small scales and simultaneously strong cubic damping. These normal forms should prove useful for developing systematic strategies for the estimation of stochastic models from climate data. As an illustrative example the one-dimensional normal form is applied below to low-frequency patterns such as the North Atlantic Oscillation (NAO) in a climate model. The results here also illustrate the short comings of a recent linear scalar CAM noise model proposed elsewhere for low-frequency variability. PMID:19228943

On the scaling of small-scale jet noise to large scale

NASA Technical Reports Server (NTRS)

Soderman, Paul T.; Allen, Christopher S.

1992-01-01

An examination was made of several published jet noise studies for the purpose of evaluating scale effects important to the simulation of jet aeroacoustics. Several studies confirmed that small conical jets, one as small as 59 mm diameter, could be used to correctly simulate the overall or PNL noise of large jets dominated by mixing noise. However, the detailed acoustic spectra of large jets are more difficult to simulate because of the lack of broad-band turbulence spectra in small jets. One study indicated that a jet Reynolds number of 5 x 10 exp 6 based on exhaust diameter enabled the generation of broad-band noise representative of large jet mixing noise. Jet suppressor aeroacoustics is even more difficult to simulate at small scale because of the small mixer nozzles with flows sensitive to Reynolds number. Likewise, one study showed incorrect ejector mixing and entrainment using small-scale, short ejector that led to poor acoustic scaling. Conversely, fairly good results were found with a longer ejector and, in a different study, with a 32-chute suppressor nozzle. Finally, it was found that small-scale aeroacoustic resonance produced by jets impacting ground boards does not reproduce at large scale.

Gompertzian stochastic model with delay effect to cervical cancer growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

Stochastic gravitational waves from cosmic string loops in scaling

NASA Astrophysics Data System (ADS)

Ringeval, Christophe; Suyama, Teruaki

2017-12-01

If cosmic strings are formed in the early universe, their associated loops emit gravitational waves during the whole cosmic history and contribute to the stochastic gravitational wave background at all frequencies. We provide a new estimate of the stochastic gravitational wave spectrum by considering a realistic cosmological loop distribution, in scaling, as it can be inferred from Nambu-Goto numerical simulations. Our result takes into account various effects neglected so far. We include both gravitational wave emission and backreaction effects on the loop distribution and show that they produce two distinct features in the spectrum. Concerning the string microstructure, in addition to the presence of cusps and kinks, we show that gravitational wave bursts created by the collision of kinks could dominate the signal for wiggly strings, a situation which may be favoured in the light of recent numerical simulations. In view of these new results, we propose four prototypical scenarios, within the margin of the remaining theoretical uncertainties, for which we derive the corresponding signal and estimate the constraints on the string tension put by both the LIGO and European Pulsar Timing Array (EPTA) observations. The less constrained of these scenarios is shown to have a string tension GU <= 7.2 × 10‑11, at 95% of confidence. Smooth loops carrying two cusps per oscillation verify the two-sigma bound GU <= 1.0 × 10‑11 while the most constrained of all scenarios describes very kinky loops and satisfies GU <= 6.7× 10‑14 at 95% of confidence.

Solving difficult problems creatively: a role for energy optimised deterministic/stochastic hybrid computing

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

How is the brain configured for creativity? What is the computational substrate for ‘eureka’ moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal (ultimately quantum decoherent) noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete. PMID:26528173

An extended basis inexact shift-invert Lanczos for the efficient solution of large-scale generalized eigenproblems

NASA Astrophysics Data System (ADS)

Rewieński, M.; Lamecki, A.; Mrozowski, M.

2013-09-01

This paper proposes a technique, based on the Inexact Shift-Invert Lanczos (ISIL) method with Inexact Jacobi Orthogonal Component Correction (IJOCC) refinement, and a preconditioned conjugate-gradient (PCG) linear solver with multilevel preconditioner, for finding several eigenvalues for generalized symmetric eigenproblems. Several eigenvalues are found by constructing (with the ISIL process) an extended projection basis. Presented results of numerical experiments confirm the technique can be effectively applied to challenging, large-scale problems characterized by very dense spectra, such as resonant cavities with spatial dimensions which are large with respect to wavelengths of the resonating electromagnetic fields. It is also shown that the proposed scheme based on inexact linear solves delivers superior performance, as compared to methods which rely on exact linear solves, indicating tremendous potential of the 'inexact solve' concept. Finally, the scheme which generates an extended projection basis is found to provide a cost-efficient alternative to classical deflation schemes when several eigenvalues are computed.

A Survey on Routing Protocols for Large-Scale Wireless Sensor Networks

PubMed Central

Li, Changle; Zhang, Hanxiao; Hao, Binbin; Li, Jiandong

2011-01-01

With the advances in micro-electronics, wireless sensor devices have been made much smaller and more integrated, and large-scale wireless sensor networks (WSNs) based the cooperation among the significant amount of nodes have become a hot topic. “Large-scale” means mainly large area or high density of a network. Accordingly the routing protocols must scale well to the network scope extension and node density increases. A sensor node is normally energy-limited and cannot be recharged, and thus its energy consumption has a quite significant effect on the scalability of the protocol. To the best of our knowledge, currently the mainstream methods to solve the energy problem in large-scale WSNs are the hierarchical routing protocols. In a hierarchical routing protocol, all the nodes are divided into several groups with different assignment levels. The nodes within the high level are responsible for data aggregation and management work, and the low level nodes for sensing their surroundings and collecting information. The hierarchical routing protocols are proved to be more energy-efficient than flat ones in which all the nodes play the same role, especially in terms of the data aggregation and the flooding of the control packets. With focus on the hierarchical structure, in this paper we provide an insight into routing protocols designed specifically for large-scale WSNs. According to the different objectives, the protocols are generally classified based on different criteria such as control overhead reduction, energy consumption mitigation and energy balance. In order to gain a comprehensive understanding of each protocol, we highlight their innovative ideas, describe the underlying principles in detail and analyze their advantages and disadvantages. Moreover a comparison of each routing protocol is conducted to demonstrate the differences between the protocols in terms of message complexity, memory requirements, localization, data aggregation, clustering manner

Computation of Large-Scale Structure Jet Noise Sources With Weak Nonlinear Effects Using Linear Euler

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Hixon, Ray; Mankbadi, Reda R.

2003-01-01

An approximate technique is presented for the prediction of the large-scale turbulent structure sound source in a supersonic jet. A linearized Euler equations code is used to solve for the flow disturbances within and near a jet with a given mean flow. Assuming a normal mode composition for the wave-like disturbances, the linear radial profiles are used in an integration of the Navier-Stokes equations. This results in a set of ordinary differential equations representing the weakly nonlinear self-interactions of the modes along with their interaction with the mean flow. Solutions are then used to correct the amplitude of the disturbances that represent the source of large-scale turbulent structure sound in the jet.

Large-Scale Disasters

NASA Astrophysics Data System (ADS)

Gad-El-Hak, Mohamed

"Extreme" events - including climatic events, such as hurricanes, tornadoes, and drought - can cause massive disruption to society, including large death tolls and property damage in the billions of dollars. Events in recent years have shown the importance of being prepared and that countries need to work together to help alleviate the resulting pain and suffering. This volume presents a review of the broad research field of large-scale disasters. It establishes a common framework for predicting, controlling and managing both manmade and natural disasters. There is a particular focus on events caused by weather and climate change. Other topics include air pollution, tsunamis, disaster modeling, the use of remote sensing and the logistics of disaster management. It will appeal to scientists, engineers, first responders and health-care professionals, in addition to graduate students and researchers who have an interest in the prediction, prevention or mitigation of large-scale disasters.

Systems metabolic engineering of microorganisms to achieve large-scale production of flavonoid scaffolds.

PubMed

Wu, Junjun; Du, Guocheng; Zhou, Jingwen; Chen, Jian

2014-10-20

Flavonoids possess pharmaceutical potential due to their health-promoting activities. The complex structures of these products make extraction from plants difficult, and chemical synthesis is limited because of the use of many toxic solvents. Microbial production offers an alternate way to produce these compounds on an industrial scale in a more economical and environment-friendly manner. However, at present microbial production has been achieved only on a laboratory scale and improvements and scale-up of these processes remain challenging. Naringenin and pinocembrin, which are flavonoid scaffolds and precursors for most of the flavonoids, are the model molecules that are key to solving the current issues restricting industrial production of these chemicals. The emergence of systems metabolic engineering, which combines systems biology with synthetic biology and evolutionary engineering at the systems level, offers new perspectives on strain and process optimization. In this review, current challenges in large-scale fermentation processes involving flavonoid scaffolds and the strategies and tools of systems metabolic engineering used to overcome these challenges are summarized. This will offer insights into overcoming the limitations and challenges of large-scale microbial production of these important pharmaceutical compounds. Copyright © 2014 Elsevier B.V. All rights reserved.

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

Neuhauser, Daniel; Rabani, Eran; Cytter, Yael; Baer, Roi

2016-05-19

We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach.

Some variance reduction methods for numerical stochastic homogenization.

PubMed

Blanc, X; Le Bris, C; Legoll, F

2016-04-28

We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).

Stochastic dynamics of genetic broadcasting networks

NASA Astrophysics Data System (ADS)

Potoyan, Davit; Wolynes, Peter

The complex genetic programs of eukaryotic cells are often regulated by key transcription factors occupying or clearing out of a large number of genomic locations. Orchestrating the residence times of these factors is therefore important for the well organized functioning of a large network. The classic models of genetic switches sidestep this timing issue by assuming the binding of transcription factors to be governed entirely by thermodynamic protein-DNA affinities. Here we show that relying on passive thermodynamics and random release times can lead to a ''time-scale crisis'' of master genes that broadcast their signals to large number of binding sites. We demonstrate that this ''time-scale crisis'' can be resolved by actively regulating residence times through molecular stripping. We illustrate these ideas by studying the stochastic dynamics of the genetic network of the central eukaryotic master regulator NFκB which broadcasts its signals to many downstream genes that regulate immune response, apoptosis etc.

On the scaling of small-scale jet noise to large scale

NASA Technical Reports Server (NTRS)

Soderman, Paul T.; Allen, Christopher S.

1992-01-01

An examination was made of several published jet noise studies for the purpose of evaluating scale effects important to the simulation of jet aeroacoustics. Several studies confirmed that small conical jets, one as small as 59 mm diameter, could be used to correctly simulate the overall or perceived noise level (PNL) noise of large jets dominated by mixing noise. However, the detailed acoustic spectra of large jets are more difficult to simulate because of the lack of broad-band turbulence spectra in small jets. One study indicated that a jet Reynolds number of 5 x 10(exp 6) based on exhaust diameter enabled the generation of broad-band noise representative of large jet mixing noise. Jet suppressor aeroacoustics is even more difficult to simulate at small scale because of the small mixer nozzles with flows sensitive to Reynolds number. Likewise, one study showed incorrect ejector mixing and entrainment using a small-scale, short ejector that led to poor acoustic scaling. Conversely, fairly good results were found with a longer ejector and, in a different study, with a 32-chute suppressor nozzle. Finally, it was found that small-scale aeroacoustic resonance produced by jets impacting ground boards does not reproduce at large scale.

Plasma Equilibria With Stochastic Magnetic Fields

NASA Astrophysics Data System (ADS)

Krommes, J. A.; Reiman, A. H.

2009-05-01

Plasma equilibria that include regions of stochastic magnetic fields are of interest in a variety of applications, including tokamaks with ergodic limiters and high-pressure stellarators. Such equilibria are examined theoretically, and a numerical algorithm for their construction is described.^2,3 % The balance between stochastic diffusion of magnetic lines and small effects^2 omitted from the simplest MHD description can support pressure and current profiles that need not be flattened in stochastic regions. The diffusion can be described analytically by renormalizing stochastic Langevin equations for pressure and parallel current j, with particular attention being paid to the satisfaction of the periodicity constraints in toroidal configurations with sheared magnetic fields. The equilibrium field configuration can then be constructed by coupling the prediction for j to Amp'ere's law, which is solved numerically. A. Reiman et al., Pressure-induced breaking of equilibrium flux surfaces in the W7AS stellarator, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes and A. H. Reiman, Plasma equilibrium in a magnetic field with stochastic regions, submitted to Phys. Plasmas. J. A. Krommes, Fundamental statistical theories of plasma turbulence in magnetic fields, Phys. Reports 360, 1--351.

3D fast adaptive correlation imaging for large-scale gravity data based on GPU computation

NASA Astrophysics Data System (ADS)

Chen, Z.; Meng, X.; Guo, L.; Liu, G.

2011-12-01

In recent years, large scale gravity data sets have been collected and employed to enhance gravity problem-solving abilities of tectonics studies in China. Aiming at the large scale data and the requirement of rapid interpretation, previous authors have carried out a lot of work, including the fast gradient module inversion and Euler deconvolution depth inversion ,3-D physical property inversion using stochastic subspaces and equivalent storage, fast inversion using wavelet transforms and a logarithmic barrier method. So it can be say that 3-D gravity inversion has been greatly improved in the last decade. Many authors added many different kinds of priori information and constraints to deal with nonuniqueness using models composed of a large number of contiguous cells of unknown property and obtained good results. However, due to long computation time, instability and other shortcomings, 3-D physical property inversion has not been widely applied to large-scale data yet. In order to achieve 3-D interpretation with high efficiency and precision for geological and ore bodies and obtain their subsurface distribution, there is an urgent need to find a fast and efficient inversion method for large scale gravity data. As an entirely new geophysical inversion method, 3D correlation has a rapid development thanks to the advantage of requiring no a priori information and demanding small amount of computer memory. This method was proposed to image the distribution of equivalent excess masses of anomalous geological bodies with high resolution both longitudinally and transversely. In order to tranform the equivalence excess masses into real density contrasts, we adopt the adaptive correlation imaging for gravity data. After each 3D correlation imaging, we change the equivalence into density contrasts according to the linear relationship, and then carry out forward gravity calculation for each rectangle cells. Next, we compare the forward gravity data with real data, and

Large-scale studies on the transferability of general problem-solving skills and the pedagogic potential of physics

NASA Astrophysics Data System (ADS)

Mashood, K. K.; Singh, Vijay A.

2013-09-01

Research suggests that problem-solving skills are transferable across domains. This claim, however, needs further empirical substantiation. We suggest correlation studies as a methodology for making preliminary inferences about transfer. The correlation of the physics performance of students with their performance in chemistry and mathematics in highly competitive problem-solving examinations was studied using a massive database. The sample sizes ranged from hundreds to a few hundred thousand. Encouraged by the presence of significant correlations, we interviewed 20 students to explore the pedagogic potential of physics in imparting transferable problem-solving skills. We report strategies and practices relevant to physics employed by these students which foster transfer.

Large-scale structural optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.

1983-01-01

Problems encountered by aerospace designers in attempting to optimize whole aircraft are discussed, along with possible solutions. Large scale optimization, as opposed to component-by-component optimization, is hindered by computational costs, software inflexibility, concentration on a single, rather than trade-off, design methodology and the incompatibility of large-scale optimization with single program, single computer methods. The software problem can be approached by placing the full analysis outside of the optimization loop. Full analysis is then performed only periodically. Problem-dependent software can be removed from the generic code using a systems programming technique, and then embody the definitions of design variables, objective function and design constraints. Trade-off algorithms can be used at the design points to obtain quantitative answers. Finally, decomposing the large-scale problem into independent subproblems allows systematic optimization of the problems by an organization of people and machines.

Large-scale database searching using tandem mass spectra: looking up the answer in the back of the book.

PubMed

Sadygov, Rovshan G; Cociorva, Daniel; Yates, John R

2004-12-01

Database searching is an essential element of large-scale proteomics. Because these methods are widely used, it is important to understand the rationale of the algorithms. Most algorithms are based on concepts first developed in SEQUEST and PeptideSearch. Four basic approaches are used to determine a match between a spectrum and sequence: descriptive, interpretative, stochastic and probability-based matching. We review the basic concepts used by most search algorithms, the computational modeling of peptide identification and current challenges and limitations of this approach for protein identification.

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« less

Finite element modelling of woven composite failure modes at the mesoscopic scale: deterministic versus stochastic approaches

NASA Astrophysics Data System (ADS)

Roirand, Q.; Missoum-Benziane, D.; Thionnet, A.; Laiarinandrasana, L.

2017-09-01

Textile composites are composed of 3D complex architecture. To assess the durability of such engineering structures, the failure mechanisms must be highlighted. Examinations of the degradation have been carried out thanks to tomography. The present work addresses a numerical damage model dedicated to the simulation of the crack initiation and propagation at the scale of the warp yarns. For the 3D woven composites under study, loadings in tension and combined tension and bending were considered. Based on an erosion procedure of broken elements, the failure mechanisms have been modelled on 3D periodic cells by finite element calculations. The breakage of one element was determined using a failure criterion at the mesoscopic scale based on the yarn stress at failure. The results were found to be in good agreement with the experimental data for the two kinds of macroscopic loadings. The deterministic approach assumed a homogeneously distributed stress at failure all over the integration points in the meshes of woven composites. A stochastic approach was applied to a simple representative elementary periodic cell. The distribution of the Weibull stress at failure was assigned to the integration points using a Monte Carlo simulation. It was shown that this stochastic approach allowed more realistic failure simulations avoiding the idealised symmetry due to the deterministic modelling. In particular, the stochastic simulations performed have shown several variations of the stress as well as strain at failure and the failure modes of the yarn.

Algorithm and Application of Gcp-Independent Block Adjustment for Super Large-Scale Domestic High Resolution Optical Satellite Imagery

NASA Astrophysics Data System (ADS)

Sun, Y. S.; Zhang, L.; Xu, B.; Zhang, Y.

2018-04-01

The accurate positioning of optical satellite image without control is the precondition for remote sensing application and small/medium scale mapping in large abroad areas or with large-scale images. In this paper, aiming at the geometric features of optical satellite image, based on a widely used optimization method of constraint problem which is called Alternating Direction Method of Multipliers (ADMM) and RFM least-squares block adjustment, we propose a GCP independent block adjustment method for the large-scale domestic high resolution optical satellite image - GISIBA (GCP-Independent Satellite Imagery Block Adjustment), which is easy to parallelize and highly efficient. In this method, the virtual "average" control points are built to solve the rank defect problem and qualitative and quantitative analysis in block adjustment without control. The test results prove that the horizontal and vertical accuracy of multi-covered and multi-temporal satellite images are better than 10 m and 6 m. Meanwhile the mosaic problem of the adjacent areas in large area DOM production can be solved if the public geographic information data is introduced as horizontal and vertical constraints in the block adjustment process. Finally, through the experiments by using GF-1 and ZY-3 satellite images over several typical test areas, the reliability, accuracy and performance of our developed procedure will be presented and studied in this paper.

Spatial scale affects the relative role of stochasticity versus determinism in soil bacterial communities in wheat fields across the North China Plain.

PubMed

Shi, Yu; Li, Yuntao; Xiang, Xingjia; Sun, Ruibo; Yang, Teng; He, Dan; Zhang, Kaoping; Ni, Yingying; Zhu, Yong-Guan; Adams, Jonathan M; Chu, Haiyan

2018-02-05

The relative importance of stochasticity versus determinism in soil bacterial communities is unclear, as are the possible influences that alter the balance between these. Here, we investigated the influence of spatial scale on the relative role of stochasticity and determinism in agricultural monocultures consisting only of wheat, thereby minimizing the influence of differences in plant species cover and in cultivation/disturbance regime, extending across a wide range of soils and climates of the North China Plain (NCP). We sampled 243 sites across 1092 km and sequenced the 16S rRNA bacterial gene using MiSeq. We hypothesized that determinism would play a relatively stronger role at the broadest scales, due to the strong influence of climate and soil differences in selecting many distinct OTUs of bacteria adapted to the different environments. In order to test the more general applicability of the hypothesis, we also compared with a natural ecosystem on the Tibetan Plateau. Our results revealed that the relative importance of stochasticity vs. determinism did vary with spatial scale, in the direction predicted. On the North China Plain, stochasticity played a dominant role from 150 to 900 km (separation between pairs of sites) and determinism dominated at more than 900 km (broad scale). On the Tibetan Plateau, determinism played a dominant role from 130 to 1200 km and stochasticity dominated at less than 130 km. Among the identifiable deterministic factors, soil pH showed the strongest influence on soil bacterial community structure and diversity across the North China Plain. Together, 23.9% of variation in soil microbial community composition could be explained, with environmental factors accounting for 19.7% and spatial parameters 4.1%. Our findings revealed that (1) stochastic processes are relatively more important on the North China Plain, while deterministic processes are more important on the Tibetan Plateau; (2) soil pH was the major factor in shaping

EvArnoldi: A New Algorithm for Large-Scale Eigenvalue Problems.

PubMed

Tal-Ezer, Hillel

2016-05-19

Eigenvalues and eigenvectors are an essential theme in numerical linear algebra. Their study is mainly motivated by their high importance in a wide range of applications. Knowledge of eigenvalues is essential in quantum molecular science. Solutions of the Schrödinger equation for the electrons composing the molecule are the basis of electronic structure theory. Electronic eigenvalues compose the potential energy surfaces for nuclear motion. The eigenvectors allow calculation of diople transition matrix elements, the core of spectroscopy. The vibrational dynamics molecule also requires knowledge of the eigenvalues of the vibrational Hamiltonian. Typically in these problems, the dimension of Hilbert space is huge. Practically, only a small subset of eigenvalues is required. In this paper, we present a highly efficient algorithm, named EvArnoldi, for solving the large-scale eigenvalues problem. The algorithm, in its basic formulation, is mathematically equivalent to ARPACK ( Sorensen , D. C. Implicitly Restarted Arnoldi/Lanczos Methods for Large Scale Eigenvalue Calculations ; Springer , 1997 ; Lehoucq , R. B. ; Sorensen , D. C. SIAM Journal on Matrix Analysis and Applications 1996 , 17 , 789 ; Calvetti , D. ; Reichel , L. ; Sorensen , D. C. Electronic Transactions on Numerical Analysis 1994 , 2 , 21 ) (or Eigs of Matlab) but significantly simpler.

Large Scale Metal Additive Techniques Review

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nycz, Andrzej; Adediran, Adeola I; Noakes, Mark W

2016-01-01

In recent years additive manufacturing made long strides toward becoming a main stream production technology. Particularly strong progress has been made in large-scale polymer deposition. However, large scale metal additive has not yet reached parity with large scale polymer. This paper is a review study of the metal additive techniques in the context of building large structures. Current commercial devices are capable of printing metal parts on the order of several cubic feet compared to hundreds of cubic feet for the polymer side. In order to follow the polymer progress path several factors are considered: potential to scale, economy, environmentmore » friendliness, material properties, feedstock availability, robustness of the process, quality and accuracy, potential for defects, and post processing as well as potential applications. This paper focuses on current state of art of large scale metal additive technology with a focus on expanding the geometric limits.« less

The development of the deterministic nonlinear PDEs in particle physics to stochastic case

NASA Astrophysics Data System (ADS)

Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

2018-06-01

In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

Synergy of Stochastic and Systematic Energization of Plasmas during Turbulent Reconnection

NASA Astrophysics Data System (ADS)

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz

2018-01-01

The important characteristic of turbulent reconnection is that it combines large-scale magnetic disturbances (δ B/B∼ 1) with randomly distributed unstable current sheets (UCSs). Many well-known nonlinear MHD structures (strong turbulence, current sheet(s), shock(s)) lead asymptotically to the state of turbulent reconnection. We analyze in this article, for the first time, the energization of electrons and ions in a large-scale environment that combines large-amplitude disturbances propagating with sub-Alfvénic speed with UCSs. The magnetic disturbances interact stochastically (second-order Fermi) with the charged particles and play a crucial role in the heating of the particles, while the UCSs interact systematically (first-order Fermi) and play a crucial role in the formation of the high-energy tail. The synergy of stochastic and systematic acceleration provided by the mixture of magnetic disturbances and UCSs influences the energetics of the thermal and nonthermal particles, the power-law index, and the length of time the particles remain inside the energy release volume. We show that this synergy can explain the observed very fast and impulsive particle acceleration and the slightly delayed formation of a superhot particle population.

A chance-constrained stochastic approach to intermodal container routing problems.

PubMed

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

Intrinsic optimization using stochastic nanomagnets

PubMed Central

Sutton, Brian; Camsari, Kerem Yunus; Behin-Aein, Behtash; Datta, Supriyo

2017-01-01

This paper draws attention to a hardware system which can be engineered so that its intrinsic physics is described by the generalized Ising model and can encode the solution to many important NP-hard problems as its ground state. The basic constituents are stochastic nanomagnets which switch randomly between the ±1 Ising states and can be monitored continuously with standard electronics. Their mutual interactions can be short or long range, and their strengths can be reconfigured as needed to solve specific problems and to anneal the system at room temperature. The natural laws of statistical mechanics guide the network of stochastic nanomagnets at GHz speeds through the collective states with an emphasis on the low energy states that represent optimal solutions. As proof-of-concept, we present simulation results for standard NP-complete examples including a 16-city traveling salesman problem using experimentally benchmarked models for spin-transfer torque driven stochastic nanomagnets. PMID:28295053

Intrinsic optimization using stochastic nanomagnets

NASA Astrophysics Data System (ADS)

Sutton, Brian; Camsari, Kerem Yunus; Behin-Aein, Behtash; Datta, Supriyo

2017-03-01

This paper draws attention to a hardware system which can be engineered so that its intrinsic physics is described by the generalized Ising model and can encode the solution to many important NP-hard problems as its ground state. The basic constituents are stochastic nanomagnets which switch randomly between the ±1 Ising states and can be monitored continuously with standard electronics. Their mutual interactions can be short or long range, and their strengths can be reconfigured as needed to solve specific problems and to anneal the system at room temperature. The natural laws of statistical mechanics guide the network of stochastic nanomagnets at GHz speeds through the collective states with an emphasis on the low energy states that represent optimal solutions. As proof-of-concept, we present simulation results for standard NP-complete examples including a 16-city traveling salesman problem using experimentally benchmarked models for spin-transfer torque driven stochastic nanomagnets.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Statistical scaling of geometric characteristics in stochastically generated pore microstructures

DOE PAGES

Hyman, Jeffrey D.; Guadagnini, Alberto; Winter, C. Larrabee

2015-05-21

In this study, we analyze the statistical scaling of structural attributes of virtual porous microstructures that are stochastically generated by thresholding Gaussian random fields. Characterization of the extent at which randomly generated pore spaces can be considered as representative of a particular rock sample depends on the metrics employed to compare the virtual sample against its physical counterpart. Typically, comparisons against features and/patterns of geometric observables, e.g., porosity and specific surface area, flow-related macroscopic parameters, e.g., permeability, or autocorrelation functions are used to assess the representativeness of a virtual sample, and thereby the quality of the generation method. Here, wemore » rely on manifestations of statistical scaling of geometric observables which were recently observed in real millimeter scale rock samples [13] as additional relevant metrics by which to characterize a virtual sample. We explore the statistical scaling of two geometric observables, namely porosity (Φ) and specific surface area (SSA), of porous microstructures generated using the method of Smolarkiewicz and Winter [42] and Hyman and Winter [22]. Our results suggest that the method can produce virtual pore space samples displaying the symptoms of statistical scaling observed in real rock samples. Order q sample structure functions (statistical moments of absolute increments) of Φ and SSA scale as a power of the separation distance (lag) over a range of lags, and extended self-similarity (linear relationship between log structure functions of successive orders) appears to be an intrinsic property of the generated media. The width of the range of lags where power-law scaling is observed and the Hurst coefficient associated with the variables we consider can be controlled by the generation parameters of the method.« less

Technique for Solving Electrically Small to Large Structures for Broadband Applications

NASA Technical Reports Server (NTRS)

Jandhyala, Vikram; Chowdhury, Indranil

2011-01-01

Fast iterative algorithms are often used for solving Method of Moments (MoM) systems, having a large number of unknowns, to determine current distribution and other parameters. The most commonly used fast methods include the fast multipole method (FMM), the precorrected fast Fourier transform (PFFT), and low-rank QR compression methods. These methods reduce the O(N) memory and time requirements to O(N log N) by compressing the dense MoM system so as to exploit the physics of Green s Function interactions. FFT-based techniques for solving such problems are efficient for spacefilling and uniform structures, but their performance substantially degrades for non-uniformly distributed structures due to the inherent need to employ a uniform global grid. FMM or QR techniques are better suited than FFT techniques; however, neither the FMM nor the QR technique can be used at all frequencies. This method has been developed to efficiently solve for a desired parameter of a system or device that can include both electrically large FMM elements, and electrically small QR elements. The system or device is set up as an oct-tree structure that can include regions of both the FMM type and the QR type. The system is enclosed with a cube at a 0- th level, splitting the cube at the 0-th level into eight child cubes. This forms cubes at a 1st level, recursively repeating the splitting process for cubes at successive levels until a desired number of levels is created. For each cube that is thus formed, neighbor lists and interaction lists are maintained. An iterative solver is then used to determine a first matrix vector product for any electrically large elements as well as a second matrix vector product for any electrically small elements that are included in the structure. These matrix vector products for the electrically large and small elements are combined, and a net delta for a combination of the matrix vector products is determined. The iteration continues until a net delta is

A real-space stochastic density matrix approach for density functional electronic structure.

PubMed

Beck, Thomas L

2015-12-21

The recent development of real-space grid methods has led to more efficient, accurate, and adaptable approaches for large-scale electrostatics and density functional electronic structure modeling. With the incorporation of multiscale techniques, linear-scaling real-space solvers are possible for density functional problems if localized orbitals are used to represent the Kohn-Sham energy functional. These methods still suffer from high computational and storage overheads, however, due to extensive matrix operations related to the underlying wave function grid representation. In this paper, an alternative stochastic method is outlined that aims to solve directly for the one-electron density matrix in real space. In order to illustrate aspects of the method, model calculations are performed for simple one-dimensional problems that display some features of the more general problem, such as spatial nodes in the density matrix. This orbital-free approach may prove helpful considering a future involving increasingly parallel computing architectures. Its primary advantage is the near-locality of the random walks, allowing for simultaneous updates of the density matrix in different regions of space partitioned across the processors. In addition, it allows for testing and enforcement of the particle number and idempotency constraints through stabilization of a Feynman-Kac functional integral as opposed to the extensive matrix operations in traditional approaches.

Large-scale block adjustment without use of ground control points based on the compensation of geometric calibration for ZY-3 images

NASA Astrophysics Data System (ADS)

Yang, Bo; Wang, Mi; Xu, Wen; Li, Deren; Gong, Jianya; Pi, Yingdong

2017-12-01

The potential of large-scale block adjustment (BA) without ground control points (GCPs) has long been a concern among photogrammetric researchers, which is of effective guiding significance for global mapping. However, significant problems with the accuracy and efficiency of this method remain to be solved. In this study, we analyzed the effects of geometric errors on BA, and then developed a step-wise BA method to conduct integrated processing of large-scale ZY-3 satellite images without GCPs. We first pre-processed the BA data, by adopting a geometric calibration (GC) method based on the viewing-angle model to compensate for systematic errors, such that the BA input images were of good initial geometric quality. The second step was integrated BA without GCPs, in which a series of technical methods were used to solve bottleneck problems and ensure accuracy and efficiency. The BA model, based on virtual control points (VCPs), was constructed to address the rank deficiency problem caused by lack of absolute constraints. We then developed a parallel matching strategy to improve the efficiency of tie points (TPs) matching, and adopted a three-array data structure based on sparsity to relieve the storage and calculation burden of the high-order modified equation. Finally, we used the conjugate gradient method to improve the speed of solving the high-order equations. To evaluate the feasibility of the presented large-scale BA method, we conducted three experiments on real data collected by the ZY-3 satellite. The experimental results indicate that the presented method can effectively improve the geometric accuracies of ZY-3 satellite images. This study demonstrates the feasibility of large-scale mapping without GCPs.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Skin Friction Reduction Through Large-Scale Forcing

NASA Astrophysics Data System (ADS)

Bhatt, Shibani; Artham, Sravan; Gnanamanickam, Ebenezer

2017-11-01

Flow structures in a turbulent boundary layer larger than an integral length scale (δ), referred to as large-scales, interact with the finer scales in a non-linear manner. By targeting these large-scales and exploiting this non-linear interaction wall shear stress (WSS) reduction of over 10% has been achieved. The plane wall jet (PWJ), a boundary layer which has highly energetic large-scales that become turbulent independent of the near-wall finer scales, is the chosen model flow field. It's unique configuration allows for the independent control of the large-scales through acoustic forcing. Perturbation wavelengths from about 1 δ to 14 δ were considered with a reduction in WSS for all wavelengths considered. This reduction, over a large subset of the wavelengths, scales with both inner and outer variables indicating a mixed scaling to the underlying physics, while also showing dependence on the PWJ global properties. A triple decomposition of the velocity fields shows an increase in coherence due to forcing with a clear organization of the small scale turbulence with respect to the introduced large-scale. The maximum reduction in WSS occurs when the introduced large-scale acts in a manner so as to reduce the turbulent activity in the very near wall region. This material is based upon work supported by the Air Force Office of Scientific Research under Award Number FA9550-16-1-0194 monitored by Dr. Douglas Smith.

Support Vector Machines Trained with Evolutionary Algorithms Employing Kernel Adatron for Large Scale Classification of Protein Structures.

PubMed

Arana-Daniel, Nancy; Gallegos, Alberto A; López-Franco, Carlos; Alanís, Alma Y; Morales, Jacob; López-Franco, Adriana

2016-01-01

With the increasing power of computers, the amount of data that can be processed in small periods of time has grown exponentially, as has the importance of classifying large-scale data efficiently. Support vector machines have shown good results classifying large amounts of high-dimensional data, such as data generated by protein structure prediction, spam recognition, medical diagnosis, optical character recognition and text classification, etc. Most state of the art approaches for large-scale learning use traditional optimization methods, such as quadratic programming or gradient descent, which makes the use of evolutionary algorithms for training support vector machines an area to be explored. The present paper proposes an approach that is simple to implement based on evolutionary algorithms and Kernel-Adatron for solving large-scale classification problems, focusing on protein structure prediction. The functional properties of proteins depend upon their three-dimensional structures. Knowing the structures of proteins is crucial for biology and can lead to improvements in areas such as medicine, agriculture and biofuels.

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem; Majda, Andrew J.

2016-09-01

The poor representation of tropical convection in general circulation models (GCMs) is believed to be responsible for much of the uncertainty in the predictions of weather and climate in the tropics. The stochastic multicloud model (SMCM) was recently developed by Khouider et al. (Commun Math Sci 8(1):187-216, 2010) to represent the missing variability in GCMs due to unresolved features of organized tropical convection. The SMCM is based on three cloud types (congestus, deep and stratiform), and transitions between these cloud types are formalized in terms of probability rules that are functions of the large-scale environment convective state and a set of seven arbitrary cloud timescale parameters. Here, a statistical inference method based on the Bayesian paradigm is applied to estimate these key cloud timescales from the Giga-LES dataset, a 24-h large-eddy simulation (LES) of deep tropical convection (Khairoutdinov et al. in J Adv Model Earth Syst 1(12), 2009) over a domain comparable to a GCM gridbox. A sequential learning strategy is used where the Giga-LES domain is partitioned into a few subdomains, and atmospheric time series obtained on each subdomain are used to train the Bayesian procedure incrementally. Convergence of the marginal posterior densities for all seven parameters is demonstrated for two different grid partitions, and sensitivity tests to other model parameters are also presented. A single column model simulation using the SMCM parameterization with the Giga-LES inferred parameters reproduces many important statistical features of the Giga-LES run, without any further tuning. In particular it exhibits intermittent dynamical behavior in both the stochastic cloud fractions and the large scale dynamics, with periods of dry phases followed by a coherent sequence of congestus, deep, and stratiform convection, varying on timescales of a few hours consistent with the Giga-LES time series. The chaotic variations of the cloud area fractions were

Path-integral formalism for stochastic resetting: Exactly solved examples and shortcuts to confinement

NASA Astrophysics Data System (ADS)

Roldán, Édgar; Gupta, Shamik

2017-08-01

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location at a generic space-dependent rate of resetting. We present a systematic approach involving path integrals and elements of renewal theory that allows us to derive analytical expressions for a variety of statistics of the dynamics such as (i) the propagator prior to first reset, (ii) the distribution of the first-reset time, and (iii) the spatial distribution of the particle at long times. We apply our approach to several representative and hitherto unexplored examples of resetting dynamics. A particularly interesting example for which we find analytical expressions for the statistics of resetting is that of a Brownian particle trapped in a harmonic potential with a rate of resetting that depends on the instantaneous energy of the particle. We find that using energy-dependent resetting processes is more effective in achieving spatial confinement of Brownian particles on a faster time scale than performing quenches of parameters of the harmonic potential.

Stochastic reaction-diffusion algorithms for macromolecular crowding

NASA Astrophysics Data System (ADS)

Sturrock, Marc

2016-06-01

Compartment-based (lattice-based) reaction-diffusion algorithms are often used for studying complex stochastic spatio-temporal processes inside cells. In this paper the influence of macromolecular crowding on stochastic reaction-diffusion simulations is investigated. Reaction-diffusion processes are considered on two different kinds of compartmental lattice, a cubic lattice and a hexagonal close packed lattice, and solved using two different algorithms, the stochastic simulation algorithm and the spatiocyte algorithm (Arjunan and Tomita 2010 Syst. Synth. Biol. 4, 35-53). Obstacles (modelling macromolecular crowding) are shown to have substantial effects on the mean squared displacement and average number of molecules in the domain but the nature of these effects is dependent on the choice of lattice, with the cubic lattice being more susceptible to the effects of the obstacles. Finally, improvements for both algorithms are presented.

Structural factoring approach for analyzing stochastic networks

NASA Technical Reports Server (NTRS)

Hayhurst, Kelly J.; Shier, Douglas R.

1991-01-01

The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

Stochastic predation events and population persistence in bighorn sheep

PubMed Central

Festa-Bianchet, Marco; Coulson, Tim; Gaillard, Jean-Michel; Hogg, John T; Pelletier, Fanie

2006-01-01

Many studies have reported temporal changes in the relative importance of density-dependence and environmental stochasticity in affecting population growth rates, but they typically assume that the predominant factor limiting growth remains constant over long periods of time. Stochastic switches in limiting factors that persist for multiple time-steps have received little attention, but most wild populations may periodically experience such switches. Here, we consider the dynamics of three populations of individually marked bighorn sheep (Ovis canadensis) monitored for 24–28 years. Each population experienced one or two distinct cougar (Puma concolor) predation events leading to population declines. The onset and duration of predation events were stochastic and consistent with predation by specialist individuals. A realistic Markov chain model confirms that predation by specialist cougars can cause extinction of isolated populations. We suggest that such processes may be common. In such cases, predator–prey equilibria may only occur at large geographical and temporal scales, and are unlikely with increasing habitat fragmentation. PMID:16777749

Stochastic growth logistic model with aftereffect for batch fermentation process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-06-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Large-scale neuromorphic computing systems

NASA Astrophysics Data System (ADS)

Furber, Steve

2016-10-01

Neuromorphic computing covers a diverse range of approaches to information processing all of which demonstrate some degree of neurobiological inspiration that differentiates them from mainstream conventional computing systems. The philosophy behind neuromorphic computing has its origins in the seminal work carried out by Carver Mead at Caltech in the late 1980s. This early work influenced others to carry developments forward, and advances in VLSI technology supported steady growth in the scale and capability of neuromorphic devices. Recently, a number of large-scale neuromorphic projects have emerged, taking the approach to unprecedented scales and capabilities. These large-scale projects are associated with major new funding initiatives for brain-related research, creating a sense that the time and circumstances are right for progress in our understanding of information processing in the brain. In this review we present a brief history of neuromorphic engineering then focus on some of the principal current large-scale projects, their main features, how their approaches are complementary and distinct, their advantages and drawbacks, and highlight the sorts of capabilities that each can deliver to neural modellers.

A Coupled Approach with Stochastic Rainfall-Runoff Simulation and Hydraulic Modeling for Extreme Flood Estimation on Large Watersheds

NASA Astrophysics Data System (ADS)

Paquet, E.

2015-12-01

The SCHADEX method aims at estimating the distribution of peak and daily discharges up to extreme quantiles. It couples a precipitation probabilistic model based on weather patterns, with a stochastic rainfall-runoff simulation process using a conceptual lumped model. It allows exploring an exhaustive set of hydrological conditions and watershed responses to intense rainfall events. Since 2006, it has been widely applied in France to about one hundred watersheds for dam spillway design, and also aboard (Norway, Canada and central Europe among others). However, its application to large watersheds (above 10 000 km²) faces some significant issues: spatial heterogeneity of rainfall and hydrological processes and flood peak damping due to hydraulic effects (flood plains, natural or man-made embankment) being the more important. This led to the development of an extreme flood simulation framework for large and heterogeneous watersheds, based on the SCHADEX method. Its main features are: Division of the large (or main) watershed into several smaller sub-watersheds, where the spatial homogeneity of the hydro-meteorological processes can reasonably be assumed, and where the hydraulic effects can be neglected. Identification of pilot watersheds where discharge data are available, thus where rainfall-runoff models can be calibrated. They will be parameters donors to non-gauged watersheds. Spatially coherent stochastic simulations for all the sub-watersheds at the daily time step. Identification of a selection of simulated events for a given return period (according to the distribution of runoff volumes at the scale of the main watershed). Generation of the complete hourly hydrographs at each of the sub-watersheds outlets. Routing to the main outlet with hydraulic 1D or 2D models. The presentation will be illustrated with the case-study of the Isère watershed (9981 km), a French snow-driven watershed. The main novelties of this method will be underlined, as well as its

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

Large-scale structure in brane-induced gravity. I. Perturbation theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Scoccimarro, Roman

2009-11-15

We study the growth of subhorizon perturbations in brane-induced gravity using perturbation theory. We solve for the linear evolution of perturbations taking advantage of the symmetry under gauge transformations along the extra-dimension to decouple the bulk equations in the quasistatic approximation, which we argue may be a better approximation at large scales than thought before. We then study the nonlinearities in the bulk and brane equations, concentrating on the workings of the Vainshtein mechanism by which the theory becomes general relativity (GR) at small scales. We show that at the level of the power spectrum, to a good approximation, themore » effect of nonlinearities in the modified gravity sector may be absorbed into a renormalization of the gravitational constant. Since the relation between the lensing potential and density perturbations is entirely unaffected by the extra physics in these theories, the modified gravity can be described in this approximation by a single function, an effective gravitational constant for nonrelativistic motion that depends on space and time. We develop a resummation scheme to calculate it, and provide predictions for the nonlinear power spectrum. At the level of the large-scale bispectrum, the leading order corrections are obtained by standard perturbation theory techniques, and show that the suppression of the brane-bending mode leads to characteristic signatures in the non-Gaussianity generated by gravity, generic to models that become GR at small scales through second-derivative interactions. We compare the predictions in this work to numerical simulations in a companion paper.« less

Numerical Technology for Large-Scale Computational Electromagnetics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sharpe, R; Champagne, N; White, D

The key bottleneck of implicit computational electromagnetics tools for large complex geometries is the solution of the resulting linear system of equations. The goal of this effort was to research and develop critical numerical technology that alleviates this bottleneck for large-scale computational electromagnetics (CEM). The mathematical operators and numerical formulations used in this arena of CEM yield linear equations that are complex valued, unstructured, and indefinite. Also, simultaneously applying multiple mathematical modeling formulations to different portions of a complex problem (hybrid formulations) results in a mixed structure linear system, further increasing the computational difficulty. Typically, these hybrid linear systems aremore » solved using a direct solution method, which was acceptable for Cray-class machines but does not scale adequately for ASCI-class machines. Additionally, LLNL's previously existing linear solvers were not well suited for the linear systems that are created by hybrid implicit CEM codes. Hence, a new approach was required to make effective use of ASCI-class computing platforms and to enable the next generation design capabilities. Multiple approaches were investigated, including the latest sparse-direct methods developed by our ASCI collaborators. In addition, approaches that combine domain decomposition (or matrix partitioning) with general-purpose iterative methods and special purpose pre-conditioners were investigated. Special-purpose pre-conditioners that take advantage of the structure of the matrix were adapted and developed based on intimate knowledge of the matrix properties. Finally, new operator formulations were developed that radically improve the conditioning of the resulting linear systems thus greatly reducing solution time. The goal was to enable the solution of CEM problems that are 10 to 100 times larger than our previous capability.« less

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

To relax many of the assumptions used in continuum approaches, a general stochastic model has been developed. The stochastic model can be used not only for an accurate description of the fraction of solid evolution, and therefore accurate cooling curves, but also for simulation of microstructure formation in castings. The advantage of using the stochastic approach is to give a time- and space-dependent description of solidification processes. Time- and space-dependent processes can also be described by partial differential equations. Unlike a differential formulation which, in most cases, has to be transformed into a difference equation and solved numerically, the stochastic approach is essentially a direct numerical algorithm. The stochastic model is comprehensive, since the competition between various phases is considered. Furthermore, grain impingement is directly included through the structure of the model. In the present research, all grain morphologies are simulated with this procedure. The relevance of the stochastic approach is that the simulated microstructures can be directly compared with microstructures obtained from experiments. The computer becomes a `dynamic metallographic microscope'. A comparison between deterministic and stochastic approaches has been performed. An important objective of this research was to answer the following general questions: (1) `Would fully deterministic approaches continue to be useful in solidification modelling?' and (2) `Would stochastic algorithms be capable of entirely replacing purely deterministic models?'

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ju, Ping; Li, Hongyu; Gan, Chun

Here, with the growing integration of renewable power generation, plug-in electric vehicles, and other sources of uncertainty, increasing stochastic continuous disturbances are brought to power systems. The impact of stochastic continuous disturbances on power system transient stability attracts significant attention. To address this problem, this paper proposes an analytical assessment method for transient stability of multi-machine power systems under stochastic continuous disturbances. In the proposed method, a probability measure of transient stability is presented and analytically solved by stochastic averaging. Compared with the conventional method (Monte Carlo simulation), the proposed method is many orders of magnitude faster, which makes itmore » very attractive in practice when many plans for transient stability must be compared or when transient stability must be analyzed quickly. Also, it is found that the evolution of system energy over time is almost a simple diffusion process by the proposed method, which explains the impact mechanism of stochastic continuous disturbances on transient stability in theory.« less

Large Deviations and Transitions Between Equilibria for Stochastic Landau-Lifshitz-Gilbert Equation

NASA Astrophysics Data System (ADS)

Brzeźniak, Zdzisław; Goldys, Ben; Jegaraj, Terence

2017-11-01

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity property. Next, we prove the large deviations principle for the small noise asymptotic of solutions using the weak convergence method. An essential ingredient of the proof is the compactness, or weak to strong continuity, of the solution map for a deterministic Landau-Lifschitz equation when considered as a transformation of external fields. We then apply this large deviations principle to show that small noise can cause magnetisation reversal. We also show the importance of the shape anisotropy parameter for reducing the disturbance of the solution caused by small noise. The problem is motivated by applications from ferromagnetic nanowires to the fabrication of magnetic memories.

Stochastic architecture for Hopfield neural nets

NASA Technical Reports Server (NTRS)

Pavel, Sandy

1992-01-01

An expandable stochastic digital architecture for recurrent (Hopfield like) neural networks is proposed. The main features and basic principles of stochastic processing are presented. The stochastic digital architecture is based on a chip with n full interconnected neurons with a pipeline, bit processing structure. For large applications, a flexible way to interconnect many such chips is provided.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

Role of weakest links and system-size scaling in multiscale modeling of stochastic plasticity

NASA Astrophysics Data System (ADS)

Ispánovity, Péter Dusán; Tüzes, Dániel; Szabó, Péter; Zaiser, Michael; Groma, István

2017-02-01

Plastic deformation of crystalline and amorphous matter often involves intermittent local strain burst events. To understand the physical background of the phenomenon a minimal stochastic mesoscopic model was introduced, where details of the microstructure evolution are statistically represented in terms of a fluctuating local yield threshold. In the present paper we propose a method for determining the corresponding yield stress distribution for the case of crystal plasticity from lower scale discrete dislocation dynamics simulations which we combine with weakest link arguments. The success of scale linking is demonstrated by comparing stress-strain curves obtained from the resulting mesoscopic and the underlying discrete dislocation models in the microplastic regime. As shown by various scaling relations they are statistically equivalent and behave identically in the thermodynamic limit. The proposed technique is expected to be applicable to different microstructures and also to amorphous materials.

Parallel Optimization of Polynomials for Large-scale Problems in Stability and Control

NASA Astrophysics Data System (ADS)

Kamyar, Reza

In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a trade off between accuracy and complexity. In particular, we develop a sequence of tractable optimization problems --- in the form of Linear Programs (LPs) and/or Semi-Definite Programs (SDPs) --- whose solutions converge to the exact solution of the NP-hard problem. However, the computational and memory complexity of these LPs and SDPs grow exponentially with the progress of the sequence - meaning that improving the accuracy of the solutions requires solving SDPs with tens of thousands of decision variables and constraints. Setting up and solving such problems is a significant challenge. The existing optimization algorithms and software are only designed to use desktop computers or small cluster computers --- machines which do not have sufficient memory for solving such large SDPs. Moreover, the speed-up of these algorithms does not scale beyond dozens of processors. This in fact is the reason we seek parallel algorithms for setting-up and solving large SDPs on large cluster- and/or super-computers. We propose parallel algorithms for stability analysis of two classes of systems: 1) Linear systems with a large number of uncertain parameters; 2) Nonlinear systems defined by polynomial vector fields. First, we develop a distributed parallel algorithm which applies Polya's and/or Handelman's theorems to some variants of parameter-dependent Lyapunov inequalities with parameters defined over the standard simplex. The result is a sequence of SDPs which possess a block-diagonal structure. We then develop a parallel SDP solver which exploits this structure in order to map the computation, memory and communication to a distributed parallel environment. Numerical tests on a supercomputer demonstrate the ability of the algorithm to

How large a dataset should be in order to estimate scaling exponents and other statistics correctly in studies of solar wind turbulence

NASA Astrophysics Data System (ADS)

Rowlands, G.; Kiyani, K. H.; Chapman, S. C.; Watkins, N. W.

2009-12-01

Quantitative analysis of solar wind fluctuations are often performed in the context of intermittent turbulence and center around methods to quantify statistical scaling, such as power spectra and structure functions which assume a stationary process. The solar wind exhibits large scale secular changes and so the question arises as to whether the timeseries of the fluctuations is non-stationary. One approach is to seek a local stationarity by parsing the time interval over which statistical analysis is performed. Hence, natural systems such as the solar wind unavoidably provide observations over restricted intervals. Consequently, due to a reduction of sample size leading to poorer estimates, a stationary stochastic process (time series) can yield anomalous time variation in the scaling exponents, suggestive of nonstationarity. The variance in the estimates of scaling exponents computed from an interval of N observations is known for finite variance processes to vary as ~1/N as N becomes large for certain statistical estimators; however, the convergence to this behavior will depend on the details of the process, and may be slow. We study the variation in the scaling of second-order moments of the time-series increments with N for a variety of synthetic and “real world” time series, and we find that in particular for heavy tailed processes, for realizable N, one is far from this ~1/N limiting behavior. We propose a semiempirical estimate for the minimum N needed to make a meaningful estimate of the scaling exponents for model stochastic processes and compare these with some “real world” time series from the solar wind. With fewer datapoints the stationary timeseries becomes indistinguishable from a nonstationary process and we illustrate this with nonstationary synthetic datasets. Reference article: K. H. Kiyani, S. C. Chapman and N. W. Watkins, Phys. Rev. E 79, 036109 (2009).

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

Stochastic inflation in phase space: is slow roll a stochastic attractor?

NASA Astrophysics Data System (ADS)

Grain, Julien; Vennin, Vincent

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ``slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

Stochastic inflation in phase space: is slow roll a stochastic attractor?

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grain, Julien; Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue.more » The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.« less

Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method

NASA Astrophysics Data System (ADS)

Vasant, Pandian

2011-06-01

Fuzzy optimization problem has been one of the most and prominent topics inside the broad area of computational intelligent. It's especially relevant in the filed of fuzzy non-linear programming. It's application as well as practical realization can been seen in all the real world problems. In this paper a large scale non-linear fuzzy programming problem has been solved by hybrid optimization techniques of Line Search (LS), Simulated Annealing (SA) and Pattern Search (PS). As industrial production planning problem with cubic objective function, 8 decision variables and 29 constraints has been solved successfully using LS-SA-PS hybrid optimization techniques. The computational results for the objective function respect to vagueness factor and level of satisfaction has been provided in the form of 2D and 3D plots. The outcome is very promising and strongly suggests that the hybrid LS-SA-PS algorithm is very efficient and productive in solving the large scale non-linear fuzzy programming problem.

Comparing large-scale computational approaches to epidemic modeling: agent-based versus structured metapopulation models.

PubMed

Ajelli, Marco; Gonçalves, Bruno; Balcan, Duygu; Colizza, Vittoria; Hu, Hao; Ramasco, José J; Merler, Stefano; Vespignani, Alessandro

2010-06-29

In recent years large-scale computational models for the realistic simulation of epidemic outbreaks have been used with increased frequency. Methodologies adapt to the scale of interest and range from very detailed agent-based models to spatially-structured metapopulation models. One major issue thus concerns to what extent the geotemporal spreading pattern found by different modeling approaches may differ and depend on the different approximations and assumptions used. We provide for the first time a side-by-side comparison of the results obtained with a stochastic agent-based model and a structured metapopulation stochastic model for the progression of a baseline pandemic event in Italy, a large and geographically heterogeneous European country. The agent-based model is based on the explicit representation of the Italian population through highly detailed data on the socio-demographic structure. The metapopulation simulations use the GLobal Epidemic and Mobility (GLEaM) model, based on high-resolution census data worldwide, and integrating airline travel flow data with short-range human mobility patterns at the global scale. The model also considers age structure data for Italy. GLEaM and the agent-based models are synchronized in their initial conditions by using the same disease parameterization, and by defining the same importation of infected cases from international travels. The results obtained show that both models provide epidemic patterns that are in very good agreement at the granularity levels accessible by both approaches, with differences in peak timing on the order of a few days. The relative difference of the epidemic size depends on the basic reproductive ratio, R0, and on the fact that the metapopulation model consistently yields a larger incidence than the agent-based model, as expected due to the differences in the structure in the intra-population contact pattern of the approaches. The age breakdown analysis shows that similar attack rates are

Finite-time H∞ filtering for non-linear stochastic systems

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

Solving large mixed linear models using preconditioned conjugate gradient iteration.

PubMed

Strandén, I; Lidauer, M

1999-12-01

Continuous evaluation of dairy cattle with a random regression test-day model requires a fast solving method and algorithm. A new computing technique feasible in Jacobi and conjugate gradient based iterative methods using iteration on data is presented. In the new computing technique, the calculations in multiplication of a vector by a matrix were recorded to three steps instead of the commonly used two steps. The three-step method was implemented in a general mixed linear model program that used preconditioned conjugate gradient iteration. Performance of this program in comparison to other general solving programs was assessed via estimation of breeding values using univariate, multivariate, and random regression test-day models. Central processing unit time per iteration with the new three-step technique was, at best, one-third that needed with the old technique. Performance was best with the test-day model, which was the largest and most complex model used. The new program did well in comparison to other general software. Programs keeping the mixed model equations in random access memory required at least 20 and 435% more time to solve the univariate and multivariate animal models, respectively. Computations of the second best iteration on data took approximately three and five times longer for the animal and test-day models, respectively, than did the new program. Good performance was due to fast computing time per iteration and quick convergence to the final solutions. Use of preconditioned conjugate gradient based methods in solving large breeding value problems is supported by our findings.

DeepMeSH: deep semantic representation for improving large-scale MeSH indexing

PubMed Central

Peng, Shengwen; You, Ronghui; Wang, Hongning; Zhai, Chengxiang; Mamitsuka, Hiroshi; Zhu, Shanfeng

2016-01-01

Motivation: Medical Subject Headings (MeSH) indexing, which is to assign a set of MeSH main headings to citations, is crucial for many important tasks in biomedical text mining and information retrieval. Large-scale MeSH indexing has two challenging aspects: the citation side and MeSH side. For the citation side, all existing methods, including Medical Text Indexer (MTI) by National Library of Medicine and the state-of-the-art method, MeSHLabeler, deal with text by bag-of-words, which cannot capture semantic and context-dependent information well. Methods: We propose DeepMeSH that incorporates deep semantic information for large-scale MeSH indexing. It addresses the two challenges in both citation and MeSH sides. The citation side challenge is solved by a new deep semantic representation, D2V-TFIDF, which concatenates both sparse and dense semantic representations. The MeSH side challenge is solved by using the ‘learning to rank’ framework of MeSHLabeler, which integrates various types of evidence generated from the new semantic representation. Results: DeepMeSH achieved a Micro F-measure of 0.6323, 2% higher than 0.6218 of MeSHLabeler and 12% higher than 0.5637 of MTI, for BioASQ3 challenge data with 6000 citations. Availability and Implementation: The software is available upon request. Contact: zhusf@fudan.edu.cn Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27307646

DeepMeSH: deep semantic representation for improving large-scale MeSH indexing.

PubMed

Peng, Shengwen; You, Ronghui; Wang, Hongning; Zhai, Chengxiang; Mamitsuka, Hiroshi; Zhu, Shanfeng

2016-06-15

Medical Subject Headings (MeSH) indexing, which is to assign a set of MeSH main headings to citations, is crucial for many important tasks in biomedical text mining and information retrieval. Large-scale MeSH indexing has two challenging aspects: the citation side and MeSH side. For the citation side, all existing methods, including Medical Text Indexer (MTI) by National Library of Medicine and the state-of-the-art method, MeSHLabeler, deal with text by bag-of-words, which cannot capture semantic and context-dependent information well. We propose DeepMeSH that incorporates deep semantic information for large-scale MeSH indexing. It addresses the two challenges in both citation and MeSH sides. The citation side challenge is solved by a new deep semantic representation, D2V-TFIDF, which concatenates both sparse and dense semantic representations. The MeSH side challenge is solved by using the 'learning to rank' framework of MeSHLabeler, which integrates various types of evidence generated from the new semantic representation. DeepMeSH achieved a Micro F-measure of 0.6323, 2% higher than 0.6218 of MeSHLabeler and 12% higher than 0.5637 of MTI, for BioASQ3 challenge data with 6000 citations. The software is available upon request. zhusf@fudan.edu.cn Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

Universality in stochastic exponential growth.

PubMed

Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R

2014-07-11

Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.

Universality in Stochastic Exponential Growth

NASA Astrophysics Data System (ADS)

Iyer-Biswas, Srividya; Crooks, Gavin E.; Scherer, Norbert F.; Dinner, Aaron R.

2014-07-01

Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.

Stochastic dark energy from inflationary quantum fluctuations

NASA Astrophysics Data System (ADS)

Glavan, Dražen; Prokopec, Tomislav; Starobinsky, Alexei A.

2018-05-01

We study the quantum backreaction from inflationary fluctuations of a very light, non-minimally coupled spectator scalar and show that it is a viable candidate for dark energy. The problem is solved by suitably adapting the formalism of stochastic inflation. This allows us to self-consistently account for the backreaction on the background expansion rate of the Universe where its effects are large. This framework is equivalent to that of semiclassical gravity in which matter vacuum fluctuations are included at the one loop level, but purely quantum gravitational fluctuations are neglected. Our results show that dark energy in our model can be characterized by a distinct effective equation of state parameter (as a function of redshift) which allows for testing of the model at the level of the background.

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

Large-Scale Outflows in Seyfert Galaxies

NASA Astrophysics Data System (ADS)

Colbert, E. J. M.; Baum, S. A.

1995-12-01

\\catcode`\\@=11 \\ialign{m @th#1hfil ##hfil \\crcr#2\\crcr\\sim\\crcr}}} \\catcode`\\@=12 Highly collimated outflows extend out to Mpc scales in many radio-loud active galaxies. In Seyfert galaxies, which are radio-quiet, the outflows extend out to kpc scales and do not appear to be as highly collimated. In order to study the nature of large-scale (>~1 kpc) outflows in Seyferts, we have conducted optical, radio and X-ray surveys of a distance-limited sample of 22 edge-on Seyfert galaxies. Results of the optical emission-line imaging and spectroscopic survey imply that large-scale outflows are present in >~{{1} /{4}} of all Seyferts. The radio (VLA) and X-ray (ROSAT) surveys show that large-scale radio and X-ray emission is present at about the same frequency. Kinetic luminosities of the outflows in Seyferts are comparable to those in starburst-driven superwinds. Large-scale radio sources in Seyferts appear diffuse, but do not resemble radio halos found in some edge-on starburst galaxies (e.g. M82). We discuss the feasibility of the outflows being powered by the active nucleus (e.g. a jet) or a circumnuclear starburst.

Escape problem under stochastic volatility: The Heston model

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Perelló, Josep

2008-11-01

We solve the escape problem for the Heston random diffusion model from a finite interval of span L . We obtain exact expressions for the survival probability (which amounts to solving the complete escape problem) as well as for the mean exit time. We also average the volatility in order to work out the problem for the return alone regardless of volatility. We consider these results in terms of the dimensionless normal level of volatility—a ratio of the three parameters that appear in the Heston model—and analyze their form in several asymptotic limits. Thus, for instance, we show that the mean exit time grows quadratically with large spans while for small spans the growth is systematically slower, depending on the value of the normal level. We compare our results with those of the Wiener process and show that the assumption of stochastic volatility, in an apparently paradoxical way, increases survival and prolongs the escape time. We finally observe that the model is able to describe the main exit-time statistics of the Dow-Jones daily index.

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Compressible cavitation with stochastic field method

NASA Astrophysics Data System (ADS)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Evolution with Stochastic Fitness and Stochastic Migration

PubMed Central

Rice, Sean H.; Papadopoulos, Anthony

2009-01-01

Background Migration between local populations plays an important role in evolution - influencing local adaptation, speciation, extinction, and the maintenance of genetic variation. Like other evolutionary mechanisms, migration is a stochastic process, involving both random and deterministic elements. Many models of evolution have incorporated migration, but these have all been based on simplifying assumptions, such as low migration rate, weak selection, or large population size. We thus have no truly general and exact mathematical description of evolution that incorporates migration. Methodology/Principal Findings We derive an exact equation for directional evolution, essentially a stochastic Price equation with migration, that encompasses all processes, both deterministic and stochastic, contributing to directional change in an open population. Using this result, we show that increasing the variance in migration rates reduces the impact of migration relative to selection. This means that models that treat migration as a single parameter tend to be biassed - overestimating the relative impact of immigration. We further show that selection and migration interact in complex ways, one result being that a strategy for which fitness is negatively correlated with migration rates (high fitness when migration is low) will tend to increase in frequency, even if it has lower mean fitness than do other strategies. Finally, we derive an equation for the effective migration rate, which allows some of the complex stochastic processes that we identify to be incorporated into models with a single migration parameter. Conclusions/Significance As has previously been shown with selection, the role of migration in evolution is determined by the entire distributions of immigration and emigration rates, not just by the mean values. The interactions of stochastic migration with stochastic selection produce evolutionary processes that are invisible to deterministic evolutionary theory

Synchronization of coupled large-scale Boolean networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Fangfei, E-mail: li-fangfei@163.com

2014-03-15

This paper investigates the complete synchronization and partial synchronization of two large-scale Boolean networks. First, the aggregation algorithm towards large-scale Boolean network is reviewed. Second, the aggregation algorithm is applied to study the complete synchronization and partial synchronization of large-scale Boolean networks. Finally, an illustrative example is presented to show the efficiency of the proposed results.

Strategy for large-scale isolation of enantiomers in drug discovery.

PubMed

Leek, Hanna; Thunberg, Linda; Jonson, Anna C; Öhlén, Kristina; Klarqvist, Magnus

2017-01-01

A strategy for large-scale chiral resolution is illustrated by the isolation of pure enantiomer from a 5kg batch. Results from supercritical fluid chromatography will be presented and compared with normal phase liquid chromatography. Solubility of the compound in the supercritical mobile phase was shown to be the limiting factor. To circumvent this, extraction injection was used but shown not to be efficient for this compound. Finally, a method for chiral resolution by crystallization was developed and applied to give diastereomeric salt with an enantiomeric excess of 99% at a 91% yield. Direct access to a diverse separation tool box will be shown to be essential for solving separation problems in the most cost and time efficient way. Copyright © 2016 Elsevier Ltd. All rights reserved.

Large scale structure formation of the normal branch in the DGP brane world model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Song, Yong-Seon

2008-06-15

In this paper, we study the large scale structure formation of the normal branch in the DGP model (Dvail, Gabadadze, and Porrati brane world model) by applying the scaling method developed by Sawicki, Song, and Hu for solving the coupled perturbed equations of motion of on-brane and off-brane. There is a detectable departure of perturbed gravitational potential from the cold dark matter model with vacuum energy even at the minimal deviation of the effective equation of state w{sub eff} below -1. The modified perturbed gravitational potential weakens the integrated Sachs-Wolfe effect which is strengthened in the self-accelerating branch DGP model.more » Additionally, we discuss the validity of the scaling solution in the de Sitter limit at late times.« less

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

Solving large sparse eigenvalue problems on supercomputers

NASA Technical Reports Server (NTRS)

Philippe, Bernard; Saad, Youcef

1988-01-01

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.

Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guerrier, C.; Holcman, D., E-mail: david.holcman@ens.fr; Mathematical Institute, Oxford OX2 6GG, Newton Institute

The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationallymore » greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.« less

Improved Large-Eddy Simulation Using a Stochastic Backscatter Model: Application to the Neutral Atmospheric Boundary Layer and Urban Street Canyon Flow

NASA Astrophysics Data System (ADS)

O'Neill, J. J.; Cai, X.; Kinnersley, R.

2015-12-01

Large-eddy simulation (LES) provides a powerful tool for developing our understanding of atmospheric boundary layer (ABL) dynamics, which in turn can be used to improve the parameterisations of simpler operational models. However, LES modelling is not without its own limitations - most notably, the need to parameterise the effects of all subgrid-scale (SGS) turbulence. Here, we employ a stochastic backscatter SGS model, which explicitly handles the effects of both forward and reverse energy transfer to/from the subgrid scales, to simulate the neutrally stratified ABL as well as flow within an idealised urban street canyon. In both cases, a clear improvement in LES output statistics is observed when compared with the performance of a SGS model that handles forward energy transfer only. In the neutral ABL case, the near-surface velocity profile is brought significantly closer towards its expected logarithmic form. In the street canyon case, the strength of the primary vortex that forms within the canyon is more accurately reproduced when compared to wind tunnel measurements. Our results indicate that grid-scale backscatter plays an important role in both these modelled situations.

Dissecting the large-scale galactic conformity

NASA Astrophysics Data System (ADS)

Seo, Seongu

2018-01-01

Galactic conformity is an observed phenomenon that galaxies located in the same region have similar properties such as star formation rate, color, gas fraction, and so on. The conformity was first observed among galaxies within in the same halos (“one-halo conformity”). The one-halo conformity can be readily explained by mutual interactions among galaxies within a halo. Recent observations however further witnessed a puzzling connection among galaxies with no direct interaction. In particular, galaxies located within a sphere of ~5 Mpc radius tend to show similarities, even though the galaxies do not share common halos with each other ("two-halo conformity" or “large-scale conformity”). Using a cosmological hydrodynamic simulation, Illustris, we investigate the physical origin of the two-halo conformity and put forward two scenarios. First, back-splash galaxies are likely responsible for the large-scale conformity. They have evolved into red galaxies due to ram-pressure stripping in a given galaxy cluster and happen to reside now within a ~5 Mpc sphere. Second, galaxies in strong tidal field induced by large-scale structure also seem to give rise to the large-scale conformity. The strong tides suppress star formation in the galaxies. We discuss the importance of the large-scale conformity in the context of galaxy evolution.

Vectorial finite elements for solving the radiative transfer equation

NASA Astrophysics Data System (ADS)

Badri, M. A.; Jolivet, P.; Rousseau, B.; Le Corre, S.; Digonnet, H.; Favennec, Y.

2018-06-01

The discrete ordinate method coupled with the finite element method is often used for the spatio-angular discretization of the radiative transfer equation. In this paper we attempt to improve upon such a discretization technique. Instead of using standard finite elements, we reformulate the radiative transfer equation using vectorial finite elements. In comparison to standard finite elements, this reformulation yields faster timings for the linear system assemblies, as well as for the solution phase when using scattering media. The proposed vectorial finite element discretization for solving the radiative transfer equation is cross-validated against a benchmark problem available in literature. In addition, we have used the method of manufactured solutions to verify the order of accuracy for our discretization technique within different absorbing, scattering, and emitting media. For solving large problems of radiation on parallel computers, the vectorial finite element method is parallelized using domain decomposition. The proposed domain decomposition method scales on large number of processes, and its performance is unaffected by the changes in optical thickness of the medium. Our parallel solver is used to solve a large scale radiative transfer problem of the Kelvin-cell radiation.

Solving Man-Induced Large-Scale Conservation Problems: The Spanish Imperial Eagle and Power Lines

PubMed Central

López-López, Pascual; Ferrer, Miguel; Madero, Agustín; Casado, Eva; McGrady, Michael

2011-01-01

Background Man-induced mortality of birds caused by electrocution with poorly-designed pylons and power lines has been reported to be an important mortality factor that could become a major cause of population decline of one of the world rarest raptors, the Spanish imperial eagle (Aquila adalberti). Consequently it has resulted in an increasing awareness of this problem amongst land managers and the public at large, as well as increased research into the distribution of electrocution events and likely mitigation measures. Methodology/Principal Findings We provide information of how mitigation measures implemented on a regional level under the conservation program of the Spanish imperial eagle have resulted in a positive shift of demographic trends in Spain. A 35 years temporal data set (1974–2009) on mortality of Spanish imperial eagle was recorded, including population censuses, and data on electrocution and non-electrocution of birds. Additional information was obtained from 32 radio-tracked young eagles and specific field surveys. Data were divided into two periods, before and after the approval of a regional regulation of power line design in 1990 which established mandatory rules aimed at minimizing or eliminating the negative impacts of power lines facilities on avian populations. Our results show how population size and the average annual percentage of population change have increased between the two periods, whereas the number of electrocuted birds has been reduced in spite of the continuous growing of the wiring network. Conclusions Our results demonstrate that solving bird electrocution is an affordable problem if political interest is shown and financial investment is made. The combination of an adequate spatial planning with a sustainable development of human infrastructures will contribute positively to the conservation of the Spanish imperial eagle and may underpin population growth and range expansion, with positive side effects on other endangered

Reconstructing Information in Large-Scale Structure via Logarithmic Mapping

NASA Astrophysics Data System (ADS)

Szapudi, Istvan

We propose to develop a new method to extract information from large-scale structure data combining two-point statistics and non-linear transformations; before, this information was available only with substantially more complex higher-order statistical methods. Initially, most of the cosmological information in large-scale structure lies in two-point statistics. With non- linear evolution, some of that useful information leaks into higher-order statistics. The PI and group has shown in a series of theoretical investigations how that leakage occurs, and explained the Fisher information plateau at smaller scales. This plateau means that even as more modes are added to the measurement of the power spectrum, the total cumulative information (loosely speaking the inverse errorbar) is not increasing. Recently we have shown in Neyrinck et al. (2009, 2010) that a logarithmic (and a related Gaussianization or Box-Cox) transformation on the non-linear Dark Matter or galaxy field reconstructs a surprisingly large fraction of this missing Fisher information of the initial conditions. This was predicted by the earlier wave mechanical formulation of gravitational dynamics by Szapudi & Kaiser (2003). The present proposal is focused on working out the theoretical underpinning of the method to a point that it can be used in practice to analyze data. In particular, one needs to deal with the usual real-life issues of galaxy surveys, such as complex geometry, discrete sam- pling (Poisson or sub-Poisson noise), bias (linear, or non-linear, deterministic, or stochastic), redshift distortions, pro jection effects for 2D samples, and the effects of photometric redshift errors. We will develop methods for weak lensing and Sunyaev-Zeldovich power spectra as well, the latter specifically targetting Planck. In addition, we plan to investigate the question of residual higher- order information after the non-linear mapping, and possible applications for cosmology. Our aim will be to work out

The Large -scale Distribution of Galaxies

NASA Astrophysics Data System (ADS)

Flin, Piotr

A review of the Large-scale structure of the Universe is given. A connection is made with the titanic work by Johannes Kepler in many areas of astronomy and cosmology. A special concern is made to spatial distribution of Galaxies, voids and walls (cellular structure of the Universe). Finaly, the author is concluding that the large scale structure of the Universe can be observed in much greater scale that it was thought twenty years ago.

Stochastic processes in cosmology

NASA Astrophysics Data System (ADS)

Cáceres, Manuel O.; Diaz, Mario C.; Pullin, Jorge A.

1987-08-01

The behavior of a radiation filled de Sitter universe in which the equation of state is perturbed by a stochastic term is studied. The corresponding two-dimensional Fokker-Planck equation is solved. The finiteness of the cosmological constant appears to be a necessary condition for the stability of the model which undergoes an exponentially expanding state. Present address: Facultad de Matemática Astronomía y Física, Universidad Nacional de Córdoba, Laprida 854, 5000 Códoba, Argentina.

Stochasticity in materials structure, properties, and processing—A review

NASA Astrophysics Data System (ADS)

Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

2018-03-01

We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

Stochastic Template Bank for Gravitational Wave Searches for Precessing Neutron Star-Black Hole Coalescence Events

NASA Technical Reports Server (NTRS)

Indik, Nathaniel; Haris, K.; Dal Canton, Tito; Fehrmann, Henning; Krishnan, Badri; Lundgren, Andrew; Nielsen, Alex B.; Pai, Archana

2017-01-01

Gravitational wave searches to date have largely focused on non-precessing systems. Including precession effects greatly increases the number of templates to be searched over. This leads to a corresponding increase in the computational cost and can increase the false alarm rate of a realistic search. On the other hand, there might be astrophysical systems that are entirely missed by non-precessing searches. In this paper we consider the problem of constructing a template bank using stochastic methods for neutron star-black hole binaries allowing for precession, but with the restrictions that the total angular momentum of the binary is pointing toward the detector and that the neutron star spin is negligible relative to that of the black hole. We quantify the number of templates required for the search, and we explicitly construct the template bank. We show that despite the large number of templates, stochastic methods can be adapted to solve the problem. We quantify the parameter space region over which the non-precessing search might miss signals.

Large scale dynamic systems

NASA Technical Reports Server (NTRS)

Doolin, B. F.

1975-01-01

Classes of large scale dynamic systems were discussed in the context of modern control theory. Specific examples discussed were in the technical fields of aeronautics, water resources and electric power.

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME

PubMed Central

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2017-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments. PMID:28190948

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME.

PubMed

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2016-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments.

Observation of energetic electron confinement in a largely stochastic reversed-field pinch plasma

NASA Astrophysics Data System (ADS)

Clayton, D. J.; Chapman, B. E.; O'Connell, R.; Almagri, A. F.; Burke, D. R.; Forest, C. B.; Goetz, J. A.; Kaufman, M. C.; Bonomo, F.; Franz, P.; Gobbin, M.; Piovesan, P.

2010-01-01

Runaway electrons with energies >100 keV are observed with the appearance of an m =1 magnetic island in the core of otherwise stochastic Madison Symmetric Torus [Dexter et al., Fusion Technol. 19, 131 (1991)] reversed-field-pinch plasmas. The island is associated with the innermost resonant tearing mode, which is usually the largest in the m =1 spectrum. The island appears over a range of mode spectra, from those with a weakly dominant mode to those, referred to as quasi single helicity, with a strongly dominant mode. In a stochastic field, the rate of electron loss increases with electron parallel velocity. Hence, high-energy electrons imply a region of reduced stochasticity. The global energy confinement time is about the same as in plasmas without high-energy electrons or an island in the core. Hence, the region of reduced stochasticity must be localized. Within a numerical reconstruction of the magnetic field topology, high-energy electrons are substantially better confined inside the island, relative to the external region. Therefore, it is deduced that the island provides a region of reduced stochasticity and that the high-energy electrons are generated and well confined within this region.

Remote visualization and scale analysis of large turbulence datatsets

NASA Astrophysics Data System (ADS)

Livescu, D.; Pulido, J.; Burns, R.; Canada, C.; Ahrens, J.; Hamann, B.

2015-12-01

Accurate simulations of turbulent flows require solving all the dynamically relevant scales of motions. This technique, called Direct Numerical Simulation, has been successfully applied to a variety of simple flows; however, the large-scale flows encountered in Geophysical Fluid Dynamics (GFD) would require meshes outside the range of the most powerful supercomputers for the foreseeable future. Nevertheless, the current generation of petascale computers has enabled unprecedented simulations of many types of turbulent flows which focus on various GFD aspects, from the idealized configurations extensively studied in the past to more complex flows closer to the practical applications. The pace at which such simulations are performed only continues to increase; however, the simulations themselves are restricted to a small number of groups with access to large computational platforms. Yet the petabytes of turbulence data offer almost limitless information on many different aspects of the flow, from the hierarchy of turbulence moments, spectra and correlations, to structure-functions, geometrical properties, etc. The ability to share such datasets with other groups can significantly reduce the time to analyze the data, help the creative process and increase the pace of discovery. Using the largest DOE supercomputing platforms, we have performed some of the biggest turbulence simulations to date, in various configurations, addressing specific aspects of turbulence production and mixing mechanisms. Until recently, the visualization and analysis of such datasets was restricted by access to large supercomputers. The public Johns Hopkins Turbulence database simplifies the access to multi-Terabyte turbulence datasets and facilitates turbulence analysis through the use of commodity hardware. First, one of our datasets, which is part of the database, will be described and then a framework that adds high-speed visualization and wavelet support for multi-resolution analysis of

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

Efficient Computation of Sparse Matrix Functions for Large-Scale Electronic Structure Calculations: The CheSS Library.

PubMed

Mohr, Stephan; Dawson, William; Wagner, Michael; Caliste, Damien; Nakajima, Takahito; Genovese, Luigi

2017-10-10

We present CheSS, the "Chebyshev Sparse Solvers" library, which has been designed to solve typical problems arising in large-scale electronic structure calculations using localized basis sets. The library is based on a flexible and efficient expansion in terms of Chebyshev polynomials and presently features the calculation of the density matrix, the calculation of matrix powers for arbitrary powers, and the extraction of eigenvalues in a selected interval. CheSS is able to exploit the sparsity of the matrices and scales linearly with respect to the number of nonzero entries, making it well-suited for large-scale calculations. The approach is particularly adapted for setups leading to small spectral widths of the involved matrices and outperforms alternative methods in this regime. By coupling CheSS to the DFT code BigDFT, we show that such a favorable setup is indeed possible in practice. In addition, the approach based on Chebyshev polynomials can be massively parallelized, and CheSS exhibits excellent scaling up to thousands of cores even for relatively small matrix sizes.

Finite-time and finite-size scalings in the evaluation of large-deviation functions: Numerical approach in continuous time.

PubMed

Guevara Hidalgo, Esteban; Nemoto, Takahiro; Lecomte, Vivien

2017-06-01

Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to selection rules that favor the rare trajectories of interest. Such algorithms are plagued by finite simulation time and finite population size, effects that can render their use delicate. In this paper, we present a numerical approach which uses the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of rare trajectories. The method we propose allows one to extract the infinite-time and infinite-size limit of these estimators, which-as shown on the contact process-provides a significant improvement of the large deviation function estimators compared to the standard one.

Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

PubMed

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

A Chess-Like Game for Teaching Engineering Students to Solve Large System of Simultaneous Linear Equations

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.; Mohammed, Ahmed Ali; Kadiam, Subhash

2010-01-01

Solving large (and sparse) system of simultaneous linear equations has been (and continues to be) a major challenging problem for many real-world engineering/science applications [1-2]. For many practical/large-scale problems, the sparse, Symmetrical and Positive Definite (SPD) system of linear equations can be conveniently represented in matrix notation as [A] {x} = {b} , where the square coefficient matrix [A] and the Right-Hand-Side (RHS) vector {b} are known. The unknown solution vector {x} can be efficiently solved by the following step-by-step procedures [1-2]: Reordering phase, Matrix Factorization phase, Forward solution phase, and Backward solution phase. In this research work, a Game-Based Learning (GBL) approach has been developed to help engineering students to understand crucial details about matrix reordering and factorization phases. A "chess-like" game has been developed and can be played by either a single player, or two players. Through this "chess-like" open-ended game, the players/learners will not only understand the key concepts involved in reordering algorithms (based on existing algorithms), but also have the opportunities to "discover new algorithms" which are better than existing algorithms. Implementing the proposed "chess-like" game for matrix reordering and factorization phases can be enhanced by FLASH [3] computer environments, where computer simulation with animated human voice, sound effects, visual/graphical/colorful displays of matrix tables, score (or monetary) awards for the best game players, etc. can all be exploited. Preliminary demonstrations of the developed GBL approach can be viewed by anyone who has access to the internet web-site [4]!

Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

PubMed

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

SfM with MRFs: discrete-continuous optimization for large-scale structure from motion.

PubMed

Crandall, David J; Owens, Andrew; Snavely, Noah; Huttenlocher, Daniel P

2013-12-01

Recent work in structure from motion (SfM) has built 3D models from large collections of images downloaded from the Internet. Many approaches to this problem use incremental algorithms that solve progressively larger bundle adjustment problems. These incremental techniques scale poorly as the image collection grows, and can suffer from drift or local minima. We present an alternative framework for SfM based on finding a coarse initial solution using hybrid discrete-continuous optimization and then improving that solution using bundle adjustment. The initial optimization step uses a discrete Markov random field (MRF) formulation, coupled with a continuous Levenberg-Marquardt refinement. The formulation naturally incorporates various sources of information about both the cameras and points, including noisy geotags and vanishing point (VP) estimates. We test our method on several large-scale photo collections, including one with measured camera positions, and show that it produces models that are similar to or better than those produced by incremental bundle adjustment, but more robustly and in a fraction of the time.

Application of stochastic processes in random growth and evolutionary dynamics

NASA Astrophysics Data System (ADS)

Oikonomou, Panagiotis

We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically

Large-Scale Image Analytics Using Deep Learning

NASA Astrophysics Data System (ADS)

Ganguly, S.; Nemani, R. R.; Basu, S.; Mukhopadhyay, S.; Michaelis, A.; Votava, P.

2014-12-01

High resolution land cover classification maps are needed to increase the accuracy of current Land ecosystem and climate model outputs. Limited studies are in place that demonstrates the state-of-the-art in deriving very high resolution (VHR) land cover products. In addition, most methods heavily rely on commercial softwares that are difficult to scale given the region of study (e.g. continents to globe). Complexities in present approaches relate to (a) scalability of the algorithm, (b) large image data processing (compute and memory intensive), (c) computational cost, (d) massively parallel architecture, and (e) machine learning automation. In addition, VHR satellite datasets are of the order of terabytes and features extracted from these datasets are of the order of petabytes. In our present study, we have acquired the National Agricultural Imaging Program (NAIP) dataset for the Continental United States at a spatial resolution of 1-m. This data comes as image tiles (a total of quarter million image scenes with ~60 million pixels) and has a total size of ~100 terabytes for a single acquisition. Features extracted from the entire dataset would amount to ~8-10 petabytes. In our proposed approach, we have implemented a novel semi-automated machine learning algorithm rooted on the principles of "deep learning" to delineate the percentage of tree cover. In order to perform image analytics in such a granular system, it is mandatory to devise an intelligent archiving and query system for image retrieval, file structuring, metadata processing and filtering of all available image scenes. Using the Open NASA Earth Exchange (NEX) initiative, which is a partnership with Amazon Web Services (AWS), we have developed an end-to-end architecture for designing the database and the deep belief network (following the distbelief computing model) to solve a grand challenge of scaling this process across quarter million NAIP tiles that cover the entire Continental United States. The

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Cosmology from Cosmic Microwave Background and large- scale structure

NASA Astrophysics Data System (ADS)

Xu, Yongzhong

2003-10-01

This dissertation consists of a series of studies, constituting four published papers, involving the Cosmic Microwave Background and the large scale structure, which help constrain Cosmological parameters and potential systematic errors. First, we present a method for comparing and combining maps with different resolutions and beam shapes, and apply it to the Saskatoon, QMAP and COBE/DMR data sets. Although the Saskatoon and QMAP maps detect signal at the 21σ and 40σ, levels, respectively, their difference is consistent with pure noise, placing strong limits on possible systematic errors. In particular, we obtain quantitative upper limits on relative calibration and pointing errors. Splitting the combined data by frequency shows similar consistency between the Ka- and Q-bands, placing limits on foreground contamination. The visual agreement between the maps is equally striking. Our combined QMAP+Saskatoon map, nicknamed QMASK, is publicly available at www.hep.upenn.edu/˜xuyz/qmask.html together with its 6495 x 6495 noise covariance matrix. This thoroughly tested data set covers a large enough area (648 square degrees—at the time, the largest degree-scale map available) to allow a statistical comparison with LOBE/DMR, showing good agreement. By band-pass-filtering the QMAP and Saskatoon maps, we are also able to spatially compare them scale-by-scale to check for beam- and pointing-related systematic errors. Using the QMASK map, we then measure the cosmic microwave background (CMB) power spectrum on angular scales ℓ ˜ 30 200 (1° 6°), and we test it for non-Gaussianity using morphological statistics known as Minkowski functionals. We conclude that the QMASK map is neither a very typical nor a very exceptional realization of a Gaussian random field. At least about 20% of the 1000 Gaussian Monte Carlo maps differ more than the QMASK map from the mean morphological parameters of the Gaussian fields. Finally, we compute the real-space power spectrum and the

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

Large-Scale Hybrid Motor Testing. Chapter 10

NASA Technical Reports Server (NTRS)

Story, George

2006-01-01

Hybrid rocket motors can be successfully demonstrated at a small scale virtually anywhere. There have been many suitcase sized portable test stands assembled for demonstration of hybrids. They show the safety of hybrid rockets to the audiences. These small show motors and small laboratory scale motors can give comparative burn rate data for development of different fuel/oxidizer combinations, however questions that are always asked when hybrids are mentioned for large scale applications are - how do they scale and has it been shown in a large motor? To answer those questions, large scale motor testing is required to verify the hybrid motor at its true size. The necessity to conduct large-scale hybrid rocket motor tests to validate the burn rate from the small motors to application size has been documented in several place^'^^.^. Comparison of small scale hybrid data to that of larger scale data indicates that the fuel burn rate goes down with increasing port size, even with the same oxidizer flux. This trend holds for conventional hybrid motors with forward oxidizer injection and HTPB based fuels. While the reason this is occurring would make a great paper or study or thesis, it is not thoroughly understood at this time. Potential causes include the fact that since hybrid combustion is boundary layer driven, the larger port sizes reduce the interaction (radiation, mixing and heat transfer) from the core region of the port. This chapter focuses on some of the large, prototype sized testing of hybrid motors. The largest motors tested have been AMROC s 250K-lbf thrust motor at Edwards Air Force Base and the Hybrid Propulsion Demonstration Program s 250K-lbf thrust motor at Stennis Space Center. Numerous smaller tests were performed to support the burn rate, stability and scaling concepts that went into the development of those large motors.

Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleoclimate data

NASA Astrophysics Data System (ADS)

Henley, B. J.; Thyer, M. A.; Kuczera, G. A.

2012-12-01

A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. To characterize long-term variability for the first level of the hierarchy, paleoclimate and instrumental data describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yrs is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run-lengths, with 90% between 3 and 33 yr and a mean of 15 yr. Model selection techniques were used to determine a suitable stochastic model to simulate these run-lengths. The Markov chain model, previously used to simulate oscillating wet/dry climate states, was found to underestimate the probability of wet/dry periods >5 yr, and was rejected in favor of a gamma distribution. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. Application to two high-quality rainfall sites close to water supply reservoirs found that mean seasonal rainfall in the IPO-PDO dry state was 15%-28% lower than the wet state. The model was able to replicate observed statistics such as seasonal and multi-year accumulated rainfall distributions and interannual autocorrelations for the case study sites. In comparison, an annual lag-one autoregressive AR(1) model was unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Furthermore, analysis of the impact of the CIMSS framework on drought risk analysis found that short-term drought risks conditional on IPO/PDO state were considerably higher than the traditional AR(1) model.hort-term conditional water supply drought risks for the CIMSS and AR(1) models

Reducing computational costs in large scale 3D EIT by using a sparse Jacobian matrix with block-wise CGLS reconstruction.

PubMed

Yang, C L; Wei, H Y; Adler, A; Soleimani, M

2013-06-01

Electrical impedance tomography (EIT) is a fast and cost-effective technique to provide a tomographic conductivity image of a subject from boundary current-voltage data. This paper proposes a time and memory efficient method for solving a large scale 3D EIT inverse problem using a parallel conjugate gradient (CG) algorithm. The 3D EIT system with a large number of measurement data can produce a large size of Jacobian matrix; this could cause difficulties in computer storage and the inversion process. One of challenges in 3D EIT is to decrease the reconstruction time and memory usage, at the same time retaining the image quality. Firstly, a sparse matrix reduction technique is proposed using thresholding to set very small values of the Jacobian matrix to zero. By adjusting the Jacobian matrix into a sparse format, the element with zeros would be eliminated, which results in a saving of memory requirement. Secondly, a block-wise CG method for parallel reconstruction has been developed. The proposed method has been tested using simulated data as well as experimental test samples. Sparse Jacobian with a block-wise CG enables the large scale EIT problem to be solved efficiently. Image quality measures are presented to quantify the effect of sparse matrix reduction in reconstruction results.

Adaptive Neural Networks Decentralized FTC Design for Nonstrict-Feedback Nonlinear Interconnected Large-Scale Systems Against Actuator Faults.

PubMed

Li, Yongming; Tong, Shaocheng

The problem of active fault-tolerant control (FTC) is investigated for the large-scale nonlinear systems in nonstrict-feedback form. The nonstrict-feedback nonlinear systems considered in this paper consist of unstructured uncertainties, unmeasured states, unknown interconnected terms, and actuator faults (e.g., bias fault and gain fault). A state observer is designed to solve the unmeasurable state problem. Neural networks (NNs) are used to identify the unknown lumped nonlinear functions so that the problems of unstructured uncertainties and unknown interconnected terms can be solved. By combining the adaptive backstepping design principle with the combination Nussbaum gain function property, a novel NN adaptive output-feedback FTC approach is developed. The proposed FTC controller can guarantee that all signals in all subsystems are bounded, and the tracking errors for each subsystem converge to a small neighborhood of zero. Finally, numerical results of practical examples are presented to further demonstrate the effectiveness of the proposed control strategy.The problem of active fault-tolerant control (FTC) is investigated for the large-scale nonlinear systems in nonstrict-feedback form. The nonstrict-feedback nonlinear systems considered in this paper consist of unstructured uncertainties, unmeasured states, unknown interconnected terms, and actuator faults (e.g., bias fault and gain fault). A state observer is designed to solve the unmeasurable state problem. Neural networks (NNs) are used to identify the unknown lumped nonlinear functions so that the problems of unstructured uncertainties and unknown interconnected terms can be solved. By combining the adaptive backstepping design principle with the combination Nussbaum gain function property, a novel NN adaptive output-feedback FTC approach is developed. The proposed FTC controller can guarantee that all signals in all subsystems are bounded, and the tracking errors for each subsystem converge to a small

Why small-scale cannabis growers stay small: five mechanisms that prevent small-scale growers from going large scale.

PubMed

Hammersvik, Eirik; Sandberg, Sveinung; Pedersen, Willy

2012-11-01

Over the past 15-20 years, domestic cultivation of cannabis has been established in a number of European countries. New techniques have made such cultivation easier; however, the bulk of growers remain small-scale. In this study, we explore the factors that prevent small-scale growers from increasing their production. The study is based on 1 year of ethnographic fieldwork and qualitative interviews conducted with 45 Norwegian cannabis growers, 10 of whom were growing on a large-scale and 35 on a small-scale. The study identifies five mechanisms that prevent small-scale indoor growers from going large-scale. First, large-scale operations involve a number of people, large sums of money, a high work-load and a high risk of detection, and thus demand a higher level of organizational skills than for small growing operations. Second, financial assets are needed to start a large 'grow-site'. Housing rent, electricity, equipment and nutrients are expensive. Third, to be able to sell large quantities of cannabis, growers need access to an illegal distribution network and knowledge of how to act according to black market norms and structures. Fourth, large-scale operations require advanced horticultural skills to maximize yield and quality, which demands greater skills and knowledge than does small-scale cultivation. Fifth, small-scale growers are often embedded in the 'cannabis culture', which emphasizes anti-commercialism, anti-violence and ecological and community values. Hence, starting up large-scale production will imply having to renegotiate or abandon these values. Going from small- to large-scale cannabis production is a demanding task-ideologically, technically, economically and personally. The many obstacles that small-scale growers face and the lack of interest and motivation for going large-scale suggest that the risk of a 'slippery slope' from small-scale to large-scale growing is limited. Possible political implications of the findings are discussed. Copyright

Renormalization-group flow of the effective action of cosmological large-scale structures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Floerchinger, Stefan; Garny, Mathias; Tetradis, Nikolaos

Following an approach of Matarrese and Pietroni, we derive the functional renormalization group (RG) flow of the effective action of cosmological large-scale structures. Perturbative solutions of this RG flow equation are shown to be consistent with standard cosmological perturbation theory. Non-perturbative approximate solutions can be obtained by truncating the a priori infinite set of possible effective actions to a finite subspace. Using for the truncated effective action a form dictated by dissipative fluid dynamics, we derive RG flow equations for the scale dependence of the effective viscosity and sound velocity of non-interacting dark matter, and we solve them numerically. Physically,more » the effective viscosity and sound velocity account for the interactions of long-wavelength fluctuations with the spectrum of smaller-scale perturbations. We find that the RG flow exhibits an attractor behaviour in the IR that significantly reduces the dependence of the effective viscosity and sound velocity on the input values at the UV scale. This allows for a self-contained computation of matter and velocity power spectra for which the sensitivity to UV modes is under control.« less

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

Zech, Alraune; Attinger, Sabine; Dietrich, Peter; Teutsch, Georg

2017-04-01

Contaminant transport in highly heterogeneous aquifers is extremely challenging and subject of current scientific debate. Tracer plumes often show non-symmetric but highly skewed plume shapes. Predicting such transport behavior using the classical advection-dispersion-equation (ADE) in combination with a stochastic description of aquifer properties requires a dense measurement network. This is in contrast to the available information for most aquifers. A new conceptual aquifer structure model is presented which combines large-scale deterministic information and the stochastic approach for incorporating sub-scale heterogeneity. The conceptual model is designed to allow for a goal-oriented, site specific transport analysis making use of as few data as possible. Thereby the basic idea is to reproduce highly skewed tracer plumes in heterogeneous media by incorporating deterministic contrasts and effects of connectivity instead of using unimodal heterogeneous models with high variances. The conceptual model consists of deterministic blocks of mean hydraulic conductivity which might be measured by pumping tests indicating values differing in orders of magnitudes. A sub-scale heterogeneity is introduced within every block. This heterogeneity can be modeled as bimodal or log-normal distributed. The impact of input parameters, structure and conductivity contrasts is investigated in a systematic manor. Furthermore, some first successful implementation of the model was achieved for the well known MADE site.

Charge and energy migration in molecular clusters: A stochastic Schrödinger equation approach.

PubMed

Plehn, Thomas; May, Volkhard

2017-01-21

The performance of stochastic Schrödinger equations for simulating dynamic phenomena in large scale open quantum systems is studied. Going beyond small system sizes, commonly used master equation approaches become inadequate. In this regime, wave function based methods profit from their inherent scaling benefit and present a promising tool to study, for example, exciton and charge carrier dynamics in huge and complex molecular structures. In the first part of this work, a strict analytic derivation is presented. It starts with the finite temperature reduced density operator expanded in coherent reservoir states and ends up with two linear stochastic Schrödinger equations. Both equations are valid in the weak and intermediate coupling limit and can be properly related to two existing approaches in literature. In the second part, we focus on the numerical solution of these equations. The main issue is the missing norm conservation of the wave function propagation which may lead to numerical discrepancies. To illustrate this, we simulate the exciton dynamics in the Fenna-Matthews-Olson complex in direct comparison with the data from literature. Subsequently a strategy for the proper computational handling of the linear stochastic Schrödinger equation is exposed particularly with regard to large systems. Here, we study charge carrier transfer kinetics in realistic hybrid organic/inorganic para-sexiphenyl/ZnO systems of different extension.

Charge and energy migration in molecular clusters: A stochastic Schrödinger equation approach

NASA Astrophysics Data System (ADS)

Plehn, Thomas; May, Volkhard

2017-01-01

The performance of stochastic Schrödinger equations for simulating dynamic phenomena in large scale open quantum systems is studied. Going beyond small system sizes, commonly used master equation approaches become inadequate. In this regime, wave function based methods profit from their inherent scaling benefit and present a promising tool to study, for example, exciton and charge carrier dynamics in huge and complex molecular structures. In the first part of this work, a strict analytic derivation is presented. It starts with the finite temperature reduced density operator expanded in coherent reservoir states and ends up with two linear stochastic Schrödinger equations. Both equations are valid in the weak and intermediate coupling limit and can be properly related to two existing approaches in literature. In the second part, we focus on the numerical solution of these equations. The main issue is the missing norm conservation of the wave function propagation which may lead to numerical discrepancies. To illustrate this, we simulate the exciton dynamics in the Fenna-Matthews-Olson complex in direct comparison with the data from literature. Subsequently a strategy for the proper computational handling of the linear stochastic Schrödinger equation is exposed particularly with regard to large systems. Here, we study charge carrier transfer kinetics in realistic hybrid organic/inorganic para-sexiphenyl/ZnO systems of different extension.

Behavior of MHD Instabilities of the Large Helical Device near the Effective Plasma Boundary in the Magnetic Stochastic Region

NASA Astrophysics Data System (ADS)

Ohdachi, S.; Suzuki, Y.; Sakakibara, S.; Watanabe, K. Y.; Ida, K.; Goto, M.; Du, X. D.; Narushima, Y.; Takemura, Y.; Yamada, H.

In the high beta experiments of the Large Helical Device (LHD), the plasma tends to expand from the last closed flux surface (LCFS) determined by the vacuum magnetic field. The pressure/temperature gradient in the external region is finite. The scale length of the pressure profile does not change so much even when the mean free path of electrons exceeds the connection length of the magnetic field line to the wall. There appear MHD instabilities with amplitude of 10-4 of the toroidal magnetic field. From the mode number of the activities (m/n = 2/3, 1/2, 2/4), the location of the corresponding rational surface is outside the vacuum LCFS. The location of the mode is consistent with the fluctuation measurement, e.g., soft X-ray detector arrays. The MHD mode localized in the magnetic stochastic region is affected by the magnetic field structure estimated by the connection length to the wall using 3D equilibrium calculation.

Very large scale monoclonal antibody purification: the case for conventional unit operations.

PubMed

Kelley, Brian

2007-01-01

Technology development initiatives targeted for monoclonal antibody purification may be motivated by manufacturing limitations and are often aimed at solving current and future process bottlenecks. A subject under debate in many biotechnology companies is whether conventional unit operations such as chromatography will eventually become limiting for the production of recombinant protein therapeutics. An evaluation of the potential limitations of process chromatography and filtration using today's commercially available resins and membranes was conducted for a conceptual process scaled to produce 10 tons of monoclonal antibody per year from a single manufacturing plant, a scale representing one of the world's largest single-plant capacities for cGMP protein production. The process employs a simple, efficient purification train using only two chromatographic and two ultrafiltration steps, modeled after a platform antibody purification train that has generated 10 kg batches in clinical production. Based on analyses of cost of goods and the production capacity of this very large scale purification process, it is unlikely that non-conventional downstream unit operations would be needed to replace conventional chromatographic and filtration separation steps, at least for recombinant antibodies.

Stochastic demographic forecasting.

PubMed

Lee, R D

1992-11-01

"This paper describes a particular approach to stochastic population forecasting, which is implemented for the U.S.A. through 2065. Statistical time series methods are combined with demographic models to produce plausible long run forecasts of vital rates, with probability distributions. The resulting mortality forecasts imply gains in future life expectancy that are roughly twice as large as those forecast by the Office of the Social Security Actuary.... Resulting stochastic forecasts of the elderly population, elderly dependency ratios, and payroll tax rates for health, education and pensions are presented." excerpt

Generation of Large-Scale Magnetic Fields by Small-Scale Dynamo in Shear Flows.

PubMed

Squire, J; Bhattacharjee, A

2015-10-23

We propose a new mechanism for a turbulent mean-field dynamo in which the magnetic fluctuations resulting from a small-scale dynamo drive the generation of large-scale magnetic fields. This is in stark contrast to the common idea that small-scale magnetic fields should be harmful to large-scale dynamo action. These dynamos occur in the presence of a large-scale velocity shear and do not require net helicity, resulting from off-diagonal components of the turbulent resistivity tensor as the magnetic analogue of the "shear-current" effect. Given the inevitable existence of nonhelical small-scale magnetic fields in turbulent plasmas, as well as the generic nature of velocity shear, the suggested mechanism may help explain the generation of large-scale magnetic fields across a wide range of astrophysical objects.

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

NASA Astrophysics Data System (ADS)

Song, Lei; Yang, Weihao; Huangsonglei, Jiahui; Li, HaiPeng

2015-04-01

Electromagnetic tomography (CT) are commonly utilized in Civil engineering to detect the structure defects or geological anomalies. CT are generally recognized as a high precision geophysical method and the accuracy of CT are expected to be several centimeters and even to be several millimeters. Then, high frequency antenna with short wavelength are utilized commonly in Civil Engineering. As to the geotechnical media, stochastic perturbation of the EM parameters are inevitably exist in geological scales, in structure scales and in local scales, et al. In those cases, the geometric dimensionings of the target body, the EM wavelength and the accuracy expected might be of the same order. When the high frequency EM wave propagated in the stochastic geotechnical media, the GPR signal would be reflected not only from the target bodies but also from the stochastic perturbation of the background media. To detect the karst caves in dissolution fracture rock, one need to assess the influence of the stochastic distributed dissolution holes and fractures; to detect the void in a concrete structure, one should master the influence of the stochastic distributed stones, et al. In this paper, on the base of stochastic media discrete realizations, the authors try to evaluate quantificationally the influence of the stochastic perturbation of Geotechnical media by Radon/Iradon Transfer through full-combined Monte Carlo numerical simulation. It is found the stochastic noise is related with transfer angle, perturbing strength, angle interval, autocorrelation length, et al. And the quantitative formula of the accuracy of the electromagnetic tomography is also established, which could help on the precision estimation of GPR tomography in stochastic perturbation Geotechnical media. Key words: Stochastic Geotechnical Media; Electromagnetic Tomography; Radon/Iradon Transfer.

Large Scale Traffic Simulations

DOT National Transportation Integrated Search

1997-01-01

Large scale microscopic (i.e. vehicle-based) traffic simulations pose high demands on computation speed in at least two application areas: (i) real-time traffic forecasting, and (ii) long-term planning applications (where repeated "looping" between t...

A kinetic theory for age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a BBGKY-like hierarchy. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution. NSF.

Shallow cumuli ensemble statistics for development of a stochastic parameterization

NASA Astrophysics Data System (ADS)

Sakradzija, Mirjana; Seifert, Axel; Heus, Thijs

2014-05-01

According to a conventional deterministic approach to the parameterization of moist convection in numerical atmospheric models, a given large scale forcing produces an unique response from the unresolved convective processes. This representation leaves out the small-scale variability of convection, as it is known from the empirical studies of deep and shallow convective cloud ensembles, there is a whole distribution of sub-grid states corresponding to the given large scale forcing. Moreover, this distribution gets broader with the increasing model resolution. This behavior is also consistent with our theoretical understanding of a coarse-grained nonlinear system. We propose an approach to represent the variability of the unresolved shallow-convective states, including the dependence of the sub-grid states distribution spread and shape on the model horizontal resolution. Starting from the Gibbs canonical ensemble theory, Craig and Cohen (2006) developed a theory for the fluctuations in a deep convective ensemble. The micro-states of a deep convective cloud ensemble are characterized by the cloud-base mass flux, which, according to the theory, is exponentially distributed (Boltzmann distribution). Following their work, we study the shallow cumulus ensemble statistics and the distribution of the cloud-base mass flux. We employ a Large-Eddy Simulation model (LES) and a cloud tracking algorithm, followed by a conditional sampling of clouds at the cloud base level, to retrieve the information about the individual cloud life cycles and the cloud ensemble as a whole. In the case of shallow cumulus cloud ensemble, the distribution of micro-states is a generalized exponential distribution. Based on the empirical and theoretical findings, a stochastic model has been developed to simulate the shallow convective cloud ensemble and to test the convective ensemble theory. Stochastic model simulates a compound random process, with the number of convective elements drawn from a

Three-dimensional stochastic modeling of radiation belts in adiabatic invariant coordinates

NASA Astrophysics Data System (ADS)

Zheng, Liheng; Chan, Anthony A.; Albert, Jay M.; Elkington, Scot R.; Koller, Josef; Horne, Richard B.; Glauert, Sarah A.; Meredith, Nigel P.

2014-09-01

A 3-D model for solving the radiation belt diffusion equation in adiabatic invariant coordinates has been developed and tested. The model, named Radbelt Electron Model, obtains a probabilistic solution by solving a set of Itô stochastic differential equations that are mathematically equivalent to the diffusion equation. This method is capable of solving diffusion equations with a full 3-D diffusion tensor, including the radial-local cross diffusion components. The correct form of the boundary condition at equatorial pitch angle α0=90° is also derived. The model is applied to a simulation of the October 2002 storm event. At α0 near 90°, our results are quantitatively consistent with GPS observations of phase space density (PSD) increases, suggesting dominance of radial diffusion; at smaller α0, the observed PSD increases are overestimated by the model, possibly due to the α0-independent radial diffusion coefficients, or to insufficient electron loss in the model, or both. Statistical analysis of the stochastic processes provides further insights into the diffusion processes, showing distinctive electron source distributions with and without local acceleration.

Generation of large-scale magnetic fields by small-scale dynamo in shear flows

DOE PAGES

Squire, J.; Bhattacharjee, A.

2015-10-20

We propose a new mechanism for a turbulent mean-field dynamo in which the magnetic fluctuations resulting from a small-scale dynamo drive the generation of large-scale magnetic fields. This is in stark contrast to the common idea that small-scale magnetic fields should be harmful to large-scale dynamo action. These dynamos occur in the presence of a large-scale velocity shear and do not require net helicity, resulting from off-diagonal components of the turbulent resistivity tensor as the magnetic analogue of the "shear-current" effect. Furthermore, given the inevitable existence of nonhelical small-scale magnetic fields in turbulent plasmas, as well as the generic naturemore » of velocity shear, the suggested mechanism may help explain the generation of large-scale magnetic fields across a wide range of astrophysical objects.« less

Parallel Domain Decomposition Formulation and Software for Large-Scale Sparse Symmetrical/Unsymmetrical Aeroacoustic Applications

NASA Technical Reports Server (NTRS)

Nguyen, D. T.; Watson, Willie R. (Technical Monitor)

2005-01-01

The overall objectives of this research work are to formulate and validate efficient parallel algorithms, and to efficiently design/implement computer software for solving large-scale acoustic problems, arised from the unified frameworks of the finite element procedures. The adopted parallel Finite Element (FE) Domain Decomposition (DD) procedures should fully take advantages of multiple processing capabilities offered by most modern high performance computing platforms for efficient parallel computation. To achieve this objective. the formulation needs to integrate efficient sparse (and dense) assembly techniques, hybrid (or mixed) direct and iterative equation solvers, proper pre-conditioned strategies, unrolling strategies, and effective processors' communicating schemes. Finally, the numerical performance of the developed parallel finite element procedures will be evaluated by solving series of structural, and acoustic (symmetrical and un-symmetrical) problems (in different computing platforms). Comparisons with existing "commercialized" and/or "public domain" software are also included, whenever possible.

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

cOSPREY: A Cloud-Based Distributed Algorithm for Large-Scale Computational Protein Design

PubMed Central

Pan, Yuchao; Dong, Yuxi; Zhou, Jingtian; Hallen, Mark; Donald, Bruce R.; Xu, Wei

2016-01-01

Abstract Finding the global minimum energy conformation (GMEC) of a huge combinatorial search space is the key challenge in computational protein design (CPD) problems. Traditional algorithms lack a scalable and efficient distributed design scheme, preventing researchers from taking full advantage of current cloud infrastructures. We design cloud OSPREY (cOSPREY), an extension to a widely used protein design software OSPREY, to allow the original design framework to scale to the commercial cloud infrastructures. We propose several novel designs to integrate both algorithm and system optimizations, such as GMEC-specific pruning, state search partitioning, asynchronous algorithm state sharing, and fault tolerance. We evaluate cOSPREY on three different cloud platforms using different technologies and show that it can solve a number of large-scale protein design problems that have not been possible with previous approaches. PMID:27154509

Toward Increasing Fairness in Score Scale Calibrations Employed in International Large-Scale Assessments

ERIC Educational Resources Information Center

Oliveri, Maria Elena; von Davier, Matthias

2014-01-01

In this article, we investigate the creation of comparable score scales across countries in international assessments. We examine potential improvements to current score scale calibration procedures used in international large-scale assessments. Our approach seeks to improve fairness in scoring international large-scale assessments, which often…

Splitting nodes and linking channels: A method for assembling biocircuits from stochastic elementary units

NASA Astrophysics Data System (ADS)

Ferwerda, Cameron; Lipan, Ovidiu

2016-11-01

Akin to electric circuits, we construct biocircuits that are manipulated by cutting and assembling channels through which stochastic information flows. This diagrammatic manipulation allows us to create a method which constructs networks by joining building blocks selected so that (a) they cover only basic processes; (b) it is scalable to large networks; (c) the mean and variance-covariance from the Pauli master equation form a closed system; and (d) given the initial probability distribution, no special boundary conditions are necessary to solve the master equation. The method aims to help with both designing new synthetic signaling pathways and quantifying naturally existing regulatory networks.

Very Large Scale Integration (VLSI).

ERIC Educational Resources Information Center

Yeaman, Andrew R. J.

Very Large Scale Integration (VLSI), the state-of-the-art production techniques for computer chips, promises such powerful, inexpensive computing that, in the future, people will be able to communicate with computer devices in natural language or even speech. However, before full-scale VLSI implementation can occur, certain salient factors must be…

Ultimate open pit stochastic optimization

NASA Astrophysics Data System (ADS)

Marcotte, Denis; Caron, Josiane

2013-02-01

Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.

Stochastic and deterministic multiscale models for systems biology: an auxin-transport case study.

PubMed

Twycross, Jamie; Band, Leah R; Bennett, Malcolm J; King, John R; Krasnogor, Natalio

2010-03-26

Stochastic and asymptotic methods are powerful tools in developing multiscale systems biology models; however, little has been done in this context to compare the efficacy of these methods. The majority of current systems biology modelling research, including that of auxin transport, uses numerical simulations to study the behaviour of large systems of deterministic ordinary differential equations, with little consideration of alternative modelling frameworks. In this case study, we solve an auxin-transport model using analytical methods, deterministic numerical simulations and stochastic numerical simulations. Although the three approaches in general predict the same behaviour, the approaches provide different information that we use to gain distinct insights into the modelled biological system. We show in particular that the analytical approach readily provides straightforward mathematical expressions for the concentrations and transport speeds, while the stochastic simulations naturally provide information on the variability of the system. Our study provides a constructive comparison which highlights the advantages and disadvantages of each of the considered modelling approaches. This will prove helpful to researchers when weighing up which modelling approach to select. In addition, the paper goes some way to bridging the gap between these approaches, which in the future we hope will lead to integrative hybrid models.

Spatiotemporal Stochastic Resonance:Theory and Experiment

NASA Astrophysics Data System (ADS)

Peter, Jung

1996-03-01

The amplification of weak periodic signals in bistable or excitable systems via stochastic resonance has been studied intensively over the last years. We are going one step further and ask: Can noise enhance spatiotemporal patterns in excitable media and can this effect be observed in nature? To this end, we are looking at large, two dimensional arrays of coupled excitable elements. Due to the coupling, excitation can propagate through the array in form of nonlinear waves. We observe target waves, rotating spiral waves and other wave forms. If the coupling between the elements is below a critical threshold, any excitational pattern will die out in the absence of noise. Below this threshold, large scale rotating spiral waves - as they are observed above threshold - can be maintained by a proper level of the noise[1]. Furthermore, their geometric features, such as the curvature can be controlled by the homogeneous noise level[2]. If the noise level is too large, break up of spiral waves and collisions with spontaneously nucleated waves yields spiral turbulence. Driving our array with a spatiotemporal pattern, e.g. a rotating spiral wave, we show that for weak coupling the excitational response of the array shows stochastic resonance - an effect we have termed spatiotemporal stochastic resonance. In the last part of the talk I'll make contact with calcium waves, observed in astrocyte cultures and hippocampus slices[3]. A. Cornell-Bell and collaborators[3] have pointed out the role of calcium waves for long-range glial signaling. We demonstrate the similarity of calcium waves with nonlinear waves in noisy excitable media. The noise level in the tissue is characterized by spontaneous activity and can be controlled by applying neuro-transmitter substances[3]. Noise effects in our model are compared with the effect of neuro-transmitters on calcium waves. [1]P. Jung and G. Mayer-Kress, CHAOS 5, 458 (1995). [2]P. Jung and G. Mayer-Kress, Phys. Rev. Lett.62, 2682 (1995). [3

Reconciling large- and small-scale structure in Twin Higgs models

DOE PAGES

Prilepina, Valentina; Tsai, Yuhsin

2017-09-08

Here, we study possible extensions of the Twin Higgs model that solve the Hierarchy problem and simultaneously address problems of the large- and small-scale structures of the Universe. Besides naturally providing dark matter (DM) candidates as the lightest charged twin fermions, the twin sector contains a light photon and neutrinos, which can modify structure formation relative to the prediction from the ΛCDM paradigm. We focus on two viable scenarios. First, we study a Fraternal Twin Higgs model in which the spin-3/2 baryonmore » $$\\hat{Ω}$$~($$\\hat{b}$$$\\hat{b}$$$\\hat{b}$$) and the lepton twin tau $$\\hat{τ}$$ contribute to the dominant and subcomponent dark matter densities. A non-decoupled scattering between the twin tau and twin neutrino arising from a gauged twin lepton number symmetry provides a drag force that damps the density inhomogeneity of a dark matter subcomponent. Next, we consider the possibility of introducing a twin hydrogen atom $$\\hat{H}$$ as the dominant DM component. After recombination, a small fraction of the twin protons and leptons remains ionized during structure formation, and their scattering to twin neutrinos through a gauged U(1) B-L force provides the mechanism that damps the density inhomogeneity. Both scenarios realize the Partially Acoustic dark matter (PAcDM) scenario and explain the σ 8 discrepancy between the CMB and weak lensing results. Moreover, the self-scattering neutrino behaves as a dark fluid that enhances the size of the Hubble rate H 0 to accommodate the local measurement result while satisfying the CMB constraint. For the small-scale structure, the scattering of $$\\hat{Ω}$$ ’s and $$\\hat{H}$$’s through the twin photon exchange generates a self-interacting dark matter (SIDM) model that solves the mass deficit problem from dwarf galaxy to galaxy cluster scales. Furthermore, when varying general choices of the twin photon coupling, bounds from the dwarf galaxy and the cluster merger observations can

Reconciling large- and small-scale structure in Twin Higgs models

NASA Astrophysics Data System (ADS)

Prilepina, Valentina; Tsai, Yuhsin

2017-09-01

We study possible extensions of the Twin Higgs model that solve the Hierarchy problem and simultaneously address problems of the large- and small-scale structures of the Universe. Besides naturally providing dark matter (DM) candidates as the lightest charged twin fermions, the twin sector contains a light photon and neutrinos, which can modify structure formation relative to the prediction from the ΛCDM paradigm. We focus on two viable scenarios. First, we study a Fraternal Twin Higgs model in which the spin-3/2 baryon \\widehat{Ω}˜ (\\widehat{b}\\widehat{b}\\widehat{b}) and the lepton twin tau \\widehat{τ} contribute to the dominant and subcomponent dark matter densities. A non-decoupled scattering between the twin tau and twin neutrino arising from a gauged twin lepton number symmetry provides a drag force that damps the density inhomogeneity of a dark matter subcomponent. Next, we consider the possibility of introducing a twin hydrogen atom Ĥ as the dominant DM component. After recombination, a small fraction of the twin protons and leptons remains ionized during structure formation, and their scattering to twin neutrinos through a gauged U(1) B-L force provides the mechanism that damps the density inhomogeneity. Both scenarios realize the Partially Acoustic dark matter (PAcDM) scenario and explain the σ 8 discrepancy between the CMB and weak lensing results. Moreover, the self-scattering neutrino behaves as a dark fluid that enhances the size of the Hubble rate H 0 to accommodate the local measurement result while satisfying the CMB constraint. For the small-scale structure, the scattering of \\widehat{Ω} 's and Ĥ's through the twin photon exchange generates a self-interacting dark matter (SIDM) model that solves the mass deficit problem from dwarf galaxy to galaxy cluster scales. Furthermore, when varying general choices of the twin photon coupling, bounds from the dwarf galaxy and the cluster merger observations can set an upper limit on the twin

Survey on large scale system control methods

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1987-01-01

The problem inherent to large scale systems such as power network, communication network and economic or ecological systems were studied. The increase in size and flexibility of future spacecraft has put those dynamical systems into the category of large scale systems, and tools specific to the class of large systems are being sought to design control systems that can guarantee more stability and better performance. Among several survey papers, reference was found to a thorough investigation on decentralized control methods. Especially helpful was the classification made of the different existing approaches to deal with large scale systems. A very similar classification is used, even though the papers surveyed are somehow different from the ones reviewed in other papers. Special attention is brought to the applicability of the existing methods to controlling large mechanical systems like large space structures. Some recent developments are added to this survey.

Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

Strategic planning for disaster recovery with stochastic last mile distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bent, Russell Whitford; Van Hentenryck, Pascal; Coffrin, Carleton

2010-01-01

This paper considers the single commodity allocation problem (SCAP) for disaster recovery, a fundamental problem faced by all populated areas. SCAPs are complex stochastic optimization problems that combine resource allocation, warehouse routing, and parallel fleet routing. Moreover, these problems must be solved under tight runtime constraints to be practical in real-world disaster situations. This paper formalizes the specification of SCAPs and introduces a novel multi-stage hybrid-optimization algorithm that utilizes the strengths of mixed integer programming, constraint programming, and large neighborhood search. The algorithm was validated on hurricane disaster scenarios generated by Los Alamos National Laboratory using state-of-the-art disaster simulation toolsmore » and is deployed to aid federal organizations in the US.« less

Large-Scale 3D Printing: The Way Forward

NASA Astrophysics Data System (ADS)

Jassmi, Hamad Al; Najjar, Fady Al; Ismail Mourad, Abdel-Hamid

2018-03-01

Research on small-scale 3D printing has rapidly evolved, where numerous industrial products have been tested and successfully applied. Nonetheless, research on large-scale 3D printing, directed to large-scale applications such as construction and automotive manufacturing, yet demands a great a great deal of efforts. Large-scale 3D printing is considered an interdisciplinary topic and requires establishing a blended knowledge base from numerous research fields including structural engineering, materials science, mechatronics, software engineering, artificial intelligence and architectural engineering. This review article summarizes key topics of relevance to new research trends on large-scale 3D printing, particularly pertaining (1) technological solutions of additive construction (i.e. the 3D printers themselves), (2) materials science challenges, and (3) new design opportunities.

Novel method to construct large-scale design space in lubrication process utilizing Bayesian estimation based on a small-scale design-of-experiment and small sets of large-scale manufacturing data.

PubMed

Maeda, Jin; Suzuki, Tatsuya; Takayama, Kozo

2012-12-01

A large-scale design space was constructed using a Bayesian estimation method with a small-scale design of experiments (DoE) and small sets of large-scale manufacturing data without enforcing a large-scale DoE. The small-scale DoE was conducted using various Froude numbers (X(1)) and blending times (X(2)) in the lubricant blending process for theophylline tablets. The response surfaces, design space, and their reliability of the compression rate of the powder mixture (Y(1)), tablet hardness (Y(2)), and dissolution rate (Y(3)) on a small scale were calculated using multivariate spline interpolation, a bootstrap resampling technique, and self-organizing map clustering. The constant Froude number was applied as a scale-up rule. Three experiments under an optimal condition and two experiments under other conditions were performed on a large scale. The response surfaces on the small scale were corrected to those on a large scale by Bayesian estimation using the large-scale results. Large-scale experiments under three additional sets of conditions showed that the corrected design space was more reliable than that on the small scale, even if there was some discrepancy in the pharmaceutical quality between the manufacturing scales. This approach is useful for setting up a design space in pharmaceutical development when a DoE cannot be performed at a commercial large manufacturing scale.

Robust scalable stabilisability conditions for large-scale heterogeneous multi-agent systems with uncertain nonlinear interactions: towards a distributed computing architecture

NASA Astrophysics Data System (ADS)

Manfredi, Sabato

2016-06-01

Large-scale dynamic systems are becoming highly pervasive in their occurrence with applications ranging from system biology, environment monitoring, sensor networks, and power systems. They are characterised by high dimensionality, complexity, and uncertainty in the node dynamic/interactions that require more and more computational demanding methods for their analysis and control design, as well as the network size and node system/interaction complexity increase. Therefore, it is a challenging problem to find scalable computational method for distributed control design of large-scale networks. In this paper, we investigate the robust distributed stabilisation problem of large-scale nonlinear multi-agent systems (briefly MASs) composed of non-identical (heterogeneous) linear dynamical systems coupled by uncertain nonlinear time-varying interconnections. By employing Lyapunov stability theory and linear matrix inequality (LMI) technique, new conditions are given for the distributed control design of large-scale MASs that can be easily solved by the toolbox of MATLAB. The stabilisability of each node dynamic is a sufficient assumption to design a global stabilising distributed control. The proposed approach improves some of the existing LMI-based results on MAS by both overcoming their computational limits and extending the applicative scenario to large-scale nonlinear heterogeneous MASs. Additionally, the proposed LMI conditions are further reduced in terms of computational requirement in the case of weakly heterogeneous MASs, which is a common scenario in real application where the network nodes and links are affected by parameter uncertainties. One of the main advantages of the proposed approach is to allow to move from a centralised towards a distributed computing architecture so that the expensive computation workload spent to solve LMIs may be shared among processors located at the networked nodes, thus increasing the scalability of the approach than the network

The XChemExplorer graphical workflow tool for routine or large-scale protein-ligand structure determination.

PubMed

Krojer, Tobias; Talon, Romain; Pearce, Nicholas; Collins, Patrick; Douangamath, Alice; Brandao-Neto, Jose; Dias, Alexandre; Marsden, Brian; von Delft, Frank

2017-03-01

XChemExplorer (XCE) is a data-management and workflow tool to support large-scale simultaneous analysis of protein-ligand complexes during structure-based ligand discovery (SBLD). The user interfaces of established crystallographic software packages such as CCP4 [Winn et al. (2011), Acta Cryst. D67, 235-242] or PHENIX [Adams et al. (2010), Acta Cryst. D66, 213-221] have entrenched the paradigm that a `project' is concerned with solving one structure. This does not hold for SBLD, where many almost identical structures need to be solved and analysed quickly in one batch of work. Functionality to track progress and annotate structures is essential. XCE provides an intuitive graphical user interface which guides the user from data processing, initial map calculation, ligand identification and refinement up until data dissemination. It provides multiple entry points depending on the need of each project, enables batch processing of multiple data sets and records metadata, progress and annotations in an SQLite database. XCE is freely available and works on any Linux and Mac OS X system, and the only dependency is to have the latest version of CCP4 installed. The design and usage of this tool are described here, and its usefulness is demonstrated in the context of fragment-screening campaigns at the Diamond Light Source. It is routinely used to analyse projects comprising 1000 data sets or more, and therefore scales well to even very large ligand-design projects.

The XChemExplorer graphical workflow tool for routine or large-scale protein–ligand structure determination

PubMed Central

Krojer, Tobias; Talon, Romain; Pearce, Nicholas; Douangamath, Alice; Brandao-Neto, Jose; Dias, Alexandre; Marsden, Brian

2017-01-01

XChemExplorer (XCE) is a data-management and workflow tool to support large-scale simultaneous analysis of protein–ligand complexes during structure-based ligand discovery (SBLD). The user interfaces of established crystallo­graphic software packages such as CCP4 [Winn et al. (2011 ▸), Acta Cryst. D67, 235–242] or PHENIX [Adams et al. (2010 ▸), Acta Cryst. D66, 213–221] have entrenched the paradigm that a ‘project’ is concerned with solving one structure. This does not hold for SBLD, where many almost identical structures need to be solved and analysed quickly in one batch of work. Functionality to track progress and annotate structures is essential. XCE provides an intuitive graphical user interface which guides the user from data processing, initial map calculation, ligand identification and refinement up until data dissemination. It provides multiple entry points depending on the need of each project, enables batch processing of multiple data sets and records metadata, progress and annotations in an SQLite database. XCE is freely available and works on any Linux and Mac OS X system, and the only dependency is to have the latest version of CCP4 installed. The design and usage of this tool are described here, and its usefulness is demonstrated in the context of fragment-screening campaigns at the Diamond Light Source. It is routinely used to analyse projects comprising 1000 data sets or more, and therefore scales well to even very large ligand-design projects. PMID:28291762

Internet computer coaches for introductory physics problem solving

NASA Astrophysics Data System (ADS)

Xu Ryan, Qing

The ability to solve problems in a variety of contexts is becoming increasingly important in our rapidly changing technological society. Problem-solving is a complex process that is important for everyday life and crucial for learning physics. Although there is a great deal of effort to improve student problem solving skills throughout the educational system, national studies have shown that the majority of students emerge from such courses having made little progress toward developing good problem-solving skills. The Physics Education Research Group at the University of Minnesota has been developing Internet computer coaches to help students become more expert-like problem solvers. During the Fall 2011 and Spring 2013 semesters, the coaches were introduced into large sections (200+ students) of the calculus based introductory mechanics course at the University of Minnesota. This dissertation, will address the research background of the project, including the pedagogical design of the coaches and the assessment of problem solving. The methodological framework of conducting experiments will be explained. The data collected from the large-scale experimental studies will be discussed from the following aspects: the usage and usability of these coaches; the usefulness perceived by students; and the usefulness measured by final exam and problem solving rubric. It will also address the implications drawn from this study, including using this data to direct future coach design and difficulties in conducting authentic assessment of problem-solving.

Large-scale model of flow in heterogeneous and hierarchical porous media

NASA Astrophysics Data System (ADS)

Chabanon, Morgan; Valdés-Parada, Francisco J.; Ochoa-Tapia, J. Alberto; Goyeau, Benoît

2017-11-01

Heterogeneous porous structures are very often encountered in natural environments, bioremediation processes among many others. Reliable models for momentum transport are crucial whenever mass transport or convective heat occurs in these systems. In this work, we derive a large-scale average model for incompressible single-phase flow in heterogeneous and hierarchical soil porous media composed of two distinct porous regions embedding a solid impermeable structure. The model, based on the local mechanical equilibrium assumption between the porous regions, results in a unique momentum transport equation where the global effective permeability naturally depends on the permeabilities at the intermediate mesoscopic scales and therefore includes the complex hierarchical structure of the soil. The associated closure problem is numerically solved for various configurations and properties of the heterogeneous medium. The results clearly show that the effective permeability increases with the volume fraction of the most permeable porous region. It is also shown that the effective permeability is sensitive to the dimensionality spatial arrangement of the porous regions and in particular depends on the contact between the impermeable solid and the two porous regions.

Accelerating large scale Kohn-Sham density functional theory calculations with semi-local functionals and hybrid functionals

NASA Astrophysics Data System (ADS)

Lin, Lin

The computational cost of standard Kohn-Sham density functional theory (KSDFT) calculations scale cubically with respect to the system size, which limits its use in large scale applications. In recent years, we have developed an alternative procedure called the pole expansion and selected inversion (PEXSI) method. The PEXSI method solves KSDFT without solving any eigenvalue and eigenvector, and directly evaluates physical quantities including electron density, energy, atomic force, density of states, and local density of states. The overall algorithm scales as at most quadratically for all materials including insulators, semiconductors and the difficult metallic systems. The PEXSI method can be efficiently parallelized over 10,000 - 100,000 processors on high performance machines. The PEXSI method has been integrated into a number of community electronic structure software packages such as ATK, BigDFT, CP2K, DGDFT, FHI-aims and SIESTA, and has been used in a number of applications with 2D materials beyond 10,000 atoms. The PEXSI method works for LDA, GGA and meta-GGA functionals. The mathematical structure for hybrid functional KSDFT calculations is significantly different. I will also discuss recent progress on using adaptive compressed exchange method for accelerating hybrid functional calculations. DOE SciDAC Program, DOE CAMERA Program, LBNL LDRD, Sloan Fellowship.

Simulation and Optimization of Large Scale Subsurface Environmental Impacts; Investigations, Remedial Design and Long Term Monitoring

DOE Office of Scientific and Technical Information (OSTI.GOV)

Deschaine, L.M.; Chalmers Univ. of Technology, Dept. of Physical Resources, Complex Systems Group, Goteborg

2008-07-01

The global impact to human health and the environment from large scale chemical / radionuclide releases is well documented. Examples are the wide spread release of radionuclides from the Chernobyl nuclear reactors, the mobilization of arsenic in Bangladesh, the formation of Environmental Protection Agencies in the United States, Canada and Europe, and the like. The fiscal costs of addressing and remediating these issues on a global scale are astronomical, but then so are the fiscal and human health costs of ignoring them. An integrated methodology for optimizing the response(s) to these issues is needed. This work addresses development of optimalmore » policy design for large scale, complex, environmental issues. It discusses the development, capabilities, and application of a hybrid system of algorithms that optimizes the environmental response. It is important to note that 'optimization' does not singularly refer to cost minimization, but to the effective and efficient balance of cost, performance, risk, management, and societal priorities along with uncertainty analysis. This tool integrates all of these elements into a single decision framework. It provides a consistent approach to designing optimal solutions that are tractable, traceable, and defensible. The system is modular and scalable. It can be applied either as individual components or in total. By developing the approach in a complex systems framework, a solution methodology represents a significant improvement over the non-optimal 'trial and error' approach to environmental response(s). Subsurface environmental processes are represented by linear and non-linear, elliptic and parabolic equations. The state equations solved using numerical methods include multi-phase flow (water, soil gas, NAPL), and multicomponent transport (radionuclides, heavy metals, volatile organics, explosives, etc.). Genetic programming is used to generate the simulators either when simulation models do not exist, or to extend

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

DOE PAGES

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

2016-07-26

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

Modelling the cancer growth process by Stochastic Differential Equations with the effect of Chondroitin Sulfate (CS) as anticancer therapeutics

NASA Astrophysics Data System (ADS)

Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina

2017-09-01

A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.

Properties of large scale plasma flow during the early stage of the plasmaspheric refilling

NASA Technical Reports Server (NTRS)

Singh, Nagendra; Craven, P.; Torr, D. G.; Richards, P. G.

1990-01-01

The objective is to better characterize the macroscopic properties of the interhemisphere plasma flow by solving a more complete set of hydrodynamic equations than that solved previously. Specifically, the ion continuity, momentum and energy equations were solved for the plasma flow along the closed magnetic field lines. During the initial stage of the supersonic outflow in the equatorial region, the ions cool substantially. Using the hydrodynamic model for the large-scale plasma flow, the dynamics of shocks was examined which form in the geomagnetic flux tubes during the early stages of refilling. These shocks are more like those forming in neutral gases than the electrostatic shocks driven by microinstabilities involving ion-ion interaction. Therefore, the shocks seen in the hydrodynamic model are termed as hydrodynamic shocks. Such shocks are generally unsteady and therefore the usual shock jump conditions given by Rankine-Hugoniot relations are not strictly applicable to them. The density, flow velocity and temperature structures associated with the shocks are examined for both asymmetrical and symmetrical flows. In the asymmetrical flow the outflow from one of two conjugate ionospheres is dominant. On the other hand, in the symmetrical case outflows from the two ionospheric sources are identical. Both cases are treated by a two-stream model. In the late type of flow, the early-time refilling shows a relaxation type of oscillation, which is driven by the large-scale interactions between the two identical streams. After this early stage, the resulting temperature structure shows some interesting features. In the equatorial region the streams are isothermal, but in the off-equatorial regions the streams have quite different temperatures, and also densities and flow velocities. The dense and slow stream is found to be warmer than the low-density fast stream. In the late stage of refilling, the temperature is found to steadily increase from the conjugate

Large Eddy Simulation in the Computation of Jet Noise

NASA Technical Reports Server (NTRS)

Mankbadi, R. R.; Goldstein, M. E.; Povinelli, L. A.; Hayder, M. E.; Turkel, E.

1999-01-01

Noise can be predicted by solving Full (time-dependent) Compressible Navier-Stokes Equation (FCNSE) with computational domain. The fluctuating near field of the jet produces propagating pressure waves that produce far-field sound. The fluctuating flow field as a function of time is needed in order to calculate sound from first principles. Noise can be predicted by solving the full, time-dependent, compressible Navier-Stokes equations with the computational domain extended to far field - but this is not feasible as indicated above. At high Reynolds number of technological interest turbulence has large range of scales. Direct numerical simulations (DNS) can not capture the small scales of turbulence. The large scales are more efficient than the small scales in radiating sound. The emphasize is thus on calculating sound radiated by large scales.

GLAD: a system for developing and deploying large-scale bioinformatics grid.

PubMed

Teo, Yong-Meng; Wang, Xianbing; Ng, Yew-Kwong

2005-03-01

Grid computing is used to solve large-scale bioinformatics problems with gigabytes database by distributing the computation across multiple platforms. Until now in developing bioinformatics grid applications, it is extremely tedious to design and implement the component algorithms and parallelization techniques for different classes of problems, and to access remotely located sequence database files of varying formats across the grid. In this study, we propose a grid programming toolkit, GLAD (Grid Life sciences Applications Developer), which facilitates the development and deployment of bioinformatics applications on a grid. GLAD has been developed using ALiCE (Adaptive scaLable Internet-based Computing Engine), a Java-based grid middleware, which exploits the task-based parallelism. Two bioinformatics benchmark applications, such as distributed sequence comparison and distributed progressive multiple sequence alignment, have been developed using GLAD.

LASSIE: simulating large-scale models of biochemical systems on GPUs.

PubMed

Tangherloni, Andrea; Nobile, Marco S; Besozzi, Daniela; Mauri, Giancarlo; Cazzaniga, Paolo

2017-05-10

Mathematical modeling and in silico analysis are widely acknowledged as complementary tools to biological laboratory methods, to achieve a thorough understanding of emergent behaviors of cellular processes in both physiological and perturbed conditions. Though, the simulation of large-scale models-consisting in hundreds or thousands of reactions and molecular species-can rapidly overtake the capabilities of Central Processing Units (CPUs). The purpose of this work is to exploit alternative high-performance computing solutions, such as Graphics Processing Units (GPUs), to allow the investigation of these models at reduced computational costs. LASSIE is a "black-box" GPU-accelerated deterministic simulator, specifically designed for large-scale models and not requiring any expertise in mathematical modeling, simulation algorithms or GPU programming. Given a reaction-based model of a cellular process, LASSIE automatically generates the corresponding system of Ordinary Differential Equations (ODEs), assuming mass-action kinetics. The numerical solution of the ODEs is obtained by automatically switching between the Runge-Kutta-Fehlberg method in the absence of stiffness, and the Backward Differentiation Formulae of first order in presence of stiffness. The computational performance of LASSIE are assessed using a set of randomly generated synthetic reaction-based models of increasing size, ranging from 64 to 8192 reactions and species, and compared to a CPU-implementation of the LSODA numerical integration algorithm. LASSIE adopts a novel fine-grained parallelization strategy to distribute on the GPU cores all the calculations required to solve the system of ODEs. By virtue of this implementation, LASSIE achieves up to 92× speed-up with respect to LSODA, therefore reducing the running time from approximately 1 month down to 8 h to simulate models consisting in, for instance, four thousands of reactions and species. Notably, thanks to its smaller memory footprint, LASSIE

Search Planning Under Incomplete Information Using Stochastic Optimization and Regression

DTIC Science & Technology

2011-09-01

solve since they involve un- certainty and unknown parameters (see for example Shapiro et al., 2009; Wallace & Ziemba , 2005). One application area is...M16130.2E. 43 Wallace, S. W., & Ziemba , W. T. (2005). Applications of stochastic programming. Philadelphia, PA: Society for Industrial and Applied

A relativistic signature in large-scale structure

NASA Astrophysics Data System (ADS)

Bartolo, Nicola; Bertacca, Daniele; Bruni, Marco; Koyama, Kazuya; Maartens, Roy; Matarrese, Sabino; Sasaki, Misao; Verde, Licia; Wands, David

2016-09-01

In General Relativity, the constraint equation relating metric and density perturbations is inherently nonlinear, leading to an effective non-Gaussianity in the dark matter density field on large scales-even if the primordial metric perturbation is Gaussian. Intrinsic non-Gaussianity in the large-scale dark matter overdensity in GR is real and physical. However, the variance smoothed on a local physical scale is not correlated with the large-scale curvature perturbation, so that there is no relativistic signature in the galaxy bias when using the simplest model of bias. It is an open question whether the observable mass proxies such as luminosity or weak lensing correspond directly to the physical mass in the simple halo bias model. If not, there may be observables that encode this relativistic signature.

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

2017-04-01

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

Nonparametric weighted stochastic block models

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2018-01-01

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.

Stochastic optimisation of water allocation on a global scale

NASA Astrophysics Data System (ADS)

Schmitz, Oliver; Straatsma, Menno; Karssenberg, Derek; Bierkens, Marc F. P.

2014-05-01

Climate change, increasing population and further economic developments are expected to increase water scarcity for many regions of the world. Optimal water management strategies are required to minimise the water gap between water supply and domestic, industrial and agricultural water demand. A crucial aspect of water allocation is the spatial scale of optimisation. Blue water supply peaks at the upstream parts of large catchments, whereas demands are often largest at the industrialised downstream parts. Two extremes exist in water allocation: (i) 'First come, first serve,' which allows the upstream water demands to be fulfilled without considerations of downstream demands, and (ii) 'All for one, one for all' that satisfies water allocation over the whole catchment. In practice, water treaties govern intermediate solutions. The objective of this study is to determine the effect of these two end members on water allocation optimisation with respect to water scarcity. We conduct this study on a global scale with the year 2100 as temporal horizon. Water supply is calculated using the hydrological model PCR-GLOBWB, operating at a 5 arcminutes resolution and a daily time step. PCR-GLOBWB is forced with temperature and precipitation fields from the Hadgem2-ES global circulation model that participated in the latest coupled model intercomparison project (CMIP5). Water demands are calculated for representative concentration pathway 6.0 (RCP 6.0) and shared socio-economic pathway scenario 2 (SSP2). To enable the fast computation of the optimisation, we developed a hydrologically correct network of 1800 basin segments with an average size of 100 000 square kilometres. The maximum number of nodes in a network was 140 for the Amazon Basin. Water demands and supplies are aggregated to cubic kilometres per month per segment. A new open source implementation of the water allocation is developed for the stochastic optimisation of the water allocation. We apply a Genetic Algorithm

Multi-Scale Stochastic Resonance Spectrogram for fault diagnosis of rolling element bearings

NASA Astrophysics Data System (ADS)

He, Qingbo; Wu, Enhao; Pan, Yuanyuan

2018-04-01

It is not easy to identify incipient defect of a rolling element bearing by analyzing the vibration data because of the disturbance of background noise. The weak and unrecognizable transient fault signal of a mechanical system can be enhanced by the stochastic resonance (SR) technique that utilizes the noise in the system. However, it is challenging for the SR technique to identify sensitive fault information in non-stationary signals. This paper proposes a new method called multi-scale SR spectrogram (MSSRS) for bearing defect diagnosis. The new method considers the non-stationary property of the defective bearing vibration signals, and treats every scale of the time-frequency distribution (TFD) as a modulation system. Then the SR technique is utilized on each modulation system according to each frequencies in the TFD. The SR results are sensitive to the defect information because the energy of transient vibration is distributed in a limited frequency band in the TFD. Collecting the spectra of the SR outputs at all frequency scales then generates the MSSRS. The proposed MSSRS is able to well deal with the non-stationary transient signal, and can highlight the defect-induced frequency component corresponding to the impulse information. Experimental results with practical defective bearing vibration data have shown that the proposed method outperforms the former SR methods and exhibits a good application prospect in rolling element bearing fault diagnosis.

A hierarchical exact accelerated stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Orendorff, David; Mjolsness, Eric

2012-12-01

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Stochastic analysis and modeling of abnormally large waves

NASA Astrophysics Data System (ADS)

Kuznetsov, Konstantin; Shamin, Roman; Yudin, Aleksandr

2016-04-01

In this work stochastics of amplitude characteristics of waves during the freak waves formation was estimated. Also amplitude characteristics of freak wave was modeling with the help of the developed Markov model on the basis of in-situ and numerical experiments. Simulation using the Markov model showed a great similarity of results of in-situ wave measurements[1], results of directly calculating the Euler equations[2] and stochastic modeling data. This work is supported by grant of Russian Foundation for Basic Research (RFBR) n°16-35-00526. 1. K. I. Kuznetsov, A. A. Kurkin, E. N. Pelinovsky and P. D. Kovalev Features of Wind Waves at the Southeastern Coast of Sakhalin according to Bottom Pressure Measurements //Izvestiya, Atmospheric and Oceanic Physics, 2014, Vol. 50, No. 2, pp. 213-220. DOI: 10.1134/S0001433814020066. 2. R.V. Shamin, V.E. Zakharov, A.I. Dyachenko. How probability for freak wave formation can be found // THE EUROPEAN PHYSICAL JOURNAL - SPECIAL TOPICS Volume 185, Number 1, 113-124, DOI: 10.1140/epjst/e2010-01242-y 3.E. N. Pelinovsky, K. I. Kuznetsov, J. Touboul, A. A. Kurkin Bottom pressure caused by passage of a solitary wave within the strongly nonlinear Green-Naghdi model //Doklady Physics, April 2015, Volume 60, Issue 4, pp 171-174. DOI: 10.1134/S1028335815040035

Large scale analysis of signal reachability.

PubMed

Todor, Andrei; Gabr, Haitham; Dobra, Alin; Kahveci, Tamer

2014-06-15

Major disorders, such as leukemia, have been shown to alter the transcription of genes. Understanding how gene regulation is affected by such aberrations is of utmost importance. One promising strategy toward this objective is to compute whether signals can reach to the transcription factors through the transcription regulatory network (TRN). Due to the uncertainty of the regulatory interactions, this is a #P-complete problem and thus solving it for very large TRNs remains to be a challenge. We develop a novel and scalable method to compute the probability that a signal originating at any given set of source genes can arrive at any given set of target genes (i.e., transcription factors) when the topology of the underlying signaling network is uncertain. Our method tackles this problem for large networks while providing a provably accurate result. Our method follows a divide-and-conquer strategy. We break down the given network into a sequence of non-overlapping subnetworks such that reachability can be computed autonomously and sequentially on each subnetwork. We represent each interaction using a small polynomial. The product of these polynomials express different scenarios when a signal can or cannot reach to target genes from the source genes. We introduce polynomial collapsing operators for each subnetwork. These operators reduce the size of the resulting polynomial and thus the computational complexity dramatically. We show that our method scales to entire human regulatory networks in only seconds, while the existing methods fail beyond a few tens of genes and interactions. We demonstrate that our method can successfully characterize key reachability characteristics of the entire transcriptions regulatory networks of patients affected by eight different subtypes of leukemia, as well as those from healthy control samples. All the datasets and code used in this article are available at bioinformatics.cise.ufl.edu/PReach/scalable.htm. © The Author 2014

Optimizing basin-scale coupled water quantity and water quality man-agement with stochastic dynamic programming

NASA Astrophysics Data System (ADS)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Engelund Holm, Peter; Trapp, Stefan; Rosbjerg, Dan; Bauer-Gottwein, Peter

2015-04-01

Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen concentrations. Inelastic water demands, fixed water allocation curtailment costs and fixed wastewater treatment costs (before and after use) are estimated for the water users (agriculture, industry and domestic). If the BOD concentration exceeds a given user pollution thresh-old, the user will need to pay for pre-treatment of the water before use. Similarly, treatment of the return flow can reduce the BOD load to the river. A traditional SDP approach is used to solve one-step-ahead sub-problems for all combinations of discrete reservoir storage, Markov Chain inflow clas-ses and monthly time steps. Pollution concentration nodes are introduced for each user group and untreated return flow from the users contribute to increased BOD concentrations in the river. The pollutant concentrations in each node depend on multiple decision variables (allocation and wastewater treatment) rendering the objective function non-linear. Therefore, the pollution concen-tration decisions are outsourced to a genetic algorithm, which calls a linear program to determine the remainder of the decision

Sound production due to large-scale coherent structures

NASA Technical Reports Server (NTRS)

Gatski, T. B.

1979-01-01

The acoustic pressure fluctuations due to large-scale finite amplitude disturbances in a free turbulent shear flow are calculated. The flow is decomposed into three component scales; the mean motion, the large-scale wave-like disturbance, and the small-scale random turbulence. The effect of the large-scale structure on the flow is isolated by applying both a spatial and phase average on the governing differential equations and by initially taking the small-scale turbulence to be in energetic equilibrium with the mean flow. The subsequent temporal evolution of the flow is computed from global energetic rate equations for the different component scales. Lighthill's theory is then applied to the region with the flowfield as the source and an observer located outside the flowfield in a region of uniform velocity. Since the time history of all flow variables is known, a minimum of simplifying assumptions for the Lighthill stress tensor is required, including no far-field approximations. A phase average is used to isolate the pressure fluctuations due to the large-scale structure, and also to isolate the dynamic process responsible. Variation of mean square pressure with distance from the source is computed to determine the acoustic far-field location and decay rate, and, in addition, spectra at various acoustic field locations are computed and analyzed. Also included are the effects of varying the growth and decay of the large-scale disturbance on the sound produced.

Hydrometeorological variability on a large french catchment and its relation to large-scale circulation across temporal scales

NASA Astrophysics Data System (ADS)

Massei, Nicolas; Dieppois, Bastien; Fritier, Nicolas; Laignel, Benoit; Debret, Maxime; Lavers, David; Hannah, David

2015-04-01

In the present context of global changes, considerable efforts have been deployed by the hydrological scientific community to improve our understanding of the impacts of climate fluctuations on water resources. Both observational and modeling studies have been extensively employed to characterize hydrological changes and trends, assess the impact of climate variability or provide future scenarios of water resources. In the aim of a better understanding of hydrological changes, it is of crucial importance to determine how and to what extent trends and long-term oscillations detectable in hydrological variables are linked to global climate oscillations. In this work, we develop an approach associating large-scale/local-scale correlation, enmpirical statistical downscaling and wavelet multiresolution decomposition of monthly precipitation and streamflow over the Seine river watershed, and the North Atlantic sea level pressure (SLP) in order to gain additional insights on the atmospheric patterns associated with the regional hydrology. We hypothesized that: i) atmospheric patterns may change according to the different temporal wavelengths defining the variability of the signals; and ii) definition of those hydrological/circulation relationships for each temporal wavelength may improve the determination of large-scale predictors of local variations. The results showed that the large-scale/local-scale links were not necessarily constant according to time-scale (i.e. for the different frequencies characterizing the signals), resulting in changing spatial patterns across scales. This was then taken into account by developing an empirical statistical downscaling (ESD) modeling approach which integrated discrete wavelet multiresolution analysis for reconstructing local hydrometeorological processes (predictand : precipitation and streamflow on the Seine river catchment) based on a large-scale predictor (SLP over the Euro-Atlantic sector) on a monthly time-step. This approach

The Challenge of Large-Scale Literacy Improvement

ERIC Educational Resources Information Center

Levin, Ben

2010-01-01

This paper discusses the challenge of making large-scale improvements in literacy in schools across an entire education system. Despite growing interest and rhetoric, there are very few examples of sustained, large-scale change efforts around school-age literacy. The paper reviews 2 instances of such efforts, in England and Ontario. After…

Large-scale influences in near-wall turbulence.

PubMed

Hutchins, Nicholas; Marusic, Ivan

2007-03-15

Hot-wire data acquired in a high Reynolds number facility are used to illustrate the need for adequate scale separation when considering the coherent structure in wall-bounded turbulence. It is found that a large-scale motion in the log region becomes increasingly comparable in energy to the near-wall cycle as the Reynolds number increases. Through decomposition of fluctuating velocity signals, it is shown that this large-scale motion has a distinct modulating influence on the small-scale energy (akin to amplitude modulation). Reassessment of DNS data, in light of these results, shows similar trends, with the rate and intensity of production due to the near-wall cycle subject to a modulating influence from the largest-scale motions.

Generation of large-scale magnetic fields by small-scale dynamo in shear flows

NASA Astrophysics Data System (ADS)

Squire, Jonathan; Bhattacharjee, Amitava

2015-11-01

A new mechanism for turbulent mean-field dynamo is proposed, in which the magnetic fluctuations resulting from a small-scale dynamo drive the generation of large-scale magnetic fields. This is in stark contrast to the common idea that small-scale magnetic fields should be harmful to large-scale dynamo action. These dynamos occur in the presence of large-scale velocity shear and do not require net helicity, resulting from off-diagonal components of the turbulent resistivity tensor as the magnetic analogue of the ``shear-current'' effect. The dynamo is studied using a variety of computational and analytic techniques, both when the magnetic fluctuations arise self-consistently through the small-scale dynamo and in lower Reynolds number regimes. Given the inevitable existence of non-helical small-scale magnetic fields in turbulent plasmas, as well as the generic nature of velocity shear, the suggested mechanism may help to explain generation of large-scale magnetic fields across a wide range of astrophysical objects. This work was supported by a Procter Fellowship at Princeton University, and the US Department of Energy Grant DE-AC02-09-CH11466.

A dual theory of price and value in a meso-scale economic model with stochastic profit rate

NASA Astrophysics Data System (ADS)

Greenblatt, R. E.

2014-12-01

The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

Agent based reasoning for the non-linear stochastic models of long-range memory

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.

Dynamically Consistent Parameterization of Mesoscale Eddies This work aims at parameterization of eddy effects for use in non-eddy-resolving ocean models and focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones.

NASA Astrophysics Data System (ADS)

Berloff, P. S.

2016-12-01

This work aims at developing a framework for dynamically consistent parameterization of mesoscale eddy effects for use in non-eddy-resolving ocean circulation models. The proposed eddy parameterization framework is successfully tested on the classical, wind-driven double-gyre model, which is solved both with explicitly resolved vigorous eddy field and in the non-eddy-resolving configuration with the eddy parameterization replacing the eddy effects. The parameterization focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones. The parameterization locally approximates transient eddy flux divergence by spatially localized and temporally periodic forcing, referred to as the plunger, and focuses on the linear-dynamics flow solution induced by it. The nonlinear self-interaction of this solution, referred to as the footprint, characterizes and quantifies the induced eddy forcing exerted on the large-scale flow. We find that spatial pattern and amplitude of each footprint strongly depend on the underlying large-scale flow, and the corresponding relationships provide the basis for the eddy parameterization and its closure on the large-scale flow properties. Dependencies of the footprints on other important parameters of the problem are also systematically analyzed. The parameterization utilizes the local large-scale flow information, constructs and scales the corresponding footprints, and then sums them up over the gyres to produce the resulting eddy forcing field, which is interactively added to the model as an extra forcing. Thus, the assumed ensemble of plunger solutions can be viewed as a simple model for the cumulative effect of the stochastic eddy forcing. The parameterization framework is implemented in the simplest way, but it provides a systematic strategy for improving the implementation algorithm.

Stochastic theory of log-periodic patterns

NASA Astrophysics Data System (ADS)

Canessa, Enrique

2000-12-01

We introduce an analytical model based on birth-death clustering processes to help in understanding the empirical log-periodic corrections to power law scaling and the finite-time singularity as reported in several domains including rupture, earthquakes, world population and financial systems. In our stochastic theory log-periodicities are a consequence of transient clusters induced by an entropy-like term that may reflect the amount of co-operative information carried by the state of a large system of different species. The clustering completion rates for the system are assumed to be given by a simple linear death process. The singularity at t0 is derived in terms of birth-death clustering coefficients.

Application of NASA General-Purpose Solver to Large-Scale Computations in Aeroacoustics

NASA Technical Reports Server (NTRS)

Watson, Willie R.; Storaasli, Olaf O.

2004-01-01

Of several iterative and direct equation solvers evaluated previously for computations in aeroacoustics, the most promising was the NASA-developed General-Purpose Solver (winner of NASA's 1999 software of the year award). This paper presents detailed, single-processor statistics of the performance of this solver, which has been tailored and optimized for large-scale aeroacoustic computations. The statistics, compiled using an SGI ORIGIN 2000 computer with 12 Gb available memory (RAM) and eight available processors, are the central processing unit time, RAM requirements, and solution error. The equation solver is capable of solving 10 thousand complex unknowns in as little as 0.01 sec using 0.02 Gb RAM, and 8.4 million complex unknowns in slightly less than 3 hours using all 12 Gb. This latter solution is the largest aeroacoustics problem solved to date with this technique. The study was unable to detect any noticeable error in the solution, since noise levels predicted from these solution vectors are in excellent agreement with the noise levels computed from the exact solution. The equation solver provides a means for obtaining numerical solutions to aeroacoustics problems in three dimensions.

Memory effects on stochastic resonance

NASA Astrophysics Data System (ADS)

Neiman, Alexander; Sung, Wokyung

1996-02-01

We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.

A k-space method for large-scale models of wave propagation in tissue.

PubMed

Mast, T D; Souriau, L P; Liu, D L; Tabei, M; Nachman, A I; Waag, R C

2001-03-01

Large-scale simulation of ultrasonic pulse propagation in inhomogeneous tissue is important for the study of ultrasound-tissue interaction as well as for development of new imaging methods. Typical scales of interest span hundreds of wavelengths; most current two-dimensional methods, such as finite-difference and finite-element methods, are unable to compute propagation on this scale with the efficiency needed for imaging studies. Furthermore, for most available methods of simulating ultrasonic propagation, large-scale, three-dimensional computations of ultrasonic scattering are infeasible. Some of these difficulties have been overcome by previous pseudospectral and k-space methods, which allow substantial portions of the necessary computations to be executed using fast Fourier transforms. This paper presents a simplified derivation of the k-space method for a medium of variable sound speed and density; the derivation clearly shows the relationship of this k-space method to both past k-space methods and pseudospectral methods. In the present method, the spatial differential equations are solved by a simple Fourier transform method, and temporal iteration is performed using a k-t space propagator. The temporal iteration procedure is shown to be exact for homogeneous media, unconditionally stable for "slow" (c(x) < or = c0) media, and highly accurate for general weakly scattering media. The applicability of the k-space method to large-scale soft tissue modeling is shown by simulating two-dimensional propagation of an incident plane wave through several tissue-mimicking cylinders as well as a model chest wall cross section. A three-dimensional implementation of the k-space method is also employed for the example problem of propagation through a tissue-mimicking sphere. Numerical results indicate that the k-space method is accurate for large-scale soft tissue computations with much greater efficiency than that of an analogous leapfrog pseudospectral method or a 2

A forward-advancing wave expansion method for numerical solution of large-scale sound propagation problems

NASA Astrophysics Data System (ADS)

Rolla, L. Barrera; Rice, H. J.

2006-09-01

In this paper a "forward-advancing" field discretization method suitable for solving the Helmholtz equation in large-scale problems is proposed. The forward wave expansion method (FWEM) is derived from a highly efficient discretization procedure based on interpolation of wave functions known as the wave expansion method (WEM). The FWEM computes the propagated sound field by means of an exclusively forward advancing solution, neglecting the backscattered field. It is thus analogous to methods such as the (one way) parabolic equation method (PEM) (usually discretized using standard finite difference or finite element methods). These techniques do not require the inversion of large system matrices and thus enable the solution of large-scale acoustic problems where backscatter is not of interest. Calculations using FWEM are presented for two propagation problems and comparisons to data computed with analytical and theoretical solutions and show this forward approximation to be highly accurate. Examples of sound propagation over a screen in upwind and downwind refracting atmospheric conditions at low nodal spacings (0.2 per wavelength in the propagation direction) are also included to demonstrate the flexibility and efficiency of the method.

PKI security in large-scale healthcare networks.

PubMed

Mantas, Georgios; Lymberopoulos, Dimitrios; Komninos, Nikos

2012-06-01

During the past few years a lot of PKI (Public Key Infrastructures) infrastructures have been proposed for healthcare networks in order to ensure secure communication services and exchange of data among healthcare professionals. However, there is a plethora of challenges in these healthcare PKI infrastructures. Especially, there are a lot of challenges for PKI infrastructures deployed over large-scale healthcare networks. In this paper, we propose a PKI infrastructure to ensure security in a large-scale Internet-based healthcare network connecting a wide spectrum of healthcare units geographically distributed within a wide region. Furthermore, the proposed PKI infrastructure facilitates the trust issues that arise in a large-scale healthcare network including multi-domain PKI infrastructures.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems.

PubMed

Woolley, Thomas E; Baker, Ruth E; Gaffney, Eamonn A; Maini, Philip K; Seirin-Lee, Sungrim

2012-05-01

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases.

Dynamic ruptures on faults of complex geometry: insights from numerical simulations, from large-scale curvature to small-scale fractal roughness

NASA Astrophysics Data System (ADS)

Ulrich, T.; Gabriel, A. A.

2016-12-01

The geometry of faults is subject to a large degree of uncertainty. As buried structures being not directly observable, their complex shapes may only be inferred from surface traces, if available, or through geophysical methods, such as reflection seismology. As a consequence, most studies aiming at assessing the potential hazard of faults rely on idealized fault models, based on observable large-scale features. Yet, real faults are known to be wavy at all scales, their geometric features presenting similar statistical properties from the micro to the regional scale. The influence of roughness on the earthquake rupture process is currently a driving topic in the computational seismology community. From the numerical point of view, rough faults problems are challenging problems that require optimized codes able to run efficiently on high-performance computing infrastructure and simultaneously handle complex geometries. Physically, simulated ruptures hosted by rough faults appear to be much closer to source models inverted from observation in terms of complexity. Incorporating fault geometry on all scales may thus be crucial to model realistic earthquake source processes and to estimate more accurately seismic hazard. In this study, we use the software package SeisSol, based on an ADER-Discontinuous Galerkin scheme, to run our numerical simulations. SeisSol allows solving the spontaneous dynamic earthquake rupture problem and the wave propagation problem with high-order accuracy in space and time efficiently on large-scale machines. In this study, the influence of fault roughness on dynamic rupture style (e.g. onset of supershear transition, rupture front coherence, propagation of self-healing pulses, etc) at different length scales is investigated by analyzing ruptures on faults of varying roughness spectral content. In particular, we investigate the existence of a minimum roughness length scale in terms of rupture inherent length scales below which the rupture

Solving a Class of Stochastic Mixed-Integer Programs With Branch and Price

DTIC Science & Technology

2006-01-01

a two-dimensional knapsack problem, but for a given m, the objective value gi does not depend on the variance index v. This will be used in a final...optimization. Journal of Multicriteria Decision Analysis 11, 139–150 (2002) 29. Ford, L.R., Fulkerson, D.R.: A suggested computation for the maximal...for solution by a branch-and-price algorithm (B&P). We then survey a number of examples, and use a stochastic facility-location problem (SFLP) for a

Large Scale, High Resolution, Mantle Dynamics Modeling

NASA Astrophysics Data System (ADS)

Geenen, T.; Berg, A. V.; Spakman, W.

2007-12-01

To model the geodynamic evolution of plate convergence, subduction and collision and to allow for a connection to various types of observational data, geophysical, geodetical and geological, we developed a 4D (space-time) numerical mantle convection code. The model is based on a spherical 3D Eulerian fem model, with quadratic elements, on top of which we constructed a 3D Lagrangian particle in cell(PIC) method. We use the PIC method to transport material properties and to incorporate a viscoelastic rheology. Since capturing small scale processes associated with localization phenomena require a high resolution, we spend a considerable effort on implementing solvers suitable to solve for models with over 100 million degrees of freedom. We implemented Additive Schwartz type ILU based methods in combination with a Krylov solver, GMRES. However we found that for problems with over 500 thousend degrees of freedom the convergence of the solver degraded severely. This observation is known from the literature [Saad, 2003] and results from the local character of the ILU preconditioner resulting in a poor approximation of the inverse of A for large A. The size of A for which ILU is no longer usable depends on the condition of A and on the amount of fill in allowed for the ILU preconditioner. We found that for our problems with over 5×105 degrees of freedom convergence became to slow to solve the system within an acceptable amount of walltime, one minute, even when allowing for considerable amount of fill in. We also implemented MUMPS and found good scaling results for problems up to 107 degrees of freedom for up to 32 CPU¡¯s. For problems with over 100 million degrees of freedom we implemented Algebraic Multigrid type methods (AMG) from the ML library [Sala, 2006]. Since multigrid methods are most effective for single parameter problems, we rebuild our model to use the SIMPLE method in the Stokes solver [Patankar, 1980]. We present scaling results from these solvers for 3D

Large-scale velocities and primordial non-Gaussianity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schmidt, Fabian

2010-09-15

We study the peculiar velocities of density peaks in the presence of primordial non-Gaussianity. Rare, high-density peaks in the initial density field can be identified with tracers such as galaxies and clusters in the evolved matter distribution. The distribution of relative velocities of peaks is derived in the large-scale limit using two different approaches based on a local biasing scheme. Both approaches agree, and show that halos still stream with the dark matter locally as well as statistically, i.e. they do not acquire a velocity bias. Nonetheless, even a moderate degree of (not necessarily local) non-Gaussianity induces a significant skewnessmore » ({approx}0.1-0.2) in the relative velocity distribution, making it a potentially interesting probe of non-Gaussianity on intermediate to large scales. We also study two-point correlations in redshift space. The well-known Kaiser formula is still a good approximation on large scales, if the Gaussian halo bias is replaced with its (scale-dependent) non-Gaussian generalization. However, there are additional terms not encompassed by this simple formula which become relevant on smaller scales (k > or approx. 0.01h/Mpc). Depending on the allowed level of non-Gaussianity, these could be of relevance for future large spectroscopic surveys.« less

Dispositional Insight Scale: Development and Validation of a Tool That Measures Propensity toward Insight in Problem Solving

ERIC Educational Resources Information Center

Ovington, Linda A.; Saliba, Anthony J.; Goldring, Jeremy

2016-01-01

This article reports the development of a brief self-report measure of dispositional insight problem solving, the Dispositional Insight Scale (DIS). From a representative Australian database, 1,069 adults (536 women and 533 men) completed an online questionnaire. An exploratory and confirmatory factor analysis revealed a 5-item scale, with all…

Environmental stochasticity controls soil erosion variability

PubMed Central

Kim, Jongho; Ivanov, Valeriy Y.; Fatichi, Simone

2016-01-01

Understanding soil erosion by water is essential for a range of research areas but the predictive skill of prognostic models has been repeatedly questioned because of scale limitations of empirical data and the high variability of soil loss across space and time scales. Improved understanding of the underlying processes and their interactions are needed to infer scaling properties of soil loss and better inform predictive methods. This study uses data from multiple environments to highlight temporal-scale dependency of soil loss: erosion variability decreases at larger scales but the reduction rate varies with environment. The reduction of variability of the geomorphic response is attributed to a ‘compensation effect’: temporal alternation of events that exhibit either source-limited or transport-limited regimes. The rate of reduction is related to environment stochasticity and a novel index is derived to reflect the level of variability of intra- and inter-event hydrometeorologic conditions. A higher stochasticity index implies a larger reduction of soil loss variability (enhanced predictability at the aggregated temporal scales) with respect to the mean hydrologic forcing, offering a promising indicator for estimating the degree of uncertainty of erosion assessments. PMID:26925542

Scaling relationships of channel networks at large scales: Examples from two large-magnitude watersheds in Brittany, France

NASA Astrophysics Data System (ADS)

Crave, A.; Davy, P.