Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics

NASA Astrophysics Data System (ADS)

Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.

2017-03-01

The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

Approximation methods of European option pricing in multiscale stochastic volatility model

NASA Astrophysics Data System (ADS)

Ni, Ying; Canhanga, Betuel; Malyarenko, Anatoliy; Silvestrov, Sergei

2017-01-01

In the classical Black-Scholes model for financial option pricing, the asset price follows a geometric Brownian motion with constant volatility. Empirical findings such as volatility smile/skew, fat-tailed asset return distributions have suggested that the constant volatility assumption might not be realistic. A general stochastic volatility model, e.g. Heston model, GARCH model and SABR volatility model, in which the variance/volatility itself follows typically a mean-reverting stochastic process, has shown to be superior in terms of capturing the empirical facts. However in order to capture more features of the volatility smile a two-factor, of double Heston type, stochastic volatility model is more useful as shown in Christoffersen, Heston and Jacobs [12]. We consider one modified form of such two-factor volatility models in which the volatility has multiscale mean-reversion rates. Our model contains two mean-reverting volatility processes with a fast and a slow reverting rate respectively. We consider the European option pricing problem under one type of the multiscale stochastic volatility model where the two volatility processes act as independent factors in the asset price process. The novelty in this paper is an approximating analytical solution using asymptotic expansion method which extends the authors earlier research in Canhanga et al. [5, 6]. In addition we propose a numerical approximating solution using Monte-Carlo simulation. For completeness and for comparison we also implement the semi-analytical solution by Chiarella and Ziveyi [11] using method of characteristics, Fourier and bivariate Laplace transforms.

Adaptive two-regime method: Application to front propagation

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

Robinson, Martin, E-mail: martin.robinson@maths.ox.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Flegg, Mark, E-mail: mark.flegg@monash.edu

2014-03-28

The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a generalization of the previously developed Two-Regime Method [Flegg et al., J. R. Soc., Interface 9, 859 (2012)] to multiscale problems which require a dynamic selection of regions where detailed Brownian dynamics simulation is used. Typical applications include a front propagation or spatio-temporal oscillations. In this paper, the ATRM is used for an in-depth study of front propagation in a stochastic reaction-diffusion system which has its mean-field model given in termsmore » of the Fisher equation [R. Fisher, Ann. Eugen. 7, 355 (1937)]. It exhibits a travelling reaction front which is sensitive to stochastic fluctuations at the leading edge of the wavefront. Previous studies into stochastic effects on the Fisher wave propagation speed have focused on lattice-based models, but there has been limited progress using off-lattice (Brownian dynamics) models, which suffer due to their high computational cost, particularly at the high molecular numbers that are necessary to approach the Fisher mean-field model. By modelling only the wavefront itself with the off-lattice model, it is shown that the ATRM leads to the same Fisher wave results as purely off-lattice models, but at a fraction of the computational cost. The error analysis of the ATRM is also presented for a morphogen gradient model.« less

Multiscale Modeling and Uncertainty Quantification for Nuclear Fuel Performance

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

Estep, Donald; El-Azab, Anter; Pernice, Michael

2017-03-23

In this project, we will address the challenges associated with constructing high fidelity multiscale models of nuclear fuel performance. We (*) propose a novel approach for coupling mesoscale and macroscale models, (*) devise efficient numerical methods for simulating the coupled system, and (*) devise and analyze effective numerical approaches for error and uncertainty quantification for the coupled multiscale system. As an integral part of the project, we will carry out analysis of the effects of upscaling and downscaling, investigate efficient methods for stochastic sensitivity analysis of the individual macroscale and mesoscale models, and carry out a posteriori error analysis formore » computed results. We will pursue development and implementation of solutions in software used at Idaho National Laboratories on models of interest to the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program.« less

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2006-01-01

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis - Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2007-01-01

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis-Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

Integrated Multiscale Modeling of Molecular Computing Devices. Final Report

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

Tim Schulze

2012-11-01

The general theme of this research has been to expand the capabilities of a simulation technique, Kinetic Monte Carlo (KMC) and apply it to study self-assembled nano-structures on epitaxial thin films. KMC simulates thin film growth and evolution by replacing the detailed dynamics of the system's evolution, which might otherwise be studied using molecular dynamics, with an appropriate stochastic process.

Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.

PubMed

Erban, Radek; Kevrekidis, Ioannis G; Adalsteinsson, David; Elston, Timothy C

2006-02-28

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy Phi and of a state-dependent effective diffusion coefficient D that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.

Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix and Polymer Matrix Composite Structures

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Bednarcyk, Brett A.; Pineda, Evan J.; Walton, Owen J.; Arnold, Steven M.

2016-01-01

Stochastic-based, discrete-event progressive damage simulations of ceramic-matrix composite and polymer matrix composite material structures have been enabled through the development of a unique multiscale modeling tool. This effort involves coupling three independently developed software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/ Life), and (3) the Abaqus finite element analysis (FEA) program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating unit cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC. Abaqus is used at the global scale to model the overall composite structure. An Abaqus user-defined material (UMAT) interface, referred to here as "FEAMAC/CARES," was developed that enables MAC/GMC and CARES/Life to operate seamlessly with the Abaqus FEA code. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events, which incrementally progress and lead to ultimate structural failure. This report describes the FEAMAC/CARES methodology and discusses examples that illustrate the performance of the tool. A comprehensive example problem, simulating the progressive damage of laminated ceramic matrix composites under various off-axis loading conditions and including a double notched tensile specimen geometry, is described in a separate report.

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

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

Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk

2016-10-15

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allowsmore » us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.« less

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

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

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Xinping, E-mail: exping@126.com

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in eachmore » subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.« less

PARADIGM USING JOINT DETERMINISTIC GRID MODELING AND SUB-GRID VARIABILITY STOCHASTIC DESCRIPTION AS A TEMPLATE FOR MODEL EVALUATION

EPA Science Inventory

The goal of achieving verisimilitude of air quality simulations to observations is problematic. Chemical transport models such as the Community Multi-Scale Air Quality (CMAQ) modeling system produce volume averages of pollutant concentration fields. When grid sizes are such tha...

Multiscale equation-free algorithms for molecular dynamics

NASA Astrophysics Data System (ADS)

Abi Mansour, Andrew

Molecular dynamics is a physics-based computational tool that has been widely employed to study the dynamics and structure of macromolecules and their assemblies at the atomic scale. However, the efficiency of molecular dynamics simulation is limited because of the broad spectrum of timescales involved. To overcome this limitation, an equation-free algorithm is presented for simulating these systems using a multiscale model cast in terms of atomistic and coarse-grained variables. Both variables are evolved in time in such a way that the cross-talk between short and long scales is preserved. In this way, the coarse-grained variables guide the evolution of the atom-resolved states, while the latter provide the Newtonian physics for the former. While the atomistic variables are evolved using short molecular dynamics runs, time advancement at the coarse-grained level is achieved with a scheme that uses information from past and future states of the system while accounting for both the stochastic and deterministic features of the coarse-grained dynamics. To complete the multiscale cycle, an atom-resolved state consistent with the updated coarse-grained variables is recovered using algorithms from mathematical optimization. This multiscale paradigm is extended to nanofluidics using concepts from hydrodynamics, and it is demonstrated for macromolecular and nanofluidic systems. A toolkit is developed for prototyping these algorithms, which are then implemented within the GROMACS simulation package and released as an open source multiscale simulator.

Exact and approximate stochastic simulation of intracellular calcium dynamics.

PubMed

Wieder, Nicolas; Fink, Rainer H A; Wegner, Frederic von

2011-01-01

In simulations of chemical systems, the main task is to find an exact or approximate solution of the chemical master equation (CME) that satisfies certain constraints with respect to computation time and accuracy. While Brownian motion simulations of single molecules are often too time consuming to represent the mesoscopic level, the classical Gillespie algorithm is a stochastically exact algorithm that provides satisfying results in the representation of calcium microdomains. Gillespie's algorithm can be approximated via the tau-leap method and the chemical Langevin equation (CLE). Both methods lead to a substantial acceleration in computation time and a relatively small decrease in accuracy. Elimination of the noise terms leads to the classical, deterministic reaction rate equations (RRE). For complex multiscale systems, hybrid simulations are increasingly proposed to combine the advantages of stochastic and deterministic algorithms. An often used exemplary cell type in this context are striated muscle cells (e.g., cardiac and skeletal muscle cells). The properties of these cells are well described and they express many common calcium-dependent signaling pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

Nonlinear intrinsic variables and state reconstruction in multiscale simulations

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

Dsilva, Carmeline J., E-mail: cdsilva@princeton.edu; Talmon, Ronen, E-mail: ronen.talmon@yale.edu; Coifman, Ronald R., E-mail: coifman@math.yale.edu

2013-11-14

Finding informative low-dimensional descriptions of high-dimensional simulation data (like the ones arising in molecular dynamics or kinetic Monte Carlo simulations of physical and chemical processes) is crucial to understanding physical phenomena, and can also dramatically assist in accelerating the simulations themselves. In this paper, we discuss and illustrate the use of nonlinear intrinsic variables (NIV) in the mining of high-dimensional multiscale simulation data. In particular, we focus on the way NIV allows us to functionally merge different simulation ensembles, and different partial observations of these ensembles, as well as to infer variables not explicitly measured. The approach relies on certainmore » simple features of the underlying process variability to filter out measurement noise and systematically recover a unique reference coordinate frame. We illustrate the approach through two distinct sets of atomistic simulations: a stochastic simulation of an enzyme reaction network exhibiting both fast and slow time scales, and a molecular dynamics simulation of alanine dipeptide in explicit water.« less

Nonlinear intrinsic variables and state reconstruction in multiscale simulations

NASA Astrophysics Data System (ADS)

Dsilva, Carmeline J.; Talmon, Ronen; Rabin, Neta; Coifman, Ronald R.; Kevrekidis, Ioannis G.

2013-11-01

Finding informative low-dimensional descriptions of high-dimensional simulation data (like the ones arising in molecular dynamics or kinetic Monte Carlo simulations of physical and chemical processes) is crucial to understanding physical phenomena, and can also dramatically assist in accelerating the simulations themselves. In this paper, we discuss and illustrate the use of nonlinear intrinsic variables (NIV) in the mining of high-dimensional multiscale simulation data. In particular, we focus on the way NIV allows us to functionally merge different simulation ensembles, and different partial observations of these ensembles, as well as to infer variables not explicitly measured. The approach relies on certain simple features of the underlying process variability to filter out measurement noise and systematically recover a unique reference coordinate frame. We illustrate the approach through two distinct sets of atomistic simulations: a stochastic simulation of an enzyme reaction network exhibiting both fast and slow time scales, and a molecular dynamics simulation of alanine dipeptide in explicit water.

Multiscale Macromolecular Simulation: Role of Evolving Ensembles

PubMed Central

Singharoy, A.; Joshi, H.; Ortoleva, P.J.

2013-01-01

Multiscale analysis provides an algorithm for the efficient simulation of macromolecular assemblies. This algorithm involves the coevolution of a quasiequilibrium probability density of atomic configurations and the Langevin dynamics of spatial coarse-grained variables denoted order parameters (OPs) characterizing nanoscale system features. In practice, implementation of the probability density involves the generation of constant OP ensembles of atomic configurations. Such ensembles are used to construct thermal forces and diffusion factors that mediate the stochastic OP dynamics. Generation of all-atom ensembles at every Langevin timestep is computationally expensive. Here, multiscale computation for macromolecular systems is made more efficient by a method that self-consistently folds in ensembles of all-atom configurations constructed in an earlier step, history, of the Langevin evolution. This procedure accounts for the temporal evolution of these ensembles, accurately providing thermal forces and diffusions. It is shown that efficiency and accuracy of the OP-based simulations is increased via the integration of this historical information. Accuracy improves with the square root of the number of historical timesteps included in the calculation. As a result, CPU usage can be decreased by a factor of 3-8 without loss of accuracy. The algorithm is implemented into our existing force-field based multiscale simulation platform and demonstrated via the structural dynamics of viral capsomers. PMID:22978601

Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

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

Kevrekidis, Ioannis

2017-03-22

The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating themore » scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).« less

Simulation of dilute polymeric fluids in a three-dimensional contraction using a multiscale FENE model

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

Griebel, M., E-mail: griebel@ins.uni-bonn.de, E-mail: ruettgers@ins.uni-bonn.de; Rüttgers, A., E-mail: griebel@ins.uni-bonn.de, E-mail: ruettgers@ins.uni-bonn.de

The multiscale FENE model is applied to a 3D square-square contraction flow problem. For this purpose, the stochastic Brownian configuration field method (BCF) has been coupled with our fully parallelized three-dimensional Navier-Stokes solver NaSt3DGPF. The robustness of the BCF method enables the numerical simulation of high Deborah number flows for which most macroscopic methods suffer from stability issues. The results of our simulations are compared with that of experimental measurements from literature and show a very good agreement. In particular, flow phenomena such as a strong vortex enhancement, streamline divergence and a flow inversion for highly elastic flows are reproduced.more » Due to their computational complexity, our simulations require massively parallel computations. Using a domain decomposition approach with MPI, the implementation achieves excellent scale-up results for up to 128 processors.« less

Multiscale study on stochastic reconstructions of shale samples

NASA Astrophysics Data System (ADS)

Lili, J.; Lin, M.; Jiang, W. B.

2016-12-01

Shales are known to have multiscale pore systems, composed of macroscale fractures, micropores, and nanoscale pores within gas or oil-producing organic material. Also, shales are fissile and laminated, and the heterogeneity in horizontal is quite different from that in vertical. Stochastic reconstructions are extremely useful in situations where three-dimensional information is costly and time consuming. Thus the purpose of our paper is to reconstruct stochastically equiprobable 3D models containing information from several scales. In this paper, macroscale and microscale images of shale structure in the Lower Silurian Longmaxi are obtained by X-ray microtomography and nanoscale images are obtained by scanning electron microscopy. Each image is representative for all given scales and phases. Especially, the macroscale is four times coarser than the microscale, which in turn is four times lower in resolution than the nanoscale image. Secondly, the cross correlation-based simulation method (CCSIM) and the three-step sampling method are combined together to generate stochastic reconstructions for each scale. It is important to point out that the boundary points of pore and matrix are selected based on multiple-point connectivity function in the sampling process, and thus the characteristics of the reconstructed image can be controlled indirectly. Thirdly, all images with the same resolution are developed through downscaling and upscaling by interpolation, and then we merge multiscale categorical spatial data into a single 3D image with predefined resolution (the microscale image). 30 realizations using the given images and the proposed method are generated. The result reveals that the proposed method is capable of preserving the multiscale pore structure, both vertically and horizontally, which is necessary for accurate permeability prediction. The variogram curves and pore-size distribution for both original 3D sample and the generated 3D realizations are compared. The result indicates that the agreement between the original 3D sample and the generated stochastic realizations is excellent. This work is supported by "973" Program (2014CB239004), the Key Instrument Developing Project of the CAS (ZDYZ2012-1-08-02) and the National Natural Science Foundation of China (Grant No. 41574129).

On the use of reverse Brownian motion to accelerate hybrid simulations

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

Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategiesmore » for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.« less

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

NASA Astrophysics Data System (ADS)

Tang, Yu-Hang; Kudo, Shuhei; Bian, Xin; Li, Zhen; Karniadakis, George Em

2015-09-01

Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create an easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM).

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

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

Tang, Yu-Hang, E-mail: yuhang_tang@brown.edu; Kudo, Shuhei, E-mail: shuhei-kudo@outlook.jp; Bian, Xin, E-mail: xin_bian@brown.edu

2015-09-15

Graphical abstract: - Abstract: Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create anmore » easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM)« less

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).

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 to therapy since the rescued population is less sensitive to therapy. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Mesoscopic modelling and simulation of soft matter.

PubMed

Schiller, Ulf D; Krüger, Timm; Henrich, Oliver

2017-12-20

The deformability of soft condensed matter often requires modelling of hydrodynamical aspects to gain quantitative understanding. This, however, requires specialised methods that can resolve the multiscale nature of soft matter systems. We review a number of the most popular simulation methods that have emerged, such as Langevin dynamics, dissipative particle dynamics, multi-particle collision dynamics, sometimes also referred to as stochastic rotation dynamics, and the lattice-Boltzmann method. We conclude this review with a short glance at current compute architectures for high-performance computing and community codes for soft matter simulation.

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

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?

Integrating Multiscale Modeling with Drug Effects for Cancer Treatment.

PubMed

Li, Xiangfang L; Oduola, Wasiu O; Qian, Lijun; Dougherty, Edward R

2015-01-01

In this paper, we review multiscale modeling for cancer treatment with the incorporation of drug effects from an applied system's pharmacology perspective. Both the classical pharmacology and systems biology are inherently quantitative; however, systems biology focuses more on networks and multi factorial controls over biological processes rather than on drugs and targets in isolation, whereas systems pharmacology has a strong focus on studying drugs with regard to the pharmacokinetic (PK) and pharmacodynamic (PD) relations accompanying drug interactions with multiscale physiology as well as the prediction of dosage-exposure responses and economic potentials of drugs. Thus, it requires multiscale methods to address the need for integrating models from the molecular levels to the cellular, tissue, and organism levels. It is a common belief that tumorigenesis and tumor growth can be best understood and tackled by employing and integrating a multifaceted approach that includes in vivo and in vitro experiments, in silico models, multiscale tumor modeling, continuous/discrete modeling, agent-based modeling, and multiscale modeling with PK/PD drug effect inputs. We provide an example application of multiscale modeling employing stochastic hybrid system for a colon cancer cell line HCT-116 with the application of Lapatinib drug. It is observed that the simulation results are similar to those observed from the setup of the wet-lab experiments at the Translational Genomics Research Institute.

A MULTISCALE FRAMEWORK FOR THE STOCHASTIC ASSIMILATION AND MODELING OF UNCERTAINTY ASSOCIATED NCF COMPOSITE MATERIALS

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

Mehrez, Loujaine; Ghanem, Roger; McAuliffe, Colin

multiscale framework to construct stochastic macroscopic constitutive material models is proposed. A spectral projection approach, specifically polynomial chaos expansion, has been used to construct explicit functional relationships between the homogenized properties and input parameters from finer scales. A homogenization engine embedded in Multiscale Designer, software for composite materials, has been used for the upscaling process. The framework is demonstrated using non-crimp fabric composite materials by constructing probabilistic models of the homogenized properties of a non-crimp fabric laminate in terms of the input parameters together with the homogenized properties from finer scales.

“Skin-Core-Skin” Structure of Polymer Crystallization Investigated by Multiscale Simulation

PubMed Central

Ruan, Chunlei

2018-01-01

“Skin-core-skin” structure is a typical crystal morphology in injection products. Previous numerical works have rarely focused on crystal evolution; rather, they have mostly been based on the prediction of temperature distribution or crystallization kinetics. The aim of this work was to achieve the “skin-core-skin” structure and investigate the role of external flow and temperature fields on crystal morphology. Therefore, the multiscale algorithm was extended to the simulation of polymer crystallization in a pipe flow. The multiscale algorithm contains two parts: a collocated finite volume method at the macroscopic level and a morphological Monte Carlo method at the microscopic level. The SIMPLE (semi-implicit method for pressure linked equations) algorithm was used to calculate the polymeric model at the macroscopic level, while the Monte Carlo method with stochastic birth-growth process of spherulites and shish-kebabs was used at the microscopic level. Results show that our algorithm is valid to predict “skin-core-skin” structure, and the initial melt temperature and the maximum velocity of melt at the inlet mainly affects the morphology of shish-kebabs. PMID:29659516

Mesoscopic-microscopic spatial stochastic simulation with automatic system partitioning.

PubMed

Hellander, Stefan; Hellander, Andreas; Petzold, Linda

2017-12-21

The reaction-diffusion master equation (RDME) is a model that allows for efficient on-lattice simulation of spatially resolved stochastic chemical kinetics. Compared to off-lattice hard-sphere simulations with Brownian dynamics or Green's function reaction dynamics, the RDME can be orders of magnitude faster if the lattice spacing can be chosen coarse enough. However, strongly diffusion-controlled reactions mandate a very fine mesh resolution for acceptable accuracy. It is common that reactions in the same model differ in their degree of diffusion control and therefore require different degrees of mesh resolution. This renders mesoscopic simulation inefficient for systems with multiscale properties. Mesoscopic-microscopic hybrid methods address this problem by resolving the most challenging reactions with a microscale, off-lattice simulation. However, all methods to date require manual partitioning of a system, effectively limiting their usefulness as "black-box" simulation codes. In this paper, we propose a hybrid simulation algorithm with automatic system partitioning based on indirect a priori error estimates. We demonstrate the accuracy and efficiency of the method on models of diffusion-controlled networks in 3D.

Extending the Multi-level Method for the Simulation of Stochastic Biological Systems.

PubMed

Lester, Christopher; Baker, Ruth E; Giles, Michael B; Yates, Christian A

2016-08-01

The multi-level method for discrete-state systems, first introduced by Anderson and Higham (SIAM Multiscale Model Simul 10(1):146-179, 2012), is a highly efficient simulation technique that can be used to elucidate statistical characteristics of biochemical reaction networks. A single point estimator is produced in a cost-effective manner by combining a number of estimators of differing accuracy in a telescoping sum, and, as such, the method has the potential to revolutionise the field of stochastic simulation. In this paper, we present several refinements of the multi-level method which render it easier to understand and implement, and also more efficient. Given the substantial and complex nature of the multi-level method, the first part of this work reviews existing literature, with the aim of providing a practical guide to the use of the multi-level method. The second part provides the means for a deft implementation of the technique and concludes with a discussion of a number of open problems.

Model reduction for slow–fast stochastic systems with metastable behaviour

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

Bruna, Maria, E-mail: bruna@maths.ox.ac.uk; Computational Science Laboratory, Microsoft Research, Cambridge CB1 2FB; Chapman, S. Jonathan

2014-05-07

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is extended here to slow–fast systems in which the fast variables exhibit metastable behaviour. The key parameter that determines the form of the reduced model is the ratio of the timescale for the switching of the fast variables between metastable states to the timescale for the evolution of the slow variables. The method is illustrated with two examples: one from biochemistry (a fast-species-mediatedmore » chemical switch coupled to a slower varying species), and one from ecology (a predator–prey system). Numerical simulations of each model reduction are compared with those of the full system.« less

Final Technical Report: Mathematical Foundations for Uncertainty Quantification in Materials Design

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

Plechac, Petr; Vlachos, Dionisios G.

We developed path-wise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of non-equilibrium extended molecular systems. The combination of these novel methodologies provided the first methods in the literature which are capable to handle UQ questions for stochastic complex systems with some or all of the following features: (a) multi-scale stochastic models such as (bio)chemical reaction networks, with a very large number of parameters, (b) spatially distributed systems such as Kinetic Monte Carlo or Langevin Dynamics, (c) non-equilibrium processes typically associated with coupled physico-chemical mechanisms, driven boundary conditions, hybrid micro-macro systems,more » etc. A particular computational challenge arises in simulations of multi-scale reaction networks and molecular systems. Mathematical techniques were applied to in silico prediction of novel materials with emphasis on the effect of microstructure on model uncertainty quantification (UQ). We outline acceleration methods to make calculations of real chemistry feasible followed by two complementary tasks on structure optimization and microstructure-induced UQ.« less

Hierarchical Multiscale Modeling of Macromolecules and their Assemblies

PubMed Central

Ortoleva, P.; Singharoy, A.; Pankavich, S.

2013-01-01

Soft materials (e.g., enveloped viruses, liposomes, membranes and supercooled liquids) simultaneously deform or display collective behaviors, while undergoing atomic scale vibrations and collisions. While the multiple space-time character of such systems often makes traditional molecular dynamics simulation impractical, a multiscale approach has been presented that allows for long-time simulation with atomic detail based on the co-evolution of slowly-varying order parameters (OPs) with the quasi-equilibrium probability density of atomic configurations. However, this approach breaks down when the structural change is extreme, or when nearest-neighbor connectivity of atoms is not maintained. In the current study, a self-consistent approach is presented wherein OPs and a reference structure co-evolve slowly to yield long-time simulation for dynamical soft-matter phenomena such as structural transitions and self-assembly. The development begins with the Liouville equation for N classical atoms and an ansatz on the form of the associated N-atom probability density. Multiscale techniques are used to derive Langevin equations for the coupled OP-configurational dynamics. The net result is a set of equations for the coupled stochastic dynamics of the OPs and centers of mass of the subsystems that constitute a soft material body. The theory is based on an all-atom methodology and an interatomic force field, and therefore enables calibration-free simulations of soft matter, such as macromolecular assemblies. PMID:23671457

Multiscale analysis of information dynamics for linear multivariate processes.

PubMed

Faes, Luca; Montalto, Alessandro; Stramaglia, Sebastiano; Nollo, Giandomenico; Marinazzo, Daniele

2016-08-01

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using statespace (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors.

Multiscale modeling of mucosal immune responses

PubMed Central

2015-01-01

Computational modeling techniques are playing increasingly important roles in advancing a systems-level mechanistic understanding of biological processes. Computer simulations guide and underpin experimental and clinical efforts. This study presents ENteric Immune Simulator (ENISI), a multiscale modeling tool for modeling the mucosal immune responses. ENISI's modeling environment can simulate in silico experiments from molecular signaling pathways to tissue level events such as tissue lesion formation. ENISI's architecture integrates multiple modeling technologies including ABM (agent-based modeling), ODE (ordinary differential equations), SDE (stochastic modeling equations), and PDE (partial differential equations). This paper focuses on the implementation and developmental challenges of ENISI. A multiscale model of mucosal immune responses during colonic inflammation, including CD4+ T cell differentiation and tissue level cell-cell interactions was developed to illustrate the capabilities, power and scope of ENISI MSM. Background Computational techniques are becoming increasingly powerful and modeling tools for biological systems are of greater needs. Biological systems are inherently multiscale, from molecules to tissues and from nano-seconds to a lifespan of several years or decades. ENISI MSM integrates multiple modeling technologies to understand immunological processes from signaling pathways within cells to lesion formation at the tissue level. This paper examines and summarizes the technical details of ENISI, from its initial version to its latest cutting-edge implementation. Implementation Object-oriented programming approach is adopted to develop a suite of tools based on ENISI. Multiple modeling technologies are integrated to visualize tissues, cells as well as proteins; furthermore, performance matching between the scales is addressed. Conclusion We used ENISI MSM for developing predictive multiscale models of the mucosal immune system during gut inflammation. Our modeling predictions dissect the mechanisms by which effector CD4+ T cell responses contribute to tissue damage in the gut mucosa following immune dysregulation. PMID:26329787

Multiscale modeling of mucosal immune responses.

PubMed

Mei, Yongguo; Abedi, Vida; Carbo, Adria; Zhang, Xiaoying; Lu, Pinyi; Philipson, Casandra; Hontecillas, Raquel; Hoops, Stefan; Liles, Nathan; Bassaganya-Riera, Josep

2015-01-01

Computational techniques are becoming increasingly powerful and modeling tools for biological systems are of greater needs. Biological systems are inherently multiscale, from molecules to tissues and from nano-seconds to a lifespan of several years or decades. ENISI MSM integrates multiple modeling technologies to understand immunological processes from signaling pathways within cells to lesion formation at the tissue level. This paper examines and summarizes the technical details of ENISI, from its initial version to its latest cutting-edge implementation. Object-oriented programming approach is adopted to develop a suite of tools based on ENISI. Multiple modeling technologies are integrated to visualize tissues, cells as well as proteins; furthermore, performance matching between the scales is addressed. We used ENISI MSM for developing predictive multiscale models of the mucosal immune system during gut inflammation. Our modeling predictions dissect the mechanisms by which effector CD4+ T cell responses contribute to tissue damage in the gut mucosa following immune dysregulation.Computational modeling techniques are playing increasingly important roles in advancing a systems-level mechanistic understanding of biological processes. Computer simulations guide and underpin experimental and clinical efforts. This study presents ENteric Immune Simulator (ENISI), a multiscale modeling tool for modeling the mucosal immune responses. ENISI's modeling environment can simulate in silico experiments from molecular signaling pathways to tissue level events such as tissue lesion formation. ENISI's architecture integrates multiple modeling technologies including ABM (agent-based modeling), ODE (ordinary differential equations), SDE (stochastic modeling equations), and PDE (partial differential equations). This paper focuses on the implementation and developmental challenges of ENISI. A multiscale model of mucosal immune responses during colonic inflammation, including CD4+ T cell differentiation and tissue level cell-cell interactions was developed to illustrate the capabilities, power and scope of ENISI MSM.

On a sparse pressure-flow rate condensation of rigid circulation models

PubMed Central

Schiavazzi, D. E.; Hsia, T. Y.; Marsden, A. L.

2015-01-01

Cardiovascular simulation has shown potential value in clinical decision-making, providing a framework to assess changes in hemodynamics produced by physiological and surgical alterations. State-of-the-art predictions are provided by deterministic multiscale numerical approaches coupling 3D finite element Navier Stokes simulations to lumped parameter circulation models governed by ODEs. Development of next-generation stochastic multiscale models whose parameters can be learned from available clinical data under uncertainty constitutes a research challenge made more difficult by the high computational cost typically associated with the solution of these models. We present a methodology for constructing reduced representations that condense the behavior of 3D anatomical models using outlet pressure-flow polynomial surrogates, based on multiscale model solutions spanning several heart cycles. Relevance vector machine regression is compared with maximum likelihood estimation, showing that sparse pressure/flow rate approximations offer superior performance in producing working surrogate models to be included in lumped circulation networks. Sensitivities of outlets flow rates are also quantified through a Sobol’ decomposition of their total variance encoded in the orthogonal polynomial expansion. Finally, we show that augmented lumped parameter models including the proposed surrogates accurately reproduce the response of multiscale models they were derived from. In particular, results are presented for models of the coronary circulation with closed loop boundary conditions and the abdominal aorta with open loop boundary conditions. PMID:26671219

Enlightened Multiscale Simulation of Biochemical Networks. Core Theory, Validating Experiments, and Implementation in Open Software

DTIC Science & Technology

2006-10-01

organisms that can either be in the lysogenic (latent) or lytic (active) state. If following its infection of E . coli , the λ-phage virus enters the...and unfolded proteins (b) in the heat shock response system . . . . . 31 3 Robust stability of the model of Heat Shock in E - coli ...stochastic reachability analysis, all in the context of two biologically motivated and functionally important systems: the heat shock response in E . coli and

Stochastic Multiscale Analysis and Design of Engine Disks

DTIC Science & Technology

2010-07-28

shown recently to fail when used with data-driven non-linear stochastic input models (KPCA, IsoMap, etc.). Need for scalable exascale computing algorithms Materials Process Design and Control Laboratory Cornell University

Multiscale Granger causality

NASA Astrophysics Data System (ADS)

Faes, Luca; Nollo, Giandomenico; Stramaglia, Sebastiano; Marinazzo, Daniele

2017-10-01

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared to pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years.

Multiscale System Theory

DTIC Science & Technology

1990-02-21

LIDS-P-1953 Multiscale System Theory Albert Benveniste IRISA-INRIA, Campus de Beaulieu 35042 RENNES CEDEX, FRANCE Ramine Nikoukhah INRIA...TITLE AND SUBTITLE Multiscale System Theory 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e...the development of a corresponding system theory and a theory of stochastic processes and their estimation. The research presented in this and several

A multiscale computational model of spatially resolved calcium cycling in cardiac myocytes: from detailed cleft dynamics to the whole cell concentration profiles

PubMed Central

Vierheller, Janine; Neubert, Wilhelm; Falcke, Martin; Gilbert, Stephen H.; Chamakuri, Nagaiah

2015-01-01

Mathematical modeling of excitation-contraction coupling (ECC) in ventricular cardiac myocytes is a multiscale problem, and it is therefore difficult to develop spatially detailed simulation tools. ECC involves gradients on the length scale of 100 nm in dyadic spaces and concentration profiles along the 100 μm of the whole cell, as well as the sub-millisecond time scale of local concentration changes and the change of lumenal Ca2+ content within tens of seconds. Our concept for a multiscale mathematical model of Ca2+ -induced Ca2+ release (CICR) and whole cardiomyocyte electrophysiology incorporates stochastic simulation of individual LC- and RyR-channels, spatially detailed concentration dynamics in dyadic clefts, rabbit membrane potential dynamics, and a system of partial differential equations for myoplasmic and lumenal free Ca2+ and Ca2+-binding molecules in the bulk of the cell. We developed a novel computational approach to resolve the concentration gradients from dyadic space to cell level by using a quasistatic approximation within the dyad and finite element methods for integrating the partial differential equations. We show whole cell Ca2+-concentration profiles using three previously published RyR-channel Markov schemes. PMID:26441674

Epidemic outbreaks and its control using a fractional order model with seasonality and stochastic infection

NASA Astrophysics Data System (ADS)

He, Shaobo; Banerjee, Santo

2018-07-01

A fractional-order SIR epidemic model is proposed under the influence of both parametric seasonality and the external noise. The integer order SIR epidemic model originally is stable. By introducing seasonality and noise force to the model, behaviors of the system is changed. It is shown that the system has rich dynamical behaviors with different system parameters, fractional derivative order and the degree of seasonality and noise. Complexity of the stochastic model is investigated by using multi-scale fuzzy entropy. Finally, hard limiter controlled system is designed and simulation results show the ratio of infected individuals can converge to a small enough target ρ, which means the epidemic outbreak can be under control by the implementation of some effective medical and health measures.

A Langevin approach to multi-scale modeling

DOE PAGES

Hirvijoki, Eero

2018-04-13

In plasmas, distribution functions often demonstrate long anisotropic tails or otherwise significant deviations from local Maxwellians. The tails, especially if they are pulled out from the bulk, pose a serious challenge for numerical simulations as resolving both the bulk and the tail on the same mesh is often challenging. A multi-scale approach, providing evolution equations for the bulk and the tail individually, could offer a resolution in the sense that both populations could be treated on separate meshes or different reduction techniques applied to the bulk and the tail population. In this paper, we propose a multi-scale method which allowsmore » us to split a distribution function into a bulk and a tail so that both populations remain genuine, non-negative distribution functions and may carry density, momentum, and energy. The proposed method is based on the observation that the motion of an individual test particle in a plasma obeys a stochastic differential equation, also referred to as a Langevin equation. Finally, this allows us to define transition probabilities between the bulk and the tail and to provide evolution equations for both populations separately.« less

Multiscale Analysis of Time Irreversibility Based on Phase-Space Reconstruction and Horizontal Visibility Graph Approach

NASA Astrophysics Data System (ADS)

Zhang, Yongping; Shang, Pengjian; Xiong, Hui; Xia, Jianan

Time irreversibility is an important property of nonequilibrium dynamic systems. A visibility graph approach was recently proposed, and this approach is generally effective to measure time irreversibility of time series. However, its result may be unreliable when dealing with high-dimensional systems. In this work, we consider the joint concept of time irreversibility and adopt the phase-space reconstruction technique to improve this visibility graph approach. Compared with the previous approach, the improved approach gives a more accurate estimate for the irreversibility of time series, and is more effective to distinguish irreversible and reversible stochastic processes. We also use this approach to extract the multiscale irreversibility to account for the multiple inherent dynamics of time series. Finally, we apply the approach to detect the multiscale irreversibility of financial time series, and succeed to distinguish the time of financial crisis and the plateau. In addition, Asian stock indexes away from other indexes are clearly visible in higher time scales. Simulations and real data support the effectiveness of the improved approach when detecting time irreversibility.

A Langevin approach to multi-scale modeling

NASA Astrophysics Data System (ADS)

Hirvijoki, Eero

2018-04-01

In plasmas, distribution functions often demonstrate long anisotropic tails or otherwise significant deviations from local Maxwellians. The tails, especially if they are pulled out from the bulk, pose a serious challenge for numerical simulations as resolving both the bulk and the tail on the same mesh is often challenging. A multi-scale approach, providing evolution equations for the bulk and the tail individually, could offer a resolution in the sense that both populations could be treated on separate meshes or different reduction techniques applied to the bulk and the tail population. In this letter, we propose a multi-scale method which allows us to split a distribution function into a bulk and a tail so that both populations remain genuine, non-negative distribution functions and may carry density, momentum, and energy. The proposed method is based on the observation that the motion of an individual test particle in a plasma obeys a stochastic differential equation, also referred to as a Langevin equation. This allows us to define transition probabilities between the bulk and the tail and to provide evolution equations for both populations separately.

A Langevin approach to multi-scale modeling

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

Hirvijoki, Eero

In plasmas, distribution functions often demonstrate long anisotropic tails or otherwise significant deviations from local Maxwellians. The tails, especially if they are pulled out from the bulk, pose a serious challenge for numerical simulations as resolving both the bulk and the tail on the same mesh is often challenging. A multi-scale approach, providing evolution equations for the bulk and the tail individually, could offer a resolution in the sense that both populations could be treated on separate meshes or different reduction techniques applied to the bulk and the tail population. In this paper, we propose a multi-scale method which allowsmore » us to split a distribution function into a bulk and a tail so that both populations remain genuine, non-negative distribution functions and may carry density, momentum, and energy. The proposed method is based on the observation that the motion of an individual test particle in a plasma obeys a stochastic differential equation, also referred to as a Langevin equation. Finally, this allows us to define transition probabilities between the bulk and the tail and to provide evolution equations for both populations separately.« less

Stochastic Ocean Predictions with Dynamically-Orthogonal Primitive Equations

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P., Jr.; Lermusiaux, P. F. J.

2017-12-01

The coastal ocean is a prime example of multiscale nonlinear fluid dynamics. Ocean fields in such regions are complex and intermittent with unstationary heterogeneous statistics. Due to the limited measurements, there are multiple sources of uncertainties, including the initial conditions, boundary conditions, forcing, parameters, and even the model parameterizations and equations themselves. For efficient and rigorous quantification and prediction of these uncertainities, the stochastic Dynamically Orthogonal (DO) PDEs for a primitive equation ocean modeling system with a nonlinear free-surface are derived and numerical schemes for their space-time integration are obtained. Detailed numerical studies with idealized-to-realistic regional ocean dynamics are completed. These include consistency checks for the numerical schemes and comparisons with ensemble realizations. As an illustrative example, we simulate the 4-d multiscale uncertainty in the Middle Atlantic/New York Bight region during the months of Jan to Mar 2017. To provide intitial conditions for the uncertainty subspace, uncertainties in the region were objectively analyzed using historical data. The DO primitive equations were subsequently integrated in space and time. The probability distribution function (pdf) of the ocean fields is compared to in-situ, remote sensing, and opportunity data collected during the coincident POSYDON experiment. Results show that our probabilistic predictions had skill and are 3- to 4- orders of magnitude faster than classic ensemble schemes.

Data Assimilation and Propagation of Uncertainty in Multiscale Cardiovascular Simulation

NASA Astrophysics Data System (ADS)

Schiavazzi, Daniele; Marsden, Alison

2015-11-01

Cardiovascular modeling is the application of computational tools to predict hemodynamics. State-of-the-art techniques couple a 3D incompressible Navier-Stokes solver with a boundary circulation model and can predict local and peripheral hemodynamics, analyze the post-operative performance of surgical designs and complement clinical data collection minimizing invasive and risky measurement practices. The ability of these tools to make useful predictions is directly related to their accuracy in representing measured physiologies. Tuning of model parameters is therefore a topic of paramount importance and should include clinical data uncertainty, revealing how this uncertainty will affect the predictions. We propose a fully Bayesian, multi-level approach to data assimilation of uncertain clinical data in multiscale circulation models. To reduce the computational cost, we use a stable, condensed approximation of the 3D model build by linear sparse regression of the pressure/flow rate relationship at the outlets. Finally, we consider the problem of non-invasively propagating the uncertainty in model parameters to the resulting hemodynamics and compare Monte Carlo simulation with Stochastic Collocation approaches based on Polynomial or Multi-resolution Chaos expansions.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

NASA Astrophysics Data System (ADS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

DTN routing in body sensor networks with dynamic postural partitioning.

PubMed

Quwaider, Muhannad; Biswas, Subir

2010-11-01

This paper presents novel store-and-forward packet routing algorithms for Wireless Body Area Networks ( WBAN ) with frequent postural partitioning. A prototype WBAN has been constructed for experimentally characterizing on-body topology disconnections in the presence of ultra short range radio links, unpredictable RF attenuation, and human postural mobility. On-body DTN routing protocols are then developed using a stochastic link cost formulation, capturing multi-scale topological localities in human postural movements. Performance of the proposed protocols are evaluated experimentally and via simulation, and are compared with a number of existing single-copy DTN routing protocols and an on-body packet flooding mechanism that serves as a performance benchmark with delay lower-bound. It is shown that via multi-scale modeling of the spatio-temporal locality of on-body link disconnection patterns, the proposed algorithms can provide better routing performance compared to a number of existing probabilistic, opportunistic, and utility-based DTN routing protocols in the literature.

Soliton driven angiogenesis

NASA Astrophysics Data System (ADS)

Bonilla, L. L.; Carretero, M.; Terragni, F.; Birnir, B.

2016-08-01

Angiogenesis is a multiscale process by which blood vessels grow from existing ones and carry oxygen to distant organs. Angiogenesis is essential for normal organ growth and wounded tissue repair but it may also be induced by tumours to amplify their own growth. Mathematical and computational models contribute to understanding angiogenesis and developing anti-angiogenic drugs, but most work only involves numerical simulations and analysis has lagged. A recent stochastic model of tumour-induced angiogenesis including blood vessel branching, elongation, and anastomosis captures some of its intrinsic multiscale structures, yet allows one to extract a deterministic integropartial differential description of the vessel tip density. Here we find that the latter advances chemotactically towards the tumour driven by a soliton (similar to the famous Korteweg-de Vries soliton) whose shape and velocity change slowly. Analysing these collective coordinates paves the way for controlling angiogenesis through the soliton, the engine that drives this process.

An adaptive multi-level simulation algorithm for stochastic biological systems

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

Lester, C., E-mail: lesterc@maths.ox.ac.uk; Giles, M. B.; Baker, R. E.

2015-01-14

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms (SSA) to estimate system statistics. The Gillespie algorithm is exact, but computationally costly as it simulates every single reaction. As such, approximate stochastic simulation algorithms such as the tau-leap algorithm are often used. Potentially computationally more efficient, the system statistics generated suffer from significant bias unless tau is relatively small, in which case the computational time can be comparable to that of the Gillespie algorithm. The multi-level method [Anderson and Higham, “Multi-level Montemore » Carlo for continuous time Markov chains, with applications in biochemical kinetics,” SIAM Multiscale Model. Simul. 10(1), 146–179 (2012)] tackles this problem. A base estimator is computed using many (cheap) sample paths at low accuracy. The bias inherent in this estimator is then reduced using a number of corrections. Each correction term is estimated using a collection of paired sample paths where one path of each pair is generated at a higher accuracy compared to the other (and so more expensive). By sharing random variables between these paired paths, the variance of each correction estimator can be reduced. This renders the multi-level method very efficient as only a relatively small number of paired paths are required to calculate each correction term. In the original multi-level method, each sample path is simulated using the tau-leap algorithm with a fixed value of τ. This approach can result in poor performance when the reaction activity of a system changes substantially over the timescale of interest. By introducing a novel adaptive time-stepping approach where τ is chosen according to the stochastic behaviour of each sample path, we extend the applicability of the multi-level method to such cases. We demonstrate the efficiency of our method using a number of examples.« less

Universal Stochastic Multiscale Image Fusion: An Example Application for Shale Rock.

PubMed

Gerke, Kirill M; Karsanina, Marina V; Mallants, Dirk

2015-11-02

Spatial data captured with sensors of different resolution would provide a maximum degree of information if the data were to be merged into a single image representing all scales. We develop a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images of shale rock representing macro, micro and nanoscale spatial information on mineral, organic matter and porosity distribution. Merging multiscale images of shale rock is pivotal to quantify more reliably petrophysical properties needed for production optimization and environmental impacts minimization. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Practical applications are not limited to petroleum engineering or more broadly geosciences, but will also find their way in material sciences, climatology, and remote sensing.

Universal Stochastic Multiscale Image Fusion: An Example Application for Shale Rock

PubMed Central

Gerke, Kirill M.; Karsanina, Marina V.; Mallants, Dirk

2015-01-01

Spatial data captured with sensors of different resolution would provide a maximum degree of information if the data were to be merged into a single image representing all scales. We develop a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images of shale rock representing macro, micro and nanoscale spatial information on mineral, organic matter and porosity distribution. Merging multiscale images of shale rock is pivotal to quantify more reliably petrophysical properties needed for production optimization and environmental impacts minimization. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Practical applications are not limited to petroleum engineering or more broadly geosciences, but will also find their way in material sciences, climatology, and remote sensing. PMID:26522938

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks.

PubMed

Meng, X Flora; Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M

2017-05-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. © 2017 The Author(s).

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks

PubMed Central

Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M.

2017-01-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. PMID:28566513

Modelling and simulating reaction-diffusion systems using coloured Petri nets.

PubMed

Liu, Fei; Blätke, Mary-Ann; Heiner, Monika; Yang, Ming

2014-10-01

Reaction-diffusion systems often play an important role in systems biology when developmental processes are involved. Traditional methods of modelling and simulating such systems require substantial prior knowledge of mathematics and/or simulation algorithms. Such skills may impose a challenge for biologists, when they are not equally well-trained in mathematics and computer science. Coloured Petri nets as a high-level and graphical language offer an attractive alternative, which is easily approachable. In this paper, we investigate a coloured Petri net framework integrating deterministic, stochastic and hybrid modelling formalisms and corresponding simulation algorithms for the modelling and simulation of reaction-diffusion processes that may be closely coupled with signalling pathways, metabolic reactions and/or gene expression. Such systems often manifest multiscaleness in time, space and/or concentration. We introduce our approach by means of some basic diffusion scenarios, and test it against an established case study, the Brusselator model. Copyright © 2014 Elsevier Ltd. All rights reserved.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

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

Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface.more » We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.« 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.

Fault diagnosis of rolling element bearing using a new optimal scale morphology analysis method.

PubMed

Yan, Xiaoan; Jia, Minping; Zhang, Wan; Zhu, Lin

2018-02-01

Periodic transient impulses are key indicators of rolling element bearing defects. Efficient acquisition of impact impulses concerned with the defects is of much concern to the precise detection of bearing defects. However, transient features of rolling element bearing are generally immersed in stochastic noise and harmonic interference. Therefore, in this paper, a new optimal scale morphology analysis method, named adaptive multiscale combination morphological filter-hat transform (AMCMFH), is proposed for rolling element bearing fault diagnosis, which can both reduce stochastic noise and reserve signal details. In this method, firstly, an adaptive selection strategy based on the feature energy factor (FEF) is introduced to determine the optimal structuring element (SE) scale of multiscale combination morphological filter-hat transform (MCMFH). Subsequently, MCMFH containing the optimal SE scale is applied to obtain the impulse components from the bearing vibration signal. Finally, fault types of bearing are confirmed by extracting the defective frequency from envelope spectrum of the impulse components. The validity of the proposed method is verified through the simulated analysis and bearing vibration data derived from the laboratory bench. Results indicate that the proposed method has a good capability to recognize localized faults appeared on rolling element bearing from vibration signal. The study supplies a novel technique for the detection of faulty bearing. Copyright © 2018. Published by Elsevier Ltd.

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

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

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. 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 that govern their stochastic time-optimal reachability fronts 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. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

A Multiscale, Nonlinear, Modeling Framework Enabling the Design and Analysis of Composite Materials and Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2012-01-01

A framework for the multiscale design and analysis of composite materials and structures is presented. The ImMAC software suite, developed at NASA Glenn Research Center, embeds efficient, nonlinear micromechanics capabilities within higher scale structural analysis methods such as finite element analysis. The result is an integrated, multiscale tool that relates global loading to the constituent scale, captures nonlinearities at this scale, and homogenizes local nonlinearities to predict their effects at the structural scale. Example applications of the multiscale framework are presented for the stochastic progressive failure of a SiC/Ti composite tensile specimen and the effects of microstructural variations on the nonlinear response of woven polymer matrix composites.

A Multiscale, Nonlinear, Modeling Framework Enabling the Design and Analysis of Composite Materials and Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2011-01-01

A framework for the multiscale design and analysis of composite materials and structures is presented. The ImMAC software suite, developed at NASA Glenn Research Center, embeds efficient, nonlinear micromechanics capabilities within higher scale structural analysis methods such as finite element analysis. The result is an integrated, multiscale tool that relates global loading to the constituent scale, captures nonlinearities at this scale, and homogenizes local nonlinearities to predict their effects at the structural scale. Example applications of the multiscale framework are presented for the stochastic progressive failure of a SiC/Ti composite tensile specimen and the effects of microstructural variations on the nonlinear response of woven polymer matrix composites.

A Multiscale Progressive Failure Modeling Methodology for Composites that Includes Fiber Strength Stochastics

NASA Technical Reports Server (NTRS)

Ricks, Trenton M.; Lacy, Thomas E., Jr.; Bednarcyk, Brett A.; Arnold, Steven M.; Hutchins, John W.

2014-01-01

A multiscale modeling methodology was developed for continuous fiber composites that incorporates a statistical distribution of fiber strengths into coupled multiscale micromechanics/finite element (FE) analyses. A modified two-parameter Weibull cumulative distribution function, which accounts for the effect of fiber length on the probability of failure, was used to characterize the statistical distribution of fiber strengths. A parametric study using the NASA Micromechanics Analysis Code with the Generalized Method of Cells (MAC/GMC) was performed to assess the effect of variable fiber strengths on local composite failure within a repeating unit cell (RUC) and subsequent global failure. The NASA code FEAMAC and the ABAQUS finite element solver were used to analyze the progressive failure of a unidirectional SCS-6/TIMETAL 21S metal matrix composite tensile dogbone specimen at 650 degC. Multiscale progressive failure analyses were performed to quantify the effect of spatially varying fiber strengths on the RUC-averaged and global stress-strain responses and failure. The ultimate composite strengths and distribution of failure locations (predominately within the gage section) reasonably matched the experimentally observed failure behavior. The predicted composite failure behavior suggests that use of macroscale models that exploit global geometric symmetries are inappropriate for cases where the actual distribution of local fiber strengths displays no such symmetries. This issue has not received much attention in the literature. Moreover, the model discretization at a specific length scale can have a profound effect on the computational costs associated with multiscale simulations.models that yield accurate yet tractable results.

Three-dimensional multi-scale model of deformable platelets adhesion to vessel wall in blood flow

PubMed Central

Wu, Ziheng; Xu, Zhiliang; Kim, Oleg; Alber, Mark

2014-01-01

When a blood vessel ruptures or gets inflamed, the human body responds by rapidly forming a clot to restrict the loss of blood. Platelets aggregation at the injury site of the blood vessel occurring via platelet–platelet adhesion, tethering and rolling on the injured endothelium is a critical initial step in blood clot formation. A novel three-dimensional multi-scale model is introduced and used in this paper to simulate receptor-mediated adhesion of deformable platelets at the site of vascular injury under different shear rates of blood flow. The novelty of the model is based on a new approach of coupling submodels at three biological scales crucial for the early clot formation: novel hybrid cell membrane submodel to represent physiological elastic properties of a platelet, stochastic receptor–ligand binding submodel to describe cell adhesion kinetics and lattice Boltzmann submodel for simulating blood flow. The model implementation on the GPU cluster significantly improved simulation performance. Predictive model simulations revealed that platelet deformation, interactions between platelets in the vicinity of the vessel wall as well as the number of functional GPIbα platelet receptors played significant roles in platelet adhesion to the injury site. Variation of the number of functional GPIbα platelet receptors as well as changes of platelet stiffness can represent effects of specific drugs reducing or enhancing platelet activity. Therefore, predictive simulations can improve the search for new drug targets and help to make treatment of thrombosis patient-specific. PMID:24982253

A stochastic multi-scale method for turbulent premixed combustion

NASA Astrophysics Data System (ADS)

Cha, Chong M.

2002-11-01

The stochastic chemistry algorithm of Bunker et al. and Gillespie is used to perform the chemical reactions in a transported probability density function (PDF) modeling approach of turbulent combustion. Recently, Kraft & Wagner have demonstrated a 100-fold gain in computational speed (for a 100 species mechanism) using the stochastic approach over the conventional, direct integration method of solving for the chemistry. Here, the stochastic chemistry algorithm is applied to develop a new transported PDF model of turbulent premixed combustion. The methodology relies on representing the relevant spatially dependent physical processes as queuing events. The canonical problem of a one-dimensional premixed flame is used for validation. For the laminar case, molecular diffusion is described by a random walk. For the turbulent case, one of two different material transport submodels can provide the necessary closure: Taylor dispersion or Kerstein's one-dimensional turbulence approach. The former exploits ``eddy diffusivity'' and hence would be much more computationally tractable for practical applications. Various validation studies are performed. Results from the Monte Carlo simulations compare well to asymptotic solutions of laminar premixed flames, both with and without high activation temperatures. The correct scaling of the turbulent burning velocity is predicted in both Damköhler's small- and large-scale turbulence limits. The effect of applying the eddy diffusivity concept in the various regimes is discussed.

Parallel multiscale simulations of a brain aneurysm

PubMed Central

Grinberg, Leopold; Fedosov, Dmitry A.; Karniadakis, George Em

2012-01-01

Cardiovascular pathologies, such as a brain aneurysm, are affected by the global blood circulation as well as by the local microrheology. Hence, developing computational models for such cases requires the coupling of disparate spatial and temporal scales often governed by diverse mathematical descriptions, e.g., by partial differential equations (continuum) and ordinary differential equations for discrete particles (atomistic). However, interfacing atomistic-based with continuum-based domain discretizations is a challenging problem that requires both mathematical and computational advances. We present here a hybrid methodology that enabled us to perform the first multi-scale simulations of platelet depositions on the wall of a brain aneurysm. The large scale flow features in the intracranial network are accurately resolved by using the high-order spectral element Navier-Stokes solver εκ αr. The blood rheology inside the aneurysm is modeled using a coarse-grained stochastic molecular dynamics approach (the dissipative particle dynamics method) implemented in the parallel code LAMMPS. The continuum and atomistic domains overlap with interface conditions provided by effective forces computed adaptively to ensure continuity of states across the interface boundary. A two-way interaction is allowed with the time-evolving boundary of the (deposited) platelet clusters tracked by an immersed boundary method. The corresponding heterogeneous solvers ( εκ αr and LAMMPS) are linked together by a computational multilevel message passing interface that facilitates modularity and high parallel efficiency. Results of multiscale simulations of clot formation inside the aneurysm in a patient-specific arterial tree are presented. We also discuss the computational challenges involved and present scalability results of our coupled solver on up to 300K computer processors. Validation of such coupled atomistic-continuum models is a main open issue that has to be addressed in future work. PMID:23734066

Parallel multiscale simulations of a brain aneurysm.

PubMed

Grinberg, Leopold; Fedosov, Dmitry A; Karniadakis, George Em

2013-07-01

Cardiovascular pathologies, such as a brain aneurysm, are affected by the global blood circulation as well as by the local microrheology. Hence, developing computational models for such cases requires the coupling of disparate spatial and temporal scales often governed by diverse mathematical descriptions, e.g., by partial differential equations (continuum) and ordinary differential equations for discrete particles (atomistic). However, interfacing atomistic-based with continuum-based domain discretizations is a challenging problem that requires both mathematical and computational advances. We present here a hybrid methodology that enabled us to perform the first multi-scale simulations of platelet depositions on the wall of a brain aneurysm. The large scale flow features in the intracranial network are accurately resolved by using the high-order spectral element Navier-Stokes solver εκ αr . The blood rheology inside the aneurysm is modeled using a coarse-grained stochastic molecular dynamics approach (the dissipative particle dynamics method) implemented in the parallel code LAMMPS. The continuum and atomistic domains overlap with interface conditions provided by effective forces computed adaptively to ensure continuity of states across the interface boundary. A two-way interaction is allowed with the time-evolving boundary of the (deposited) platelet clusters tracked by an immersed boundary method. The corresponding heterogeneous solvers ( εκ αr and LAMMPS) are linked together by a computational multilevel message passing interface that facilitates modularity and high parallel efficiency. Results of multiscale simulations of clot formation inside the aneurysm in a patient-specific arterial tree are presented. We also discuss the computational challenges involved and present scalability results of our coupled solver on up to 300K computer processors. Validation of such coupled atomistic-continuum models is a main open issue that has to be addressed in future work.

Parallel multiscale simulations of a brain aneurysm

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

Grinberg, Leopold; Fedosov, Dmitry A.; Karniadakis, George Em, E-mail: george_karniadakis@brown.edu

2013-07-01

Cardiovascular pathologies, such as a brain aneurysm, are affected by the global blood circulation as well as by the local microrheology. Hence, developing computational models for such cases requires the coupling of disparate spatial and temporal scales often governed by diverse mathematical descriptions, e.g., by partial differential equations (continuum) and ordinary differential equations for discrete particles (atomistic). However, interfacing atomistic-based with continuum-based domain discretizations is a challenging problem that requires both mathematical and computational advances. We present here a hybrid methodology that enabled us to perform the first multiscale simulations of platelet depositions on the wall of a brain aneurysm.more » The large scale flow features in the intracranial network are accurately resolved by using the high-order spectral element Navier–Stokes solver NεκTαr. The blood rheology inside the aneurysm is modeled using a coarse-grained stochastic molecular dynamics approach (the dissipative particle dynamics method) implemented in the parallel code LAMMPS. The continuum and atomistic domains overlap with interface conditions provided by effective forces computed adaptively to ensure continuity of states across the interface boundary. A two-way interaction is allowed with the time-evolving boundary of the (deposited) platelet clusters tracked by an immersed boundary method. The corresponding heterogeneous solvers (NεκTαr and LAMMPS) are linked together by a computational multilevel message passing interface that facilitates modularity and high parallel efficiency. Results of multiscale simulations of clot formation inside the aneurysm in a patient-specific arterial tree are presented. We also discuss the computational challenges involved and present scalability results of our coupled solver on up to 300 K computer processors. Validation of such coupled atomistic-continuum models is a main open issue that has to be addressed in future work.« less

Multiscale dynamics of biological cells with chemotactic interactions: From a discrete stochastic model to a continuous description

NASA Astrophysics Data System (ADS)

Alber, Mark; Chen, Nan; Glimm, Tilmann; Lushnikov, Pavel M.

2006-05-01

The cellular Potts model (CPM) has been used for simulating various biological phenomena such as differential adhesion, fruiting body formation of the slime mold Dictyostelium discoideum, angiogenesis, cancer invasion, chondrogenesis in embryonic vertebrate limbs, and many others. We derive a continuous limit of a discrete one-dimensional CPM with the chemotactic interactions between cells in the form of a Fokker-Planck equation for the evolution of the cell probability density function. This equation is then reduced to the classical macroscopic Keller-Segel model. In particular, all coefficients of the Keller-Segel model are obtained from parameters of the CPM. Theoretical results are verified numerically by comparing Monte Carlo simulations for the CPM with numerics for the Keller-Segel model.

Multiscale finite element modeling of sheet molding compound (SMC) composite structure based on stochastic mesostructure reconstruction

DOE PAGES

Chen, Zhangxing; Huang, Tianyu; Shao, Yimin; ...

2018-03-15

Predicting the mechanical behavior of the chopped carbon fiber Sheet Molding Compound (SMC) due to spatial variations in local material properties is critical for the structural performance analysis but is computationally challenging. Such spatial variations are induced by the material flow in the compression molding process. In this work, a new multiscale SMC modeling framework and the associated computational techniques are developed to provide accurate and efficient predictions of SMC mechanical performance. The proposed multiscale modeling framework contains three modules. First, a stochastic algorithm for 3D chip-packing reconstruction is developed to efficiently generate the SMC mesoscale Representative Volume Element (RVE)more » model for Finite Element Analysis (FEA). A new fiber orientation tensor recovery function is embedded in the reconstruction algorithm to match reconstructions with the target characteristics of fiber orientation distribution. Second, a metamodeling module is established to improve the computational efficiency by creating the surrogates of mesoscale analyses. Third, the macroscale behaviors are predicted by an efficient multiscale model, in which the spatially varying material properties are obtained based on the local fiber orientation tensors. Our approach is further validated through experiments at both meso- and macro-scales, such as tensile tests assisted by Digital Image Correlation (DIC) and mesostructure imaging.« less

Multiscale finite element modeling of sheet molding compound (SMC) composite structure based on stochastic mesostructure reconstruction

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

Chen, Zhangxing; Huang, Tianyu; Shao, Yimin

Predicting the mechanical behavior of the chopped carbon fiber Sheet Molding Compound (SMC) due to spatial variations in local material properties is critical for the structural performance analysis but is computationally challenging. Such spatial variations are induced by the material flow in the compression molding process. In this work, a new multiscale SMC modeling framework and the associated computational techniques are developed to provide accurate and efficient predictions of SMC mechanical performance. The proposed multiscale modeling framework contains three modules. First, a stochastic algorithm for 3D chip-packing reconstruction is developed to efficiently generate the SMC mesoscale Representative Volume Element (RVE)more » model for Finite Element Analysis (FEA). A new fiber orientation tensor recovery function is embedded in the reconstruction algorithm to match reconstructions with the target characteristics of fiber orientation distribution. Second, a metamodeling module is established to improve the computational efficiency by creating the surrogates of mesoscale analyses. Third, the macroscale behaviors are predicted by an efficient multiscale model, in which the spatially varying material properties are obtained based on the local fiber orientation tensors. Our approach is further validated through experiments at both meso- and macro-scales, such as tensile tests assisted by Digital Image Correlation (DIC) and mesostructure imaging.« less

Stochastic-Strength-Based Damage Simulation of Ceramic Matrix Composite Laminates

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Mital, Subodh K.; Murthy, Pappu L. N.; Bednarcyk, Brett A.; Pineda, Evan J.; Bhatt, Ramakrishna T.; Arnold, Steven M.

2016-01-01

The Finite Element Analysis-Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to characterize and predict the progressive damage response of silicon-carbide-fiber-reinforced reaction-bonded silicon nitride matrix (SiC/RBSN) composite laminate tensile specimens. Studied were unidirectional laminates [0] (sub 8), [10] (sub 8), [45] (sub 8), and [90] (sub 8); cross-ply laminates [0 (sub 2) divided by 90 (sub 2),]s; angled-ply laminates [plus 45 (sub 2) divided by -45 (sub 2), ]s; doubled-edge-notched [0] (sub 8), laminates; and central-hole laminates. Results correlated well with the experimental data. This work was performed as a validation and benchmarking exercise of the FEAMAC/CARES program. FEAMAC/CARES simulates stochastic-based discrete-event progressive damage of ceramic matrix composite and polymer matrix composite material structures. It couples three software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/Life), and (3) the Abaqus finite element analysis program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating-unit-cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC, and Abaqus is used to model the overall composite structure. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events that incrementally progress until ultimate structural failure.

A sonification algorithm for developing the off-roads models for driving simulators

NASA Astrophysics Data System (ADS)

Chiroiu, Veturia; Brişan, Cornel; Dumitriu, Dan; Munteanu, Ligia

2018-01-01

In this paper, a sonification algorithm for developing the off-road models for driving simulators, is proposed. The aim of this algorithm is to overcome difficulties of heuristics identification which are best suited to a particular off-road profile built by measurements. The sonification algorithm is based on the stochastic polynomial chaos analysis suitable in solving equations with random input data. The fluctuations are generated by incomplete measurements leading to inhomogeneities of the cross-sectional curves of off-roads before and after deformation, the unstable contact between the tire and the road and the unreal distribution of contact and friction forces in the unknown contact domains. The approach is exercised on two particular problems and results compare favorably to existing analytical and numerical solutions. The sonification technique represents a useful multiscale analysis able to build a low-cost virtual reality environment with increased degrees of realism for driving simulators and higher user flexibility.

A non-statistical regularization approach and a tensor product decomposition method applied to complex flow data

NASA Astrophysics Data System (ADS)

von Larcher, Thomas; Blome, Therese; Klein, Rupert; Schneider, Reinhold; Wolf, Sebastian; Huber, Benjamin

2016-04-01

Handling high-dimensional data sets like they occur e.g. in turbulent flows or in multiscale behaviour of certain types in Geosciences are one of the big challenges in numerical analysis and scientific computing. A suitable solution is to represent those large data sets in an appropriate compact form. In this context, tensor product decomposition methods currently emerge as an important tool. One reason is that these methods often enable one to attack high-dimensional problems successfully, another that they allow for very compact representations of large data sets. We follow the novel Tensor-Train (TT) decomposition method to support the development of improved understanding of the multiscale behavior and the development of compact storage schemes for solutions of such problems. One long-term goal of the project is the construction of a self-consistent closure for Large Eddy Simulations (LES) of turbulent flows that explicitly exploits the tensor product approach's capability of capturing self-similar structures. Secondly, we focus on a mixed deterministic-stochastic subgrid scale modelling strategy currently under development for application in Finite Volume Large Eddy Simulation (LES) codes. Advanced methods of time series analysis for the databased construction of stochastic models with inherently non-stationary statistical properties and concepts of information theory based on a modified Akaike information criterion and on the Bayesian information criterion for the model discrimination are used to construct surrogate models for the non-resolved flux fluctuations. Vector-valued auto-regressive models with external influences form the basis for the modelling approach [1], [2], [4]. Here, we present the reconstruction capabilities of the two modeling approaches tested against 3D turbulent channel flow data computed by direct numerical simulation (DNS) for an incompressible, isothermal fluid at Reynolds number Reτ = 590 (computed by [3]). References [1] I. Horenko. On identification of nonstationary factor models and its application to atmospherical data analysis. J. Atm. Sci., 67:1559-1574, 2010. [2] P. Metzner, L. Putzig and I. Horenko. Analysis of persistent non-stationary time series and applications. CAMCoS, 7:175-229, 2012. [3] M. Uhlmann. Generation of a temporally well-resolved sequence of snapshots of the flow-field in turbulent plane channel flow. URL: http://www-turbul.ifh.unikarlsruhe.de/uhlmann/reports/produce.pdf, 2000. [4] Th. von Larcher, A. Beck, R. Klein, I. Horenko, P. Metzner, M. Waidmann, D. Igdalov, G. Gassner and C.-D. Munz. Towards a Framework for the Stochastic Modelling of Subgrid Scale Fluxes for Large Eddy Simulation. Meteorol. Z., 24:313-342, 2015.

A Machine Learning Method for the Prediction of Receptor Activation in the Simulation of Synapses

PubMed Central

Montes, Jesus; Gomez, Elena; Merchán-Pérez, Angel; DeFelipe, Javier; Peña, Jose-Maria

2013-01-01

Chemical synaptic transmission involves the release of a neurotransmitter that diffuses in the extracellular space and interacts with specific receptors located on the postsynaptic membrane. Computer simulation approaches provide fundamental tools for exploring various aspects of the synaptic transmission under different conditions. In particular, Monte Carlo methods can track the stochastic movements of neurotransmitter molecules and their interactions with other discrete molecules, the receptors. However, these methods are computationally expensive, even when used with simplified models, preventing their use in large-scale and multi-scale simulations of complex neuronal systems that may involve large numbers of synaptic connections. We have developed a machine-learning based method that can accurately predict relevant aspects of the behavior of synapses, such as the percentage of open synaptic receptors as a function of time since the release of the neurotransmitter, with considerably lower computational cost compared with the conventional Monte Carlo alternative. The method is designed to learn patterns and general principles from a corpus of previously generated Monte Carlo simulations of synapses covering a wide range of structural and functional characteristics. These patterns are later used as a predictive model of the behavior of synapses under different conditions without the need for additional computationally expensive Monte Carlo simulations. This is performed in five stages: data sampling, fold creation, machine learning, validation and curve fitting. The resulting procedure is accurate, automatic, and it is general enough to predict synapse behavior under experimental conditions that are different to the ones it has been trained on. Since our method efficiently reproduces the results that can be obtained with Monte Carlo simulations at a considerably lower computational cost, it is suitable for the simulation of high numbers of synapses and it is therefore an excellent tool for multi-scale simulations. PMID:23894367

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

Multi-level methods and approximating distribution functions

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

Wilson, D., E-mail: daniel.wilson@dtc.ox.ac.uk; Baker, R. E.

2016-07-15

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via simulation techniques. There is a well documented class of simulation techniques known as exact stochastic simulation algorithms, an example of which is Gillespie’s direct method. These algorithms often come with high computational costs, therefore approximate stochastic simulation algorithms such as the tau-leap method are used. However, in order to minimise the bias in the estimates generated using them, a relatively small value of tau is needed, rendering the computational costs comparablemore » to Gillespie’s direct method. The multi-level Monte Carlo method (Anderson and Higham, Multiscale Model. Simul. 10:146–179, 2012) provides a reduction in computational costs whilst minimising or even eliminating the bias in the estimates of system statistics. This is achieved by first crudely approximating required statistics with many sample paths of low accuracy. Then correction terms are added until a required level of accuracy is reached. Recent literature has primarily focussed on implementing the multi-level method efficiently to estimate a single system statistic. However, it is clearly also of interest to be able to approximate entire probability distributions of species counts. We present two novel methods that combine known techniques for distribution reconstruction with the multi-level method. We demonstrate the potential of our methods using a number of examples.« less

3D Representative Volume Element Reconstruction of Fiber Composites via Orientation Tensor and Substructure Features

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

Li, Yi; Chen, Wei; Xu, Hongyi

To provide a seamless integration of manufacturing processing simulation and fiber microstructure modeling, two new stochastic 3D microstructure reconstruction methods are proposed for two types of random fiber composites: random short fiber composites, and Sheet Molding Compounds (SMC) chopped fiber composites. A Random Sequential Adsorption (RSA) algorithm is first developed to embed statistical orientation information into 3D RVE reconstruction of random short fiber composites. For the SMC composites, an optimized Voronoi diagram based approach is developed for capturing the substructure features of SMC chopped fiber composites. The proposed methods are distinguished from other reconstruction works by providing a way ofmore » integrating statistical information (fiber orientation tensor) obtained from material processing simulation, as well as capturing the multiscale substructures of the SMC composites.« less

Volatility behavior of visibility graph EMD financial time series from Ising interacting system

NASA Astrophysics Data System (ADS)

Zhang, Bo; Wang, Jun; Fang, Wen

2015-08-01

A financial market dynamics model is developed and investigated by stochastic Ising system, where the Ising model is the most popular ferromagnetic model in statistical physics systems. Applying two graph based analysis and multiscale entropy method, we investigate and compare the statistical volatility behavior of return time series and the corresponding IMF series derived from the empirical mode decomposition (EMD) method. And the real stock market indices are considered to be comparatively studied with the simulation data of the proposed model. Further, we find that the degree distribution of visibility graph for the simulation series has the power law tails, and the assortative network exhibits the mixing pattern property. All these features are in agreement with the real market data, the research confirms that the financial model established by the Ising system is reasonable.

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.

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

Du, Qiang

The rational design of materials, the development of accurate and efficient material simulation algorithms, and the determination of the response of materials to environments and loads occurring in practice all require an understanding of mechanics at disparate spatial and temporal scales. The project addresses mathematical and numerical analyses for material problems for which relevant scales range from those usually treated by molecular dynamics all the way up to those most often treated by classical elasticity. The prevalent approach towards developing a multiscale material model couples two or more well known models, e.g., molecular dynamics and classical elasticity, each of whichmore » is useful at a different scale, creating a multiscale multi-model. However, the challenges behind such a coupling are formidable and largely arise because the atomistic and continuum models employ nonlocal and local models of force, respectively. The project focuses on a multiscale analysis of the peridynamics materials model. Peridynamics can be used as a transition between molecular dynamics and classical elasticity so that the difficulties encountered when directly coupling those two models are mitigated. In addition, in some situations, peridynamics can be used all by itself as a material model that accurately and efficiently captures the behavior of materials over a wide range of spatial and temporal scales. Peridynamics is well suited to these purposes because it employs a nonlocal model of force, analogous to that of molecular dynamics; furthermore, at sufficiently large length scales and assuming smooth deformation, peridynamics can be approximated by classical elasticity. The project will extend the emerging mathematical and numerical analysis of peridynamics. One goal is to develop a peridynamics-enabled multiscale multi-model that potentially provides a new and more extensive mathematical basis for coupling classical elasticity and molecular dynamics, thus enabling next generation atomistic-to-continuum multiscale simulations. In addition, a rigorous studyof nite element discretizations of peridynamics will be considered. Using the fact that peridynamics is spatially derivative free, we will also characterize the space of admissible peridynamic solutions and carry out systematic analyses of the models, in particular rigorously showing how peridynamics encompasses fracture and other failure phenomena. Additional aspects of the project include the mathematical and numerical analysis of peridynamics applied to stochastic peridynamics models. In summary, the project will make feasible mathematically consistent multiscale models for the analysis and design of advanced materials.« less

A Stochastic Mixed Finite Element Heterogeneous Multiscale Method for Flow in Porous Media

DTIC Science & Technology

2010-08-01

applicable for flow in porous media has drawn significant interest in the last few years. Several techniques like generalized polynomial chaos expansions (gPC...represents the stochastic solution as a polynomial approxima- tion. This interpolant is constructed via independent function calls to the de- terministic...of orthogonal polynomials [34,38] or sparse grid approximations [39–41]. It is well known that the global polynomial interpolation cannot resolve lo

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

Ensuring congruency in multiscale modeling: towards linking agent based and continuum biomechanical models of arterial adaptation.

PubMed

Hayenga, Heather N; Thorne, Bryan C; Peirce, Shayn M; Humphrey, Jay D

2011-11-01

There is a need to develop multiscale models of vascular adaptations to understand tissue-level manifestations of cellular level mechanisms. Continuum-based biomechanical models are well suited for relating blood pressures and flows to stress-mediated changes in geometry and properties, but less so for describing underlying mechanobiological processes. Discrete stochastic agent-based models are well suited for representing biological processes at a cellular level, but not for describing tissue-level mechanical changes. We present here a conceptually new approach to facilitate the coupling of continuum and agent-based models. Because of ubiquitous limitations in both the tissue- and cell-level data from which one derives constitutive relations for continuum models and rule-sets for agent-based models, we suggest that model verification should enforce congruency across scales. That is, multiscale model parameters initially determined from data sets representing different scales should be refined, when possible, to ensure that common outputs are consistent. Potential advantages of this approach are illustrated by comparing simulated aortic responses to a sustained increase in blood pressure predicted by continuum and agent-based models both before and after instituting a genetic algorithm to refine 16 objectively bounded model parameters. We show that congruency-based parameter refinement not only yielded increased consistency across scales, it also yielded predictions that are closer to in vivo observations.

Towards Next Generation Lithium-Sulfur Batteries: Non-Conventional Carbon Compartments/Sulfur Electrodes and Multi-Scale Analysis

DOE PAGES

Dysart, Arthur D.; Burgos, Juan C.; Mistry, Aashutosh; ...

2016-02-09

In this work, a novel heterofunctional, bimodal-porous carbon morphology, termed the carbon compartment (CC), is utilized as a sulfur host as a lithium-sulfur battery cathode. A multi-scale model explores the physics and chemistry of the lithium-sulfur battery cathode. The CCs are synthesized by a rapid, low cost process to improve electrode-electrolyte interfacial contact and accommodate volumetric expansion associated with sulfide formation. The CCs demonstrate high sulfur loading (47 %-wt. S) and ca. 700 mAh g -1 reversible capacity with high coulombic efficiency due to their unique structures. Density functional theory and ab initio Molecular Dynamics characterize the interface between themore » C/S composite and electrolyte during the sulfur reduction mechanism. Stochastic realizations of 3D electrode microstructures are reconstructed based on representative SEM images to study the influence of solid sulfur loading and lithium sulfide precipitation on microstructural and electrochemical properties. A macroscale electrochemical performance model is developed to analyze the performance of lithium-sulfur batteries. The combined multi-scale simulation studies explain key fundamentals of sulfur reduction and its relation to the polysulfide shuttle mechanism: how the process is affected due to the presence of carbon substrate, thermodynamics of lithium sulfide formation and deposition on carbon, and microstructural effects on the overall cell performance.« less

Different rates of DNA replication at early versus late S-phase sections: multiscale modeling of stochastic events related to DNA content/EdU (5-ethynyl-2'deoxyuridine) incorporation distributions.

PubMed

Li, Biao; Zhao, Hong; Rybak, Paulina; Dobrucki, Jurek W; Darzynkiewicz, Zbigniew; Kimmel, Marek

2014-09-01

Mathematical modeling allows relating molecular events to single-cell characteristics assessed by multiparameter cytometry. In the present study we labeled newly synthesized DNA in A549 human lung carcinoma cells with 15-120 min pulses of EdU. All DNA was stained with DAPI and cellular fluorescence was measured by laser scanning cytometry. The frequency of cells in the ascending (left) side of the "horseshoe"-shaped EdU/DAPI bivariate distributions reports the rate of DNA replication at the time of entrance to S phase while their frequency in the descending (right) side is a marker of DNA replication rate at the time of transition from S to G2 phase. To understand the connection between molecular-scale events and scatterplot asymmetry, we developed a multiscale stochastic model, which simulates DNA replication and cell cycle progression of individual cells and produces in silico EdU/DAPI scatterplots. For each S-phase cell the time points at which replication origins are fired are modeled by a non-homogeneous Poisson Process (NHPP). Shifted gamma distributions are assumed for durations of cell cycle phases (G1, S and G2 M), Depending on the rate of DNA synthesis being an increasing or decreasing function, simulated EdU/DAPI bivariate graphs show predominance of cells in left (early-S) or right (late-S) side of the horseshoe distribution. Assuming NHPP rate estimated from independent experiments, simulated EdU/DAPI graphs are nearly indistinguishable from those experimentally observed. This finding proves consistency between the S-phase DNA-replication rate based on molecular-scale analyses, and cell population kinetics ascertained from EdU/DAPI scatterplots and demonstrates that DNA replication rate at entrance to S is relatively slow compared with its rather abrupt termination during S to G2 transition. Our approach opens a possibility of similar modeling to study the effect of anticancer drugs on DNA replication/cell cycle progression and also to quantify other kinetic events that can be measured during S-phase. © 2014 International Society for Advancement of Cytometry.

Interscale energy transfer in the merger of wakes of a multiscale array of rectangular cylinders

NASA Astrophysics Data System (ADS)

Baj, Pawel; Buxton, Oliver R. H.

2017-11-01

The near wake of a flow past a multiscale array of bars is studied by means of particle image velocimetry (PIV). The aim of this research is to understand the nature of multiscale flows, where multiple coherent motions of nonuniform sizes and characteristic frequencies (i.e., sheddings of particular bars in our considered case) interact with each other. The velocity fields acquired from the experiments are triple decomposed into their mean, a number of coherent fluctuations, and their stochastic part according to a triple decomposition technique introduced recently by Baj et al., Phys. Fluids 27, 075104 (2015), 10.1063/1.4923744. This nonstandard approach allows us to monitor the interactions between different coherent fluctuations representative of sheddings of the particular bars. Further, additional equations governing the kinetic energy of the recognized velocity components are derived to provide better insight into the dynamics of these interactions. Interestingly, apart from the coherent fluctuations associated with sheddings, some additional, secondary coherent fluctuations are also recognized. These seem to appear as a result of nonlinear triadic interactions between the primary shedding modes when the two shedding structures of different characteristic frequencies are in close proximity to one another. The secondary coherent motions are almost exclusively supplied with energy by the primary coherent motions, whereas the latter are driven by the mean flow. It is also found that the coherent fluctuations play an important role in exciting the stochastic fluctuations, as the energy is not fed to the stochastic fluctuations directly from the mean flow but rather through the coherent modes.

Combining cellular automata and Lattice Boltzmann method to model multiscale avascular tumor growth coupled with nutrient diffusion and immune competition.

PubMed

Alemani, Davide; Pappalardo, Francesco; Pennisi, Marzio; Motta, Santo; Brusic, Vladimir

2012-02-28

In the last decades the Lattice Boltzmann method (LB) has been successfully used to simulate a variety of processes. The LB model describes the microscopic processes occurring at the cellular level and the macroscopic processes occurring at the continuum level with a unique function, the probability distribution function. Recently, it has been tried to couple deterministic approaches with probabilistic cellular automata (probabilistic CA) methods with the aim to model temporal evolution of tumor growths and three dimensional spatial evolution, obtaining hybrid methodologies. Despite the good results attained by CA-PDE methods, there is one important issue which has not been completely solved: the intrinsic stochastic nature of the interactions at the interface between cellular (microscopic) and continuum (macroscopic) level. CA methods are able to cope with the stochastic phenomena because of their probabilistic nature, while PDE methods are fully deterministic. Even if the coupling is mathematically correct, there could be important statistical effects that could be missed by the PDE approach. For such a reason, to be able to develop and manage a model that takes into account all these three level of complexity (cellular, molecular and continuum), we believe that PDE should be replaced with a statistic and stochastic model based on the numerical discretization of the Boltzmann equation: The Lattice Boltzmann (LB) method. In this work we introduce a new hybrid method to simulate tumor growth and immune system, by applying Cellular Automata Lattice Boltzmann (CA-LB) approach. Copyright © 2011 Elsevier B.V. All rights reserved.

Complexity multiscale asynchrony measure and behavior for interacting financial dynamics

NASA Astrophysics Data System (ADS)

Yang, Ge; Wang, Jun; Niu, Hongli

2016-08-01

A stochastic financial price process is proposed and investigated by the finite-range multitype contact dynamical system, in an attempt to study the nonlinear behaviors of real asset markets. The viruses spreading process in a finite-range multitype system is used to imitate the interacting behaviors of diverse investment attitudes in a financial market, and the empirical research on descriptive statistics and autocorrelation behaviors of return time series is performed for different values of propagation rates. Then the multiscale entropy analysis is adopted to study several different shuffled return series, including the original return series, the corresponding reversal series, the random shuffled series, the volatility shuffled series and the Zipf-type shuffled series. Furthermore, we propose and compare the multiscale cross-sample entropy and its modification algorithm called composite multiscale cross-sample entropy. We apply them to study the asynchrony of pairs of time series under different time scales.

American Society of Composites, 32nd Technical Conference

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

Aitharaju, Venkat; Wollschlager, Jeffrey; Plakomytis2, Dimitrios

This paper will present a general methodology by which weave draping manufacturing simulation results can be utilized to include the effects of weave draping and scissor angle in a structural multiscale simulation. While the methodology developed is general in nature, this paper will specifically demonstrate the methodology applied to a truncated pyramid, utilizing manufacturing simulation weave draping results from ESI PAM-FORM, and multiscale simulation using Altair Multiscale Designer (MDS) and OptiStruct. From a multiscale simulation perspective, the weave draping manufacturing simulation results will be used to develop a series of woven unit cells which cover the range of weave scissormore » angles existing within the part. For each unit cell, a multiscale material model will be developed, and applied to the corresponding spatial locations within the structural simulation mesh. In addition, the principal material orientation will be mapped from the wave draping manufacturing simulation mesh to the structural simulation mesh using Altair HyperMesh mapping technology. Results of the coupled simulation will be compared and verified against experimental data of the same available via General Motors (GM) Department of Energy (DOE) project.« less

Multiscale Modeling in Computational Biomechanics: Determining Computational Priorities and Addressing Current Challenges

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

Tawhai, Merryn; Bischoff, Jeff; Einstein, Daniel R.

2009-05-01

Abstract In this article, we describe some current multiscale modeling issues in computational biomechanics from the perspective of the musculoskeletal and respiratory systems and mechanotransduction. First, we outline the necessity of multiscale simulations in these biological systems. Then we summarize challenges inherent to multiscale biomechanics modeling, regardless of the subdiscipline, followed by computational challenges that are system-specific. We discuss some of the current tools that have been utilized to aid research in multiscale mechanics simulations, and the priorities to further the field of multiscale biomechanics computation.

Uncertainty Quantification in Multi-Scale Coronary Simulations Using Multi-resolution Expansion

NASA Astrophysics Data System (ADS)

Tran, Justin; Schiavazzi, Daniele; Ramachandra, Abhay; Kahn, Andrew; Marsden, Alison

2016-11-01

Computational simulations of coronary flow can provide non-invasive information on hemodynamics that can aid in surgical planning and research on disease propagation. In this study, patient-specific geometries of the aorta and coronary arteries are constructed from CT imaging data and finite element flow simulations are carried out using the open source software SimVascular. Lumped parameter networks (LPN), consisting of circuit representations of vascular hemodynamics and coronary physiology, are used as coupled boundary conditions for the solver. The outputs of these simulations depend on a set of clinically-derived input parameters that define the geometry and boundary conditions, however their values are subjected to uncertainty. We quantify the effects of uncertainty from two sources: uncertainty in the material properties of the vessel wall and uncertainty in the lumped parameter models whose values are estimated by assimilating patient-specific clinical and literature data. We use a generalized multi-resolution chaos approach to propagate the uncertainty. The advantages of this approach lies in its ability to support inputs sampled from arbitrary distributions and its built-in adaptivity that efficiently approximates stochastic responses characterized by steep gradients.

Performance of distributed multiscale simulations

PubMed Central

Borgdorff, J.; Ben Belgacem, M.; Bona-Casas, C.; Fazendeiro, L.; Groen, D.; Hoenen, O.; Mizeranschi, A.; Suter, J. L.; Coster, D.; Coveney, P. V.; Dubitzky, W.; Hoekstra, A. G.; Strand, P.; Chopard, B.

2014-01-01

Multiscale simulations model phenomena across natural scales using monolithic or component-based code, running on local or distributed resources. In this work, we investigate the performance of distributed multiscale computing of component-based models, guided by six multiscale applications with different characteristics and from several disciplines. Three modes of distributed multiscale computing are identified: supplementing local dependencies with large-scale resources, load distribution over multiple resources, and load balancing of small- and large-scale resources. We find that the first mode has the apparent benefit of increasing simulation speed, and the second mode can increase simulation speed if local resources are limited. Depending on resource reservation and model coupling topology, the third mode may result in a reduction of resource consumption. PMID:24982258

Towards Characterization, Modeling, and Uncertainty Quantification in Multi-scale Mechanics of Oragnic-rich Shales

NASA Astrophysics Data System (ADS)

Abedi, S.; Mashhadian, M.; Noshadravan, A.

2015-12-01

Increasing the efficiency and sustainability in operation of hydrocarbon recovery from organic-rich shales requires a fundamental understanding of chemomechanical properties of organic-rich shales. This understanding is manifested in form of physics-bases predictive models capable of capturing highly heterogeneous and multi-scale structure of organic-rich shale materials. In this work we present a framework of experimental characterization, micromechanical modeling, and uncertainty quantification that spans from nanoscale to macroscale. Application of experiments such as coupled grid nano-indentation and energy dispersive x-ray spectroscopy and micromechanical modeling attributing the role of organic maturity to the texture of the material, allow us to identify unique clay mechanical properties among different samples that are independent of maturity of shale formations and total organic content. The results can then be used to inform the physically-based multiscale model for organic rich shales consisting of three levels that spans from the scale of elementary building blocks (e.g. clay minerals in clay-dominated formations) of organic rich shales to the scale of the macroscopic inorganic/organic hard/soft inclusion composite. Although this approach is powerful in capturing the effective properties of organic-rich shale in an average sense, it does not account for the uncertainty in compositional and mechanical model parameters. Thus, we take this model one step forward by systematically incorporating the main sources of uncertainty in modeling multiscale behavior of organic-rich shales. In particular we account for the uncertainty in main model parameters at different scales such as porosity, elastic properties and mineralogy mass percent. To that end, we use Maximum Entropy Principle and random matrix theory to construct probabilistic descriptions of model inputs based on available information. The Monte Carlo simulation is then carried out to propagate the uncertainty and consequently construct probabilistic descriptions of properties at multiple length-scales. The combination of experimental characterization and stochastic multi-scale modeling presented in this work improves the robustness in the prediction of essential subsurface parameters in engineering scale.

Multiscale fracture network characterization and impact on flow: A case study on the Latemar carbonate platform

NASA Astrophysics Data System (ADS)

Hardebol, N. J.; Maier, C.; Nick, H.; Geiger, S.; Bertotti, G.; Boro, H.

2015-12-01

A fracture network arrangement is quantified across an isolated carbonate platform from outcrop and aerial imagery to address its impact on fluid flow. The network is described in terms of fracture density, orientation, and length distribution parameters. Of particular interest is the role of fracture cross connections and abutments on the effective permeability. Hence, the flow simulations explicitly account for network topology by adopting Discrete-Fracture-and-Matrix description. The interior of the Latemar carbonate platform (Dolomites, Italy) is taken as outcrop analogue for subsurface reservoirs of isolated carbonate build-ups that exhibit a fracture-dominated permeability. New is our dual strategy to describe the fracture network both as deterministic- and stochastic-based inputs for flow simulations. The fracture geometries are captured explicitly and form a multiscale data set by integration of interpretations from outcrops, airborne imagery, and lidar. The deterministic network descriptions form the basis for descriptive rules that are diagnostic of the complex natural fracture arrangement. The fracture networks exhibit a variable degree of multitier hierarchies with smaller-sized fractures abutting against larger fractures under both right and oblique angles. The influence of network topology on connectivity is quantified using Discrete-Fracture-Single phase fluid flow simulations. The simulation results show that the effective permeability for the fracture and matrix ensemble can be 50 to 400 times higher than the matrix permeability of 1.0 · 10-14 m2. The permeability enhancement is strongly controlled by the connectivity of the fracture network. Therefore, the degree of intersecting and abutting fractures should be captured from outcrops with accuracy to be of value as analogue.

Multiscale digital Arabidopsis predicts individual organ and whole-organism growth.

PubMed

Chew, Yin Hoon; Wenden, Bénédicte; Flis, Anna; Mengin, Virginie; Taylor, Jasper; Davey, Christopher L; Tindal, Christopher; Thomas, Howard; Ougham, Helen J; de Reffye, Philippe; Stitt, Mark; Williams, Mathew; Muetzelfeldt, Robert; Halliday, Karen J; Millar, Andrew J

2014-09-30

Understanding how dynamic molecular networks affect whole-organism physiology, analogous to mapping genotype to phenotype, remains a key challenge in biology. Quantitative models that represent processes at multiple scales and link understanding from several research domains can help to tackle this problem. Such integrated models are more common in crop science and ecophysiology than in the research communities that elucidate molecular networks. Several laboratories have modeled particular aspects of growth in Arabidopsis thaliana, but it was unclear whether these existing models could productively be combined. We test this approach by constructing a multiscale model of Arabidopsis rosette growth. Four existing models were integrated with minimal parameter modification (leaf water content and one flowering parameter used measured data). The resulting framework model links genetic regulation and biochemical dynamics to events at the organ and whole-plant levels, helping to understand the combined effects of endogenous and environmental regulators on Arabidopsis growth. The framework model was validated and tested with metabolic, physiological, and biomass data from two laboratories, for five photoperiods, three accessions, and a transgenic line, highlighting the plasticity of plant growth strategies. The model was extended to include stochastic development. Model simulations gave insight into the developmental control of leaf production and provided a quantitative explanation for the pleiotropic developmental phenotype caused by overexpression of miR156, which was an open question. Modular, multiscale models, assembling knowledge from systems biology to ecophysiology, will help to understand and to engineer plant behavior from the genome to the field.

Multiscale Simulation Framework for Coupled Fluid Flow and Mechanical Deformation

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

Hou, Thomas; Efendiev, Yalchin; Tchelepi, Hamdi

2016-05-24

Our work in this project is aimed at making fundamental advances in multiscale methods for flow and transport in highly heterogeneous porous media. The main thrust of this research is to develop a systematic multiscale analysis and efficient coarse-scale models that can capture global effects and extend existing multiscale approaches to problems with additional physics and uncertainties. A key emphasis is on problems without an apparent scale separation. Multiscale solution methods are currently under active investigation for the simulation of subsurface flow in heterogeneous formations. These procedures capture the effects of fine-scale permeability variations through the calculation of specialized coarse-scalemore » basis functions. Most of the multiscale techniques presented to date employ localization approximations in the calculation of these basis functions. For some highly correlated (e.g., channelized) formations, however, global effects are important and these may need to be incorporated into the multiscale basis functions. Other challenging issues facing multiscale simulations are the extension of existing multiscale techniques to problems with additional physics, such as compressibility, capillary effects, etc. In our project, we explore the improvement of multiscale methods through the incorporation of additional (single-phase flow) information and the development of a general multiscale framework for flows in the presence of uncertainties, compressible flow and heterogeneous transport, and geomechanics. We have considered (1) adaptive local-global multiscale methods, (2) multiscale methods for the transport equation, (3) operator-based multiscale methods and solvers, (4) multiscale methods in the presence of uncertainties and applications, (5) multiscale finite element methods for high contrast porous media and their generalizations, and (6) multiscale methods for geomechanics.« less

A multiscale approach to accelerate pore-scale simulation of porous electrodes

NASA Astrophysics Data System (ADS)

Zheng, Weibo; Kim, Seung Hyun

2017-04-01

A new method to accelerate pore-scale simulation of porous electrodes is presented. The method combines the macroscopic approach with pore-scale simulation by decomposing a physical quantity into macroscopic and local variations. The multiscale method is applied to the potential equation in pore-scale simulation of a Proton Exchange Membrane Fuel Cell (PEMFC) catalyst layer, and validated with the conventional approach for pore-scale simulation. Results show that the multiscale scheme substantially reduces the computational cost without sacrificing accuracy.

Model reduction of multiscale chemical langevin equations: a numerical case study.

PubMed

Sotiropoulos, Vassilios; Contou-Carrere, Marie-Nathalie; Daoutidis, Prodromos; Kaznessis, Yiannis N

2009-01-01

Two very important characteristics of biological reaction networks need to be considered carefully when modeling these systems. First, models must account for the inherent probabilistic nature of systems far from the thermodynamic limit. Often, biological systems cannot be modeled with traditional continuous-deterministic models. Second, models must take into consideration the disparate spectrum of time scales observed in biological phenomena, such as slow transcription events and fast dimerization reactions. In the last decade, significant efforts have been expended on the development of stochastic chemical kinetics models to capture the dynamics of biomolecular systems, and on the development of robust multiscale algorithms, able to handle stiffness. In this paper, the focus is on the dynamics of reaction sets governed by stiff chemical Langevin equations, i.e., stiff stochastic differential equations. These are particularly challenging systems to model, requiring prohibitively small integration step sizes. We describe and illustrate the application of a semianalytical reduction framework for chemical Langevin equations that results in significant gains in computational cost.

Multiscale Modeling and Simulation of Material Processing

DTIC Science & Technology

2006-07-01

As a re- GIMP simulations . Fig. 2 illustrates the contact algo- suit, MPM using a single mesh tends to induce early con- rithm for the contact pair ...21-07-2006 Final Performance Report 05-01-2003 - 04-30-2006 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Multiscale Modeling and Simulation of Material...development of scaling laws for multiscale simulations from atomistic to continuum using material testing techniques, such as tension and indentation

A Generalized Hybrid Multiscale Modeling Approach for Flow and Reactive Transport in Porous Media

NASA Astrophysics Data System (ADS)

Yang, X.; Meng, X.; Tang, Y. H.; Guo, Z.; Karniadakis, G. E.

2017-12-01

Using emerging understanding of biological and environmental processes at fundamental scales to advance predictions of the larger system behavior requires the development of multiscale approaches, and there is strong interest in coupling models at different scales together in a hybrid multiscale simulation framework. A limited number of hybrid multiscale simulation methods have been developed for subsurface applications, mostly using application-specific approaches for model coupling. The proposed generalized hybrid multiscale approach is designed with minimal intrusiveness to the at-scale simulators (pre-selected) and provides a set of lightweight C++ scripts to manage a complex multiscale workflow utilizing a concurrent coupling approach. The workflow includes at-scale simulators (using the lattice-Boltzmann method, LBM, at the pore and Darcy scale, respectively), scripts for boundary treatment (coupling and kriging), and a multiscale universal interface (MUI) for data exchange. The current study aims to apply the generalized hybrid multiscale modeling approach to couple pore- and Darcy-scale models for flow and mixing-controlled reaction with precipitation/dissolution in heterogeneous porous media. The model domain is packed heterogeneously that the mixing front geometry is more complex and not known a priori. To address those challenges, the generalized hybrid multiscale modeling approach is further developed to 1) adaptively define the locations of pore-scale subdomains, 2) provide a suite of physical boundary coupling schemes and 3) consider the dynamic change of the pore structures due to mineral precipitation/dissolution. The results are validated and evaluated by comparing with single-scale simulations in terms of velocities, reactive concentrations and computing cost.

Intercomparison of Multiscale Modeling Approaches in Simulating Subsurface Flow and Transport

NASA Astrophysics Data System (ADS)

Yang, X.; Mehmani, Y.; Barajas-Solano, D. A.; Song, H. S.; Balhoff, M.; Tartakovsky, A. M.; Scheibe, T. D.

2016-12-01

Hybrid multiscale simulations that couple models across scales are critical to advance predictions of the larger system behavior using understanding of fundamental processes. In the current study, three hybrid multiscale methods are intercompared: multiscale loose-coupling method, multiscale finite volume (MsFV) method and multiscale mortar method. The loose-coupling method enables a parallel workflow structure based on the Swift scripting environment that manages the complex process of executing coupled micro- and macro-scale models without being intrusive to the at-scale simulators. The MsFV method applies microscale and macroscale models over overlapping subdomains of the modeling domain and enforces continuity of concentration and transport fluxes between models via restriction and prolongation operators. The mortar method is a non-overlapping domain decomposition approach capable of coupling all permutations of pore- and continuum-scale models with each other. In doing so, Lagrange multipliers are used at interfaces shared between the subdomains so as to establish continuity of species/fluid mass flux. Subdomain computations can be performed either concurrently or non-concurrently depending on the algorithm used. All the above methods have been proven to be accurate and efficient in studying flow and transport in porous media. However, there has not been any field-scale applications and benchmarking among various hybrid multiscale approaches. To address this challenge, we apply all three hybrid multiscale methods to simulate water flow and transport in a conceptualized 2D modeling domain of the hyporheic zone, where strong interactions between groundwater and surface water exist across multiple scales. In all three multiscale methods, fine-scale simulations are applied to a thin layer of riverbed alluvial sediments while the macroscopic simulations are used for the larger subsurface aquifer domain. Different numerical coupling methods are then applied between scales and inter-compared. Comparisons are drawn in terms of velocity distributions, solute transport behavior, algorithm-induced numerical error and computing cost. The intercomparison work provides support for confidence in a variety of hybrid multiscale methods and motivates further development and applications.

Gyrokinetic predictions of multiscale transport in a DIII-D ITER baseline discharge

NASA Astrophysics Data System (ADS)

Holland, C.; Howard, N. T.; Grierson, B. A.

2017-06-01

New multiscale gyrokinetic simulations predict that electron energy transport in a DIII-D ITER baseline discharge with dominant electron heating and low input torque is multiscale in nature, with roughly equal amounts of the electron energy flux Q e coming from long wavelength ion-scale (k y ρ s  <  1) and short wavelength electron-scale (k y ρ s  >  1) fluctuations when the gyrokinetic results match independent power balance calculations. Corresponding conventional ion-scale simulations are able to match the power balance ion energy flux Q i, but systematically underpredict Q e when doing so. Significant nonlinear cross-scale couplings are observed in the multiscale simulations, but the exact simulation predictions are found to be extremely sensitive to variations of model input parameters within experimental uncertainties. Most notably, depending upon the exact value of the equilibrium E  ×  B shearing rate γ E×B used, either enhancement or suppression of the long-wavelength turbulence and transport levels in the multiscale simulations is observed relative to what is predicted by ion-scale simulations. While the enhancement of the long wavelength fluctuations by inclusion of the short wavelength turbulence was previously observed in similar multiscale simulations of an Alcator C-Mod L-mode discharge, these new results show for the first time a complete suppression of long-wavelength turbulence in a multiscale simulation, for parameters at which conventional ion-scale simulation predicts small but finite levels of low-k turbulence and transport consistent with the power balance Q i. Although computational resource limitations prevent a fully rigorous validation assessment of these new results, they provide significant new evidence that electron energy transport in burning plasmas is likely to have a strong multiscale character, with significant nonlinear cross-scale couplings that must be fully understood to predict the performance of those plasmas with confidence.

The Pricing of European Options Under the Constant Elasticity of Variance with Stochastic Volatility

NASA Astrophysics Data System (ADS)

Bock, Bounghun; Choi, Sun-Yong; Kim, Jeong-Hoon

This paper considers a hybrid risky asset price model given by a constant elasticity of variance multiplied by a stochastic volatility factor. A multiscale analysis leads to an asymptotic pricing formula for both European vanilla option and a Barrier option near the zero elasticity of variance. The accuracy of the approximation is provided in a rigorous manner. A numerical experiment for implied volatilities shows that the hybrid model improves some of the well-known models in view of fitting the data for different maturities.

The cancellous bone multiscale morphology-elasticity relationship.

PubMed

Agić, Ante; Nikolić, Vasilije; Mijović, Budimir

2006-06-01

The cancellous bone effective properties relations are analysed on multiscale across two aspects; properties of representative volume element on micro scale and statistical measure of trabecular trajectory orientation on mesoscale. Anisotropy of the microstructure is described across fabric tensor measure with trajectory orientation tensor as bridging scale connection. The scatter measured data (elastic modulus, trajectory orientation, apparent density) from compression test are fitted by stochastic interpolation procedure. The engineering constants of the elasticity tensor are estimated by last square fitt procedure in multidimensional space by Nelder-Mead simplex. The multiaxial failure surface in strain space is constructed and interpolated by modified super-ellipsoid.

Micro-Macro Simulation of Viscoelastic Fluids in Three Dimensions

NASA Astrophysics Data System (ADS)

Rüttgers, Alexander; Griebel, Michael

2012-11-01

The development of the chemical industry resulted in various complex fluids that cannot be correctly described by classical fluid mechanics. For instance, this includes paint, engine oils with polymeric additives and toothpaste. We currently perform multiscale viscoelastic flow simulations for which we have coupled our three-dimensional Navier-Stokes solver NaSt3dGPF with the stochastic Brownian configuration field method on the micro-scale. In this method, we represent a viscoelastic fluid as a dumbbell system immersed in a three-dimensional Newtonian liquid which leads to a six-dimensional problem in space. The approach requires large computational resources and therefore depends on an efficient parallelisation strategy. Our flow solver is parallelised with a domain decomposition approach using MPI. It shows excellent scale-up results for up to 128 processors. In this talk, we present simulation results for viscoelastic fluids in square-square contractions due to their relevance for many engineering applications such as extrusion. Another aspect of the talk is the parallel implementation in NaSt3dGPF and the parallel scale-up and speed-up behaviour.

SPH simulations of WBC adhesion to the endothelium: the role of haemodynamics and endothelial binding kinetics.

PubMed

Gholami, Babak; Comerford, Andrew; Ellero, Marco

2015-11-01

A multiscale Lagrangian particle solver introduced in our previous work is extended to model physiologically realistic near-wall cell dynamics. Three-dimensional simulation of particle trajectories is combined with realistic receptor-ligand adhesion behaviour to cover full cell interactions in the vicinity of the endothelium. The selected stochastic adhesion model, which is based on a Monte Carlo acceptance-rejection method, fits in our Lagrangian framework and does not compromise performance. Additionally, appropriate inflow/outflow boundary conditions are implemented for our SPH solver to enable realistic pulsatile flow simulation. The model is tested against in-vitro data from a 3D geometry with a stenosis and sudden expansion. In both steady and pulsatile flow conditions, results show close agreement with the experimental ones. Furthermore we demonstrate, in agreement with experimental observations, that haemodynamics alone does not account for adhesion of white blood cells, in this case U937 monocytic human cells. Our findings suggest that the current framework is fully capable of modelling cell dynamics in large arteries in a realistic and efficient manner.

Multi-scale calculation based on dual domain material point method combined with molecular dynamics

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

Dhakal, Tilak Raj

This dissertation combines the dual domain material point method (DDMP) with molecular dynamics (MD) in an attempt to create a multi-scale numerical method to simulate materials undergoing large deformations with high strain rates. In these types of problems, the material is often in a thermodynamically non-equilibrium state, and conventional constitutive relations are often not available. In this method, the closure quantities, such as stress, at each material point are calculated from a MD simulation of a group of atoms surrounding the material point. Rather than restricting the multi-scale simulation in a small spatial region, such as phase interfaces, or crackmore » tips, this multi-scale method can be used to consider non-equilibrium thermodynamic e ects in a macroscopic domain. This method takes advantage that the material points only communicate with mesh nodes, not among themselves; therefore MD simulations for material points can be performed independently in parallel. First, using a one-dimensional shock problem as an example, the numerical properties of the original material point method (MPM), the generalized interpolation material point (GIMP) method, the convected particle domain interpolation (CPDI) method, and the DDMP method are investigated. Among these methods, only the DDMP method converges as the number of particles increases, but the large number of particles needed for convergence makes the method very expensive especially in our multi-scale method where we calculate stress in each material point using MD simulation. To improve DDMP, the sub-point method is introduced in this dissertation, which provides high quality numerical solutions with a very small number of particles. The multi-scale method based on DDMP with sub-points is successfully implemented for a one dimensional problem of shock wave propagation in a cerium crystal. The MD simulation to calculate stress in each material point is performed in GPU using CUDA to accelerate the computation. The numerical properties of the multiscale method are investigated as well as the results from this multi-scale calculation are compared of particles needed for convergence makes the method very expensive especially in our multi-scale method where we calculate stress in each material point using MD simulation. To improve DDMP, the sub-point method is introduced in this dissertation, which provides high quality numerical solutions with a very small number of particles. The multi-scale method based on DDMP with sub-points is successfully implemented for a one dimensional problem of shock wave propagation in a cerium crystal. The MD simulation to calculate stress in each material point is performed in GPU using CUDA to accelerate the computation. The numerical properties of the multiscale method are investigated as well as the results from this multi-scale calculation are compared with direct MD simulation results to demonstrate the feasibility of the method. Also, the multi-scale method is applied for a two dimensional problem of jet formation around copper notch under a strong impact.« less

Multiscale Stochastic Fracture Mechanics of Composites Informed by In-situ XCT Tests

DTIC Science & Technology

2016-02-02

TERMS EOARD, Materials, nano -scale manufacturing 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT SAR 18, NUMBER OF PAGES 7 19a...relation to CFRP have been fully realised, with additional outcomes in related topics such as studies of UHPFRC and development of new nano -graphene

Chemo-mechanical modeling of tumor growth in elastic epithelial tissue

NASA Astrophysics Data System (ADS)

Bratsun, Dmitry A.; Zakharov, Andrey P.; Pismen, Len

2016-08-01

We propose a multiscale chemo-mechanical model of the cancer tumor development in the epithelial tissue. The epithelium is represented by an elastic 2D array of polygonal cells with its own gene regulation dynamics. The model allows the simulation of the evolution of multiple cells interacting via the chemical signaling or mechanically induced strain. The algorithm includes the division and intercalation of cells as well as the transformation of normal cells into a cancerous state triggered by a local failure of the spatial synchronization of the cellular rhythms driven by transcription/translation processes. Both deterministic and stochastic descriptions of the system are given for chemical signaling. The transformation of cells means the modification of their respective parameters responsible for chemo-mechanical interactions. The simulations reproduce a distinct behavior of invasive and localized carcinoma. Generally, the model is designed in such a way that it can be readily modified to take account of any newly understood gene regulation processes and feedback mechanisms affecting chemo-mechanical properties of cells.

A high-fidelity approach towards simulation of pool boiling

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

Yazdani, Miad; Radcliff, Thomas; Soteriou, Marios

2016-01-15

A novel numerical approach is developed to simulate the multiscale problem of pool-boiling phase change. The particular focus is to develop a simulation technique that is capable of predicting the heat transfer and hydrodynamic characteristics of nucleate boiling and the transition to critical heat flux on surfaces of arbitrary shape and roughness distribution addressing a critical need to design enhanced boiling heat transfer surfaces. The macro-scale of the phase change and bubble dynamics is addressed through employing off-the-shelf Computational Fluid Dynamics (CFD) methods for interface tracking and interphase mass and energy transfer. The micro-scale of the microlayer, which forms atmore » early stage of bubble nucleation near the wall, is resolved through asymptotic approximation of the thin-film theory which provides a closed-form solution for the distribution of the micro-layer and its influence on the evaporation process. In addition, the sub-grid surface roughness is represented stochastically through probabilistic density functions and its role in bubble nucleation and growth is then represented based on the thermodynamics of nucleation process. This combination of deterministic CFD, local approximation, and stochastic representation allows the simulation of pool boiling on any surface with known roughness and enhancement characteristics. The numerical model is validated for dynamics and hydrothermal characteristics of a single nucleated bubble on a flat surface against available literature data. In addition, the prediction of pool-boiling heat transfer coefficient is verified against experimental measurements as well as reputable correlations for various roughness distributions and different surface orientations. Finally, the model is employed to demonstrate pool-boiling phenomenon on enhanced structures with reentrance cavities and to explore the effect of enhancement feature design on thermal and hydrodynamic characteristics of these surfaces.« less

Multiscale Cues Drive Collective Cell Migration

NASA Astrophysics Data System (ADS)

Nam, Ki-Hwan; Kim, Peter; Wood, David K.; Kwon, Sunghoon; Provenzano, Paolo P.; Kim, Deok-Ho

2016-07-01

To investigate complex biophysical relationships driving directed cell migration, we developed a biomimetic platform that allows perturbation of microscale geometric constraints with concomitant nanoscale contact guidance architectures. This permits us to elucidate the influence, and parse out the relative contribution, of multiscale features, and define how these physical inputs are jointly processed with oncogenic signaling. We demonstrate that collective cell migration is profoundly enhanced by the addition of contract guidance cues when not otherwise constrained. However, while nanoscale cues promoted migration in all cases, microscale directed migration cues are dominant as the geometric constraint narrows, a behavior that is well explained by stochastic diffusion anisotropy modeling. Further, oncogene activation (i.e. mutant PIK3CA) resulted in profoundly increased migration where extracellular multiscale directed migration cues and intrinsic signaling synergistically conspire to greatly outperform normal cells or any extracellular guidance cues in isolation.

Multiscale Pressure-Balanced Structures in Three-dimensional Magnetohydrodynamic Turbulence

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

Yang, Liping; Zhang, Lei; Feng, Xueshang

2017-02-10

Observations of solar wind turbulence indicate the existence of multiscale pressure-balanced structures (PBSs) in the solar wind. In this work, we conduct a numerical simulation to investigate multiscale PBSs and in particular their formation in compressive magnetohydrodynamic turbulence. By the use of the higher-order Godunov code Athena, a driven compressible turbulence with an imposed uniform guide field is simulated. The simulation results show that both the magnetic pressure and the thermal pressure exhibit a turbulent spectrum with a Kolmogorov-like power law, and that in many regions of the simulation domain they are anticorrelated. The computed wavelet cross-coherence spectra of themore » magnetic pressure and the thermal pressure, as well as their space series, indicate the existence of multiscale PBSs, with the small PBSs being embedded in the large ones. These multiscale PBSs are likely to be related to the highly oblique-propagating slow-mode waves, as the traced multiscale PBS is found to be traveling in a certain direction at a speed consistent with that predicted theoretically for a slow-mode wave propagating in the same direction.« less

Spatial adaptive sampling in multiscale simulation

NASA Astrophysics Data System (ADS)

Rouet-Leduc, Bertrand; Barros, Kipton; Cieren, Emmanuel; Elango, Venmugil; Junghans, Christoph; Lookman, Turab; Mohd-Yusof, Jamaludin; Pavel, Robert S.; Rivera, Axel Y.; Roehm, Dominic; McPherson, Allen L.; Germann, Timothy C.

2014-07-01

In a common approach to multiscale simulation, an incomplete set of macroscale equations must be supplemented with constitutive data provided by fine-scale simulation. Collecting statistics from these fine-scale simulations is typically the overwhelming computational cost. We reduce this cost by interpolating the results of fine-scale simulation over the spatial domain of the macro-solver. Unlike previous adaptive sampling strategies, we do not interpolate on the potentially very high dimensional space of inputs to the fine-scale simulation. Our approach is local in space and time, avoids the need for a central database, and is designed to parallelize well on large computer clusters. To demonstrate our method, we simulate one-dimensional elastodynamic shock propagation using the Heterogeneous Multiscale Method (HMM); we find that spatial adaptive sampling requires only ≈ 50 ×N0.14 fine-scale simulations to reconstruct the stress field at all N grid points. Related multiscale approaches, such as Equation Free methods, may also benefit from spatial adaptive sampling.

Multiscale Modeling of Damage Processes in Aluminum Alloys: Grain-Scale Mechanisms

NASA Technical Reports Server (NTRS)

Hochhalter, J. D.; Veilleux, M. G.; Bozek, J. E.; Glaessgen, E. H.; Ingraffea, A. R.

2008-01-01

This paper has two goals related to the development of a physically-grounded methodology for modeling the initial stages of fatigue crack growth in an aluminum alloy. The aluminum alloy, AA 7075-T651, is susceptible to fatigue cracking that nucleates from cracked second phase iron-bearing particles. Thus, the first goal of the paper is to validate an existing framework for the prediction of the conditions under which the particles crack. The observed statistics of particle cracking (defined as incubation for this alloy) must be accurately predicted to simulate the stochastic nature of microstructurally small fatigue crack (MSFC) formation. Also, only by simulating incubation of damage in a statistically accurate manner can subsequent stages of crack growth be accurately predicted. To maintain fidelity and computational efficiency, a filtering procedure was developed to eliminate particles that were unlikely to crack. The particle filter considers the distributions of particle sizes and shapes, grain texture, and the configuration of the surrounding grains. This filter helps substantially reduce the number of particles that need to be included in the microstructural models and forms the basis of the future work on the subsequent stages of MSFC, crack nucleation and microstructurally small crack propagation. A physics-based approach to simulating fracture should ultimately begin at nanometer length scale, in which atomistic simulation is used to predict the fundamental damage mechanisms of MSFC. These mechanisms include dislocation formation and interaction, interstitial void formation, and atomic diffusion. However, atomistic simulations quickly become computationally intractable as the system size increases, especially when directly linking to the already large microstructural models. Therefore, the second goal of this paper is to propose a method that will incorporate atomistic simulation and small-scale experimental characterization into the existing multiscale framework. At the microscale, the nanoscale mechanics are represented within cohesive zones where appropriate, i.e. where the mechanics observed at the nanoscale can be represented as occurring on a plane such as at grain boundaries or slip planes at a crack front. Important advancements that are yet to be made include: 1. an increased fidelity in cohesive zone modeling; 2. a means to understand how atomistic simulation scales with time; 3. a new experimental methodology for generating empirical models for CZMs and emerging materials; and 4. a validation of simulations of the damage processes at the nano-micro scale. With ever-increasing computer power, the long-term ability to employ atomistic simulation for the prognosis of structural components will not be limited by computation power, but by our lack of knowledge in incorporating atomistic models into simulations of MSFC into a multiscale framework.

Multi-scale gyrokinetic simulations of an Alcator C-Mod, ELM-y H-mode plasma

NASA Astrophysics Data System (ADS)

Howard, N. T.; Holland, C.; White, A. E.; Greenwald, M.; Rodriguez-Fernandez, P.; Candy, J.; Creely, A. J.

2018-01-01

High fidelity, multi-scale gyrokinetic simulations capable of capturing both ion ({k}θ {ρ }s∼ { O }(1.0)) and electron-scale ({k}θ {ρ }e∼ { O }(1.0)) turbulence were performed in the core of an Alcator C-Mod ELM-y H-mode discharge which exhibits reactor-relevant characteristics. These simulations, performed with all experimental inputs and realistic ion to electron mass ratio ({({m}i/{m}e)}1/2=60.0) provide insight into the physics fidelity that may be needed for accurate simulation of the core of fusion reactor discharges. Three multi-scale simulations and series of separate ion and electron-scale simulations performed using the GYRO code (Candy and Waltz 2003 J. Comput. Phys. 186 545) are presented. As with earlier multi-scale results in L-mode conditions (Howard et al 2016 Nucl. Fusion 56 014004), both ion and multi-scale simulations results are compared with experimentally inferred ion and electron heat fluxes, as well as the measured values of electron incremental thermal diffusivities—indicative of the experimental electron temperature profile stiffness. Consistent with the L-mode results, cross-scale coupling is found to play an important role in the simulation of these H-mode conditions. Extremely stiff ion-scale transport is observed in these high-performance conditions which is shown to likely play and important role in the reproduction of measurements of perturbative transport. These results provide important insight into the role of multi-scale plasma turbulence in the core of reactor-relevant plasmas and establish important constraints on the the fidelity of models needed for predictive simulations.

Coupled numerical approach combining finite volume and lattice Boltzmann methods for multi-scale multi-physicochemical processes

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

Chen, Li; He, Ya-Ling; Kang, Qinjun

2013-12-15

A coupled (hybrid) simulation strategy spatially combining the finite volume method (FVM) and the lattice Boltzmann method (LBM), called CFVLBM, is developed to simulate coupled multi-scale multi-physicochemical processes. In the CFVLBM, computational domain of multi-scale problems is divided into two sub-domains, i.e., an open, free fluid region and a region filled with porous materials. The FVM and LBM are used for these two regions, respectively, with information exchanged at the interface between the two sub-domains. A general reconstruction operator (RO) is proposed to derive the distribution functions in the LBM from the corresponding macro scalar, the governing equation of whichmore » obeys the convection–diffusion equation. The CFVLBM and the RO are validated in several typical physicochemical problems and then are applied to simulate complex multi-scale coupled fluid flow, heat transfer, mass transport, and chemical reaction in a wall-coated micro reactor. The maximum ratio of the grid size between the FVM and LBM regions is explored and discussed. -- Highlights: •A coupled simulation strategy for simulating multi-scale phenomena is developed. •Finite volume method and lattice Boltzmann method are coupled. •A reconstruction operator is derived to transfer information at the sub-domains interface. •Coupled multi-scale multiple physicochemical processes in micro reactor are simulated. •Techniques to save computational resources and improve the efficiency are discussed.« less

Gyrokinetic predictions of multiscale transport in a DIII-D ITER baseline discharge

DOE PAGES

Holland, C.; Howard, N. T.; Grierson, B. A.

2017-05-08

New multiscale gyrokinetic simulations predict that electron energy transport in a DIII-D ITER baseline discharge with dominant electron heating and low input torque is multiscale in nature, with roughly equal amounts of the electron energy flux Q e coming from long wavelength ion-scale (k yρ s < 1) and short wavelength electron-scale (k yρ s > 1) fluctuations when the gyrokinetic results match independent power balance calculations. Corresponding conventional ion-scale simulations are able to match the power balance ion energy flux Q i, but systematically underpredict Q e when doing so. We observe significant nonlinear cross-scale couplings in the multiscalemore » simulations, but the exact simulation predictions are found to be extremely sensitive to variations of model input parameters within experimental uncertainties. Most notably, depending upon the exact value of the equilibrium E x B shearing rate γ E x B used, either enhancement or suppression of the long-wavelength turbulence and transport levels in the multiscale simulations is observed relative to what is predicted by ion-scale simulations. And while the enhancement of the long wavelength fluctuations by inclusion of the short wavelength turbulence was previously observed in similar multiscale simulations of an Alcator C-Mod L-mode discharge, these new results show for the first time a complete suppression of long-wavelength turbulence in a multiscale simulation, for parameters at which conventional ion-scale simulation predicts small but finite levels of low-k turbulence and transport consistent with the power balance Q i. Though computational resource limitations prevent a fully rigorous validation assessment of these new results, they provide significant new evidence that electron energy transport in burning plasmas is likely to have a strong multiscale character, with significant nonlinear cross-scale couplings that must be fully understood to predict the performance of those plasmas with confidence.« less

Statistical theory of dynamo

NASA Astrophysics Data System (ADS)

Kim, E.; Newton, A. P.

2012-04-01

One major problem in dynamo theory is the multi-scale nature of the MHD turbulence, which requires statistical theory in terms of probability distribution functions. In this contribution, we present the statistical theory of magnetic fields in a simplified mean field α-Ω dynamo model by varying the statistical property of alpha, including marginal stability and intermittency, and then utilize observational data of solar activity to fine-tune the mean field dynamo model. Specifically, we first present a comprehensive investigation into the effect of the stochastic parameters in a simplified α-Ω dynamo model. Through considering the manifold of marginal stability (the region of parameter space where the mean growth rate is zero), we show that stochastic fluctuations are conductive to dynamo. Furthermore, by considering the cases of fluctuating alpha that are periodic and Gaussian coloured random noise with identical characteristic time-scales and fluctuating amplitudes, we show that the transition to dynamo is significantly facilitated for stochastic alpha with random noise. Furthermore, we show that probability density functions (PDFs) of the growth-rate, magnetic field and magnetic energy can provide a wealth of useful information regarding the dynamo behaviour/intermittency. Finally, the precise statistical property of the dynamo such as temporal correlation and fluctuating amplitude is found to be dependent on the distribution the fluctuations of stochastic parameters. We then use observations of solar activity to constrain parameters relating to the effect in stochastic α-Ω nonlinear dynamo models. This is achieved through performing a comprehensive statistical comparison by computing PDFs of solar activity from observations and from our simulation of mean field dynamo model. The observational data that are used are the time history of solar activity inferred for C14 data in the past 11000 years on a long time scale and direct observations of the sun spot numbers obtained in recent years 1795-1995 on a short time scale. Monte Carlo simulations are performed on these data to obtain PDFs of the solar activity on both long and short time scales. These PDFs are then compared with predicted PDFs from numerical simulation of our α-Ω dynamo model, where α is assumed to have both mean α0 and fluctuating α' parts. By varying the correlation time of fluctuating α', the ratio of the amplitude of the fluctuating to mean alpha <α'2>/α02 (where angular brackets <> denote ensemble average), and the ratio of poloidal to toroidal magnetic fields, we show that the results from our stochastic dynamo model can match the PDFs of solar activity on both long and short time scales. In particular, a good agreement is obtained when the fluctuation in alpha is roughly equal to the mean part with a correlation time shorter than the solar period.

A New Hybrid-Multiscale SSA Prediction of Non-Stationary Time Series

NASA Astrophysics Data System (ADS)

Ghanbarzadeh, Mitra; Aminghafari, Mina

2016-02-01

Singular spectral analysis (SSA) is a non-parametric method used in the prediction of non-stationary time series. It has two parameters, which are difficult to determine and very sensitive to their values. Since, SSA is a deterministic-based method, it does not give good results when the time series is contaminated with a high noise level and correlated noise. Therefore, we introduce a novel method to handle these problems. It is based on the prediction of non-decimated wavelet (NDW) signals by SSA and then, prediction of residuals by wavelet regression. The advantages of our method are the automatic determination of parameters and taking account of the stochastic structure of time series. As shown through the simulated and real data, we obtain better results than SSA, a non-parametric wavelet regression method and Holt-Winters method.

Design of Energetic Ionic Liquids (Preprint)

DTIC Science & Technology

2008-05-07

mesoscale-level simulations of bulk ionic liquids based upon multiscale coarse graining techniques. 15. SUBJECT TERMS 16. SECURITY...simulations utilizing polarizable force fields, and mesoscale-level simulations of bulk ionic liquids based upon multiscale coarse graining...Simulations of the Energetic Ionic Liquid 1-hydroxyethyl-4-amino-1, 2, 4- triazolium Nitrate (HEATN): Molecular dynamics (MD) simulations have been

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity

PubMed Central

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand “complex behavior” and complexity theory, and from which important biological insight can be gained. PMID:24999297

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity.

PubMed

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand "complex behavior" and complexity theory, and from which important biological insight can be gained.

MULTISCALE AIR QUALITY SIMULATION PLATFORM (MAQSIP): INITIAL APPLICATIONS AND PERFORMANCE FOR TROPOSPHERIC OZONE AND PARTICULATE MATTER

EPA Science Inventory

This manuscript provides an overview of the formulation, process considerations, and performance for simulating tropospheric ozone and particulate matter distributions of the Multiscale Air Quality Simulation Platform (MAQSIP). MAQSIP is a comprehensive atmospheric chemistry/tran...

Multiscale simulation of molecular processes in cellular environments.

PubMed

Chiricotto, Mara; Sterpone, Fabio; Derreumaux, Philippe; Melchionna, Simone

2016-11-13

We describe the recent advances in studying biological systems via multiscale simulations. Our scheme is based on a coarse-grained representation of the macromolecules and a mesoscopic description of the solvent. The dual technique handles particles, the aqueous solvent and their mutual exchange of forces resulting in a stable and accurate methodology allowing biosystems of unprecedented size to be simulated.This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'. © 2016 The Author(s).

Predicting cell viability within tissue scaffolds under equiaxial strain: multi-scale finite element model of collagen-cardiomyocytes constructs.

PubMed

Elsaadany, Mostafa; Yan, Karen Chang; Yildirim-Ayan, Eda

2017-06-01

Successful tissue engineering and regenerative therapy necessitate having extensive knowledge about mechanical milieu in engineered tissues and the resident cells. In this study, we have merged two powerful analysis tools, namely finite element analysis and stochastic analysis, to understand the mechanical strain within the tissue scaffold and residing cells and to predict the cell viability upon applying mechanical strains. A continuum-based multi-length scale finite element model (FEM) was created to simulate the physiologically relevant equiaxial strain exposure on cell-embedded tissue scaffold and to calculate strain transferred to the tissue scaffold (macro-scale) and residing cells (micro-scale) upon various equiaxial strains. The data from FEM were used to predict cell viability under various equiaxial strain magnitudes using stochastic damage criterion analysis. The model validation was conducted through mechanically straining the cardiomyocyte-encapsulated collagen constructs using a custom-built mechanical loading platform (EQUicycler). FEM quantified the strain gradients over the radial and longitudinal direction of the scaffolds and the cells residing in different areas of interest. With the use of the experimental viability data, stochastic damage criterion, and the average cellular strains obtained from multi-length scale models, cellular viability was predicted and successfully validated. This methodology can provide a great tool to characterize the mechanical stimulation of bioreactors used in tissue engineering applications in providing quantification of mechanical strain and predicting cellular viability variations due to applied mechanical strain.

Final Report. Analysis and Reduction of Complex Networks Under Uncertainty

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

Marzouk, Youssef M.; Coles, T.; Spantini, A.

2013-09-30

The project was a collaborative effort among MIT, Sandia National Laboratories (local PI Dr. Habib Najm), the University of Southern California (local PI Prof. Roger Ghanem), and The Johns Hopkins University (local PI Prof. Omar Knio, now at Duke University). Our focus was the analysis and reduction of large-scale dynamical systems emerging from networks of interacting components. Such networks underlie myriad natural and engineered systems. Examples important to DOE include chemical models of energy conversion processes, and elements of national infrastructure—e.g., electric power grids. Time scales in chemical systems span orders of magnitude, while infrastructure networks feature both local andmore » long-distance connectivity, with associated clusters of time scales. These systems also blend continuous and discrete behavior; examples include saturation phenomena in surface chemistry and catalysis, and switching in electrical networks. Reducing size and stiffness is essential to tractable and predictive simulation of these systems. Computational singular perturbation (CSP) has been effectively used to identify and decouple dynamics at disparate time scales in chemical systems, allowing reduction of model complexity and stiffness. In realistic settings, however, model reduction must contend with uncertainties, which are often greatest in large-scale systems most in need of reduction. Uncertainty is not limited to parameters; one must also address structural uncertainties—e.g., whether a link is present in a network—and the impact of random perturbations, e.g., fluctuating loads or sources. Research under this project developed new methods for the analysis and reduction of complex multiscale networks under uncertainty, by combining computational singular perturbation (CSP) with probabilistic uncertainty quantification. CSP yields asymptotic approximations of reduceddimensionality “slow manifolds” on which a multiscale dynamical system evolves. Introducing uncertainty in this context raised fundamentally new issues, e.g., how is the topology of slow manifolds transformed by parametric uncertainty? How to construct dynamical models on these uncertain manifolds? To address these questions, we used stochastic spectral polynomial chaos (PC) methods to reformulate uncertain network models and analyzed them using CSP in probabilistic terms. Finding uncertain manifolds involved the solution of stochastic eigenvalue problems, facilitated by projection onto PC bases. These problems motivated us to explore the spectral properties stochastic Galerkin systems. We also introduced novel methods for rank-reduction in stochastic eigensystems—transformations of a uncertain dynamical system that lead to lower storage and solution complexity. These technical accomplishments are detailed below. This report focuses on the MIT portion of the joint project.« less

Multiscale Modeling of Virus Entry via Receptor-Mediated Endocytosis

NASA Astrophysics Data System (ADS)

Liu, Jin

2012-11-01

Virus infections are ubiquitous and remain major threats to human health worldwide. Viruses are intracellular parasites and must enter host cells to initiate infection. Receptor-mediated endocytosis is the most common entry pathway taken by viruses, the whole process is highly complex and dictated by various events, such as virus motions, membrane deformations, receptor diffusion and ligand-receptor reactions, occurring at multiple length and time scales. We develop a multiscale model for virus entry through receptor-mediated endocytosis. The binding of virus to cell surface is based on a mesoscale three dimensional stochastic adhesion model, the internalization (endocytosis) of virus and cellular membrane deformation is based on the discretization of Helfrich Hamiltonian in a curvilinear space using Monte Carlo method. The multiscale model is based on the combination of these two models. We will implement this model to study the herpes simplex virus entry into B78 cells and compare the model predictions with experimental measurements.

An Analysis Platform for Multiscale Hydrogeologic Modeling with Emphasis on Hybrid Multiscale Methods

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

Scheibe, Timothy D.; Murphy, Ellyn M.; Chen, Xingyuan

2015-01-01

One of the most significant challenges facing hydrogeologic modelers is the disparity between those spatial and temporal scales at which fundamental flow, transport and reaction processes can best be understood and quantified (e.g., microscopic to pore scales, seconds to days) and those at which practical model predictions are needed (e.g., plume to aquifer scales, years to centuries). While the multiscale nature of hydrogeologic problems is widely recognized, technological limitations in computational and characterization restrict most practical modeling efforts to fairly coarse representations of heterogeneous properties and processes. For some modern problems, the necessary level of simplification is such that modelmore » parameters may lose physical meaning and model predictive ability is questionable for any conditions other than those to which the model was calibrated. Recently, there has been broad interest across a wide range of scientific and engineering disciplines in simulation approaches that more rigorously account for the multiscale nature of systems of interest. In this paper, we review a number of such approaches and propose a classification scheme for defining different types of multiscale simulation methods and those classes of problems to which they are most applicable. Our classification scheme is presented in terms of a flow chart (Multiscale Analysis Platform or MAP), and defines several different motifs of multiscale simulation. Within each motif, the member methods are reviewed and example applications are discussed. We focus attention on hybrid multiscale methods, in which two or more models with different physics described at fundamentally different scales are directly coupled within a single simulation. Very recently these methods have begun to be applied to groundwater flow and transport simulations, and we discuss these applications in the context of our classification scheme. As computational and characterization capabilities continue to improve, we envision that hybrid multiscale modeling will become more common and may become a viable alternative to conventional single-scale models in the near future.« less

An analysis platform for multiscale hydrogeologic modeling with emphasis on hybrid multiscale methods.

PubMed

Scheibe, Timothy D; Murphy, Ellyn M; Chen, Xingyuan; Rice, Amy K; Carroll, Kenneth C; Palmer, Bruce J; Tartakovsky, Alexandre M; Battiato, Ilenia; Wood, Brian D

2015-01-01

One of the most significant challenges faced by hydrogeologic modelers is the disparity between the spatial and temporal scales at which fundamental flow, transport, and reaction processes can best be understood and quantified (e.g., microscopic to pore scales and seconds to days) and at which practical model predictions are needed (e.g., plume to aquifer scales and years to centuries). While the multiscale nature of hydrogeologic problems is widely recognized, technological limitations in computation and characterization restrict most practical modeling efforts to fairly coarse representations of heterogeneous properties and processes. For some modern problems, the necessary level of simplification is such that model parameters may lose physical meaning and model predictive ability is questionable for any conditions other than those to which the model was calibrated. Recently, there has been broad interest across a wide range of scientific and engineering disciplines in simulation approaches that more rigorously account for the multiscale nature of systems of interest. In this article, we review a number of such approaches and propose a classification scheme for defining different types of multiscale simulation methods and those classes of problems to which they are most applicable. Our classification scheme is presented in terms of a flowchart (Multiscale Analysis Platform), and defines several different motifs of multiscale simulation. Within each motif, the member methods are reviewed and example applications are discussed. We focus attention on hybrid multiscale methods, in which two or more models with different physics described at fundamentally different scales are directly coupled within a single simulation. Very recently these methods have begun to be applied to groundwater flow and transport simulations, and we discuss these applications in the context of our classification scheme. As computational and characterization capabilities continue to improve, we envision that hybrid multiscale modeling will become more common and also a viable alternative to conventional single-scale models in the near future. © 2014, National Ground Water Association.

Numerical Simulations of a Multiscale Model of Stratified Langmuir Circulation

NASA Astrophysics Data System (ADS)

Malecha, Ziemowit; Chini, Gregory; Julien, Keith

2012-11-01

Langmuir circulation (LC), a prominent form of wind and surface-wave driven shear turbulence in the ocean surface boundary layer (BL), is commonly modeled using the Craik-Leibovich (CL) equations, a phase-averaged variant of the Navier-Stokes (NS) equations. Although surface-wave filtering renders the CL equations more amenable to simulation than are the instantaneous NS equations, simulations in wide domains, hundreds of times the BL depth, currently earn the ``grand challenge'' designation. To facilitate simulations of LC in such spatially-extended domains, we have derived multiscale CL equations by exploiting the scale separation between submesoscale and BL flows in the upper ocean. The numerical algorithm for simulating this multiscale model resembles super-parameterization schemes used in meteorology, but retains a firm mathematical basis. We have validated our algorithm and here use it to perform multiscale simulations of the interaction between LC and upper ocean density stratification. ZMM, GPC, KJ gratefully acknowledge funding from NSF CMG Award 0934827.

Stochastic Multiscale Modeling of Polycrystalline Materials

DTIC Science & Technology

2013-01-01

The single-grid strategy is adopted. The crystal visco-plastic constitutive model proposed in [7] along with a Voce type hardening model described...in [97] is used with γ̇0 = 1s−1 and m = 0.1. The parameters in the Voce type hardening law are selected according to [97]: κ0 = 47.0MPa, κ1 = 86.0MPa

Modeling Framework for Fracture in Multiscale Cement-Based Material Structures

PubMed Central

Qian, Zhiwei; Schlangen, Erik; Ye, Guang; van Breugel, Klaas

2017-01-01

Multiscale modeling for cement-based materials, such as concrete, is a relatively young subject, but there are already a number of different approaches to study different aspects of these classical materials. In this paper, the parameter-passing multiscale modeling scheme is established and applied to address the multiscale modeling problem for the integrated system of cement paste, mortar, and concrete. The block-by-block technique is employed to solve the length scale overlap challenge between the mortar level (0.1–10 mm) and the concrete level (1–40 mm). The microstructures of cement paste are simulated by the HYMOSTRUC3D model, and the material structures of mortar and concrete are simulated by the Anm material model. Afterwards the 3D lattice fracture model is used to evaluate their mechanical performance by simulating a uniaxial tensile test. The simulated output properties at a lower scale are passed to the next higher scale to serve as input local properties. A three-level multiscale lattice fracture analysis is demonstrated, including cement paste at the micrometer scale, mortar at the millimeter scale, and concrete at centimeter scale. PMID:28772948

Multiscale analysis and computation for flows in heterogeneous media

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

Efendiev, Yalchin; Hou, T. Y.; Durlofsky, L. J.

Our work in this project is aimed at making fundamental advances in multiscale methods for flow and transport in highly heterogeneous porous media. The main thrust of this research is to develop a systematic multiscale analysis and efficient coarse-scale models that can capture global effects and extend existing multiscale approaches to problems with additional physics and uncertainties. A key emphasis is on problems without an apparent scale separation. Multiscale solution methods are currently under active investigation for the simulation of subsurface flow in heterogeneous formations. These procedures capture the effects of fine-scale permeability variations through the calculation of specialized coarse-scalemore » basis functions. Most of the multiscale techniques presented to date employ localization approximations in the calculation of these basis functions. For some highly correlated (e.g., channelized) formations, however, global effects are important and these may need to be incorporated into the multiscale basis functions. Other challenging issues facing multiscale simulations are the extension of existing multiscale techniques to problems with additional physics, such as compressibility, capillary effects, etc. In our project, we explore the improvement of multiscale methods through the incorporation of additional (single-phase flow) information and the development of a general multiscale framework for flows in the presence of uncertainties, compressible flow and heterogeneous transport, and geomechanics. We have considered (1) adaptive local-global multiscale methods, (2) multiscale methods for the transport equation, (3) operator-based multiscale methods and solvers, (4) multiscale methods in the presence of uncertainties and applications, (5) multiscale finite element methods for high contrast porous media and their generalizations, and (6) multiscale methods for geomechanics. Below, we present a brief overview of each of these contributions.« less

A multiscale computational approach to dissect early events in the Erb family receptor mediated activation, differential signaling, and relevance to oncogenic transformations.

PubMed

Liu, Yingting; Purvis, Jeremy; Shih, Andrew; Weinstein, Joshua; Agrawal, Neeraj; Radhakrishnan, Ravi

2007-06-01

We describe a hierarchical multiscale computational approach based on molecular dynamics simulations, free energy-based molecular docking simulations, deterministic network-based kinetic modeling, and hybrid discrete/continuum stochastic dynamics protocols to study the dimer-mediated receptor activation characteristics of the Erb family receptors, specifically the epidermal growth factor receptor (EGFR). Through these modeling approaches, we are able to extend the prior modeling of EGF-mediated signal transduction by considering specific EGFR tyrosine kinase (EGFRTK) docking interactions mediated by differential binding and phosphorylation of different C-terminal peptide tyrosines on the RTK tail. By modeling signal flows through branching pathways of the EGFRTK resolved on a molecular basis, we are able to transcribe the effects of molecular alterations in the receptor (e.g., mutant forms of the receptor) to differing kinetic behavior and downstream signaling response. Our molecular dynamics simulations show that the drug sensitizing mutation (L834R) of EGFR stabilizes the active conformation to make the system constitutively active. Docking simulations show preferential characteristics (for wildtype vs. mutant receptors) in inhibitor binding as well as preferential enhancement of phosphorylation of particular substrate tyrosines over others. We find that in comparison to the wildtype system, the L834R mutant RTK preferentially binds the inhibitor erlotinib, as well as preferentially phosphorylates the substrate tyrosine Y1068 but not Y1173. We predict that these molecular level changes result in preferential activation of the Akt signaling pathway in comparison to the Erk signaling pathway for cells with normal EGFR expression. For cells with EGFR over expression, the mutant over activates both Erk and Akt pathways, in comparison to wildtype. These results are consistent with qualitative experimental measurements reported in the literature. We discuss these consequences in light of how the network topology and signaling characteristics of altered (mutant) cell lines are shaped differently in relationship to native cell lines.

Simulating Nationwide Pandemics: Applying the Multi-scale Epidemiologic Simulation and Analysis System to Human Infectious Diseases

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

Dombroski, M; Melius, C; Edmunds, T

2008-09-24

This study uses the Multi-scale Epidemiologic Simulation and Analysis (MESA) system developed for foreign animal diseases to assess consequences of nationwide human infectious disease outbreaks. A literature review identified the state of the art in both small-scale regional models and large-scale nationwide models and characterized key aspects of a nationwide epidemiological model. The MESA system offers computational advantages over existing epidemiological models and enables a broader array of stochastic analyses of model runs to be conducted because of those computational advantages. However, it has only been demonstrated on foreign animal diseases. This paper applied the MESA modeling methodology to humanmore » epidemiology. The methodology divided 2000 US Census data at the census tract level into school-bound children, work-bound workers, elderly, and stay at home individuals. The model simulated mixing among these groups by incorporating schools, workplaces, households, and long-distance travel via airports. A baseline scenario with fixed input parameters was run for a nationwide influenza outbreak using relatively simple social distancing countermeasures. Analysis from the baseline scenario showed one of three possible results: (1) the outbreak burned itself out before it had a chance to spread regionally, (2) the outbreak spread regionally and lasted a relatively long time, although constrained geography enabled it to eventually be contained without affecting a disproportionately large number of people, or (3) the outbreak spread through air travel and lasted a long time with unconstrained geography, becoming a nationwide pandemic. These results are consistent with empirical influenza outbreak data. The results showed that simply scaling up a regional small-scale model is unlikely to account for all the complex variables and their interactions involved in a nationwide outbreak. There are several limitations of the methodology that should be explored in future work including validating the model against reliable historical disease data, improving contact rates, spread methods, and disease parameters through discussions with epidemiological experts, and incorporating realistic behavioral assumptions.« less

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Novel patch modelling method for efficient simulation and prediction uncertainty analysis of multi-scale groundwater flow and transport processes

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

The application of global sensitivity and uncertainty analysis techniques to groundwater models of deep sedimentary basins are typically challenged by large computational burdens combined with associated numerical stability issues. The highly parameterized approaches required for exploring the predictive uncertainty associated with the heterogeneous hydraulic characteristics of multiple aquifers and aquitards in these sedimentary basins exacerbate these issues. A novel Patch Modelling Methodology is proposed for improving the computational feasibility of stochastic modelling analysis of large-scale and complex groundwater models. The method incorporates a nested groundwater modelling framework that enables efficient simulation of groundwater flow and transport across multiple spatial and temporal scales. The method also allows different processes to be simulated within different model scales. Existing nested model methodologies are extended by employing 'joining predictions' for extrapolating prediction-salient information from one model scale to the next. This establishes a feedback mechanism supporting the transfer of information from child models to parent models as well as parent models to child models in a computationally efficient manner. This feedback mechanism is simple and flexible and ensures that while the salient small scale features influencing larger scale prediction are transferred back to the larger scale, this does not require the live coupling of models. This method allows the modelling of multiple groundwater flow and transport processes using separate groundwater models that are built for the appropriate spatial and temporal scales, within a stochastic framework, while also removing the computational burden associated with live model coupling. The utility of the method is demonstrated by application to an actual large scale aquifer injection scheme in Australia.

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.

An underdamped stochastic resonance method with stable-state matching for incipient fault diagnosis of rolling element bearings

NASA Astrophysics Data System (ADS)

Lei, Yaguo; Qiao, Zijian; Xu, Xuefang; Lin, Jing; Niu, Shantao

2017-09-01

Most traditional overdamped monostable, bistable and even tristable stochastic resonance (SR) methods have three shortcomings in weak characteristic extraction: (1) their potential structures characterized by single stable-state type are insufficient to match with the complicated and diverse mechanical vibration signals; (2) they vulnerably suffer the interference from multiscale noise and largely depend on the help of highpass filters whose parameters are selected subjectively, probably resulting in false detection; and (3) their rescaling factors are fixed as constants generally, thereby ignoring the synergistic effect among vibration signals, potential structures and rescaling factors. These three shortcomings have limited the enhancement ability of SR. To explore the SR potential, this paper initially investigates the SR in a multistable system by calculating its output spectral amplification, further analyzes its output frequency response numerically, then examines the effect of both damping and rescaling factors on output responses and finally presents a promising underdamped SR method with stable-state matching for incipient bearing fault diagnosis. This method has three advantages: (1) the diversity of stable-state types in a multistable potential makes it easy to match with various vibration signals; (2) the underdamped multistable SR, equivalent to a moving nonlinear bandpass filter that is dependent on the rescaling factors, is able to suppress the multiscale noise; and (3) the synergistic effect among vibration signals, potential structures and rescaling and damping factors is achieved using quantum genetic algorithms whose fitness functions are new weighted signal-to-noise ratio (WSNR) instead of SNR. Therefore, the proposed method is expected to possess good enhancement ability. Simulated and experimental data of rolling element bearings demonstrate its effectiveness. The comparison results show that the proposed method is able to obtain higher amplitude at target frequency and larger output WSNR, and performs better than traditional SR methods.

Perturbations of linear delay differential equations at the verge of instability.

PubMed

Lingala, N; Namachchivaya, N Sri

2016-06-01

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems.

PubMed

Winkelmann, Stefanie; Schütte, Christof

2017-09-21

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems

NASA Astrophysics Data System (ADS)

Winkelmann, Stefanie; Schütte, Christof

2017-09-01

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Chaotic Lagrangian models for turbulent relative dispersion.

PubMed

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Chaotic Lagrangian models for turbulent relative dispersion

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Consistent View of Protein Fluctuations from All-Atom Molecular Dynamics and Coarse-Grained Dynamics with Knowledge-Based Force-Field.

PubMed

Jamroz, Michal; Orozco, Modesto; Kolinski, Andrzej; Kmiecik, Sebastian

2013-01-08

It is widely recognized that atomistic Molecular Dynamics (MD), a classical simulation method, captures the essential physics of protein dynamics. That idea is supported by a theoretical study showing that various MD force-fields provide a consensus picture of protein fluctuations in aqueous solution [Rueda, M. et al. Proc. Natl. Acad. Sci. U.S.A. 2007, 104, 796-801]. However, atomistic MD cannot be applied to most biologically relevant processes due to its limitation to relatively short time scales. Much longer time scales can be accessed by properly designed coarse-grained models. We demonstrate that the aforementioned consensus view of protein dynamics from short (nanosecond) time scale MD simulations is fairly consistent with the dynamics of the coarse-grained protein model - the CABS model. The CABS model employs stochastic dynamics (a Monte Carlo method) and a knowledge-based force-field, which is not biased toward the native structure of a simulated protein. Since CABS-based dynamics allows for the simulation of entire folding (or multiple folding events) in a single run, integration of the CABS approach with all-atom MD promises a convenient (and computationally feasible) means for the long-time multiscale molecular modeling of protein systems with atomistic resolution.

Multi-scale simulation of radiation damage accumulation and subsequent hardening in neutron-irradiated α-Fe

DOE PAGES

Dunn, Aaron; Dingreville, Remi; Capolungo, Laurent

2015-11-27

A hierarchical methodology is introduced to predict the effects of radiation damage and irradiation conditions on the yield stress and internal stress heterogeneity developments in polycrystalline α-Fe. Simulations of defect accumulation under displacement cascade damage conditions are performed using spatially resolved stochastic cluster dynamics. The resulting void and dislocation loop concentrations and average sizes are then input into a crystal plasticity formulation that accounts for the change in critical resolved shear stress due to the presence of radiation induced defects. The simulated polycrystalline tensile tests show a good match to experimental hardening data over a wide range of irradiation doses.more » With this capability, stress heterogeneity development and the effect of dose rate on hardening is investigated. The model predicts increased hardening at higher dose rates for low total doses. By contrast, at doses above 10 –2 dpa when cascade overlap becomes significant, the model does not predict significantly different hardening for different dose rates. In conclusion, the development of such a model enables simulation of radiation damage accumulation and associated hardening without relying on experimental data as an input under a wide range of irradiation conditions such as dose, dose rate, and temperature.« less

An Overview of the State of the Art in Atomistic and Multiscale Simulation of Fracture

NASA Technical Reports Server (NTRS)

Saether, Erik; Yamakov, Vesselin; Phillips, Dawn R.; Glaessgen, Edward H.

2009-01-01

The emerging field of nanomechanics is providing a new focus in the study of the mechanics of materials, particularly in simulating fundamental atomic mechanisms involved in the initiation and evolution of damage. Simulating fundamental material processes using first principles in physics strongly motivates the formulation of computational multiscale methods to link macroscopic failure to the underlying atomic processes from which all material behavior originates. This report gives an overview of the state of the art in applying concurrent and sequential multiscale methods to analyze damage and failure mechanisms across length scales.

Validation of nonlinear gyrokinetic simulations of L- and I-mode plasmas on Alcator C-Mod

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

Creely, A. J.; Howard, N. T.; Rodriguez-Fernandez, P.

New validation of global, nonlinear, ion-scale gyrokinetic simulations (GYRO) is carried out for L- and I-mode plasmas on Alcator C-Mod, utilizing heat fluxes, profile stiffness, and temperature fluctuations. Previous work at C-Mod found that ITG/TEM-scale GYRO simulations can match both electron and ion heat fluxes within error bars in I-mode [White PoP 2015], suggesting that multi-scale (cross-scale coupling) effects [Howard PoP 2016] may be less important in I-mode than in L-mode. New results presented here, however, show that global, nonlinear, ion-scale GYRO simulations are able to match the experimental ion heat flux, but underpredict electron heat flux (at most radii),more » electron temperature fluctuations, and perturbative thermal diffusivity in both L- and I-mode. Linear addition of electron heat flux from electron scale runs does not resolve this discrepancy. These results indicate that single-scale simulations do not sufficiently describe the I-mode core transport, and that multi-scale (coupled electron- and ion-scale) transport models are needed. In conclusion a preliminary investigation with multi-scale TGLF, however, was unable to resolve the discrepancy between ion-scale GYRO and experimental electron heat fluxes and perturbative diffusivity, motivating further work with multi-scale GYRO simulations and a more comprehensive study with multi-scale TGLF.« less

Validation of nonlinear gyrokinetic simulations of L- and I-mode plasmas on Alcator C-Mod

DOE PAGES

Creely, A. J.; Howard, N. T.; Rodriguez-Fernandez, P.; ...

2017-03-02

New validation of global, nonlinear, ion-scale gyrokinetic simulations (GYRO) is carried out for L- and I-mode plasmas on Alcator C-Mod, utilizing heat fluxes, profile stiffness, and temperature fluctuations. Previous work at C-Mod found that ITG/TEM-scale GYRO simulations can match both electron and ion heat fluxes within error bars in I-mode [White PoP 2015], suggesting that multi-scale (cross-scale coupling) effects [Howard PoP 2016] may be less important in I-mode than in L-mode. New results presented here, however, show that global, nonlinear, ion-scale GYRO simulations are able to match the experimental ion heat flux, but underpredict electron heat flux (at most radii),more » electron temperature fluctuations, and perturbative thermal diffusivity in both L- and I-mode. Linear addition of electron heat flux from electron scale runs does not resolve this discrepancy. These results indicate that single-scale simulations do not sufficiently describe the I-mode core transport, and that multi-scale (coupled electron- and ion-scale) transport models are needed. In conclusion a preliminary investigation with multi-scale TGLF, however, was unable to resolve the discrepancy between ion-scale GYRO and experimental electron heat fluxes and perturbative diffusivity, motivating further work with multi-scale GYRO simulations and a more comprehensive study with multi-scale TGLF.« less

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

Collaborative Simulation Grid: Multiscale Quantum-Mechanical/Classical Atomistic Simulations on Distributed PC Clusters in the US and Japan

NASA Technical Reports Server (NTRS)

Kikuchi, Hideaki; Kalia, Rajiv; Nakano, Aiichiro; Vashishta, Priya; Iyetomi, Hiroshi; Ogata, Shuji; Kouno, Takahisa; Shimojo, Fuyuki; Tsuruta, Kanji; Saini, Subhash;

Multiscale implementation of infinite-swap replica exchange molecular dynamics.

PubMed

Yu, Tang-Qing; Lu, Jianfeng; Abrams, Cameron F; Vanden-Eijnden, Eric

2016-10-18

Replica exchange molecular dynamics (REMD) is a popular method to accelerate conformational sampling of complex molecular systems. The idea is to run several replicas of the system in parallel at different temperatures that are swapped periodically. These swaps are typically attempted every few MD steps and accepted or rejected according to a Metropolis-Hastings criterion. This guarantees that the joint distribution of the composite system of replicas is the normalized sum of the symmetrized product of the canonical distributions of these replicas at the different temperatures. Here we propose a different implementation of REMD in which (i) the swaps obey a continuous-time Markov jump process implemented via Gillespie's stochastic simulation algorithm (SSA), which also samples exactly the aforementioned joint distribution and has the advantage of being rejection free, and (ii) this REMD-SSA is combined with the heterogeneous multiscale method to accelerate the rate of the swaps and reach the so-called infinite-swap limit that is known to optimize sampling efficiency. The method is easy to implement and can be trivially parallelized. Here we illustrate its accuracy and efficiency on the examples of alanine dipeptide in vacuum and C-terminal β-hairpin of protein G in explicit solvent. In this latter example, our results indicate that the landscape of the protein is a triple funnel with two folded structures and one misfolded structure that are stabilized by H-bonds.

Noise and poise: Enhancement of postural complexity in the elderly with a stochastic-resonance based therapy

NASA Astrophysics Data System (ADS)

Costa, M.; Priplata, A. A.; Lipsitz, L. A.; Wu, Z.; Huang, N. E.; Goldberger, A. L.; Peng, C.-K.

2007-03-01

Pathologic states are associated with a loss of dynamical complexity. Therefore, therapeutic interventions that increase physiologic complexity may enhance health status. Using multiscale entropy analysis, we show that the postural sway dynamics of healthy young and healthy elderly subjects are more complex than that of elderly subjects with a history of falls. Application of subsensory noise to the feet has been demonstrated to improve postural stability in the elderly. We next show that this therapy significantly increases the multiscale complexity of sway fluctuations in healthy elderly subjects. Quantification of changes in dynamical complexity of biologic variability may be the basis of a new approach to assessing risk and to predicting the efficacy of clinical interventions, including noise-based therapies.

Computer Laboratory for Multi-scale Simulations of Novel Nanomaterials

DTIC Science & Technology

2014-09-15

schemes for multiscale modeling of polymers. Permselective ion-exchange membranes for protective clothing, fuel cells , and batteries are of special...polyelectrolyte membranes ( PEM ) with chemical warfare agents (CWA) and their simulants and (2) development of new simulation methods and computational...chemical potential using gauge cell method and calculation of density profiles. However, the code does not run in parallel environments. For mesoscale

Microphysics in Multi-scale Modeling System with Unified Physics

NASA Technical Reports Server (NTRS)

Tao, Wei-Kuo

2012-01-01

Recently, a multi-scale modeling system with unified physics was developed at NASA Goddard. It consists of (1) a cloud-resolving model (Goddard Cumulus Ensemble model, GCE model), (2) a regional scale model (a NASA unified weather research and forecast, WRF), (3) a coupled CRM and global model (Goddard Multi-scale Modeling Framework, MMF), and (4) a land modeling system. The same microphysical processes, long and short wave radiative transfer and land processes and the explicit cloud-radiation, and cloud-land surface interactive processes are applied in this multi-scale modeling system. This modeling system has been coupled with a multi-satellite simulator to use NASA high-resolution satellite data to identify the strengths and weaknesses of cloud and precipitation processes simulated by the model. In this talk, a review of developments and applications of the multi-scale modeling system will be presented. In particular, the microphysics development and its performance for the multi-scale modeling system will be presented.

Shock waves simulated using the dual domain material point method combined with molecular dynamics

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

Zhang, Duan Z.; Dhakal, Tilak Raj

Here in this work we combine the dual domain material point method with molecular dynamics in an attempt to create a multiscale numerical method to simulate materials undergoing large deformations with high strain rates. In these types of problems, the material is often in a thermodynamically nonequilibrium state, and conventional constitutive relations or equations of state are often not available. In this method, the closure quantities, such as stress, at each material point are calculated from a molecular dynamics simulation of a group of atoms surrounding the material point. Rather than restricting the multiscale simulation in a small spatial region,more » such as phase interfaces, or crack tips, this multiscale method can be used to consider nonequilibrium thermodynamic effects in a macroscopic domain. This method takes the advantage that the material points only communicate with mesh nodes, not among themselves; therefore molecular dynamics simulations for material points can be performed independently in parallel. The dual domain material point method is chosen for this multiscale method because it can be used in history dependent problems with large deformation without generating numerical noise as material points move across cells, and also because of its convergence and conservation properties. In conclusion, to demonstrate the feasibility and accuracy of this method, we compare the results of a shock wave propagation in a cerium crystal calculated using the direct molecular dynamics simulation with the results from this combined multiscale calculation.« less

Shock waves simulated using the dual domain material point method combined with molecular dynamics

DOE PAGES

Zhang, Duan Z.; Dhakal, Tilak Raj

2017-01-17

Here in this work we combine the dual domain material point method with molecular dynamics in an attempt to create a multiscale numerical method to simulate materials undergoing large deformations with high strain rates. In these types of problems, the material is often in a thermodynamically nonequilibrium state, and conventional constitutive relations or equations of state are often not available. In this method, the closure quantities, such as stress, at each material point are calculated from a molecular dynamics simulation of a group of atoms surrounding the material point. Rather than restricting the multiscale simulation in a small spatial region,more » such as phase interfaces, or crack tips, this multiscale method can be used to consider nonequilibrium thermodynamic effects in a macroscopic domain. This method takes the advantage that the material points only communicate with mesh nodes, not among themselves; therefore molecular dynamics simulations for material points can be performed independently in parallel. The dual domain material point method is chosen for this multiscale method because it can be used in history dependent problems with large deformation without generating numerical noise as material points move across cells, and also because of its convergence and conservation properties. In conclusion, to demonstrate the feasibility and accuracy of this method, we compare the results of a shock wave propagation in a cerium crystal calculated using the direct molecular dynamics simulation with the results from this combined multiscale calculation.« less

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097

A novel method of multi-scale simulation of macro-scale deformation and microstructure evolution on metal forming

NASA Astrophysics Data System (ADS)

Huang, Shiquan; Yi, Youping; Li, Pengchuan

2011-05-01

In recent years, multi-scale simulation technique of metal forming is gaining significant attention for prediction of the whole deformation process and microstructure evolution of product. The advances of numerical simulation at macro-scale level on metal forming are remarkable and the commercial FEM software, such as Deform2D/3D, has found a wide application in the fields of metal forming. However, the simulation method of multi-scale has little application due to the non-linearity of microstructure evolution during forming and the difficulty of modeling at the micro-scale level. This work deals with the modeling of microstructure evolution and a new method of multi-scale simulation in forging process. The aviation material 7050 aluminum alloy has been used as example for modeling of microstructure evolution. The corresponding thermal simulated experiment has been performed on Gleeble 1500 machine. The tested specimens have been analyzed for modeling of dislocation density, nucleation and growth of recrystallization(DRX). The source program using cellular automaton (CA) method has been developed to simulate the grain nucleation and growth, in which the change of grain topology structure caused by the metal deformation was considered. The physical fields at macro-scale level such as temperature field, stress and strain fields, which can be obtained by commercial software Deform 3D, are coupled with the deformed storage energy at micro-scale level by dislocation model to realize the multi-scale simulation. This method was explained by forging process simulation of the aircraft wheel hub forging. Coupled the results of Deform 3D with CA results, the forging deformation progress and the microstructure evolution at any point of forging could be simulated. For verifying the efficiency of simulation, experiments of aircraft wheel hub forging have been done in the laboratory and the comparison of simulation and experiment result has been discussed in details.

Anatomy and Physiology of Multiscale Modeling and Simulation in Systems Medicine.

PubMed

Mizeranschi, Alexandru; Groen, Derek; Borgdorff, Joris; Hoekstra, Alfons G; Chopard, Bastien; Dubitzky, Werner

2016-01-01

Systems medicine is the application of systems biology concepts, methods, and tools to medical research and practice. It aims to integrate data and knowledge from different disciplines into biomedical models and simulations for the understanding, prevention, cure, and management of complex diseases. Complex diseases arise from the interactions among disease-influencing factors across multiple levels of biological organization from the environment to molecules. To tackle the enormous challenges posed by complex diseases, we need a modeling and simulation framework capable of capturing and integrating information originating from multiple spatiotemporal and organizational scales. Multiscale modeling and simulation in systems medicine is an emerging methodology and discipline that has already demonstrated its potential in becoming this framework. The aim of this chapter is to present some of the main concepts, requirements, and challenges of multiscale modeling and simulation in systems medicine.

Extending the Applicability of the Community Multiscale Air Quality Model to Hemispheric Scales: Motivation, Challenges, and Progress

EPA Science Inventory

The adaptation of the Community Multiscale Air Quality (CMAQ) modeling system to simulate O₃, particulate matter, and related precursor distributions over the northern hemisphere is presented. Hemispheric simulations with CMAQ and the Weather Research and Forecasting (...

All-Atom Multiscale Molecular Dynamics Theory and Simulation of Self-Assembly, Energy Transfer and Structural Transition in Nanosystems

NASA Astrophysics Data System (ADS)

Espinosa Duran, John Michael

The study of nanosystems and their emergent properties requires the development of multiscale computational models, theories and methods that preserve atomic and femtosecond resolution, to reveal details that cannot be resolved experimentally today. Considering this, three long time scale phenomena were studied using molecular dynamics and multiscale methods: self-assembly of organic molecules on graphite, energy transfer in nanosystems, and structural transition in vault nanoparticles. Molecular dynamics simulations of the self-assembly of alkoxybenzonitriles with different tail lengths on graphite were performed to learn about intermolecular interactions and phases exhibited by self-organized materials. This is important for the design of ordered self-assembled organic photovoltaic materials with greater efficiency than the disordered blends. Simulations revealed surface dynamical behaviors that cannot be resolved experimentally today due to the lack of spatiotemporal resolution. Atom-resolved structures predicted by simulations agreed with scanning tunneling microscopy images and unit cell measurements. Then, a multiscale theory based on the energy density as a field variable is developed to study energy transfer in nanoscale systems. For applications like photothermal microscopy or cancer phototherapy is required to understand how the energy is transferred to/from nanosystems. This multiscale theory could be applied in this context and here is tested for cubic nanoparticles immersed in water for energy being transferred to/from the nanoparticle. The theory predicts the energy transfer dynamics and reveals phenomena that cannot be described by current phenomenological theories. Finally, temperature-triggered structural transitions were revealed for vault nanoparticles using molecular dynamics and multiscale simulations. Vault is a football-shaped supramolecular assembly very distinct from the commonly observed icosahedral viruses. It has very promising applications in drug delivery and has been extensively studied experimentally. Sub-microsecond multiscale simulations at 310 K on the vault revealed the opening and closing of fractures near the shoulder while preserving the overall structure. This fracture mechanism could explain the uptake and release of small drugs while maintaining the overall structure. Higher temperature simulations show the generation of large fractures near the waist, which enables interaction of the external medium with the inner vault residues. Simulation results agreed with microscopy and spectroscopy measurements, and revealed new structures and mechanisms.

Efficient Integration of Coupled Electrical-Chemical Systems in Multiscale Neuronal Simulations

PubMed Central

Brocke, Ekaterina; Bhalla, Upinder S.; Djurfeldt, Mikael; Hellgren Kotaleski, Jeanette; Hanke, Michael

2016-01-01

Multiscale modeling and simulations in neuroscience is gaining scientific attention due to its growing importance and unexplored capabilities. For instance, it can help to acquire better understanding of biological phenomena that have important features at multiple scales of time and space. This includes synaptic plasticity, memory formation and modulation, homeostasis. There are several ways to organize multiscale simulations depending on the scientific problem and the system to be modeled. One of the possibilities is to simulate different components of a multiscale system simultaneously and exchange data when required. The latter may become a challenging task for several reasons. First, the components of a multiscale system usually span different spatial and temporal scales, such that rigorous analysis of possible coupling solutions is required. Then, the components can be defined by different mathematical formalisms. For certain classes of problems a number of coupling mechanisms have been proposed and successfully used. However, a strict mathematical theory is missing in many cases. Recent work in the field has not so far investigated artifacts that may arise during coupled integration of different approximation methods. Moreover, in neuroscience, the coupling of widely used numerical fixed step size solvers may lead to unexpected inefficiency. In this paper we address the question of possible numerical artifacts that can arise during the integration of a coupled system. We develop an efficient strategy to couple the components comprising a multiscale test problem in neuroscience. We introduce an efficient coupling method based on the second-order backward differentiation formula (BDF2) numerical approximation. The method uses an adaptive step size integration with an error estimation proposed by Skelboe (2000). The method shows a significant advantage over conventional fixed step size solvers used in neuroscience for similar problems. We explore different coupling strategies that define the organization of computations between system components. We study the importance of an appropriate approximation of exchanged variables during the simulation. The analysis shows a substantial impact of these aspects on the solution accuracy in the application to our multiscale neuroscientific test problem. We believe that the ideas presented in the paper may essentially contribute to the development of a robust and efficient framework for multiscale brain modeling and simulations in neuroscience. PMID:27672364

Efficient Integration of Coupled Electrical-Chemical Systems in Multiscale Neuronal Simulations.

PubMed

Brocke, Ekaterina; Bhalla, Upinder S; Djurfeldt, Mikael; Hellgren Kotaleski, Jeanette; Hanke, Michael

2016-01-01

Multiscale modeling and simulations in neuroscience is gaining scientific attention due to its growing importance and unexplored capabilities. For instance, it can help to acquire better understanding of biological phenomena that have important features at multiple scales of time and space. This includes synaptic plasticity, memory formation and modulation, homeostasis. There are several ways to organize multiscale simulations depending on the scientific problem and the system to be modeled. One of the possibilities is to simulate different components of a multiscale system simultaneously and exchange data when required. The latter may become a challenging task for several reasons. First, the components of a multiscale system usually span different spatial and temporal scales, such that rigorous analysis of possible coupling solutions is required. Then, the components can be defined by different mathematical formalisms. For certain classes of problems a number of coupling mechanisms have been proposed and successfully used. However, a strict mathematical theory is missing in many cases. Recent work in the field has not so far investigated artifacts that may arise during coupled integration of different approximation methods. Moreover, in neuroscience, the coupling of widely used numerical fixed step size solvers may lead to unexpected inefficiency. In this paper we address the question of possible numerical artifacts that can arise during the integration of a coupled system. We develop an efficient strategy to couple the components comprising a multiscale test problem in neuroscience. We introduce an efficient coupling method based on the second-order backward differentiation formula (BDF2) numerical approximation. The method uses an adaptive step size integration with an error estimation proposed by Skelboe (2000). The method shows a significant advantage over conventional fixed step size solvers used in neuroscience for similar problems. We explore different coupling strategies that define the organization of computations between system components. We study the importance of an appropriate approximation of exchanged variables during the simulation. The analysis shows a substantial impact of these aspects on the solution accuracy in the application to our multiscale neuroscientific test problem. We believe that the ideas presented in the paper may essentially contribute to the development of a robust and efficient framework for multiscale brain modeling and simulations in neuroscience.

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-06-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-04-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Multiscale Simulation of Blood Flow in Brain Arteries with an Aneurysm

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

Leopold Grinberg; Vitali Morozov; Dmitry A. Fedosov

2013-04-24

Multi-scale modeling of arterial blood flow can shed light on the interaction between events happening at micro- and meso-scales (i.e., adhesion of red blood cells to the arterial wall, clot formation) and at macro-scales (i.e., change in flow patterns due to the clot). Coupled numerical simulations of such multi-scale flow require state-of-the-art computers and algorithms, along with techniques for multi-scale visualizations.This animation presents results of studies used in the development of a multi-scale visualization methodology. First we use streamlines to show the path the flow is taking as it moves through the system, including the aneurysm. Next we investigate themore » process of thrombus (blood clot) formation, which may be responsible for the rupture of aneurysms, by concentrating on the platelet blood cells, observing as they aggregate on the wall of the aneurysm.« less

Artificial Neural Network Metamodels of Stochastic Computer Simulations

DTIC Science & Technology

1994-08-10

SUBTITLE r 5. FUNDING NUMBERS Artificial Neural Network Metamodels of Stochastic I () Computer Simulations 6. AUTHOR(S) AD- A285 951 Robert Allen...8217!298*1C2 ARTIFICIAL NEURAL NETWORK METAMODELS OF STOCHASTIC COMPUTER SIMULATIONS by Robert Allen Kilmer B.S. in Education Mathematics, Indiana...dedicate this document to the memory of my father, William Ralph Kilmer. mi ABSTRACT Signature ARTIFICIAL NEURAL NETWORK METAMODELS OF STOCHASTIC

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.

An accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems using gradient-based diffusion and tau-leaping.

PubMed

Koh, Wonryull; Blackwell, Kim T

2011-04-21

Stochastic simulation of reaction-diffusion systems enables the investigation of stochastic events arising from the small numbers and heterogeneous distribution of molecular species in biological cells. Stochastic variations in intracellular microdomains and in diffusional gradients play a significant part in the spatiotemporal activity and behavior of cells. Although an exact stochastic simulation that simulates every individual reaction and diffusion event gives a most accurate trajectory of the system's state over time, it can be too slow for many practical applications. We present an accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems designed to improve the speed of simulation by reducing the number of time-steps required to complete a simulation run. This method is unique in that it employs two strategies that have not been incorporated in existing spatial stochastic simulation algorithms. First, diffusive transfers between neighboring subvolumes are based on concentration gradients. This treatment necessitates sampling of only the net or observed diffusion events from higher to lower concentration gradients rather than sampling all diffusion events regardless of local concentration gradients. Second, we extend the non-negative Poisson tau-leaping method that was originally developed for speeding up nonspatial or homogeneous stochastic simulation algorithms. This method calculates each leap time in a unified step for both reaction and diffusion processes while satisfying the leap condition that the propensities do not change appreciably during the leap and ensuring that leaping does not cause molecular populations to become negative. Numerical results are presented that illustrate the improvement in simulation speed achieved by incorporating these two new strategies.

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

PubMed

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

Observations and modeling of air quality trends over 1990-2010 across the northern hemisphere: China, the United States and Europe

EPA Science Inventory

Trends in air quality across the Northern Hemisphere over a 21-year period (1990–2010) were simulated using the Community Multiscale Air Quality (CMAQ) multiscale chemical transport model driven by meteorology from Weather Research and Forecasting WRF) simulations and internally ...

Evaluation of the Community Multiscale Air Quality Model for Simulating Winter Ozone Formation in the Uinta Basin.

EPA Science Inventory

The Weather Research and Forecasting (WRF) and Community Multiscale Air Quality (CMAQ) models were used to simulate a 10 day high‐ozone episode observed during the 2013 Uinta Basin Winter Ozone Study (UBWOS). The baseline model had a large negative bias when compared to ozo...

Multi-Scale Simulation of High Energy Density Ionic Liquids

DTIC Science & Technology

2007-06-19

and simulation of ionic liquids (ILs). A polarizable model was developed to simulate ILs more accurately at the atomistic level. A multiscale coarse...propellant, 1- hydroxyethyl-4-amino-1, 2, 4-triazolium nitrate (HEATN), were studied with the all-atom polarizable model. The mechanism suggested for HEATN...with this AFOSR-supported project, a polarizable forcefield for the ionic liquids such as 1-ethyl-3-methylimidazolium nitrate (EMIM*/NO3-) was

HRSSA - Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

NASA Astrophysics Data System (ADS)

Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

2016-07-01

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

Hierarchical Order Parameters for Macromolecular Assembly Simulations I: Construction and Dynamical Properties of Order Parameters

PubMed Central

Singharoy, Abhishek; Sereda, Yuriy

2012-01-01

Macromolecular assemblies often display a hierarchical organization of macromolecules or their sub-assemblies. To model this, we have formulated a space warping method that enables capturing overall macromolecular structure and dynamics via a set of coarse-grained order parameters (OPs). This article is the first of two describing the construction and computational implementation of an additional class of OPs that has built into them the hierarchical architecture of macromolecular assemblies. To accomplish this, first, the system is divided into subsystems, each of which is described via a representative set of OPs. Then, a global set of variables is constructed from these subsystem-centered OPs to capture overall system organization. Dynamical properties of the resulting OPs are compared to those of our previous nonhierarchical ones, and implied conceptual and computational advantages are discussed for a 100ns, 2 million atom solvated Human Papillomavirus-like particle simulation. In the second article, the hierarchical OPs are shown to enable a multiscale analysis that starts with the N-atom Liouville equation and yields rigorous Langevin equations of stochastic OP dynamics. The latter is demonstrated via a force-field based simulation algorithm that probes key structural transition pathways, simultaneously accounting for all-atom details and overall structure. PMID:22661911

Validation of a Sensor-Driven Modeling Paradigm for Multiple Source Reconstruction with FFT-07 Data

DTIC Science & Technology

2009-05-01

operational warning and reporting (information) systems that combine automated data acquisition, analysis , source reconstruction, display and distribution of...report and to incorporate this operational ca- pability into the integrative multiscale urban modeling system implemented in the com- putational...Journal of Fluid Mechanics, 180, 529–556. [27] Flesch, T., Wilson, J. D., and Yee, E. (1995), Backward- time Lagrangian stochastic dispersion models

Multiscale Dynamics and Information in Data Collection and Assimilation for Environmental Applications

DTIC Science & Technology

2015-07-30

elsewhere such as: prepared in cooperation with; translation of; report supersedes; old edition number, etc. 14. ABSTRACT. A brief (approximately 200...involves the derivative of a stochastic path, which is obtained using Malliavin calculus . 4 DISTRIBUTION A: Distribution approved for public release...predictability, 8th European Nonlinear Oscillations Conference, The Vienna University of Technology, Vienna, Austria, July 06 – 11, 2014. [11] Lingala N

Stochastic Control of Multi-Scale Networks: Modeling, Analysis and Algorithms

DTIC Science & Technology

2014-10-20

Theory, (02 2012): 0. doi: B. T. Swapna, Atilla Eryilmaz, Ness B. Shroff. Throughput-Delay Analysis of Random Linear Network Coding for Wireless ... Wireless Sensor Networks and Effects of Long-Range Dependent Data, Sequential Analysis , (10 2012): 0. doi: 10.1080/07474946.2012.719435 Stefano...Sequential Analysis , (10 2012): 0. doi: John S. Baras, Shanshan Zheng. Sequential Anomaly Detection in Wireless Sensor Networks andEffects of Long

Evolutionary and ecological consequences of multiscale variation in pollen receipt for seed production.

PubMed

Schreiber, Sebastian J; Rosenheim, Jay A; Williams, Neal W; Harder, Lawrence D

2015-01-01

Variation in resource availability can select for traits that reduce the negative impacts of this variability on mean fitness. Such selection may be particularly potent for seed production in flowering plants, as they often experience variation in pollen receipt among individuals and among flowers within individuals. Using analytically tractable models, we examine the optimal allocations for producing ovules, attracting pollen, and maturing seeds in deterministic and stochastic pollen environments. In deterministic environments, the optimal strategy attracts sufficient pollen to fertilize every ovule and mature every zygote into a seed. Stochastic environments select for allocations proportional to the risk of seed production being limited by zygotes or seed maturation. When producing an ovule is cheap and maturing a seed is expensive, among-plant variation selects for attracting more pollen at the expense of producing fewer ovules and having fewer resources for seed maturation. Despite this increased allocation, such populations are likely to be pollen limited. In contrast, within-plant variation generally selects for an overproduction of ovules and, to a lesser extent, pollen attraction. Such populations are likely to be resource limited and exhibit low seed-to-ovule ratios. These results highlight the importance of multiscale variation in the evolution and ecology of resource allocations.

A new multiscale noise tuning stochastic resonance for enhanced fault diagnosis in wind turbine drivetrains

NASA Astrophysics Data System (ADS)

Hu, Bingbing; Li, Bing

2016-02-01

It is very difficult to detect weak fault signatures due to the large amount of noise in a wind turbine system. Multiscale noise tuning stochastic resonance (MSTSR) has proved to be an effective way to extract weak signals buried in strong noise. However, the MSTSR method originally based on discrete wavelet transform (DWT) has disadvantages such as shift variance and the aliasing effects in engineering application. In this paper, the dual-tree complex wavelet transform (DTCWT) is introduced into the MSTSR method, which makes it possible to further improve the system output signal-to-noise ratio and the accuracy of fault diagnosis by the merits of DTCWT (nearly shift invariant and reduced aliasing effects). Moreover, this method utilizes the relationship between the two dual-tree wavelet basis functions, instead of matching the single wavelet basis function to the signal being analyzed, which may speed up the signal processing and be employed in on-line engineering monitoring. The proposed method is applied to the analysis of bearing outer ring and shaft coupling vibration signals carrying fault information. The results confirm that the method performs better in extracting the fault features than the original DWT-based MSTSR, the wavelet transform with post spectral analysis, and EMD-based spectral analysis methods.

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

Ortoleva, Peter J.

Illustrative embodiments of systems and methods for the deductive multiscale simulation of macromolecules are disclosed. In one illustrative embodiment, a deductive multiscale simulation method may include (i) constructing a set of order parameters that model one or more structural characteristics of a macromolecule, (ii) simulating an ensemble of atomistic configurations for the macromolecule using instantaneous values of the set of order parameters, (iii) simulating thermal-average forces and diffusivities for the ensemble of atomistic configurations, and (iv) evolving the set of order parameters via Langevin dynamics using the thermal-average forces and diffusivities.

Performance of hybrid programming models for multiscale cardiac simulations: preparing for petascale computation.

PubMed

Pope, Bernard J; Fitch, Blake G; Pitman, Michael C; Rice, John J; Reumann, Matthias

2011-10-01

Future multiscale and multiphysics models that support research into human disease, translational medical science, and treatment can utilize the power of high-performance computing (HPC) systems. We anticipate that computationally efficient multiscale models will require the use of sophisticated hybrid programming models, mixing distributed message-passing processes [e.g., the message-passing interface (MPI)] with multithreading (e.g., OpenMP, Pthreads). The objective of this study is to compare the performance of such hybrid programming models when applied to the simulation of a realistic physiological multiscale model of the heart. Our results show that the hybrid models perform favorably when compared to an implementation using only the MPI and, furthermore, that OpenMP in combination with the MPI provides a satisfactory compromise between performance and code complexity. Having the ability to use threads within MPI processes enables the sophisticated use of all processor cores for both computation and communication phases. Considering that HPC systems in 2012 will have two orders of magnitude more cores than what was used in this study, we believe that faster than real-time multiscale cardiac simulations can be achieved on these systems.

Stochastic modelling of the eradication of the HIV-1 infection by stimulation of latently infected cells in patients under highly active anti-retroviral therapy.

PubMed

Sánchez-Taltavull, Daniel; Vieiro, Arturo; Alarcón, Tomás

2016-10-01

HIV-1 infected patients are effectively treated with highly active anti-retroviral therapy (HAART). Whilst HAART is successful in keeping the disease at bay with average levels of viral load well below the detection threshold of standard clinical assays, it fails to completely eradicate the infection, which persists due to the emergence of a latent reservoir with a half-life time of years and is immune to HAART. This implies that life-long administration of HAART is, at the moment, necessary for HIV-1-infected patients, which is prone to drug resistance and cumulative side effects as well as imposing a considerable financial burden on developing countries, those more afflicted by HIV, and public health systems. The development of therapies which specifically aim at the removal of this latent reservoir has become a focus of much research. A proposal for such therapy consists of elevating the rate of activation of the latently infected cells: by transferring cells from the latently infected reservoir to the active infected compartment, more cells are exposed to the anti-retroviral drugs thus increasing their effectiveness. In this paper, we present a stochastic model of the dynamics of the HIV-1 infection and study the effect of the rate of latently infected cell activation on the average extinction time of the infection. By analysing the model by means of an asymptotic approximation using the semi-classical quasi steady state approximation (QSS), we ascertain that this therapy reduces the average life-time of the infection by many orders of magnitudes. We test the accuracy of our asymptotic results by means of direct simulation of the stochastic process using a hybrid multi-scale Monte Carlo scheme.

Stochastic simulation and analysis of biomolecular reaction networks

PubMed Central

Frazier, John M; Chushak, Yaroslav; Foy, Brent

2009-01-01

Background In recent years, several stochastic simulation algorithms have been developed to generate Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks. However, the effects of various stochastic simulation and data analysis conditions on the observed dynamics of complex biomolecular reaction networks have not recieved much attention. In order to investigate these issues, we employed a a software package developed in out group, called Biomolecular Network Simulator (BNS), to simulate and analyze the behavior of such systems. The behavior of a hypothetical two gene in vitro transcription-translation reaction network is investigated using the Gillespie exact stochastic algorithm to illustrate some of the factors that influence the analysis and interpretation of these data. Results Specific issues affecting the analysis and interpretation of simulation data are investigated, including: (1) the effect of time interval on data presentation and time-weighted averaging of molecule numbers, (2) effect of time averaging interval on reaction rate analysis, (3) effect of number of simulations on precision of model predictions, and (4) implications of stochastic simulations on optimization procedures. Conclusion The two main factors affecting the analysis of stochastic simulations are: (1) the selection of time intervals to compute or average state variables and (2) the number of simulations generated to evaluate the system behavior. PMID:19534796

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

and stochastic optimization models, in analysis of simulation output, and when instantiating probability models. We adopt a constrained maximum...particular, density estimation is needed for generation of input densities to simulation and stochastic optimization models, in analysis of simulation output...an essential step in simulation analysis and stochastic optimization is the generation of probability densities for input random variables; see for

Formalizing Knowledge in Multi-Scale Agent-Based Simulations

PubMed Central

Somogyi, Endre; Sluka, James P.; Glazier, James A.

2017-01-01

Multi-scale, agent-based simulations of cellular and tissue biology are increasingly common. These simulations combine and integrate a range of components from different domains. Simulations continuously create, destroy and reorganize constituent elements causing their interactions to dynamically change. For example, the multi-cellular tissue development process coordinates molecular, cellular and tissue scale objects with biochemical, biomechanical, spatial and behavioral processes to form a dynamic network. Different domain specific languages can describe these components in isolation, but cannot describe their interactions. No current programming language is designed to represent in human readable and reusable form the domain specific knowledge contained in these components and interactions. We present a new hybrid programming language paradigm that naturally expresses the complex multi-scale objects and dynamic interactions in a unified way and allows domain knowledge to be captured, searched, formalized, extracted and reused. PMID:29338063

Formalizing Knowledge in Multi-Scale Agent-Based Simulations.

PubMed

Somogyi, Endre; Sluka, James P; Glazier, James A

2016-10-01

Multi-scale, agent-based simulations of cellular and tissue biology are increasingly common. These simulations combine and integrate a range of components from different domains. Simulations continuously create, destroy and reorganize constituent elements causing their interactions to dynamically change. For example, the multi-cellular tissue development process coordinates molecular, cellular and tissue scale objects with biochemical, biomechanical, spatial and behavioral processes to form a dynamic network. Different domain specific languages can describe these components in isolation, but cannot describe their interactions. No current programming language is designed to represent in human readable and reusable form the domain specific knowledge contained in these components and interactions. We present a new hybrid programming language paradigm that naturally expresses the complex multi-scale objects and dynamic interactions in a unified way and allows domain knowledge to be captured, searched, formalized, extracted and reused.

Selected-node stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Duso, Lorenzo; Zechner, Christoph

2018-04-01

Stochastic simulations of biochemical networks are of vital importance for understanding complex dynamics in cells and tissues. However, existing methods to perform such simulations are associated with computational difficulties and addressing those remains a daunting challenge to the present. Here we introduce the selected-node stochastic simulation algorithm (snSSA), which allows us to exclusively simulate an arbitrary, selected subset of molecular species of a possibly large and complex reaction network. The algorithm is based on an analytical elimination of chemical species, thereby avoiding explicit simulation of the associated chemical events. These species are instead described continuously in terms of statistical moments derived from a stochastic filtering equation, resulting in a substantial speedup when compared to Gillespie's stochastic simulation algorithm (SSA). Moreover, we show that statistics obtained via snSSA profit from a variance reduction, which can significantly lower the number of Monte Carlo samples needed to achieve a certain performance. We demonstrate the algorithm using several biological case studies for which the simulation time could be reduced by orders of magnitude.

Multiscale analysis of structure development in expanded starch snacks

NASA Astrophysics Data System (ADS)

van der Sman, R. G. M.; Broeze, J.

2014-11-01

In this paper we perform a multiscale analysis of the food structuring process of the expansion of starchy snack foods like keropok, which obtains a solid foam structure. In particular, we want to investigate the validity of the hypothesis of Kokini and coworkers, that expansion is optimal at the moisture content, where the glass transition and the boiling line intersect. In our analysis we make use of several tools, (1) time scale analysis from the field of physical transport phenomena, (2) the scale separation map (SSM) developed within a multiscale simulation framework of complex automata, (3) the supplemented state diagram (SSD), depicting phase transition and glass transition lines, and (4) a multiscale simulation model for the bubble expansion. Results of the time scale analysis are plotted in the SSD, and give insight into the dominant physical processes involved in expansion. Furthermore, the results of the time scale analysis are used to construct the SSM, which has aided us in the construction of the multiscale simulation model. Simulation results are plotted in the SSD. This clearly shows that the hypothesis of Kokini is qualitatively true, but has to be refined. Our results show that bubble expansion is optimal for moisture content, where the boiling line for gas pressure of 4 bars intersects the isoviscosity line of the critical viscosity 106 Pa.s, which runs parallel to the glass transition line.

Multi-scale modeling in cell biology

PubMed Central

Meier-Schellersheim, Martin; Fraser, Iain D. C.; Klauschen, Frederick

2009-01-01

Biomedical research frequently involves performing experiments and developing hypotheses that link different scales of biological systems such as, for instance, the scales of intracellular molecular interactions to the scale of cellular behavior and beyond to the behavior of cell populations. Computational modeling efforts that aim at exploring such multi-scale systems quantitatively with the help of simulations have to incorporate several different simulation techniques due to the different time and space scales involved. Here, we provide a non-technical overview of how different scales of experimental research can be combined with the appropriate computational modeling techniques. We also show that current modeling software permits building and simulating multi-scale models without having to become involved with the underlying technical details of computational modeling. PMID:20448808

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

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

Marchetti, Luca, E-mail: marchetti@cosbi.eu; Priami, Corrado, E-mail: priami@cosbi.eu; University of Trento, Department of Mathematics

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance andmore » accuracy of HRSSA against other state of the art algorithms.« less

Nonlocal and Mixed-Locality Multiscale Finite Element Methods

DOE PAGES

Costa, Timothy B.; Bond, Stephen D.; Littlewood, David J.

2018-03-27

In many applications the resolution of small-scale heterogeneities remains a significant hurdle to robust and reliable predictive simulations. In particular, while material variability at the mesoscale plays a fundamental role in processes such as material failure, the resolution required to capture mechanisms at this scale is often computationally intractable. Multiscale methods aim to overcome this difficulty through judicious choice of a subscale problem and a robust manner of passing information between scales. One promising approach is the multiscale finite element method, which increases the fidelity of macroscale simulations by solving lower-scale problems that produce enriched multiscale basis functions. Here, inmore » this study, we present the first work toward application of the multiscale finite element method to the nonlocal peridynamic theory of solid mechanics. This is achieved within the context of a discontinuous Galerkin framework that facilitates the description of material discontinuities and does not assume the existence of spatial derivatives. Analysis of the resulting nonlocal multiscale finite element method is achieved using the ambulant Galerkin method, developed here with sufficient generality to allow for application to multiscale finite element methods for both local and nonlocal models that satisfy minimal assumptions. Finally, we conclude with preliminary results on a mixed-locality multiscale finite element method in which a nonlocal model is applied at the fine scale and a local model at the coarse scale.« less

Nonlocal and Mixed-Locality Multiscale Finite Element Methods

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

Costa, Timothy B.; Bond, Stephen D.; Littlewood, David J.

In many applications the resolution of small-scale heterogeneities remains a significant hurdle to robust and reliable predictive simulations. In particular, while material variability at the mesoscale plays a fundamental role in processes such as material failure, the resolution required to capture mechanisms at this scale is often computationally intractable. Multiscale methods aim to overcome this difficulty through judicious choice of a subscale problem and a robust manner of passing information between scales. One promising approach is the multiscale finite element method, which increases the fidelity of macroscale simulations by solving lower-scale problems that produce enriched multiscale basis functions. Here, inmore » this study, we present the first work toward application of the multiscale finite element method to the nonlocal peridynamic theory of solid mechanics. This is achieved within the context of a discontinuous Galerkin framework that facilitates the description of material discontinuities and does not assume the existence of spatial derivatives. Analysis of the resulting nonlocal multiscale finite element method is achieved using the ambulant Galerkin method, developed here with sufficient generality to allow for application to multiscale finite element methods for both local and nonlocal models that satisfy minimal assumptions. Finally, we conclude with preliminary results on a mixed-locality multiscale finite element method in which a nonlocal model is applied at the fine scale and a local model at the coarse scale.« less

Multiscale Modeling of Damage Processes in fcc Aluminum: From Atoms to Grains

NASA Technical Reports Server (NTRS)

Glaessgen, E. H.; Saether, E.; Yamakov, V.

2008-01-01

Molecular dynamics (MD) methods are opening new opportunities for simulating the fundamental processes of material behavior at the atomistic level. However, current analysis is limited to small domains and increasing the size of the MD domain quickly presents intractable computational demands. A preferred approach to surmount this computational limitation has been to combine continuum mechanics-based modeling procedures, such as the finite element method (FEM), with MD analyses thereby reducing the region of atomic scale refinement. Such multiscale modeling strategies can be divided into two broad classifications: concurrent multiscale methods that directly incorporate an atomistic domain within a continuum domain and sequential multiscale methods that extract an averaged response from the atomistic simulation for later use as a constitutive model in a continuum analysis.

Stochastic quasi-Newton molecular simulations

NASA Astrophysics Data System (ADS)

Chau, C. D.; Sevink, G. J. A.; Fraaije, J. G. E. M.

2010-08-01

We report a new and efficient factorized algorithm for the determination of the adaptive compound mobility matrix B in a stochastic quasi-Newton method (S-QN) that does not require additional potential evaluations. For one-dimensional and two-dimensional test systems, we previously showed that S-QN gives rise to efficient configurational space sampling with good thermodynamic consistency [C. D. Chau, G. J. A. Sevink, and J. G. E. M. Fraaije, J. Chem. Phys. 128, 244110 (2008)10.1063/1.2943313]. Potential applications of S-QN are quite ambitious, and include structure optimization, analysis of correlations and automated extraction of cooperative modes. However, the potential can only be fully exploited if the computational and memory requirements of the original algorithm are significantly reduced. In this paper, we consider a factorized mobility matrix B=JJT and focus on the nontrivial fundamentals of an efficient algorithm for updating the noise multiplier J . The new algorithm requires O(n2) multiplications per time step instead of the O(n3) multiplications in the original scheme due to Choleski decomposition. In a recursive form, the update scheme circumvents matrix storage and enables limited-memory implementation, in the spirit of the well-known limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method, allowing for a further reduction of the computational effort to O(n) . We analyze in detail the performance of the factorized (FSU) and limited-memory (L-FSU) algorithms in terms of convergence and (multiscale) sampling, for an elementary but relevant system that involves multiple time and length scales. Finally, we use this analysis to formulate conditions for the simulation of the complex high-dimensional potential energy landscapes of interest.

Multiscale study for stochastic characterization of shale samples

NASA Astrophysics Data System (ADS)

Tahmasebi, Pejman; Javadpour, Farzam; Sahimi, Muhammad; Piri, Mohammad

2016-03-01

Characterization of shale reservoirs, which are typically of low permeability, is very difficult because of the presence of multiscale structures. While three-dimensional (3D) imaging can be an ultimate solution for revealing important complexities of such reservoirs, acquiring such images is costly and time consuming. On the other hand, high-quality 2D images, which are widely available, also reveal useful information about shales' pore connectivity and size. Most of the current modeling methods that are based on 2D images use limited and insufficient extracted information. One remedy to the shortcoming is direct use of qualitative images, a concept that we introduce in this paper. We demonstrate that higher-order statistics (as opposed to the traditional two-point statistics, such as variograms) are necessary for developing an accurate model of shales, and describe an efficient method for using 2D images that is capable of utilizing qualitative and physical information within an image and generating stochastic realizations of shales. We then further refine the model by describing and utilizing several techniques, including an iterative framework, for removing some possible artifacts and better pattern reproduction. Next, we introduce a new histogram-matching algorithm that accounts for concealed nanostructures in shale samples. We also present two new multiresolution and multiscale approaches for dealing with distinct pore structures that are common in shale reservoirs. In the multiresolution method, the original high-quality image is upscaled in a pyramid-like manner in order to achieve more accurate global and long-range structures. The multiscale approach integrates two images, each containing diverse pore networks - the nano- and microscale pores - using a high-resolution image representing small-scale pores and, at the same time, reconstructing large pores using a low-quality image. Eventually, the results are integrated to generate a 3D model. The methods are tested on two shale samples for which full 3D samples are available. The quantitative accuracy of the models is demonstrated by computing their morphological and flow properties and comparing them with those of the actual 3D images. The success of the method hinges upon the use of very different low- and high-resolution images.

Introduction to Stochastic Simulations for Chemical and Physical Processes: Principles and Applications

ERIC Educational Resources Information Center

Weiss, Charles J.

2017-01-01

An introduction to digital stochastic simulations for modeling a variety of physical and chemical processes is presented. Despite the importance of stochastic simulations in chemistry, the prevalence of turn-key software solutions can impose a layer of abstraction between the user and the underlying approach obscuring the methodology being…

Multiscale Shannon's Entropy Modeling of Orientation and Distance in Steel Fiber Micro-Tomography Data.

PubMed

Chiverton, John P; Ige, Olubisi; Barnett, Stephanie J; Parry, Tony

2017-11-01

This paper is concerned with the modeling and analysis of the orientation and distance between steel fibers in X-ray micro-tomography data. The advantage of combining both orientation and separation in a model is that it helps provide a detailed understanding of how the steel fibers are arranged, which is easy to compare. The developed models are designed to summarize the randomness of the orientation distribution of the steel fibers both locally and across an entire volume based on multiscale entropy. Theoretical modeling, simulation, and application to real imaging data are shown here. The theoretical modeling of multiscale entropy for orientation includes a proof showing the final form of the multiscale taken over a linear range of scales. A series of image processing operations are also included to overcome interslice connectivity issues to help derive the statistical descriptions of the orientation distributions of the steel fibers. The results demonstrate that multiscale entropy provides unique insights into both simulated and real imaging data of steel fiber reinforced concrete.

Multiscale Modeling of Structurally-Graded Materials Using Discrete Dislocation Plasticity Models and Continuum Crystal Plasticity Models

NASA Technical Reports Server (NTRS)

Saether, Erik; Hochhalter, Jacob D.; Glaessgen, Edward H.

2012-01-01

A multiscale modeling methodology that combines the predictive capability of discrete dislocation plasticity and the computational efficiency of continuum crystal plasticity is developed. Single crystal configurations of different grain sizes modeled with periodic boundary conditions are analyzed using discrete dislocation plasticity (DD) to obtain grain size-dependent stress-strain predictions. These relationships are mapped into crystal plasticity parameters to develop a multiscale DD/CP model for continuum level simulations. A polycrystal model of a structurally-graded microstructure is developed, analyzed and used as a benchmark for comparison between the multiscale DD/CP model and the DD predictions. The multiscale DD/CP model follows the DD predictions closely up to an initial peak stress and then follows a strain hardening path that is parallel but somewhat offset from the DD predictions. The difference is believed to be from a combination of the strain rate in the DD simulation and the inability of the DD/CP model to represent non-monotonic material response.

Developing a novel hierarchical approach for multiscale structural reliability predictions for ultra-high consequence applications

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

Emery, John M.; Coffin, Peter; Robbins, Brian A.

Microstructural variabilities are among the predominant sources of uncertainty in structural performance and reliability. We seek to develop efficient algorithms for multiscale calcu- lations for polycrystalline alloys such as aluminum alloy 6061-T6 in environments where ductile fracture is the dominant failure mode. Our approach employs concurrent multiscale methods, but does not focus on their development. They are a necessary but not sufficient ingredient to multiscale reliability predictions. We have focused on how to efficiently use concurrent models for forward propagation because practical applications cannot include fine-scale details throughout the problem domain due to exorbitant computational demand. Our approach begins withmore » a low-fidelity prediction at the engineering scale that is sub- sequently refined with multiscale simulation. The results presented in this report focus on plasticity and damage at the meso-scale, efforts to expedite Monte Carlo simulation with mi- crostructural considerations, modeling aspects regarding geometric representation of grains and second-phase particles, and contrasting algorithms for scale coupling.« less

MONALISA for stochastic simulations of Petri net models of biochemical systems.

PubMed

Balazki, Pavel; Lindauer, Klaus; Einloft, Jens; Ackermann, Jörg; Koch, Ina

2015-07-10

The concept of Petri nets (PN) is widely used in systems biology and allows modeling of complex biochemical systems like metabolic systems, signal transduction pathways, and gene expression networks. In particular, PN allows the topological analysis based on structural properties, which is important and useful when quantitative (kinetic) data are incomplete or unknown. Knowing the kinetic parameters, the simulation of time evolution of such models can help to study the dynamic behavior of the underlying system. If the number of involved entities (molecules) is low, a stochastic simulation should be preferred against the classical deterministic approach of solving ordinary differential equations. The Stochastic Simulation Algorithm (SSA) is a common method for such simulations. The combination of the qualitative and semi-quantitative PN modeling and stochastic analysis techniques provides a valuable approach in the field of systems biology. Here, we describe the implementation of stochastic analysis in a PN environment. We extended MONALISA - an open-source software for creation, visualization and analysis of PN - by several stochastic simulation methods. The simulation module offers four simulation modes, among them the stochastic mode with constant firing rates and Gillespie's algorithm as exact and approximate versions. The simulator is operated by a user-friendly graphical interface and accepts input data such as concentrations and reaction rate constants that are common parameters in the biological context. The key features of the simulation module are visualization of simulation, interactive plotting, export of results into a text file, mathematical expressions for describing simulation parameters, and up to 500 parallel simulations of the same parameter sets. To illustrate the method we discuss a model for insulin receptor recycling as case study. We present a software that combines the modeling power of Petri nets with stochastic simulation of dynamic processes in a user-friendly environment supported by an intuitive graphical interface. The program offers a valuable alternative to modeling, using ordinary differential equations, especially when simulating single-cell experiments with low molecule counts. The ability to use mathematical expressions provides an additional flexibility in describing the simulation parameters. The open-source distribution allows further extensions by third-party developers. The software is cross-platform and is licensed under the Artistic License 2.0.

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

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

Multi-scale dynamics and relaxation of a tethered membrane in a solvent by Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Pandey, Ras; Anderson, Kelly; Farmer, Barry

2006-03-01

A tethered membrane modeled by a flexible sheet dissipates entropy as it wrinkles and crumples. Nodes of a coarse grained membrane are connected via multiple pathways for dynamical modes to propagate. We consider a sheet with nodes connected by fluctuating bonds on a cubic lattice. The empty lattice sites constitute an effective solvent medium via node-solvent interaction. Each node execute its stochastic motion with the Metropolis algorithm subject to bond fluctuations, excluded volume constraints, and interaction energy. Dynamics and conformation of the sheet are examined at a low and a high temperature with attractive and repulsive node-node interactions for the contrast in an attractive solvent medium. Variations of the mean square displacement of the center node of the sheet and that of its center of mass with the time steps are examined in detail which show different power-law motion from short to long time regimes. Relaxation of the gyration radius and scaling of its asymptotic value with the molecular weight are examined.

Mesoscopic Modeling of Blood Clotting: Coagulation Cascade and Platelets Adhesion

NASA Astrophysics Data System (ADS)

Yazdani, Alireza; Li, Zhen; Karniadakis, George

2015-11-01

The process of clot formation and growth at a site on a blood vessel wall involve a number of multi-scale simultaneous processes including: multiple chemical reactions in the coagulation cascade, species transport and flow. To model these processes we have incorporated advection-diffusion-reaction (ADR) of multiple species into an extended version of Dissipative Particle Dynamics (DPD) method which is considered as a coarse-grained Molecular Dynamics method. At the continuum level this is equivalent to the Navier-Stokes equation plus one advection-diffusion equation for each specie. The chemistry of clot formation is now understood to be determined by mechanisms involving reactions among many species in dilute solution, where reaction rate constants and species diffusion coefficients in plasma are known. The role of blood particulates, i.e. red cells and platelets, in the clotting process is studied by including them separately and together in the simulations. An agonist-induced platelet activation mechanism is presented, while platelets adhesive dynamics based on a stochastic bond formation/dissociation process is included in the model.

Modeling On-Body DTN Packet Routing Delay in the Presence of Postural Disconnections.

PubMed

Quwaider, Muhannad; Taghizadeh, Mahmoud; Biswas, Subir

2011-01-01

This paper presents a stochastic modeling framework for store-and-forward packet routing in Wireless Body Area Networks ( WBAN ) with postural partitioning. A prototype WBANs has been constructed for experimentally characterizing and capturing on-body topology disconnections in the presence of ultrashort range radio links, unpredictable RF attenuation, and human postural mobility. Delay modeling techniques for evaluating single-copy on-body DTN routing protocols are then developed. End-to-end routing delay for a series of protocols including opportunistic, randomized, and two other mechanisms that capture multiscale topological localities in human postural movements have been evaluated. Performance of the analyzed protocols are then evaluated experimentally and via simulation to compare with the results obtained from the developed model. Finally, a mechanism for evaluating the topological importance of individual on-body sensor nodes is developed. It is shown that such information can be used for selectively reducing the on-body sensor-count without substantially sacrificing the packet delivery delay.

Modeling On-Body DTN Packet Routing Delay in the Presence of Postural Disconnections

PubMed Central

Quwaider, Muhannad; Taghizadeh, Mahmoud; Biswas, Subir

2014-01-01

This paper presents a stochastic modeling framework for store-and-forward packet routing in Wireless Body Area Networks (WBAN) with postural partitioning. A prototype WBANs has been constructed for experimentally characterizing and capturing on-body topology disconnections in the presence of ultrashort range radio links, unpredictable RF attenuation, and human postural mobility. Delay modeling techniques for evaluating single-copy on-body DTN routing protocols are then developed. End-to-end routing delay for a series of protocols including opportunistic, randomized, and two other mechanisms that capture multiscale topological localities in human postural movements have been evaluated. Performance of the analyzed protocols are then evaluated experimentally and via simulation to compare with the results obtained from the developed model. Finally, a mechanism for evaluating the topological importance of individual on-body sensor nodes is developed. It is shown that such information can be used for selectively reducing the on-body sensor-count without substantially sacrificing the packet delivery delay. PMID:25530749

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

Wang, S.; Chen, M.; Cao, Y.

2017-07-01

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms, the hybrid method, which combines an ordinary differential equation (ODE) system with a stochastic chemically reacting system, shows its unique advantages in the modeling and simulation of biochemical systems. The efficiency of hybrid method is usually limited by reactions in the stochastic subsystem, which are modeled and simulated using Gillespie's framework and frequently interrupt the integration of the ODE subsystem. In this paper we develop an efficient implementation approach for the hybrid method coupled with traditional ODE solvers. We also compare the efficiency of hybrid methods with three widely used ODE solvers RADAU5, DASSL, and DLSODAR. Numerical experiments with three biochemical models are presented. A detailed discussion is presented for the performances of three ODE solvers.

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

Scaling and stochastic cascade properties of NEMO oceanic simulations and their potential value for GCM evaluation and downscaling

NASA Astrophysics Data System (ADS)

Verrier, Sébastien; Crépon, Michel; Thiria, Sylvie

2014-09-01

Spectral scaling properties have already been evidenced on oceanic numerical simulations and have been subject to several interpretations. They can be used to evaluate classical turbulence theories that predict scaling with specific exponents and to evaluate the quality of GCM outputs from a statistical and multiscale point of view. However, a more complete framework based on multifractal cascades is able to generalize the classical but restrictive second-order spectral framework to other moment orders, providing an accurate description of probability distributions of the fields at multiple scales. The predictions of this formalism still needed systematic verification in oceanic GCM while they have been confirmed recently for their atmospheric counterparts by several papers. The present paper is devoted to a systematic analysis of several oceanic fields produced by the NEMO oceanic GCM. Attention is focused to regional, idealized configurations that permit to evaluate the NEMO engine core from a scaling point of view regardless of limitations involved by land masks. Based on classical multifractal analysis tools, multifractal properties were evidenced for several oceanic state variables (sea surface temperature and salinity, velocity components, etc.). While first-order structure functions estimated a different nonconservativity parameter H in two scaling ranges, the multiorder statistics of turbulent fluxes were scaling over almost the whole available scaling range. This multifractal scaling was then parameterized with the help of the universal multifractal framework, providing parameters that are coherent with existing empirical literature. Finally, we argue that the knowledge of these properties may be useful for oceanographers. The framework seems very well suited for the statistical evaluation of OGCM outputs. Moreover, it also provides practical solutions to simulate subpixel variability stochastically for GCM downscaling purposes. As an independent perspective, the existence of multifractal properties in oceanic flows seems also interesting for investigating scale dependencies in remote sensing inversion algorithms.

Multi-Scale Characterization of Orthotropic Microstructures

DTIC Science & Technology

2008-04-01

D. Valiveti, S. J. Harris, J. Boileau, A domain partitioning based pre-processor for multi-scale modelling of cast aluminium alloys , Modelling and...SUPPLEMENTARY NOTES Journal article submitted to Modeling and Simulation in Materials Science and Engineering. PAO Case Number: WPAFB 08-3362...element for charac- terization or simulation to avoid misleading predictions of macroscopic defor- mation, fracture, or transport behavior. Likewise

The diffusive finite state projection algorithm for efficient simulation of the stochastic reaction-diffusion master equation.

PubMed

Drawert, Brian; Lawson, Michael J; Petzold, Linda; Khammash, Mustafa

2010-02-21

We have developed a computational framework for accurate and efficient simulation of stochastic spatially inhomogeneous biochemical systems. The new computational method employs a fractional step hybrid strategy. A novel formulation of the finite state projection (FSP) method, called the diffusive FSP method, is introduced for the efficient and accurate simulation of diffusive transport. Reactions are handled by the stochastic simulation algorithm.

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

SHEDS-Pesticides (Stochastic Human Exposure and Dose Simulation Model for Pesticides) is a physically-based stochastic model developed to quantify exposure and dose of humans to multimedia, multipathway pollutants. Probabilistic inputs are combined in physical/mechanistic algorit...

Petascale computation performance of lightweight multiscale cardiac models using hybrid programming models.

PubMed

Pope, Bernard J; Fitch, Blake G; Pitman, Michael C; Rice, John J; Reumann, Matthias

2011-01-01

Future multiscale and multiphysics models must use the power of high performance computing (HPC) systems to enable research into human disease, translational medical science, and treatment. Previously we showed that computationally efficient multiscale models will require the use of sophisticated hybrid programming models, mixing distributed message passing processes (e.g. the message passing interface (MPI)) with multithreading (e.g. OpenMP, POSIX pthreads). The objective of this work is to compare the performance of such hybrid programming models when applied to the simulation of a lightweight multiscale cardiac model. Our results show that the hybrid models do not perform favourably when compared to an implementation using only MPI which is in contrast to our results using complex physiological models. Thus, with regards to lightweight multiscale cardiac models, the user may not need to increase programming complexity by using a hybrid programming approach. However, considering that model complexity will increase as well as the HPC system size in both node count and number of cores per node, it is still foreseeable that we will achieve faster than real time multiscale cardiac simulations on these systems using hybrid programming models.

Multiscale Modeling, Simulation and Visualization and Their Potential for Future Aerospace Systems

NASA Technical Reports Server (NTRS)

Noor, Ahmed K. (Compiler)

2002-01-01

This document contains the proceedings of the Training Workshop on Multiscale Modeling, Simulation and Visualization and Their Potential for Future Aerospace Systems held at NASA Langley Research Center, Hampton, Virginia, March 5 - 6, 2002. The workshop was jointly sponsored by Old Dominion University's Center for Advanced Engineering Environments and NASA. Workshop attendees were from NASA, other government agencies, industry, and universities. The objectives of the workshop were to give overviews of the diverse activities in hierarchical approach to material modeling from continuum to atomistics; applications of multiscale modeling to advanced and improved material synthesis; defects, dislocations, and material deformation; fracture and friction; thin-film growth; characterization at nano and micro scales; and, verification and validation of numerical simulations, and to identify their potential for future aerospace systems.

Computational design and multiscale modeling of a nanoactuator using DNA actuation.

PubMed

Hamdi, Mustapha

2009-12-02

Developments in the field of nanobiodevices coupling nanostructures and biological components are of great interest in medical nanorobotics. As the fundamentals of bio/non-bio interaction processes are still poorly understood in the design of these devices, design tools and multiscale dynamics modeling approaches are necessary at the fabrication pre-project stage. This paper proposes a new concept of optimized carbon nanotube based servomotor design for drug delivery and biomolecular transport applications. The design of an encapsulated DNA-multi-walled carbon nanotube actuator is prototyped using multiscale modeling. The system is parametrized by using a quantum level approach and characterized by using a molecular dynamics simulation. Based on the analysis of the simulation results, a servo nanoactuator using ionic current feedback is simulated and analyzed for application as a drug delivery carrier.

A Hybrid Multiscale Framework for Subsurface Flow and Transport Simulations

DOE PAGES

Scheibe, Timothy D.; Yang, Xiaofan; Chen, Xingyuan; ...

2015-06-01

Extensive research efforts have been invested in reducing model errors to improve the predictive ability of biogeochemical earth and environmental system simulators, with applications ranging from contaminant transport and remediation to impacts of biogeochemical elemental cycling (e.g., carbon and nitrogen) on local ecosystems and regional to global climate. While the bulk of this research has focused on improving model parameterizations in the face of observational limitations, the more challenging type of model error/uncertainty to identify and quantify is model structural error which arises from incorrect mathematical representations of (or failure to consider) important physical, chemical, or biological processes, properties, ormore » system states in model formulations. While improved process understanding can be achieved through scientific study, such understanding is usually developed at small scales. Process-based numerical models are typically designed for a particular characteristic length and time scale. For application-relevant scales, it is generally necessary to introduce approximations and empirical parameterizations to describe complex systems or processes. This single-scale approach has been the best available to date because of limited understanding of process coupling combined with practical limitations on system characterization and computation. While computational power is increasing significantly and our understanding of biological and environmental processes at fundamental scales is accelerating, using this information to advance our knowledge of the larger system behavior requires the development of multiscale simulators. Accordingly there has been much recent interest in novel multiscale methods in which microscale and macroscale models are explicitly coupled in a single hybrid multiscale simulation. A limited number of hybrid multiscale simulations have been developed for biogeochemical earth systems, but they mostly utilize application-specific and sometimes ad-hoc approaches for model coupling. We are developing a generalized approach to hierarchical model coupling designed for high-performance computational systems, based on the Swift computing workflow framework. In this presentation we will describe the generalized approach and provide two use cases: 1) simulation of a mixing-controlled biogeochemical reaction coupling pore- and continuum-scale models, and 2) simulation of biogeochemical impacts of groundwater – river water interactions coupling fine- and coarse-grid model representations. This generalized framework can be customized for use with any pair of linked models (microscale and macroscale) with minimal intrusiveness to the at-scale simulators. It combines a set of python scripts with the Swift workflow environment to execute a complex multiscale simulation utilizing an approach similar to the well-known Heterogeneous Multiscale Method. User customization is facilitated through user-provided input and output file templates and processing function scripts, and execution within a high-performance computing environment is handled by Swift, such that minimal to no user modification of at-scale codes is required.« less

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.

Towards practical multiscale approach for analysis of reinforced concrete structures

NASA Astrophysics Data System (ADS)

Moyeda, Arturo; Fish, Jacob

2017-12-01

We present a novel multiscale approach for analysis of reinforced concrete structural elements that overcomes two major hurdles in utilization of multiscale technologies in practice: (1) coupling between material and structural scales due to consideration of large representative volume elements (RVE), and (2) computational complexity of solving complex nonlinear multiscale problems. The former is accomplished using a variant of computational continua framework that accounts for sizeable reinforced concrete RVEs by adjusting the location of quadrature points. The latter is accomplished by means of reduced order homogenization customized for structural elements. The proposed multiscale approach has been verified against direct numerical simulations and validated against experimental results.

Three-Dimensional Visualization of Ozone Process Data.

DTIC Science & Technology

1997-06-18

Scattered Multivariate Data. IEEE Computer Graphics & Applications. 11 (May), 47-55. Odman, M.T. and Ingram, C.L. (1996) Multiscale Air Quality Simulation...the Multiscale Air Quality Simulation Platform (MAQSIP) modeling system. MAQSIP is a modular comprehensive air quality modeling system which MCNC...photolyzed back again to nitric oxide. Finally, oxides of 6 nitrogen are terminated through loss or combination into nitric acid, organic nitrates

STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

PubMed

Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

2011-04-15

The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

A multiscale, model-based analysis of the multi-tissue interplay underlying blood glucose regulation in type I diabetes.

PubMed

Wadehn, Federico; Schaller, Stephan; Eissing, Thomas; Krauss, Markus; Kupfer, Lars

2016-08-01

A multiscale model for blood glucose regulation in diabetes type I patients is constructed by integrating detailed metabolic network models for fat, liver and muscle cells into a whole body physiologically-based pharmacokinetic/pharmacodynamic (pBPK/PD) model. The blood glucose regulation PBPK/PD model simulates the distribution and metabolization of glucose, insulin and glucagon on an organ and whole body level. The genome-scale metabolic networks in contrast describe intracellular reactions. The developed multiscale model is fitted to insulin, glucagon and glucose measurements of a 48h clinical trial featuring 6 subjects and is subsequently used to simulate (in silico) the influence of geneknockouts and drug-induced enzyme inhibitions on whole body blood glucose levels. Simulations of diabetes associated gene knockouts and impaired cellular glucose metabolism, resulted in elevated whole body blood-glucose levels, but also in a metabolic shift within the cell's reaction network. Such multiscale models have the potential to be employed in the exploration of novel drug-targets or to be integrated into control algorithms for artificial pancreas systems.

Acceleration of discrete stochastic biochemical simulation using GPGPU.

PubMed

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130.

Acceleration of discrete stochastic biochemical simulation using GPGPU

PubMed Central

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130. PMID:25762936

Approximate Dynamic Programming and Aerial Refueling

DTIC Science & Technology

2007-06-01

by two Army Air Corps de Havilland DH -4Bs (9). While crude by modern standards, the passing of hoses be- tween planes is effectively the same approach...incorporating stochastic data sets. . . . . . . . . . . 106 55 Total Cost Stochastically Trained Simulations versus Deterministically Trained Simulations...incorporating stochastic data sets. 106 To create meaningful results when testing stochastic data, the data sets are av- eraged so that conclusions are not

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.

Exploring a multi-scale method for molecular simulation in continuum solvent model: Explicit simulation of continuum solvent as an incompressible fluid.

PubMed

Xiao, Li; Luo, Ray

2017-12-07

We explored a multi-scale algorithm for the Poisson-Boltzmann continuum solvent model for more robust simulations of biomolecules. In this method, the continuum solvent/solute interface is explicitly simulated with a numerical fluid dynamics procedure, which is tightly coupled to the solute molecular dynamics simulation. There are multiple benefits to adopt such a strategy as presented below. At this stage of the development, only nonelectrostatic interactions, i.e., van der Waals and hydrophobic interactions, are included in the algorithm to assess the quality of the solvent-solute interface generated by the new method. Nevertheless, numerical challenges exist in accurately interpolating the highly nonlinear van der Waals term when solving the finite-difference fluid dynamics equations. We were able to bypass the challenge rigorously by merging the van der Waals potential and pressure together when solving the fluid dynamics equations and by considering its contribution in the free-boundary condition analytically. The multi-scale simulation method was first validated by reproducing the solute-solvent interface of a single atom with analytical solution. Next, we performed the relaxation simulation of a restrained symmetrical monomer and observed a symmetrical solvent interface at equilibrium with detailed surface features resembling those found on the solvent excluded surface. Four typical small molecular complexes were then tested, both volume and force balancing analyses showing that these simple complexes can reach equilibrium within the simulation time window. Finally, we studied the quality of the multi-scale solute-solvent interfaces for the four tested dimer complexes and found that they agree well with the boundaries as sampled in the explicit water simulations.

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj

2016-04-01

In climate simulations, the impacts of the sub-grid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the sub-grid variability in a computationally inexpensive manner. This presentation shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition, by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a non-zero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference PD Williams, NJ Howe, JM Gregory, RS Smith, and MM Joshi (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, under revision.

An open source platform for multi-scale spatially distributed simulations of microbial ecosystems

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

Segre, Daniel

2014-08-14

The goal of this project was to develop a tool for facilitating simulation, validation and discovery of multiscale dynamical processes in microbial ecosystems. This led to the development of an open-source software platform for Computation Of Microbial Ecosystems in Time and Space (COMETS). COMETS performs spatially distributed time-dependent flux balance based simulations of microbial metabolism. Our plan involved building the software platform itself, calibrating and testing it through comparison with experimental data, and integrating simulations and experiments to address important open questions on the evolution and dynamics of cross-feeding interactions between microbial species.

ProtoMD: A prototyping toolkit for multiscale molecular dynamics

NASA Astrophysics Data System (ADS)

Somogyi, Endre; Mansour, Andrew Abi; Ortoleva, Peter J.

2016-05-01

ProtoMD is a toolkit that facilitates the development of algorithms for multiscale molecular dynamics (MD) simulations. It is designed for multiscale methods which capture the dynamic transfer of information across multiple spatial scales, such as the atomic to the mesoscopic scale, via coevolving microscopic and coarse-grained (CG) variables. ProtoMD can be also be used to calibrate parameters needed in traditional CG-MD methods. The toolkit integrates 'GROMACS wrapper' to initiate MD simulations, and 'MDAnalysis' to analyze and manipulate trajectory files. It facilitates experimentation with a spectrum of coarse-grained variables, prototyping rare events (such as chemical reactions), or simulating nanocharacterization experiments such as terahertz spectroscopy, AFM, nanopore, and time-of-flight mass spectroscopy. ProtoMD is written in python and is freely available under the GNU General Public License from github.com/CTCNano/proto_md.

An approach to multiscale modelling with graph grammars.

PubMed

Ong, Yongzhi; Streit, Katarína; Henke, Michael; Kurth, Winfried

2014-09-01

Functional-structural plant models (FSPMs) simulate biological processes at different spatial scales. Methods exist for multiscale data representation and modification, but the advantages of using multiple scales in the dynamic aspects of FSPMs remain unclear. Results from multiscale models in various other areas of science that share fundamental modelling issues with FSPMs suggest that potential advantages do exist, and this study therefore aims to introduce an approach to multiscale modelling in FSPMs. A three-part graph data structure and grammar is revisited, and presented with a conceptual framework for multiscale modelling. The framework is used for identifying roles, categorizing and describing scale-to-scale interactions, thus allowing alternative approaches to model development as opposed to correlation-based modelling at a single scale. Reverse information flow (from macro- to micro-scale) is catered for in the framework. The methods are implemented within the programming language XL. Three example models are implemented using the proposed multiscale graph model and framework. The first illustrates the fundamental usage of the graph data structure and grammar, the second uses probabilistic modelling for organs at the fine scale in order to derive crown growth, and the third combines multiscale plant topology with ozone trends and metabolic network simulations in order to model juvenile beech stands under exposure to a toxic trace gas. The graph data structure supports data representation and grammar operations at multiple scales. The results demonstrate that multiscale modelling is a viable method in FSPM and an alternative to correlation-based modelling. Advantages and disadvantages of multiscale modelling are illustrated by comparisons with single-scale implementations, leading to motivations for further research in sensitivity analysis and run-time efficiency for these models.

An approach to multiscale modelling with graph grammars

PubMed Central

Ong, Yongzhi; Streit, Katarína; Henke, Michael; Kurth, Winfried

2014-01-01

Background and Aims Functional–structural plant models (FSPMs) simulate biological processes at different spatial scales. Methods exist for multiscale data representation and modification, but the advantages of using multiple scales in the dynamic aspects of FSPMs remain unclear. Results from multiscale models in various other areas of science that share fundamental modelling issues with FSPMs suggest that potential advantages do exist, and this study therefore aims to introduce an approach to multiscale modelling in FSPMs. Methods A three-part graph data structure and grammar is revisited, and presented with a conceptual framework for multiscale modelling. The framework is used for identifying roles, categorizing and describing scale-to-scale interactions, thus allowing alternative approaches to model development as opposed to correlation-based modelling at a single scale. Reverse information flow (from macro- to micro-scale) is catered for in the framework. The methods are implemented within the programming language XL. Key Results Three example models are implemented using the proposed multiscale graph model and framework. The first illustrates the fundamental usage of the graph data structure and grammar, the second uses probabilistic modelling for organs at the fine scale in order to derive crown growth, and the third combines multiscale plant topology with ozone trends and metabolic network simulations in order to model juvenile beech stands under exposure to a toxic trace gas. Conclusions The graph data structure supports data representation and grammar operations at multiple scales. The results demonstrate that multiscale modelling is a viable method in FSPM and an alternative to correlation-based modelling. Advantages and disadvantages of multiscale modelling are illustrated by comparisons with single-scale implementations, leading to motivations for further research in sensitivity analysis and run-time efficiency for these models. PMID:25134929

Provably unbounded memory advantage in stochastic simulation using quantum mechanics

NASA Astrophysics Data System (ADS)

Garner, Andrew J. P.; Liu, Qing; Thompson, Jayne; Vedral, Vlatko; Gu, mile

2017-10-01

Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart.

The Validity of Quasi-Steady-State Approximations in Discrete Stochastic Simulations

PubMed Central

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R.

2014-01-01

In biochemical networks, reactions often occur on disparate timescales and can be characterized as either fast or slow. The quasi-steady-state approximation (QSSA) utilizes timescale separation to project models of biochemical networks onto lower-dimensional slow manifolds. As a result, fast elementary reactions are not modeled explicitly, and their effect is captured by nonelementary reaction-rate functions (e.g., Hill functions). The accuracy of the QSSA applied to deterministic systems depends on how well timescales are separated. Recently, it has been proposed to use the nonelementary rate functions obtained via the deterministic QSSA to define propensity functions in stochastic simulations of biochemical networks. In this approach, termed the stochastic QSSA, fast reactions that are part of nonelementary reactions are not simulated, greatly reducing computation time. However, it is unclear when the stochastic QSSA provides an accurate approximation of the original stochastic simulation. We show that, unlike the deterministic QSSA, the validity of the stochastic QSSA does not follow from timescale separation alone, but also depends on the sensitivity of the nonelementary reaction rate functions to changes in the slow species. The stochastic QSSA becomes more accurate when this sensitivity is small. Different types of QSSAs result in nonelementary functions with different sensitivities, and the total QSSA results in less sensitive functions than the standard or the prefactor QSSA. We prove that, as a result, the stochastic QSSA becomes more accurate when nonelementary reaction functions are obtained using the total QSSA. Our work provides an apparently novel condition for the validity of the QSSA in stochastic simulations of biochemical reaction networks with disparate timescales. PMID:25099817

Scalable High-order Methods for Multi-Scale Problems: Analysis, Algorithms and Application

DTIC Science & Technology

2016-02-26

Karniadakis, “Resilient algorithms for reconstructing and simulating gappy flow fields in CFD ”, Fluid Dynamic Research, vol. 47, 051402, 2015. 2. Y. Yu, H...simulation, domain decomposition, CFD , gappy data, estimation theory, and gap-tooth algorithm. 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF...objective of this project was to develop a general CFD framework for multifidelity simula- tions to target multiscale problems but also resilience in

Multiscale Simulation of Microbe Structure and Dynamics

PubMed Central

Joshi, Harshad; Singharoy, Abhishek; Sereda, Yuriy V.; Cheluvaraja, Srinath C.; Ortoleva, Peter J.

2012-01-01

A multiscale mathematical and computational approach is developed that captures the hierarchical organization of a microbe. It is found that a natural perspective for understanding a microbe is in terms of a hierarchy of variables at various levels of resolution. This hierarchy starts with the N -atom description and terminates with order parameters characterizing a whole microbe. This conceptual framework is used to guide the analysis of the Liouville equation for the probability density of the positions and momenta of the N atoms constituting the microbe and its environment. Using multiscale mathematical techniques, we derive equations for the co-evolution of the order parameters and the probability density of the N-atom state. This approach yields a rigorous way to transfer information between variables on different space-time scales. It elucidates the interplay between equilibrium and far-from-equilibrium processes underlying microbial behavior. It also provides framework for using coarse-grained nanocharacterization data to guide microbial simulation. It enables a methodical search for free-energy minimizing structures, many of which are typically supported by the set of macromolecules and membranes constituting a given microbe. This suite of capabilities provides a natural framework for arriving at a fundamental understanding of microbial behavior, the analysis of nanocharacterization data, and the computer-aided design of nanostructures for biotechnical and medical purposes. Selected features of the methodology are demonstrated using our multiscale bionanosystem simulator DeductiveMultiscaleSimulator. Systems used to demonstrate the approach are structural transitions in the cowpea chlorotic mosaic virus, RNA of satellite tobacco mosaic virus, virus-like particles related to human papillomavirus, and iron-binding protein lactoferrin. PMID:21802438

Energy-optimal path planning in the coastal ocean

NASA Astrophysics Data System (ADS)

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

2017-05-01

We integrate data-driven ocean modeling with the stochastic Dynamically Orthogonal (DO) level-set optimization methodology to compute and study energy-optimal paths, speeds, and headings for ocean vehicles in the Middle-Atlantic Bight (MAB) region. We hindcast the energy-optimal paths from among exact time-optimal paths for the period 28 August 2006 to 9 September 2006. To do so, we first obtain a data-assimilative multiscale reanalysis, combining ocean observations with implicit two-way nested multiresolution primitive-equation simulations of the tidal-to-mesoscale dynamics in the region. Second, we solve the reduced-order stochastic DO level-set partial differential equations (PDEs) to compute the joint probability of minimum arrival time, vehicle-speed time series, and total energy utilized. Third, for each arrival time, we select the vehicle-speed time series that minimize the total energy utilization from the marginal probability of vehicle-speed and total energy. The corresponding energy-optimal path and headings are obtained through the exact particle-backtracking equation. Theoretically, the present methodology is PDE-based and provides fundamental energy-optimal predictions without heuristics. Computationally, it is 3-4 orders of magnitude faster than direct Monte Carlo methods. For the missions considered, we analyze the effects of the regional tidal currents, strong wind events, coastal jets, shelfbreak front, and other local circulations on the energy-optimal paths. Results showcase the opportunities for vehicles that intelligently utilize the ocean environment to minimize energy usage, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Simulated Stochastic Approximation Annealing for Global Optimization with a Square-Root Cooling Schedule

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to have such a long CPU time. This paper proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation Markov chain Monte Carlo, it is shown that themore » new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, e.g., a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors.« less

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.

Multiscale Methods for Accurate, Efficient, and Scale-Aware Models of the Earth System

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

Goldhaber, Steve; Holland, Marika

The major goal of this project was to contribute improvements to the infrastructure of an Earth System Model in order to support research in the Multiscale Methods for Accurate, Efficient, and Scale-Aware models of the Earth System project. In support of this, the NCAR team accomplished two main tasks: improving input/output performance of the model and improving atmospheric model simulation quality. Improvement of the performance and scalability of data input and diagnostic output within the model required a new infrastructure which can efficiently handle the unstructured grids common in multiscale simulations. This allows for a more computationally efficient model, enablingmore » more years of Earth System simulation. The quality of the model simulations was improved by reducing grid-point noise in the spectral element version of the Community Atmosphere Model (CAM-SE). This was achieved by running the physics of the model using grid-cell data on a finite-volume grid.« less

A new class of finite element variational multiscale turbulence models for incompressible magnetohydrodynamics

DOE PAGES

Sondak, D.; Shadid, J. N.; Oberai, A. A.; ...

2015-04-29

New large eddy simulation (LES) turbulence models for incompressible magnetohydrodynamics (MHD) derived from the variational multiscale (VMS) formulation for finite element simulations are introduced. The new models include the variational multiscale formulation, a residual-based eddy viscosity model, and a mixed model that combines both of these component models. Each model contains terms that are proportional to the residual of the incompressible MHD equations and is therefore numerically consistent. Moreover, each model is also dynamic, in that its effect vanishes when this residual is small. The new models are tested on the decaying MHD Taylor Green vortex at low and highmore » Reynolds numbers. The evaluation of the models is based on comparisons with available data from direct numerical simulations (DNS) of the time evolution of energies as well as energy spectra at various discrete times. Thus a numerical study, on a sequence of meshes, is presented that demonstrates that the large eddy simulation approaches the DNS solution for these quantities with spatial mesh refinement.« less

Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

PubMed

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

Binomial tau-leap spatial stochastic simulation algorithm for applications in chemical kinetics.

PubMed

Marquez-Lago, Tatiana T; Burrage, Kevin

2007-09-14

In cell biology, cell signaling pathway problems are often tackled with deterministic temporal models, well mixed stochastic simulators, and/or hybrid methods. But, in fact, three dimensional stochastic spatial modeling of reactions happening inside the cell is needed in order to fully understand these cell signaling pathways. This is because noise effects, low molecular concentrations, and spatial heterogeneity can all affect the cellular dynamics. However, there are ways in which important effects can be accounted without going to the extent of using highly resolved spatial simulators (such as single-particle software), hence reducing the overall computation time significantly. We present a new coarse grained modified version of the next subvolume method that allows the user to consider both diffusion and reaction events in relatively long simulation time spans as compared with the original method and other commonly used fully stochastic computational methods. Benchmarking of the simulation algorithm was performed through comparison with the next subvolume method and well mixed models (MATLAB), as well as stochastic particle reaction and transport simulations (CHEMCELL, Sandia National Laboratories). Additionally, we construct a model based on a set of chemical reactions in the epidermal growth factor receptor pathway. For this particular application and a bistable chemical system example, we analyze and outline the advantages of our presented binomial tau-leap spatial stochastic simulation algorithm, in terms of efficiency and accuracy, in scenarios of both molecular homogeneity and heterogeneity.

Thermal nanostructure: An order parameter multiscale ensemble approach

NASA Astrophysics Data System (ADS)

Cheluvaraja, S.; Ortoleva, P.

2010-02-01

Deductive all-atom multiscale techniques imply that many nanosystems can be understood in terms of the slow dynamics of order parameters that coevolve with the quasiequilibrium probability density for rapidly fluctuating atomic configurations. The result of this multiscale analysis is a set of stochastic equations for the order parameters whose dynamics is driven by thermal-average forces. We present an efficient algorithm for sampling atomistic configurations in viruses and other supramillion atom nanosystems. This algorithm allows for sampling of a wide range of configurations without creating an excess of high-energy, improbable ones. It is implemented and used to calculate thermal-average forces. These forces are then used to search the free-energy landscape of a nanosystem for deep minima. The methodology is applied to thermal structures of Cowpea chlorotic mottle virus capsid. The method has wide applicability to other nanosystems whose properties are described by the CHARMM or other interatomic force field. Our implementation, denoted SIMNANOWORLD™, achieves calibration-free nanosystem modeling. Essential atomic-scale detail is preserved via a quasiequilibrium probability density while overall character is provided via predicted values of order parameters. Applications from virology to the computer-aided design of nanocapsules for delivery of therapeutic agents and of vaccines for nonenveloped viruses are envisioned.

An agent-based stochastic Occupancy Simulator

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

Chen, Yixing; Hong, Tianzhen; Luo, Xuan

Occupancy has significant impacts on building performance. However, in current building performance simulation programs, occupancy inputs are static and lack diversity, contributing to discrepancies between the simulated and actual building performance. This work presents an Occupancy Simulator that simulates the stochastic behavior of occupant presence and movement in buildings, capturing the spatial and temporal occupancy diversity. Each occupant and each space in the building are explicitly simulated as an agent with their profiles of stochastic behaviors. The occupancy behaviors are represented with three types of models: (1) the status transition events (e.g., first arrival in office) simulated with probability distributionmore » model, (2) the random moving events (e.g., from one office to another) simulated with a homogeneous Markov chain model, and (3) the meeting events simulated with a new stochastic model. A hierarchical data model was developed for the Occupancy Simulator, which reduces the amount of data input by using the concepts of occupant types and space types. Finally, a case study of a small office building is presented to demonstrate the use of the Simulator to generate detailed annual sub-hourly occupant schedules for individual spaces and the whole building. The Simulator is a web application freely available to the public and capable of performing a detailed stochastic simulation of occupant presence and movement in buildings. Future work includes enhancements in the meeting event model, consideration of personal absent days, verification and validation of the simulated occupancy results, and expansion for use with residential buildings.« less

An agent-based stochastic Occupancy Simulator

DOE PAGES

Chen, Yixing; Hong, Tianzhen; Luo, Xuan

2017-06-01

Occupancy has significant impacts on building performance. However, in current building performance simulation programs, occupancy inputs are static and lack diversity, contributing to discrepancies between the simulated and actual building performance. This work presents an Occupancy Simulator that simulates the stochastic behavior of occupant presence and movement in buildings, capturing the spatial and temporal occupancy diversity. Each occupant and each space in the building are explicitly simulated as an agent with their profiles of stochastic behaviors. The occupancy behaviors are represented with three types of models: (1) the status transition events (e.g., first arrival in office) simulated with probability distributionmore » model, (2) the random moving events (e.g., from one office to another) simulated with a homogeneous Markov chain model, and (3) the meeting events simulated with a new stochastic model. A hierarchical data model was developed for the Occupancy Simulator, which reduces the amount of data input by using the concepts of occupant types and space types. Finally, a case study of a small office building is presented to demonstrate the use of the Simulator to generate detailed annual sub-hourly occupant schedules for individual spaces and the whole building. The Simulator is a web application freely available to the public and capable of performing a detailed stochastic simulation of occupant presence and movement in buildings. Future work includes enhancements in the meeting event model, consideration of personal absent days, verification and validation of the simulated occupancy results, and expansion for use with residential buildings.« less

A coupling method for a cardiovascular simulation model which includes the Kalman filter.

PubMed

Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

2012-01-01

Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

The multinomial simulation algorithm for discrete stochastic simulation of reaction-diffusion systems.

PubMed

Lampoudi, Sotiria; Gillespie, Dan T; Petzold, Linda R

2009-03-07

The Inhomogeneous Stochastic Simulation Algorithm (ISSA) is a variant of the stochastic simulation algorithm in which the spatially inhomogeneous volume of the system is divided into homogeneous subvolumes, and the chemical reactions in those subvolumes are augmented by diffusive transfers of molecules between adjacent subvolumes. The ISSA can be prohibitively slow when the system is such that diffusive transfers occur much more frequently than chemical reactions. In this paper we present the Multinomial Simulation Algorithm (MSA), which is designed to, on the one hand, outperform the ISSA when diffusive transfer events outnumber reaction events, and on the other, to handle small reactant populations with greater accuracy than deterministic-stochastic hybrid algorithms. The MSA treats reactions in the usual ISSA fashion, but uses appropriately conditioned binomial random variables for representing the net numbers of molecules diffusing from any given subvolume to a neighbor within a prescribed distance. Simulation results illustrate the benefits of the algorithm.

Multiscale simulation of red blood cell aggregation

NASA Astrophysics Data System (ADS)

Bagchi, P.; Popel, A. S.

2004-11-01

In humans and other mammals, aggregation of red blood cells (RBC) is a major determinant to blood viscosity in microcirculation under physiological and pathological conditions. Elevated levels of aggregation are often related to cardiovascular diseases, bacterial infection, diabetes, and obesity. Aggregation is a multiscale phenomenon that is governed by the molecular bond formation between adjacent cells, morphological and rheological properties of the cells, and the motion of the extra-cellular fluid in which the cells circulate. We have developed a simulation technique using front tracking methods for multiple fluids that includes the multiscale characteristics of aggregation. We will report the first-ever direct computer simulation of aggregation of deformable cells in shear flows. We will present results on the effect of shear rate, strength of the cross-bridging bonds, and the cell rheological properties on the rolling motion, deformation and subsequent breakage of an aggregate.

Modeling and Simulations in Photoelectrochemical Water Oxidation: From Single Level to Multiscale Modeling.

PubMed

Zhang, Xueqing; Bieberle-Hütter, Anja

2016-06-08

This review summarizes recent developments, challenges, and strategies in the field of modeling and simulations of photoelectrochemical (PEC) water oxidation. We focus on water splitting by metal-oxide semiconductors and discuss topics such as theoretical calculations of light absorption, band gap/band edge, charge transport, and electrochemical reactions at the electrode-electrolyte interface. In particular, we review the mechanisms of the oxygen evolution reaction, strategies to lower overpotential, and computational methods applied to PEC systems with particular focus on multiscale modeling. The current challenges in modeling PEC interfaces and their processes are summarized. At the end, we propose a new multiscale modeling approach to simulate the PEC interface under conditions most similar to those of experiments. This approach will contribute to identifying the limitations at PEC interfaces. Its generic nature allows its application to a number of electrochemical systems. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Use of NARCCAP data to characterize regional climate uncertainty in the impact of global climate change on large river fish population: Missouri River sturgeon example

NASA Astrophysics Data System (ADS)

Anderson, C. J.; Wildhaber, M. L.; Wikle, C. K.; Moran, E. H.; Franz, K. J.; Dey, R.

2012-12-01

Climate change operates over a broad range of spatial and temporal scales. Understanding the effects of change on ecosystems requires accounting for the propagation of information and uncertainty across these scales. For example, to understand potential climate change effects on fish populations in riverine ecosystems, climate conditions predicted by course-resolution atmosphere-ocean global climate models must first be translated to the regional climate scale. In turn, this regional information is used to force watershed models, which are used to force river condition models, which impact the population response. A critical challenge in such a multiscale modeling environment is to quantify sources of uncertainty given the highly nonlinear nature of interactions between climate variables and the individual organism. We use a hierarchical modeling approach for accommodating uncertainty in multiscale ecological impact studies. This framework allows for uncertainty due to system models, model parameter settings, and stochastic parameterizations. This approach is a hybrid between physical (deterministic) downscaling and statistical downscaling, recognizing that there is uncertainty in both. We use NARCCAP data to determine confidence the capability of climate models to simulate relevant processes and to quantify regional climate variability within the context of the hierarchical model of uncertainty quantification. By confidence, we mean the ability of the regional climate model to replicate observed mechanisms. We use the NCEP-driven simulations for this analysis. This provides a base from which regional change can be categorized as either a modification of previously observed mechanisms or emergence of new processes. The management implications for these categories of change are significantly different in that procedures to address impacts from existing processes may already be known and need adjustment; whereas, an emergent processes may require new management strategies. The results from hierarchical analysis of uncertainty are used to study the relative change in weights of the endangered Missouri River pallid sturgeon (Scaphirhynchus albus) under a 21st century climate scenario.

Dissecting the multi-scale spatial relationship of earthworm assemblages with soil environmental variability.

PubMed

Jiménez, Juan J; Decaëns, Thibaud; Lavelle, Patrick; Rossi, Jean-Pierre

2014-12-05

Studying the drivers and determinants of species, population and community spatial patterns is central to ecology. The observed structure of community assemblages is the result of deterministic abiotic (environmental constraints) and biotic factors (positive and negative species interactions), as well as stochastic colonization events (historical contingency). We analyzed the role of multi-scale spatial component of soil environmental variability in structuring earthworm assemblages in a gallery forest from the Colombian "Llanos". We aimed to disentangle the spatial scales at which species assemblages are structured and determine whether these scales matched those expressed by soil environmental variables. We also tested the hypothesis of the "single tree effect" by exploring the spatial relationships between root-related variables and soil nutrient and physical variables in structuring earthworm assemblages. Multivariate ordination techniques and spatially explicit tools were used, namely cross-correlograms, Principal Coordinates of Neighbor Matrices (PCNM) and variation partitioning analyses. The relationship between the spatial organization of earthworm assemblages and soil environmental parameters revealed explicitly multi-scale responses. The soil environmental variables that explained nested population structures across the multi-spatial scale gradient differed for earthworms and assemblages at the very-fine- (<10 m) to medium-scale (10-20 m). The root traits were correlated with areas of high soil nutrient contents at a depth of 0-5 cm. Information on the scales of PCNM variables was obtained using variogram modeling. Based on the size of the plot, the PCNM variables were arbitrarily allocated to medium (>30 m), fine (10-20 m) and very fine scales (<10 m). Variation partitioning analysis revealed that the soil environmental variability explained from less than 1% to as much as 48% of the observed earthworm spatial variation. A large proportion of the spatial variation did not depend on the soil environmental variability for certain species. This finding could indicate the influence of contagious biotic interactions, stochastic factors, or unmeasured relevant soil environmental variables.

Growth of nitrogen-doped graphene on copper: Multiscale simulations

NASA Astrophysics Data System (ADS)

Gaillard, P.; Schoenhalz, A. L.; Moskovkin, P.; Lucas, S.; Henrard, L.

2016-02-01

We used multiscale simulations to model the growth of nitrogen-doped graphene on a copper substrate by chemical vapour deposition (CVD). Our simulations are based on ab-initio calculations of energy barriers for surface diffusion, which are complemented by larger scale Kinetic Monte Carlo (KMC) simulations. Our results indicate that the shape of grown doped graphene flakes depends on the temperature and deposition flux they are submitted during the process, but we found no significant effect of nitrogen doping on this shape. However, we show that nitrogen atoms have a preference for pyridine-like sites compared to graphite-like sites, as observed experimentally.

ACCURATE CHEMICAL MASTER EQUATION SOLUTION USING MULTI-FINITE BUFFERS

PubMed Central

Cao, Youfang; Terebus, Anna; Liang, Jie

2016-01-01

The discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multi-scale nature of many networks where reaction rates have large disparity, directly solving dCMEs is intractable due to the exploding size of the state space. It is important to truncate the state space effectively with quantified errors, so accurate solutions can be computed. It is also important to know if all major probabilistic peaks have been computed. Here we introduce the Accurate CME (ACME) algorithm for obtaining direct solutions to dCMEs. With multi-finite buffers for reducing the state space by O(n!), exact steady-state and time-evolving network probability landscapes can be computed. We further describe a theoretical framework of aggregating microstates into a smaller number of macrostates by decomposing a network into independent aggregated birth and death processes, and give an a priori method for rapidly determining steady-state truncation errors. The maximal sizes of the finite buffers for a given error tolerance can also be pre-computed without costly trial solutions of dCMEs. We show exactly computed probability landscapes of three multi-scale networks, namely, a 6-node toggle switch, 11-node phage-lambda epigenetic circuit, and 16-node MAPK cascade network, the latter two with no known solutions. We also show how probabilities of rare events can be computed from first-passage times, another class of unsolved problems challenging for simulation-based techniques due to large separations in time scales. Overall, the ACME method enables accurate and efficient solutions of the dCME for a large class of networks. PMID:27761104

Simulations of Tornadoes, Tropical Cyclones, MJOs, and QBOs, using GFDL's multi-scale global climate modeling system

NASA Astrophysics Data System (ADS)

Lin, Shian-Jiann; Harris, Lucas; Chen, Jan-Huey; Zhao, Ming

2014-05-01

A multi-scale High-Resolution Atmosphere Model (HiRAM) is being developed at NOAA/Geophysical Fluid Dynamics Laboratory. The model's dynamical framework is the non-hydrostatic extension of the vertically Lagrangian finite-volume dynamical core (Lin 2004, Monthly Wea. Rev.) constructed on a stretchable (via Schmidt transformation) cubed-sphere grid. Physical parametrizations originally designed for IPCC-type climate predictions are in the process of being modified and made more "scale-aware", in an effort to make the model suitable for multi-scale weather-climate applications, with horizontal resolution ranging from 1 km (near the target high-resolution region) to as low as 400 km (near the antipodal point). One of the main goals of this development is to enable simulation of high impact weather phenomena (such as tornadoes, thunderstorms, category-5 hurricanes) within an IPCC-class climate modeling system previously thought impossible. We will present preliminary results, covering a very wide spectrum of temporal-spatial scales, ranging from simulation of tornado genesis (hours), Madden-Julian Oscillations (intra-seasonal), topical cyclones (seasonal), to Quasi Biennial Oscillations (intra-decadal), using the same global multi-scale modeling system.

GillesPy: A Python Package for Stochastic Model Building and Simulation.

PubMed

Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

2016-09-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

2017-01-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

Hybrid Modeling of Cell Signaling and Transcriptional Reprogramming and Its Application in C. elegans Development.

PubMed

Fertig, Elana J; Danilova, Ludmila V; Favorov, Alexander V; Ochs, Michael F

2011-01-01

Modeling of signal driven transcriptional reprogramming is critical for understanding of organism development, human disease, and cell biology. Many current modeling techniques discount key features of the biological sub-systems when modeling multiscale, organism-level processes. We present a mechanistic hybrid model, GESSA, which integrates a novel pooled probabilistic Boolean network model of cell signaling and a stochastic simulation of transcription and translation responding to a diffusion model of extracellular signals. We apply the model to simulate the well studied cell fate decision process of the vulval precursor cells (VPCs) in C. elegans, using experimentally derived rate constants wherever possible and shared parameters to avoid overfitting. We demonstrate that GESSA recovers (1) the effects of varying scaffold protein concentration on signal strength, (2) amplification of signals in expression, (3) the relative external ligand concentration in a known geometry, and (4) feedback in biochemical networks. We demonstrate that setting model parameters based on wild-type and LIN-12 loss-of-function mutants in C. elegans leads to correct prediction of a wide variety of mutants including partial penetrance of phenotypes. Moreover, the model is relatively insensitive to parameters, retaining the wild-type phenotype for a wide range of cell signaling rate parameters.

Stochastic models for inferring genetic regulation from microarray gene expression data.

PubMed

Tian, Tianhai

2010-03-01

Microarray expression profiles are inherently noisy and many different sources of variation exist in microarray experiments. It is still a significant challenge to develop stochastic models to realize noise in microarray expression profiles, which has profound influence on the reverse engineering of genetic regulation. Using the target genes of the tumour suppressor gene p53 as the test problem, we developed stochastic differential equation models and established the relationship between the noise strength of stochastic models and parameters of an error model for describing the distribution of the microarray measurements. Numerical results indicate that the simulated variance from stochastic models with a stochastic degradation process can be represented by a monomial in terms of the hybridization intensity and the order of the monomial depends on the type of stochastic process. The developed stochastic models with multiple stochastic processes generated simulations whose variance is consistent with the prediction of the error model. This work also established a general method to develop stochastic models from experimental information. 2009 Elsevier Ireland Ltd. All rights reserved.

A comparative modeling analysis of multiscale temporal variability of rainfall in Australia

NASA Astrophysics Data System (ADS)

Samuel, Jos M.; Sivapalan, Murugesu

2008-07-01

The effects of long-term natural climate variability and human-induced climate change on rainfall variability have become the focus of much concern and recent research efforts. In this paper, we present the results of a comparative analysis of observed multiscale temporal variability of rainfall in the Perth, Newcastle, and Darwin regions of Australia. This empirical and stochastic modeling analysis explores multiscale rainfall variability, i.e., ranging from short to long term, including within-storm patterns, and intra-annual, interannual, and interdecadal variabilities, using data taken from each of these regions. The analyses investigated how storm durations, interstorm periods, and average storm rainfall intensities differ for different climate states and demonstrated significant differences in this regard between the three selected regions. In Perth, the average storm intensity is stronger during La Niña years than during El Niño years, whereas in Newcastle and Darwin storm duration is longer during La Niña years. Increase of either storm duration or average storm intensity is the cause of higher average annual rainfall during La Niña years as compared to El Niño years. On the other hand, within-storm variability does not differ significantly between different ENSO states in all three locations. In the case of long-term rainfall variability, the statistical analyses indicated that in Newcastle the long-term rainfall pattern reflects the variability of the Interdecadal Pacific Oscillation (IPO) index, whereas in Perth and Darwin the long-term variability exhibits a step change in average annual rainfall (up in Darwin and down in Perth) which occurred around 1970. The step changes in Perth and Darwin and the switch in IPO states in Newcastle manifested differently in the three study regions in terms of changes in the annual number of rainy days or the average daily rainfall intensity or both. On the basis of these empirical data analyses, a stochastic rainfall time series model was developed that incorporates the entire range of multiscale variabilities observed in each region, including within-storm, intra-annual, interannual, and interdecadal variability. Such ability to characterize, model, and synthetically generate realistic time series of rainfall intensities is essential for addressing many hydrological problems, including estimation of flood and drought frequencies, pesticide risk assessment, and landslide frequencies.

Hybrid Multiscale Simulation of Hydrologic and Biogeochemical Processes in the River-Groundwater Interaction Zone

NASA Astrophysics Data System (ADS)

Yang, X.; Scheibe, T. D.; Chen, X.; Hammond, G. E.; Song, X.

2015-12-01

The zone in which river water and groundwater mix plays an important role in natural ecosystems as it regulates the mixing of nutrients that control biogeochemical transformations. Subsurface heterogeneity leads to local hotspots of microbial activity that are important to system function yet difficult to resolve computationally. To address this challenge, we are testing a hybrid multiscale approach that couples models at two distinct scales, based on field research at the U. S. Department of Energy's Hanford Site. The region of interest is a 400 x 400 x 20 m macroscale domain that intersects the aquifer and the river and contains a contaminant plume. However, biogeochemical activity is high in a thin zone (mud layer, <1 m thick) immediately adjacent to the river. This microscale domain is highly heterogeneous and requires fine spatial resolution to adequately represent the effects of local mixing on reactions. It is not computationally feasible to resolve the full macroscale domain at the fine resolution needed in the mud layer, and the reaction network needed in the mud layer is much more complex than that needed in the rest of the macroscale domain. Hence, a hybrid multiscale approach is used to efficiently and accurately predict flow and reactive transport at both scales. In our simulations, models at both scales are simulated using the PFLOTRAN code. Multiple microscale simulations in dynamically defined sub-domains (fine resolution, complex reaction network) are executed and coupled with a macroscale simulation over the entire domain (coarse resolution, simpler reaction network). The objectives of the research include: 1) comparing accuracy and computing cost of the hybrid multiscale simulation with a single-scale simulation; 2) identifying hot spots of microbial activity; and 3) defining macroscopic quantities such as fluxes, residence times and effective reaction rates.

Multi-scale gyrokinetic simulation of Alcator C-Mod tokamak discharges

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

Howard, N. T., E-mail: nthoward@psfc.mit.edu; White, A. E.; Greenwald, M.

2014-03-15

Alcator C-Mod tokamak discharges have been studied with nonlinear gyrokinetic simulation simultaneously spanning both ion and electron spatiotemporal scales. These multi-scale simulations utilized the gyrokinetic model implemented by GYRO code [J. Candy and R. E. Waltz, J. Comput. Phys. 186, 545 (2003)] and the approximation of reduced electron mass (μ = (m{sub D}/m{sub e}){sup .5} = 20.0) to qualitatively study a pair of Alcator C-Mod discharges: a low-power discharge, previously demonstrated (using realistic mass, ion-scale simulation) to display an under-prediction of the electron heat flux and a high-power discharge displaying agreement with both ion and electron heat flux channels [N. T. Howard et al.,more » Nucl. Fusion 53, 123011 (2013)]. These multi-scale simulations demonstrate the importance of electron-scale turbulence in the core of conventional tokamak discharges and suggest it is a viable candidate for explaining the observed under-prediction of electron heat flux. In this paper, we investigate the coupling of turbulence at the ion (k{sub θ}ρ{sub s}∼O(1.0)) and electron (k{sub θ}ρ{sub e}∼O(1.0)) scales for experimental plasma conditions both exhibiting strong (high-power) and marginally stable (low-power) low-k (k{sub θ}ρ{sub s} < 1.0) turbulence. It is found that reduced mass simulation of the plasma exhibiting marginally stable low-k turbulence fails to provide even qualitative insight into the turbulence present in the realistic plasma conditions. In contrast, multi-scale simulation of the plasma condition exhibiting strong turbulence provides valuable insight into the coupling of the ion and electron scales.« less

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj

2017-04-01

In climate simulations, the impacts of the subgrid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the subgrid variability in a computationally inexpensive manner. This study shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a nonzero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference Williams PD, Howe NJ, Gregory JM, Smith RS, and Joshi MM (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, 29, 8763-8781. http://dx.doi.org/10.1175/JCLI-D-15-0746.1

Oscillatory regulation of Hes1: Discrete stochastic delay modelling and simulation.

PubMed

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-09-08

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

The interplay of seasonality, the system’s nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

Parallelization of fine-scale computation in Agile Multiscale Modelling Methodology

NASA Astrophysics Data System (ADS)

Macioł, Piotr; Michalik, Kazimierz

2016-10-01

Nowadays, multiscale modelling of material behavior is an extensively developed area. An important obstacle against its wide application is high computational demands. Among others, the parallelization of multiscale computations is a promising solution. Heterogeneous multiscale models are good candidates for parallelization, since communication between sub-models is limited. In this paper, the possibility of parallelization of multiscale models based on Agile Multiscale Methodology framework is discussed. A sequential, FEM based macroscopic model has been combined with concurrently computed fine-scale models, employing a MatCalc thermodynamic simulator. The main issues, being investigated in this work are: (i) the speed-up of multiscale models with special focus on fine-scale computations and (ii) on decreasing the quality of computations enforced by parallel execution. Speed-up has been evaluated on the basis of Amdahl's law equations. The problem of `delay error', rising from the parallel execution of fine scale sub-models, controlled by the sequential macroscopic sub-model is discussed. Some technical aspects of combining third-party commercial modelling software with an in-house multiscale framework and a MPI library are also discussed.

A Computational Cluster for Multiscale Simulations of Ionic Liquids

DTIC Science & Technology

2008-09-16

AND SUBTITLE DURIP: A Computational Cluster for Multiscale Simulations of Ionic Liquids 5a. CONTRACT NUMBER 5b. GRANT NUMBER FA955007-1-0512 5c...AVAILABILITY STATEMENT ZO\\5oc\\\\%1>^ 13. SUPPLEMENTARY NOTES 14. ABSTRACT The focus of this project was to acquire and use computer cluster nodes...by ANSI Std. Z39.18 Adobe Professional 7.0 Comprehensive Final Report: Gregory A. Voth, PI Contract/Grant Title: DURIP: A Computational Cluster for

Hybrid Parallelization of Adaptive MHD-Kinetic Module in Multi-Scale Fluid-Kinetic Simulation Suite

DOE PAGES

Borovikov, Sergey; Heerikhuisen, Jacob; Pogorelov, Nikolai

2013-04-01

The Multi-Scale Fluid-Kinetic Simulation Suite has a computational tool set for solving partially ionized flows. In this paper we focus on recent developments of the kinetic module which solves the Boltzmann equation using the Monte-Carlo method. The module has been recently redesigned to utilize intra-node hybrid parallelization. We describe in detail the redesign process, implementation issues, and modifications made to the code. Finally, we conduct a performance analysis.

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?'

Multiscale Analysis of Structurally-Graded Microstructures Using Molecular Dynamics, Discrete Dislocation Dynamics and Continuum Crystal Plasticity

NASA Technical Reports Server (NTRS)

Saether, Erik; Hochhalter, Jacob D.; Glaessgen, Edward H.; Mishin, Yuri

2014-01-01

A multiscale modeling methodology is developed for structurally-graded material microstructures. Molecular dynamic (MD) simulations are performed at the nanoscale to determine fundamental failure mechanisms and quantify material constitutive parameters. These parameters are used to calibrate material processes at the mesoscale using discrete dislocation dynamics (DD). Different grain boundary interactions with dislocations are analyzed using DD to predict grain-size dependent stress-strain behavior. These relationships are mapped into crystal plasticity (CP) parameters to develop a computationally efficient finite element-based DD/CP model for continuum-level simulations and complete the multiscale analysis by predicting the behavior of macroscopic physical specimens. The present analysis is focused on simulating the behavior of a graded microstructure in which grain sizes are on the order of nanometers in the exterior region and transition to larger, multi-micron size in the interior domain. This microstructural configuration has been shown to offer improved mechanical properties over homogeneous coarse-grained materials by increasing yield stress while maintaining ductility. Various mesoscopic polycrystal models of structurally-graded microstructures are generated, analyzed and used as a benchmark for comparison between multiscale DD/CP model and DD predictions. A final series of simulations utilize the DD/CP analysis method exclusively to study macroscopic models that cannot be analyzed by MD or DD methods alone due to the model size.

Stochastic and deterministic models for agricultural production networks.

PubMed

Bai, P; Banks, H T; Dediu, S; Govan, A Y; Last, M; Lloyd, A L; Nguyen, H K; Olufsen, M S; Rempala, G; Slenning, B D

2007-07-01

An approach to modeling the impact of disturbances in an agricultural production network is presented. A stochastic model and its approximate deterministic model for averages over sample paths of the stochastic system are developed. Simulations, sensitivity and generalized sensitivity analyses are given. Finally, it is shown how diseases may be introduced into the network and corresponding simulations are discussed.

Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence

NASA Astrophysics Data System (ADS)

Li, Jinyang; Shang, Pengjian

2018-07-01

Irreversibility is an important property of time series. In this paper, we propose the higher moments and multiscale Kullback-Leibler divergence to analyze time series irreversibility. The higher moments Kullback-Leibler divergence (HMKLD) can amplify irreversibility and make the irreversibility variation more obvious. Therefore, many time series whose irreversibility is hard to be found are also able to show the variations. We employ simulated data and financial stock data to test and verify this method, and find that HMKLD of stock data is growing in the form of fluctuations. As for multiscale Kullback-Leibler divergence (MKLD), it is very complex in the dynamic system, so that exploring the law of simulation and stock system is difficult. In conventional multiscale entropy method, the coarse-graining process is non-overlapping, however we apply a different coarse-graining process and obtain a surprising discovery. The result shows when the scales are 4 and 5, their entropy is nearly similar, which demonstrates MKLD is efficient to display characteristics of time series irreversibility.

Data fusion of multi-scale representations for structural damage detection

NASA Astrophysics Data System (ADS)

Guo, Tian; Xu, Zili

2018-01-01

Despite extensive researches into structural health monitoring (SHM) in the past decades, there are few methods that can detect multiple slight damage in noisy environments. Here, we introduce a new hybrid method that utilizes multi-scale space theory and data fusion approach for multiple damage detection in beams and plates. A cascade filtering approach provides multi-scale space for noisy mode shapes and filters the fluctuations caused by measurement noise. In multi-scale space, a series of amplification and data fusion algorithms are utilized to search the damage features across all possible scales. We verify the effectiveness of the method by numerical simulation using damaged beams and plates with various types of boundary conditions. Monte Carlo simulations are conducted to illustrate the effectiveness and noise immunity of the proposed method. The applicability is further validated via laboratory cases studies focusing on different damage scenarios. Both results demonstrate that the proposed method has a superior noise tolerant ability, as well as damage sensitivity, without knowing material properties or boundary conditions.

The Time Dependent Propensity Function for Acceleration of Spatial Stochastic Simulation of Reaction-Diffusion Systems

PubMed Central

Wu, Sheng; Li, Hong; Petzold, Linda R.

2015-01-01

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy. PMID:26609185

Length scale effects and multiscale modeling of thermally induced phase transformation kinetics in NiTi SMA

NASA Astrophysics Data System (ADS)

Frantziskonis, George N.; Gur, Sourav

2017-06-01

Thermally induced phase transformation in NiTi shape memory alloys (SMAs) shows strong size and shape, collectively termed length scale effects, at the nano to micrometer scales, and that has important implications for the design and use of devices and structures at such scales. This paper, based on a recently developed multiscale model that utilizes molecular dynamics (MDs) simulations at small scales and MD-verified phase field (PhF) simulations at larger scales, reports results on specific length scale effects, i.e. length scale effects in martensite phase fraction (MPF) evolution, transformation temperatures (martensite and austenite start and finish) and in the thermally cyclic transformation between austenitic and martensitic phase. The multiscale study identifies saturation points for length scale effects and studies, for the first time, the length scale effect on the kinetics (i.e. developed internal strains) in the B19‧ phase during phase transformation. The major part of the work addresses small scale single crystals in specific orientations. However, the multiscale method is used in a unique and novel way to indirectly study length scale and grain size effects on evolution kinetics in polycrystalline NiTi, and to compare the simulation results to experiments. The interplay of the grain size and the length scale effect on the thermally induced MPF evolution is also shown in this present study. Finally, the multiscale coupling results are employed to improve phenomenological material models for NiTi SMA.

Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

NASA Astrophysics Data System (ADS)

Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

2010-09-01

Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

A Multi-Scale Method for Dynamics Simulation in Continuum Solvent Models I: Finite-Difference Algorithm for Navier-Stokes Equation.

PubMed

Xiao, Li; Cai, Qin; Li, Zhilin; Zhao, Hongkai; Luo, Ray

2014-11-25

A multi-scale framework is proposed for more realistic molecular dynamics simulations in continuum solvent models by coupling a molecular mechanics treatment of solute with a fluid mechanics treatment of solvent. This article reports our initial efforts to formulate the physical concepts necessary for coupling the two mechanics and develop a 3D numerical algorithm to simulate the solvent fluid via the Navier-Stokes equation. The numerical algorithm was validated with multiple test cases. The validation shows that the algorithm is effective and stable, with observed accuracy consistent with our design.

Multiscale Aspects of Modeling Gas-Phase Nanoparticle Synthesis

PubMed Central

Buesser, B.; Gröhn, A.J.

2013-01-01

Aerosol reactors are utilized to manufacture nanoparticles in industrially relevant quantities. The development, understanding and scale-up of aerosol reactors can be facilitated with models and computer simulations. This review aims to provide an overview of recent developments of models and simulations and discuss their interconnection in a multiscale approach. A short introduction of the various aerosol reactor types and gas-phase particle dynamics is presented as a background for the later discussion of the models and simulations. Models are presented with decreasing time and length scales in sections on continuum, mesoscale, molecular dynamics and quantum mechanics models. PMID:23729992

Practical Unitary Simulator for Non-Markovian Complex Processes

NASA Astrophysics Data System (ADS)

Binder, Felix C.; Thompson, Jayne; Gu, Mile

2018-06-01

Stochastic processes are as ubiquitous throughout the quantitative sciences as they are notorious for being difficult to simulate and predict. In this Letter, we propose a unitary quantum simulator for discrete-time stochastic processes which requires less internal memory than any classical analogue throughout the simulation. The simulator's internal memory requirements equal those of the best previous quantum models. However, in contrast to previous models, it only requires a (small) finite-dimensional Hilbert space. Moreover, since the simulator operates unitarily throughout, it avoids any unnecessary information loss. We provide a stepwise construction for simulators for a large class of stochastic processes hence directly opening the possibility for experimental implementations with current platforms for quantum computation. The results are illustrated for an example process.

Simulation methods with extended stability for stiff biochemical Kinetics.

PubMed

Rué, Pau; Villà-Freixa, Jordi; Burrage, Kevin

2010-08-11

With increasing computer power, simulating the dynamics of complex systems in chemistry and biology is becoming increasingly routine. The modelling of individual reactions in (bio)chemical systems involves a large number of random events that can be simulated by the stochastic simulation algorithm (SSA). The key quantity is the step size, or waiting time, tau, whose value inversely depends on the size of the propensities of the different channel reactions and which needs to be re-evaluated after every firing event. Such a discrete event simulation may be extremely expensive, in particular for stiff systems where tau can be very short due to the fast kinetics of some of the channel reactions. Several alternative methods have been put forward to increase the integration step size. The so-called tau-leap approach takes a larger step size by allowing all the reactions to fire, from a Poisson or Binomial distribution, within that step. Although the expected value for the different species in the reactive system is maintained with respect to more precise methods, the variance at steady state can suffer from large errors as tau grows. In this paper we extend Poisson tau-leap methods to a general class of Runge-Kutta (RK) tau-leap methods. We show that with the proper selection of the coefficients, the variance of the extended tau-leap can be well-behaved, leading to significantly larger step sizes. The benefit of adapting the extended method to the use of RK frameworks is clear in terms of speed of calculation, as the number of evaluations of the Poisson distribution is still one set per time step, as in the original tau-leap method. The approach paves the way to explore new multiscale methods to simulate (bio)chemical systems.

Stochastic dynamics and non-equilibrium thermodynamics of a bistable chemical system: the Schlögl model revisited.

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.

Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation

PubMed Central

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-01-01

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein. PMID:16965175

Evaluation of the Community Multiscale Air Quality (CMAQ) Model Version 5.2

EPA Science Inventory

The Community Multiscale Air Quality (CMAQ) model is a state-of-the-science air quality model that simulates the emission, transport and fate of numerous air pollutants, including ozone and particulate matter. The Computational Exposure Division (CED) of the U.S. Environmental Pr...

Evaluation of the Community Multi-scale Air Quality Model Version 5.2

EPA Science Inventory

The Community Multiscale Air Quality (CMAQ) model is a state-of-the-science air quality model that simulates the emission, transport and fate of numerous air pollutants, including ozone and particulate matter. The Computational Exposure Division (CED) of the U.S. Environmental Pr...

Evaluation of the Community Multiscale Air Quality model version 5.1

EPA Science Inventory

The Community Multiscale Air Quality model is a state-of-the-science air quality model that simulates the emission, transport and fate of numerous air pollutants, including ozone and particulate matter. The Atmospheric Modeling and Analysis Division (AMAD) of the U.S. Environment...

Variance decomposition in stochastic simulators

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

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance.more » Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.« less

Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

NASA Technical Reports Server (NTRS)

Williams Colin P.

1999-01-01

Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

Using Multi-scale Dynamic Rupture Models to Improve Ground Motion Estimates: ALCF-2 Early Science Program Technical Report

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

Ely, Geoffrey P.

2013-10-31

This project uses dynamic rupture simulations to investigate high-frequency seismic energy generation. The relevant phenomena (frictional breakdown, shear heating, effective normal-stress fluctuations, material damage, etc.) controlling rupture are strongly interacting and span many orders of magnitude in spatial scale, requiring highresolution simulations that couple disparate physical processes (e.g., elastodynamics, thermal weakening, pore-fluid transport, and heat conduction). Compounding the computational challenge, we know that natural faults are not planar, but instead have roughness that can be approximated by power laws potentially leading to large, multiscale fluctuations in normal stress. The capacity to perform 3D rupture simulations that couple these processes willmore » provide guidance for constructing appropriate source models for high-frequency ground motion simulations. The improved rupture models from our multi-scale dynamic rupture simulations will be used to conduct physicsbased (3D waveform modeling-based) probabilistic seismic hazard analysis (PSHA) for California. These calculation will provide numerous important seismic hazard results, including a state-wide extended earthquake rupture forecast with rupture variations for all significant events, a synthetic seismogram catalog for thousands of scenario events and more than 5000 physics-based seismic hazard curves for California.« less

Prediction of Thermal Transport Properties of Materials with Microstructural Complexity

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

Chen, Youping

This project aims at overcoming the major obstacle standing in the way of progress in dynamic multiscale simulation, which is the lack of a concurrent atomistic-continuum method that allows phonons, heat and defects to pass through the atomistic-continuum interface. The research has led to the development of a concurrent atomistic-continuum (CAC) methodology for multiscale simulations of materials microstructural, mechanical and thermal transport behavior. Its efficacy has been tested and demonstrated through simulations of dislocation dynamics and phonon transport coupled with microstructural evolution in a variety of materials and through providing visual evidences of the nature of phonon transport, such asmore » showing the propagation of heat pulses in single and polycrystalline solids is partially ballistic and partially diffusive. In addition to providing understanding on phonon scattering with phase interface and with grain boundaries, the research has contributed a multiscale simulation tool for understanding of the behavior of complex materials and has demonstrated the capability of the tool in simulating the dynamic, in situ experimental studies of nonequilibrium transient transport processes in material samples that are at length scales typically inaccessible by atomistically resolved methods.« less

Multiscale Molecular Dynamics Simulations of Beta-Amyloid Interactions with Neurons

NASA Astrophysics Data System (ADS)

Qiu, Liming; Vaughn, Mark; Cheng, Kelvin

2012-10-01

Early events of human beta-amyloid protein interactions with cholesterol-containing membranes are critical to understanding the pathogenesis of Alzheimer's disease (AD) and to exploring new therapeutic interventions of AD. Atomistic molecular dynamics (AMD) simulations have been extensively used to study the protein-lipid interaction at high atomic resolutions. However, traditional MD simulations are not efficient in sampling the phase space of complex lipid/protein systems with rugged free energy landscapes. Meanwhile, coarse-grained MD (CGD) simulations are efficient in the phase space sampling but suffered from low spatial resolutions and from the fact that the energy landscapes are not identical to those of the AMD. Here, a multiscale approach was employed to simulate the protein-lipid interactions of beta-amyloid upon its release from proteolysis residing in the neuronal membranes. We utilized a forward (AMD to CGD) and reverse (CGD-AMD) strategy to explore new transmembrane and surface protein configuration and evaluate the stabilization mechanisms by measuring the residue-specific protein-lipid or protein conformations. The detailed molecular interactions revealed in this multiscale MD approach will provide new insights into understanding the early molecular events leading to the pathogenesis of AD.

Asymptotic-Preserving methods and multiscale models for plasma physics

NASA Astrophysics Data System (ADS)

Degond, Pierre; Deluzet, Fabrice

2017-05-01

The purpose of the present paper is to provide an overview of Asymptotic-Preserving methods for multiscale plasma simulations by addressing three singular perturbation problems. First, the quasi-neutral limit of fluid and kinetic models is investigated in the framework of non-magnetized as well as magnetized plasmas. Second, the drift limit for fluid descriptions of thermal plasmas under large magnetic fields is addressed. Finally efficient numerical resolutions of anisotropic elliptic or diffusion equations arising in magnetized plasma simulation are reviewed.

Active learning of constitutive relation from mesoscopic dynamics for macroscopic modeling of non-Newtonian flows

NASA Astrophysics Data System (ADS)

Zhao, Lifei; Li, Zhen; Caswell, Bruce; Ouyang, Jie; Karniadakis, George Em

2018-06-01

We simulate complex fluids by means of an on-the-fly coupling of the bulk rheology to the underlying microstructure dynamics. In particular, a continuum model of polymeric fluids is constructed without a pre-specified constitutive relation, but instead it is actively learned from mesoscopic simulations where the dynamics of polymer chains is explicitly computed. To couple the bulk rheology of polymeric fluids and the microscale dynamics of polymer chains, the continuum approach (based on the finite volume method) provides the transient flow field as inputs for the (mesoscopic) dissipative particle dynamics (DPD), and in turn DPD returns an effective constitutive relation to close the continuum equations. In this multiscale modeling procedure, we employ an active learning strategy based on Gaussian process regression (GPR) to minimize the number of expensive DPD simulations, where adaptively selected DPD simulations are performed only as necessary. Numerical experiments are carried out for flow past a circular cylinder of a non-Newtonian fluid, modeled at the mesoscopic level by bead-spring chains. The results show that only five DPD simulations are required to achieve an effective closure of the continuum equations at Reynolds number Re = 10. Furthermore, when Re is increased to 100, only one additional DPD simulation is required for constructing an extended GPR-informed model closure. Compared to traditional message-passing multiscale approaches, applying an active learning scheme to multiscale modeling of non-Newtonian fluids can significantly increase the computational efficiency. Although the method demonstrated here obtains only a local viscosity from the polymer dynamics, it can be extended to other multiscale models of complex fluids whose macro-rheology is unknown.

Data Analysis and Non-local Parametrization Strategies for Organized Atmospheric Convection

NASA Astrophysics Data System (ADS)

Brenowitz, Noah D.

The intrinsically multiscale nature of moist convective processes in the atmosphere complicates scientific understanding, and, as a result, current coarse-resolution climate models poorly represent convective variability in the tropics. This dissertation addresses this problem by 1) studying new cumulus convective closures in a pair of idealized models for tropical moist convection, and 2) developing innovative strategies for analyzing high-resolution numerical simulations of organized convection. The first two chapters of this dissertation revisit a historical controversy about the use of convective closures based on the large-scale wind field or moisture convergence. In the first chapter, a simple coarse resolution stochastic model for convective inhibition is designed which includes the non-local effects of wind-convergence on convective activity. This model is designed to replicate the convective dynamics of a typical coarse-resolution climate prediction model. The non-local convergence coupling is motivated by the phenomena of gregarious convection, whereby mesoscale convective systems emit gravity waves which can promote convection at a distant locations. Linearized analysis and nonlinear simulations show that this convergence coupling allows for increased interaction between cumulus convection and the large-scale circulation, but does not suffer from the deleterious behavior of traditional moisture-convergence closures. In the second chapter, the non-local convergence coupling idea is extended to an idealized stochastic multicloud model. This model allows for stochastic transitions between three distinct cloud types, and non-local convergence coupling is most beneficial when applied to the transition from shallow to deep convection. This is consistent with recent observational and numerical modeling evidence, and there is a growing body of work highlighting the importance of this transition in tropical meteorology. In a series of idealized Walker cell simulations, convergence coupling enhances the persistence of Kelvin wave analogs in dry regions of the domain while leaving the dynamics in moist regions largely unaltered. The final chapter of this dissertation presents a technique for analyzing the variability of a direct numerical simulation of Rayleigh-Benard convection at large aspect ratio, which is a basic prototype of convective organization. High resolution numerical models are an invaluable tool for studying atmospheric dynamics, but modern data analysis techniques struggle with the extreme size of the model outputs and the trivial symmetries of the underlying dynamical systems (e.g. shift-invariance). A new data analysis approach which is invariant to spatial symmetries is derived by combining a quasi-Lagrangian description of the data, time-lagged embedding, and manifold learning techniques. The quasi-Lagrangian description is obtained by a straightforward isothermal binning procedure, which compresses the data in a dynamically-aware fashion. A small number of orthogonal modes returned by this algorithm are able to explain the highly intermittent dynamics of the bulk heat transfer, as quantified by the Nusselt Number.

Evaluation of the Community Multi-scale Air Quality (CMAQ) Model Version 5.1

EPA Science Inventory

The Community Multiscale Air Quality (CMAQ) model is a state-of-the-science air quality model that simulates the emission, transport and fate of numerous air pollutants, including ozone and particulate matter. The Computational Exposure Division (CED) of the U.S. Environmental Pr...

Overview and Evaluation of the Community Multiscale Air Quality Model Version 5.2

EPA Science Inventory

The Community Multiscale Air Quality (CMAQ) model is a state-of-the-science air quality model that simulates the emission, transport and fate of numerous air pollutants, including ozone and particulate matter. The Computational Exposure Division (CED) of the U.S. Environmental Pr...

Evaluation of the Community Multi-scale Air Quality (CMAQ) Model Version 5.2

EPA Science Inventory

The Community Multiscale Air Quality (CMAQ) model is a state-of-the-science air quality model that simulates the emission, transport and fate of numerous air pollutants, including ozone and particulate matter. The Computational Exposure Division (CED) of the U.S. Environmental Pr...

Extending the Community Multiscale Air Quality (CMAQ) Modeling System to Hemispheric Scales: Overview of Process Considerations and Initial Applications

EPA Science Inventory

The Community Multiscale Air Quality (CMAQ) modeling system is extended to simulate ozone, particulate matter, and related precursor distributions throughout the Northern Hemisphere. Modeled processes were examined and enhanced to suitably represent the extended space and timesca...

Forecasting stochastic neural network based on financial empirical mode decomposition.

PubMed

Wang, Jie; Wang, Jun

2017-06-01

In an attempt to improve the forecasting accuracy of stock price fluctuations, a new one-step-ahead model is developed in this paper which combines empirical mode decomposition (EMD) with stochastic time strength neural network (STNN). The EMD is a processing technique introduced to extract all the oscillatory modes embedded in a series, and the STNN model is established for considering the weight of occurrence time of the historical data. The linear regression performs the predictive availability of the proposed model, and the effectiveness of EMD-STNN is revealed clearly through comparing the predicted results with the traditional models. Moreover, a new evaluated method (q-order multiscale complexity invariant distance) is applied to measure the predicted results of real stock index series, and the empirical results show that the proposed model indeed displays a good performance in forecasting stock market fluctuations. Copyright © 2017 Elsevier Ltd. All rights reserved.

A Computational Systems Biology Software Platform for Multiscale Modeling and Simulation: Integrating Whole-Body Physiology, Disease Biology, and Molecular Reaction Networks

PubMed Central

Eissing, Thomas; Kuepfer, Lars; Becker, Corina; Block, Michael; Coboeken, Katrin; Gaub, Thomas; Goerlitz, Linus; Jaeger, Juergen; Loosen, Roland; Ludewig, Bernd; Meyer, Michaela; Niederalt, Christoph; Sevestre, Michael; Siegmund, Hans-Ulrich; Solodenko, Juri; Thelen, Kirstin; Telle, Ulrich; Weiss, Wolfgang; Wendl, Thomas; Willmann, Stefan; Lippert, Joerg

2011-01-01

Today, in silico studies and trial simulations already complement experimental approaches in pharmaceutical R&D and have become indispensable tools for decision making and communication with regulatory agencies. While biology is multiscale by nature, project work, and software tools usually focus on isolated aspects of drug action, such as pharmacokinetics at the organism scale or pharmacodynamic interaction on the molecular level. We present a modeling and simulation software platform consisting of PK-Sim® and MoBi® capable of building and simulating models that integrate across biological scales. A prototypical multiscale model for the progression of a pancreatic tumor and its response to pharmacotherapy is constructed and virtual patients are treated with a prodrug activated by hepatic metabolization. Tumor growth is driven by signal transduction leading to cell cycle transition and proliferation. Free tumor concentrations of the active metabolite inhibit Raf kinase in the signaling cascade and thereby cell cycle progression. In a virtual clinical study, the individual therapeutic outcome of the chemotherapeutic intervention is simulated for a large population with heterogeneous genomic background. Thereby, the platform allows efficient model building and integration of biological knowledge and prior data from all biological scales. Experimental in vitro model systems can be linked with observations in animal experiments and clinical trials. The interplay between patients, diseases, and drugs and topics with high clinical relevance such as the role of pharmacogenomics, drug–drug, or drug–metabolite interactions can be addressed using this mechanistic, insight driven multiscale modeling approach. PMID:21483730

A multiscale method for modeling high-aspect-ratio micro/nano flows

NASA Astrophysics Data System (ADS)

Lockerby, Duncan; Borg, Matthew; Reese, Jason

2012-11-01

In this paper we present a new multiscale scheme for simulating micro/nano flows of high aspect ratio in the flow direction, e.g. within long ducts, tubes, or channels, of varying section. The scheme consists of applying a simple hydrodynamic description over the entire domain, and allocating micro sub-domains in very small ``slices'' of the channel. Every micro element is a molecular dynamics simulation (or other appropriate model, e.g., a direct simulation Monte Carlo method for micro-channel gas flows) over the local height of the channel/tube. The number of micro elements as well as their streamwise position is chosen to resolve the geometrical features of the macro channel. While there is no direct communication between individual micro elements, coupling occurs via an iterative imposition of mass and momentum-flux conservation on the macro scale. The greater the streamwise scale of the geometry, the more significant is the computational speed-up when compared to a full MD simulation. We test our new multiscale method on the case of a converging/diverging nanochannel conveying a simple Lennard-Jones liquid. We validate the results from our simulations by comparing them to a full MD simulation of the same test case. Supported by EPSRC Programme Grant, EP/I011927/1.

Hybrid stochastic simulation of reaction-diffusion systems with slow and fast dynamics.

PubMed

Strehl, Robert; Ilie, Silvana

2015-12-21

In this paper, we present a novel hybrid method to simulate discrete stochastic reaction-diffusion models arising in biochemical signaling pathways. We study moderately stiff systems, for which we can partition each reaction or diffusion channel into either a slow or fast subset, based on its propensity. Numerical approaches missing this distinction are often limited with respect to computational run time or approximation quality. We design an approximate scheme that remedies these pitfalls by using a new blending strategy of the well-established inhomogeneous stochastic simulation algorithm and the tau-leaping simulation method. The advantages of our hybrid simulation algorithm are demonstrated on three benchmarking systems, with special focus on approximation accuracy and efficiency.

Multiscale modeling for SiO2 atomic layer deposition for high-aspect-ratio hole patterns

NASA Astrophysics Data System (ADS)

Miyano, Yumiko; Narasaki, Ryota; Ichikawa, Takashi; Fukumoto, Atsushi; Aiso, Fumiki; Tamaoki, Naoki

2018-06-01

A multiscale simulation model is developed for optimizing the parameters of SiO2 plasma-enhanced atomic layer deposition of high-aspect-ratio hole patterns in three-dimensional (3D) stacked memory. This model takes into account the diffusion of a precursor in a reactor, that in holes, and the adsorption onto the wafer. It is found that the change in the aperture ratio of the holes on the wafer affects the concentration of the precursor near the top of the wafer surface, hence the deposition profile in the hole. The simulation results reproduced well the experimental results of the deposition thickness for the various hole aperture ratios. By this multiscale simulation, we can predict the deposition profile in a high-aspect-ratio hole pattern in 3D stacked memory. The atomic layer deposition parameters for conformal deposition such as precursor feeding time and partial pressure of precursor for wafers with various hole aperture ratios can be estimated.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time.

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time

PubMed Central

Dhar, Amrit

2017-01-01

Abstract Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences. PMID:28177780

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.

Efficient Simulation of Tropical Cyclone Pathways with Stochastic Perturbations

NASA Astrophysics Data System (ADS)

Webber, R.; Plotkin, D. A.; Abbot, D. S.; Weare, J.

2017-12-01

Global Climate Models (GCMs) are known to statistically underpredict intense tropical cyclones (TCs) because they fail to capture the rapid intensification and high wind speeds characteristic of the most destructive TCs. Stochastic parametrization schemes have the potential to improve the accuracy of GCMs. However, current analysis of these schemes through direct sampling is limited by the computational expense of simulating a rare weather event at fine spatial gridding. The present work introduces a stochastically perturbed parametrization tendency (SPPT) scheme to increase simulated intensity of TCs. We adapt the Weighted Ensemble algorithm to simulate the distribution of TCs at a fraction of the computational effort required in direct sampling. We illustrate the efficiency of the SPPT scheme by comparing simulations at different spatial resolutions and stochastic parameter regimes. Stochastic parametrization and rare event sampling strategies have great potential to improve TC prediction and aid understanding of tropical cyclogenesis. Since rising sea surface temperatures are postulated to increase the intensity of TCs, these strategies can also improve predictions about climate change-related weather patterns. The rare event sampling strategies used in the current work are not only a novel tool for studying TCs, but they may also be applied to sampling any range of extreme weather events.

Numerical models for fluid-grains interactions: opportunities and limitations

NASA Astrophysics Data System (ADS)

Esteghamatian, Amir; Rahmani, Mona; Wachs, Anthony

2017-06-01

In the framework of a multi-scale approach, we develop numerical models for suspension flows. At the micro scale level, we perform particle-resolved numerical simulations using a Distributed Lagrange Multiplier/Fictitious Domain approach. At the meso scale level, we use a two-way Euler/Lagrange approach with a Gaussian filtering kernel to model fluid-solid momentum transfer. At both the micro and meso scale levels, particles are individually tracked in a Lagrangian way and all inter-particle collisions are computed by a Discrete Element/Soft-sphere method. The previous numerical models have been extended to handle particles of arbitrary shape (non-spherical, angular and even non-convex) as well as to treat heat and mass transfer. All simulation tools are fully-MPI parallel with standard domain decomposition and run on supercomputers with a satisfactory scalability on up to a few thousands of cores. The main asset of multi scale analysis is the ability to extend our comprehension of the dynamics of suspension flows based on the knowledge acquired from the high-fidelity micro scale simulations and to use that knowledge to improve the meso scale model. We illustrate how we can benefit from this strategy for a fluidized bed, where we introduce a stochastic drag force model derived from micro-scale simulations to recover the proper level of particle fluctuations. Conversely, we discuss the limitations of such modelling tools such as their limited ability to capture lubrication forces and boundary layers in highly inertial flows. We suggest ways to overcome these limitations in order to enhance further the capabilities of the numerical models.

The pseudo-compartment method for coupling partial differential equation and compartment-based models of diffusion.

PubMed

Yates, Christian A; Flegg, Mark B

2015-05-06

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs), which assumes there are sufficient densities of particles that a continuum approximation is valid. However, owing to recent advances in computational power, the simulation and therefore postulation, of computationally intensive individual-based models has become a popular way to investigate the effects of noise in reaction-diffusion systems in which regions of low copy numbers exist. The specific stochastic models with which we shall be concerned in this manuscript are referred to as 'compartment-based' or 'on-lattice'. These models are characterized by a discretization of the computational domain into a grid/lattice of 'compartments'. Within each compartment, particles are assumed to be well mixed and are permitted to react with other particles within their compartment or to transfer between neighbouring compartments. Stochastic models provide accuracy, but at the cost of significant computational resources. For models that have regions of both low and high concentrations, it is often desirable, for reasons of efficiency, to employ coupled multi-scale modelling paradigms. In this work, we develop two hybrid algorithms in which a PDE in one region of the domain is coupled to a compartment-based model in the other. Rather than attempting to balance average fluxes, our algorithms answer a more fundamental question: 'how are individual particles transported between the vastly different model descriptions?' First, we present an algorithm derived by carefully redefining the continuous PDE concentration as a probability distribution. While this first algorithm shows very strong convergence to analytical solutions of test problems, it can be cumbersome to simulate. Our second algorithm is a simplified and more efficient implementation of the first, it is derived in the continuum limit over the PDE region alone. We test our hybrid methods for functionality and accuracy in a variety of different scenarios by comparing the averaged simulations with analytical solutions of PDEs for mean concentrations. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Multiscale structure in eco-evolutionary dynamics

NASA Astrophysics Data System (ADS)

Stacey, Blake C.

In a complex system, the individual components are neither so tightly coupled or correlated that they can all be treated as a single unit, nor so uncorrelated that they can be approximated as independent entities. Instead, patterns of interdependency lead to structure at multiple scales of organization. Evolution excels at producing such complex structures. In turn, the existence of these complex interrelationships within a biological system affects the evolutionary dynamics of that system. I present a mathematical formalism for multiscale structure, grounded in information theory, which makes these intuitions quantitative, and I show how dynamics defined in terms of population genetics or evolutionary game theory can lead to multiscale organization. For complex systems, "more is different," and I address this from several perspectives. Spatial host--consumer models demonstrate the importance of the structures which can arise due to dynamical pattern formation. Evolutionary game theory reveals the novel effects which can result from multiplayer games, nonlinear payoffs and ecological stochasticity. Replicator dynamics in an environment with mesoscale structure relates to generalized conditionalization rules in probability theory. The idea of natural selection "acting at multiple levels" has been mathematized in a variety of ways, not all of which are equivalent. We will face down the confusion, using the experience developed over the course of this thesis to clarify the situation.

Nanosystem self-assembly pathways discovered via all-atom multiscale analysis.

PubMed

Pankavich, Stephen D; Ortoleva, Peter J

2012-07-26

We consider the self-assembly of composite structures from a group of nanocomponents, each consisting of particles within an N-atom system. Self-assembly pathways and rates for nanocomposites are derived via a multiscale analysis of the classical Liouville equation. From a reduced statistical framework, rigorous stochastic equations for population levels of beginning, intermediate, and final aggregates are also derived. It is shown that the definition of an assembly type is a self-consistency criterion that must strike a balance between precision and the need for population levels to be slowly varying relative to the time scale of atomic motion. The deductive multiscale approach is complemented by a qualitative notion of multicomponent association and the ensemble of exact atomic-level configurations consistent with them. In processes such as viral self-assembly from proteins and RNA or DNA, there are many possible intermediates, so that it is usually difficult to predict the most efficient assembly pathway. However, in the current study, rates of assembly of each possible intermediate can be predicted. This avoids the need, as in a phenomenological approach, for recalibration with each new application. The method accounts for the feedback across scales in space and time that is fundamental to nanosystem self-assembly. The theory has applications to bionanostructures, geomaterials, engineered composites, and nanocapsule therapeutic delivery systems.

Multiscale measurement error models for aggregated small area health data.

PubMed

Aregay, Mehreteab; Lawson, Andrew B; Faes, Christel; Kirby, Russell S; Carroll, Rachel; Watjou, Kevin

2016-08-01

Spatial data are often aggregated from a finer (smaller) to a coarser (larger) geographical level. The process of data aggregation induces a scaling effect which smoothes the variation in the data. To address the scaling problem, multiscale models that link the convolution models at different scale levels via the shared random effect have been proposed. One of the main goals in aggregated health data is to investigate the relationship between predictors and an outcome at different geographical levels. In this paper, we extend multiscale models to examine whether a predictor effect at a finer level hold true at a coarser level. To adjust for predictor uncertainty due to aggregation, we applied measurement error models in the framework of multiscale approach. To assess the benefit of using multiscale measurement error models, we compare the performance of multiscale models with and without measurement error in both real and simulated data. We found that ignoring the measurement error in multiscale models underestimates the regression coefficient, while it overestimates the variance of the spatially structured random effect. On the other hand, accounting for the measurement error in multiscale models provides a better model fit and unbiased parameter estimates. © The Author(s) 2016.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

Convergence of methods for coupling of microscopic and mesoscopic reaction-diffusion simulations

NASA Astrophysics Data System (ADS)

Flegg, Mark B.; Hellander, Stefan; Erban, Radek

2015-05-01

In this paper, three multiscale methods for coupling of mesoscopic (compartment-based) and microscopic (molecular-based) stochastic reaction-diffusion simulations are investigated. Two of the three methods that will be discussed in detail have been previously reported in the literature; the two-regime method (TRM) and the compartment-placement method (CPM). The third method that is introduced and analysed in this paper is called the ghost cell method (GCM), since it works by constructing a "ghost cell" in which molecules can disappear and jump into the compartment-based simulation. Presented is a comparison of sources of error. The convergent properties of this error are studied as the time step Δt (for updating the molecular-based part of the model) approaches zero. It is found that the error behaviour depends on another fundamental computational parameter h, the compartment size in the mesoscopic part of the model. Two important limiting cases, which appear in applications, are considered: Δt → 0 and h is fixed; Δt → 0 and h → 0 such that √{ Δt } / h is fixed. The error for previously developed approaches (the TRM and CPM) converges to zero only in the limiting case (ii), but not in case (i). It is shown that the error of the GCM converges in the limiting case (i). Thus the GCM is superior to previous coupling techniques if the mesoscopic description is much coarser than the microscopic part of the model.

Blood Flow: Multi-scale Modeling and Visualization (July 2011)

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

None

2011-01-01

Multi-scale modeling of arterial blood flow can shed light on the interaction between events happening at micro- and meso-scales (i.e., adhesion of red blood cells to the arterial wall, clot formation) and at macro-scales (i.e., change in flow patterns due to the clot). Coupled numerical simulations of such multi-scale flow require state-of-the-art computers and algorithms, along with techniques for multi-scale visualizations. This animation presents early results of two studies used in the development of a multi-scale visualization methodology. The fisrt illustrates a flow of healthy (red) and diseased (blue) blood cells with a Dissipative Particle Dynamics (DPD) method. Each bloodmore » cell is represented by a mesh, small spheres show a sub-set of particles representing the blood plasma, while instantaneous streamlines and slices represent the ensemble average velocity. In the second we investigate the process of thrombus (blood clot) formation, which may be responsible for the rupture of aneurysms, by concentrating on the platelet blood cells, observing as they aggregate on the wall of an aneruysm. Simulation was performed on Kraken at the National Institute for Computational Sciences. Visualization was produced using resources of the Argonne Leadership Computing Facility at Argonne National Laboratory.« less

A Multi-Scale Method for Dynamics Simulation in Continuum Solvent Models I: Finite-Difference Algorithm for Navier-Stokes Equation

PubMed Central

Xiao, Li; Cai, Qin; Li, Zhilin; Zhao, Hongkai; Luo, Ray

2014-01-01

A multi-scale framework is proposed for more realistic molecular dynamics simulations in continuum solvent models by coupling a molecular mechanics treatment of solute with a fluid mechanics treatment of solvent. This article reports our initial efforts to formulate the physical concepts necessary for coupling the two mechanics and develop a 3D numerical algorithm to simulate the solvent fluid via the Navier-Stokes equation. The numerical algorithm was validated with multiple test cases. The validation shows that the algorithm is effective and stable, with observed accuracy consistent with our design. PMID:25404761

Integrative computational models of cardiac arrhythmias -- simulating the structurally realistic heart

PubMed Central

Trayanova, Natalia A; Tice, Brock M

2009-01-01

Simulation of cardiac electrical function, and specifically, simulation aimed at understanding the mechanisms of cardiac rhythm disorders, represents an example of a successful integrative multiscale modeling approach, uncovering emergent behavior at the successive scales in the hierarchy of structural complexity. The goal of this article is to present a review of the integrative multiscale models of realistic ventricular structure used in the quest to understand and treat ventricular arrhythmias. It concludes with the new advances in image-based modeling of the heart and the promise it holds for the development of individualized models of ventricular function in health and disease. PMID:20628585

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Point-source stochastic-method simulations of ground motions for the PEER NGA-East Project

USGS Publications Warehouse

Boore, David

2015-01-01

Ground-motions for the PEER NGA-East project were simulated using a point-source stochastic method. The simulated motions are provided for distances between of 0 and 1200 km, M from 4 to 8, and 25 ground-motion intensity measures: peak ground velocity (PGV), peak ground acceleration (PGA), and 5%-damped pseudoabsolute response spectral acceleration (PSA) for 23 periods ranging from 0.01 s to 10.0 s. Tables of motions are provided for each of six attenuation models. The attenuation-model-dependent stress parameters used in the stochastic-method simulations were derived from inversion of PSA data from eight earthquakes in eastern North America.

A Two-Step Method to Select Major Surge-Producing Extratropical Cyclones from a 10,000-Year Stochastic Catalog

NASA Astrophysics Data System (ADS)

Keshtpoor, M.; Carnacina, I.; Yablonsky, R. M.

2016-12-01

Extratropical cyclones (ETCs) are the primary driver of storm surge events along the UK and northwest mainland Europe coastlines. In an effort to evaluate the storm surge risk in coastal communities in this region, a stochastic catalog is developed by perturbing the historical storm seeds of European ETCs to account for 10,000 years of possible ETCs. Numerical simulation of the storm surge generated by the full 10,000-year stochastic catalog, however, is computationally expensive and may take several months to complete with available computational resources. A new statistical regression model is developed to select the major surge-generating events from the stochastic ETC catalog. This regression model is based on the maximum storm surge, obtained via numerical simulations using a calibrated version of the Delft3D-FM hydrodynamic model with a relatively coarse mesh, of 1750 historical ETC events that occurred over the past 38 years in Europe. These numerically-simulated surge values were regressed to the local sea level pressure and the U and V components of the wind field at the location of 196 tide gauge stations near the UK and northwest mainland Europe coastal areas. The regression model suggests that storm surge values in the area of interest are highly correlated to the U- and V-component of wind speed, as well as the sea level pressure. Based on these correlations, the regression model was then used to select surge-generating storms from the 10,000-year stochastic catalog. Results suggest that roughly 105,000 events out of 480,000 stochastic storms are surge-generating events and need to be considered for numerical simulation using a hydrodynamic model. The selected stochastic storms were then simulated in Delft3D-FM, and the final refinement of the storm population was performed based on return period analysis of the 1750 historical event simulations at each of the 196 tide gauges in preparation for Delft3D-FM fine mesh simulations.

Hybrid stochastic simulations of intracellular reaction-diffusion systems.

PubMed

Kalantzis, Georgios

2009-06-01

With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Dawson, A.; Palmer, T.

2017-12-01

Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

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.

Seafloor identification in sonar imagery via simulations of Helmholtz equations and discrete optimization

NASA Astrophysics Data System (ADS)

Engquist, Björn; Frederick, Christina; Huynh, Quyen; Zhou, Haomin

2017-06-01

We present a multiscale approach for identifying features in ocean beds by solving inverse problems in high frequency seafloor acoustics. The setting is based on Sound Navigation And Ranging (SONAR) imaging used in scientific, commercial, and military applications. The forward model incorporates multiscale simulations, by coupling Helmholtz equations and geometrical optics for a wide range of spatial scales in the seafloor geometry. This allows for detailed recovery of seafloor parameters including material type. Simulated backscattered data is generated using numerical microlocal analysis techniques. In order to lower the computational cost of the large-scale simulations in the inversion process, we take advantage of a pre-computed library of representative acoustic responses from various seafloor parameterizations.

Evaluation of the Community Multiscale Air Quality (CMAQ) modeling system against size-resolved measurements of inorganic particle composition across sites in North America

EPA Science Inventory

This work evaluates particle size-composition distributions simulated by the Community Multiscale Air Quality (CMAQ) model using Micro-Orifice Uniform Deposit Impactor (MOUDI) measurements at 18 sites across North America. Size-resolved measurements of particulate SO₄<...

Models, Databases, and Simulation Tools Needed for the Realization of Integrated Computational Materials Engineering. Proceedings of the Symposium Held at Materials Science and Technology 2010

NASA Technical Reports Server (NTRS)

Arnold, Steven M. (Editor); Wong, Terry T. (Editor)

2011-01-01

Topics covered include: An Annotative Review of Multiscale Modeling and its Application to Scales Inherent in the Field of ICME; and A Multiscale, Nonlinear, Modeling Framework Enabling the Design and Analysis of Composite Materials and Structures.

Multiscale Reactive Molecular Dynamics

DTIC Science & Technology

2012-08-15

biology cannot be described without considering electronic and nuclear-level dynamics and their coupling to slower, cooperative motions of the system ...coupling to slower, cooperative motions of the system . These inherently multiscale problems require computationally efficient and accurate methods to...condensed phase systems with computational efficiency orders of magnitudes greater than currently possible with ab initio simulation methods, thus

Introduction and application of the multiscale coefficient of variation analysis.

PubMed

Abney, Drew H; Kello, Christopher T; Balasubramaniam, Ramesh

2017-10-01

Quantifying how patterns of behavior relate across multiple levels of measurement typically requires long time series for reliable parameter estimation. We describe a novel analysis that estimates patterns of variability across multiple scales of analysis suitable for time series of short duration. The multiscale coefficient of variation (MSCV) measures the distance between local coefficient of variation estimates within particular time windows and the overall coefficient of variation across all time samples. We first describe the MSCV analysis and provide an example analytical protocol with corresponding MATLAB implementation and code. Next, we present a simulation study testing the new analysis using time series generated by ARFIMA models that span white noise, short-term and long-term correlations. The MSCV analysis was observed to be sensitive to specific parameters of ARFIMA models varying in the type of temporal structure and time series length. We then apply the MSCV analysis to short time series of speech phrases and musical themes to show commonalities in multiscale structure. The simulation and application studies provide evidence that the MSCV analysis can discriminate between time series varying in multiscale structure and length.

Numerical methods on European option second order asymptotic expansions for multiscale stochastic volatility

NASA Astrophysics Data System (ADS)

Canhanga, Betuel; Ni, Ying; Rančić, Milica; Malyarenko, Anatoliy; Silvestrov, Sergei

2017-01-01

After Black-Scholes proposed a model for pricing European Options in 1973, Cox, Ross and Rubinstein in 1979, and Heston in 1993, showed that the constant volatility assumption made by Black-Scholes was one of the main reasons for the model to be unable to capture some market details. Instead of constant volatilities, they introduced stochastic volatilities to the asset dynamic modeling. In 2009, Christoffersen empirically showed "why multifactor stochastic volatility models work so well". Four years later, Chiarella and Ziveyi solved the model proposed by Christoffersen. They considered an underlying asset whose price is governed by two factor stochastic volatilities of mean reversion type. Applying Fourier transforms, Laplace transforms and the method of characteristics they presented a semi-analytical formula to compute an approximate price for American options. The huge calculation involved in the Chiarella and Ziveyi approach motivated the authors of this paper in 2014 to investigate another methodology to compute European Option prices on a Christoffersen type model. Using the first and second order asymptotic expansion method we presented a closed form solution for European option, and provided experimental and numerical studies on investigating the accuracy of the approximation formulae given by the first order asymptotic expansion. In the present paper we will perform experimental and numerical studies for the second order asymptotic expansion and compare the obtained results with results presented by Chiarella and Ziveyi.

Tsunami evacuation plans for future megathrust earthquakes in Padang, Indonesia, considering stochastic earthquake scenarios

NASA Astrophysics Data System (ADS)

Muhammad, Ario; Goda, Katsuichiro; Alexander, Nicholas A.; Kongko, Widjo; Muhari, Abdul

2017-12-01

This study develops tsunami evacuation plans in Padang, Indonesia, using a stochastic tsunami simulation method. The stochastic results are based on multiple earthquake scenarios for different magnitudes (Mw 8.5, 8.75, and 9.0) that reflect asperity characteristics of the 1797 historical event in the same region. The generation of the earthquake scenarios involves probabilistic models of earthquake source parameters and stochastic synthesis of earthquake slip distributions. In total, 300 source models are generated to produce comprehensive tsunami evacuation plans in Padang. The tsunami hazard assessment results show that Padang may face significant tsunamis causing the maximum tsunami inundation height and depth of 15 and 10 m, respectively. A comprehensive tsunami evacuation plan - including horizontal evacuation area maps, assessment of temporary shelters considering the impact due to ground shaking and tsunami, and integrated horizontal-vertical evacuation time maps - has been developed based on the stochastic tsunami simulation results. The developed evacuation plans highlight that comprehensive mitigation policies can be produced from the stochastic tsunami simulation for future tsunamigenic events.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

Hybrid stochastic simulation of reaction-diffusion systems with slow and fast dynamics

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

Strehl, Robert; Ilie, Silvana, E-mail: silvana@ryerson.ca

2015-12-21

In this paper, we present a novel hybrid method to simulate discrete stochastic reaction-diffusion models arising in biochemical signaling pathways. We study moderately stiff systems, for which we can partition each reaction or diffusion channel into either a slow or fast subset, based on its propensity. Numerical approaches missing this distinction are often limited with respect to computational run time or approximation quality. We design an approximate scheme that remedies these pitfalls by using a new blending strategy of the well-established inhomogeneous stochastic simulation algorithm and the tau-leaping simulation method. The advantages of our hybrid simulation algorithm are demonstrated onmore » three benchmarking systems, with special focus on approximation accuracy and efficiency.« less

Data-Driven Hierarchical Structure Kernel for Multiscale Part-Based Object Recognition

PubMed Central

Wang, Botao; Xiong, Hongkai; Jiang, Xiaoqian; Zheng, Yuan F.

2017-01-01

Detecting generic object categories in images and videos are a fundamental issue in computer vision. However, it faces the challenges from inter and intraclass diversity, as well as distortions caused by viewpoints, poses, deformations, and so on. To solve object variations, this paper constructs a structure kernel and proposes a multiscale part-based model incorporating the discriminative power of kernels. The structure kernel would measure the resemblance of part-based objects in three aspects: 1) the global similarity term to measure the resemblance of the global visual appearance of relevant objects; 2) the part similarity term to measure the resemblance of the visual appearance of distinctive parts; and 3) the spatial similarity term to measure the resemblance of the spatial layout of parts. In essence, the deformation of parts in the structure kernel is penalized in a multiscale space with respect to horizontal displacement, vertical displacement, and scale difference. Part similarities are combined with different weights, which are optimized efficiently to maximize the intraclass similarities and minimize the interclass similarities by the normalized stochastic gradient ascent algorithm. In addition, the parameters of the structure kernel are learned during the training process with regard to the distribution of the data in a more discriminative way. With flexible part sizes on scale and displacement, it can be more robust to the intraclass variations, poses, and viewpoints. Theoretical analysis and experimental evaluations demonstrate that the proposed multiscale part-based representation model with structure kernel exhibits accurate and robust performance, and outperforms state-of-the-art object classification approaches. PMID:24808345

A Telescopic Binary Learning Machine for Training Neural Networks.

PubMed

Brunato, Mauro; Battiti, Roberto

2017-03-01

This paper proposes a new algorithm based on multiscale stochastic local search with binary representation for training neural networks [binary learning machine (BLM)]. We study the effects of neighborhood evaluation strategies, the effect of the number of bits per weight and that of the maximum weight range used for mapping binary strings to real values. Following this preliminary investigation, we propose a telescopic multiscale version of local search, where the number of bits is increased in an adaptive manner, leading to a faster search and to local minima of better quality. An analysis related to adapting the number of bits in a dynamic way is presented. The control on the number of bits, which happens in a natural manner in the proposed method, is effective to increase the generalization performance. The learning dynamics are discussed and validated on a highly nonlinear artificial problem and on real-world tasks in many application domains; BLM is finally applied to a problem requiring either feedforward or recurrent architectures for feedback control.

Multiscaling for systems with a broad continuum of characteristic lengths and times: Structural transitions in nanocomposites.

PubMed

Pankavich, S; Ortoleva, P

2010-06-01

The multiscale approach to N-body systems is generalized to address the broad continuum of long time and length scales associated with collective behaviors. A technique is developed based on the concept of an uncountable set of time variables and of order parameters (OPs) specifying major features of the system. We adopt this perspective as a natural extension of the commonly used discrete set of time scales and OPs which is practical when only a few, widely separated scales exist. The existence of a gap in the spectrum of time scales for such a system (under quasiequilibrium conditions) is used to introduce a continuous scaling and perform a multiscale analysis of the Liouville equation. A functional-differential Smoluchowski equation is derived for the stochastic dynamics of the continuum of Fourier component OPs. A continuum of spatially nonlocal Langevin equations for the OPs is also derived. The theory is demonstrated via the analysis of structural transitions in a composite material, as occurs for viral capsids and molecular circuits.

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

Accurate chemical master equation solution using multi-finite buffers

DOE PAGES

Cao, Youfang; Terebus, Anna; Liang, Jie

2016-06-29

Here, the discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multiscale nature of many networks where reaction rates have a large disparity, directly solving dCMEs is intractable due to the exploding size of the state space. It is important to truncate the state space effectively with quantified errors, so accurate solutions can be computed. It is also important to know if all major probabilistic peaks have been computed. Here we introduce the accurate CME (ACME) algorithm for obtaining direct solutions to dCMEs. With multifinite buffers for reducing the state spacemore » by $O(n!)$, exact steady-state and time-evolving network probability landscapes can be computed. We further describe a theoretical framework of aggregating microstates into a smaller number of macrostates by decomposing a network into independent aggregated birth and death processes and give an a priori method for rapidly determining steady-state truncation errors. The maximal sizes of the finite buffers for a given error tolerance can also be precomputed without costly trial solutions of dCMEs. We show exactly computed probability landscapes of three multiscale networks, namely, a 6-node toggle switch, 11-node phage-lambda epigenetic circuit, and 16-node MAPK cascade network, the latter two with no known solutions. We also show how probabilities of rare events can be computed from first-passage times, another class of unsolved problems challenging for simulation-based techniques due to large separations in time scales. Overall, the ACME method enables accurate and efficient solutions of the dCME for a large class of networks.« less

Accurate chemical master equation solution using multi-finite buffers

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

Cao, Youfang; Terebus, Anna; Liang, Jie

Here, the discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multiscale nature of many networks where reaction rates have a large disparity, directly solving dCMEs is intractable due to the exploding size of the state space. It is important to truncate the state space effectively with quantified errors, so accurate solutions can be computed. It is also important to know if all major probabilistic peaks have been computed. Here we introduce the accurate CME (ACME) algorithm for obtaining direct solutions to dCMEs. With multifinite buffers for reducing the state spacemore » by $O(n!)$, exact steady-state and time-evolving network probability landscapes can be computed. We further describe a theoretical framework of aggregating microstates into a smaller number of macrostates by decomposing a network into independent aggregated birth and death processes and give an a priori method for rapidly determining steady-state truncation errors. The maximal sizes of the finite buffers for a given error tolerance can also be precomputed without costly trial solutions of dCMEs. We show exactly computed probability landscapes of three multiscale networks, namely, a 6-node toggle switch, 11-node phage-lambda epigenetic circuit, and 16-node MAPK cascade network, the latter two with no known solutions. We also show how probabilities of rare events can be computed from first-passage times, another class of unsolved problems challenging for simulation-based techniques due to large separations in time scales. Overall, the ACME method enables accurate and efficient solutions of the dCME for a large class of networks.« less

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and smallmore » in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.« less

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

Multiscale Modeling of Ceramic Matrix Composites

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Mital, Subodh K.; Pineda, Evan J.; Arnold, Steven M.

2015-01-01

Results of multiscale modeling simulations of the nonlinear response of SiC/SiC ceramic matrix composites are reported, wherein the microstructure of the ceramic matrix is captured. This micro scale architecture, which contains free Si material as well as the SiC ceramic, is responsible for residual stresses that play an important role in the subsequent thermo-mechanical behavior of the SiC/SiC composite. Using the novel Multiscale Generalized Method of Cells recursive micromechanics theory, the microstructure of the matrix, as well as the microstructure of the composite (fiber and matrix) can be captured.

A Multi-scale Modeling System with Unified Physics to Study Precipitation Processes

NASA Astrophysics Data System (ADS)

Tao, W. K.

2017-12-01

In recent years, exponentially increasing computer power has extended Cloud Resolving Model (CRM) integrations from hours to months, the number of computational grid points from less than a thousand to close to ten million. Three-dimensional models are now more prevalent. Much attention is devoted to precipitating cloud systems where the crucial 1-km scales are resolved in horizontal domains as large as 10,000 km in two-dimensions, and 1,000 x 1,000 km2 in three-dimensions. Cloud resolving models now provide statistical information useful for developing more realistic physically based parameterizations for climate models and numerical weather prediction models. It is also expected that NWP and mesoscale model can be run in grid size similar to cloud resolving model through nesting technique. Recently, a multi-scale modeling system with unified physics was developed at NASA Goddard. It consists of (1) a cloud-resolving model (Goddard Cumulus Ensemble model, GCE model), (2) a regional scale model (a NASA unified weather research and forecast, WRF), and (3) a coupled CRM and global model (Goddard Multi-scale Modeling Framework, MMF). The same microphysical processes, long and short wave radiative transfer and land processes and the explicit cloud-radiation, and cloud-land surface interactive processes are applied in this multi-scale modeling system. This modeling system has been coupled with a multi-satellite simulator to use NASA high-resolution satellite data to identify the strengths and weaknesses of cloud and precipitation processes simulated by the model. In this talk, a review of developments and applications of the multi-scale modeling system will be presented. In particular, the results from using multi-scale modeling system to study the precipitation, processes and their sensitivity on model resolution and microphysics schemes will be presented. Also how to use of the multi-satellite simulator to improve precipitation processes will be discussed.

Using Multi-Scale Modeling Systems and Satellite Data to Study the Precipitation Processes

NASA Technical Reports Server (NTRS)

Tao, Wei-Kuo; Chern, J.; Lamg, S.; Matsui, T.; Shen, B.; Zeng, X.; Shi, R.

2011-01-01

In recent years, exponentially increasing computer power has extended Cloud Resolving Model (CRM) integrations from hours to months, the number of computational grid points from less than a thousand to close to ten million. Three-dimensional models are now more prevalent. Much attention is devoted to precipitating cloud systems where the crucial 1-km scales are resolved in horizontal domains as large as 10,000 km in two-dimensions, and 1,000 x 1,000 km2 in three-dimensions. Cloud resolving models now provide statistical information useful for developing more realistic physically based parameterizations for climate models and numerical weather prediction models. It is also expected that NWP and mesoscale model can be run in grid size similar to cloud resolving model through nesting technique. Recently, a multi-scale modeling system with unified physics was developed at NASA Goddard. It consists of (l) a cloud-resolving model (Goddard Cumulus Ensemble model, GCE model), (2) a regional scale model (a NASA unified weather research and forecast, WRF), (3) a coupled CRM and global model (Goddard Multi-scale Modeling Framework, MMF), and (4) a land modeling system. The same microphysical processes, long and short wave radiative transfer and land processes and the explicit cloud-radiation, and cloud-land surface interactive processes are applied in this multi-scale modeling system. This modeling system has been coupled with a multi-satellite simulator to use NASA high-resolution satellite data to identify the strengths and weaknesses of cloud and precipitation processes simulated by the model. In this talk, the recent developments and applications of the multi-scale modeling system will be presented. In particular, the results from using multi-scale modeling system to study the precipitating systems and hurricanes/typhoons will be presented. The high-resolution spatial and temporal visualization will be utilized to show the evolution of precipitation processes. Also how to use of the multi-satellite simulator tqimproy precipitation processes will be discussed.

Using Multi-Scale Modeling Systems and Satellite Data to Study the Precipitation Processes

NASA Technical Reports Server (NTRS)

Tao, Wei--Kuo; Chern, J.; Lamg, S.; Matsui, T.; Shen, B.; Zeng, X.; Shi, R.

2010-01-01

In recent years, exponentially increasing computer power extended Cloud Resolving Model (CRM) integrations from hours to months, the number of computational grid points from less than a thousand to close to ten million. Three-dimensional models are now more prevalent. Much attention is devoted to precipitating cloud systems where the crucial 1-km scales are resolved in horizontal domains as large as 10,000 km in two-dimensions, and 1,000 x 1,000 sq km in three-dimensions. Cloud resolving models now provide statistical information useful for developing more realistic physically based parameterizations for climate models and numerical weather prediction models. It is also expected that NWP and mesoscale models can be run in grid size similar to cloud resolving models through nesting technique. Recently, a multi-scale modeling system with unified physics was developed at NASA Goddard. It consists of (1) a cloud-resolving model (Goddard Cumulus Ensemble model, GCE model). (2) a regional scale model (a NASA unified weather research and forecast, W8F). (3) a coupled CRM and global model (Goddard Multi-scale Modeling Framework, MMF), and (4) a land modeling system. The same microphysical processes, long and short wave radiative transfer and land processes and the explicit cloud-radiation and cloud-land surface interactive processes are applied in this multi-scale modeling system. This modeling system has been coupled with a multi-satellite simulator to use NASA high-resolution satellite data to identify the strengths and weaknesses of cloud and precipitation processes simulated by the model. In this talk, a review of developments and applications of the multi-scale modeling system will be presented. In particular, the results from using multi-scale modeling systems to study the interactions between clouds, precipitation, and aerosols will be presented. Also how to use the multi-satellite simulator to improve precipitation processes will be discussed.

Using Multi-Scale Modeling Systems to Study the Precipitation Processes

NASA Technical Reports Server (NTRS)

Tao, Wei-Kuo

2010-01-01

In recent years, exponentially increasing computer power has extended Cloud Resolving Model (CRM) integrations from hours to months, the number of computational grid points from less than a thousand to close to ten million. Three-dimensional models are now more prevalent. Much attention is devoted to precipitating cloud systems where the crucial 1-km scales are resolved in horizontal domains as large as 10,000 km in two-dimensions, and 1,000 x 1,000 km2 in three-dimensions. Cloud resolving models now provide statistical information useful for developing more realistic physically based parameterizations for climate models and numerical weather prediction models. It is also expected that NWP and mesoscale model can be run in grid size similar to cloud resolving model through nesting technique. Recently, a multi-scale modeling system with unified physics was developed at NASA Goddard. It consists of (1) a cloud-resolving model (Goddard Cumulus Ensemble model, GCE model), (2) a regional scale model (a NASA unified weather research and forecast, WRF), (3) a coupled CRM and global model (Goddard Multi-scale Modeling Framework, MMF), and (4) a land modeling system. The same microphysical processes, long and short wave radiative transfer and land processes and the explicit cloud-radiation, and cloud-land surface interactive processes are applied in this multi-scale modeling system. This modeling system has been coupled with a multi-satellite simulator to use NASA high-resolution satellite data to identify the strengths and weaknesses of cloud and precipitation processes simulated by the model. In this talk, a review of developments and applications of the multi-scale modeling system will be presented. In particular, the results from using multi-scale modeling system to study the interactions between clouds, precipitation, and aerosols will be presented. Also how to use of the multi-satellite simulator to improve precipitation processes will be discussed.

A multiscale quantum mechanics/electromagnetics method for device simulations.

PubMed

Yam, ChiYung; Meng, Lingyi; Zhang, Yu; Chen, GuanHua

2015-04-07

Multiscale modeling has become a popular tool for research applying to different areas including materials science, microelectronics, biology, chemistry, etc. In this tutorial review, we describe a newly developed multiscale computational method, incorporating quantum mechanics into electronic device modeling with the electromagnetic environment included through classical electrodynamics. In the quantum mechanics/electromagnetics (QM/EM) method, the regions of the system where active electron scattering processes take place are treated quantum mechanically, while the surroundings are described by Maxwell's equations and a semiclassical drift-diffusion model. The QM model and the EM model are solved, respectively, in different regions of the system in a self-consistent manner. Potential distributions and current densities at the interface between QM and EM regions are employed as the boundary conditions for the quantum mechanical and electromagnetic simulations, respectively. The method is illustrated in the simulation of several realistic systems. In the case of junctionless field-effect transistors, transfer characteristics are obtained and a good agreement between experiments and simulations is achieved. Optical properties of a tandem photovoltaic cell are studied and the simulations demonstrate that multiple QM regions are coupled through the classical EM model. Finally, the study of a carbon nanotube-based molecular device shows the accuracy and efficiency of the QM/EM method.

Components for Atomistic-to-Continuum Multiscale Modeling of Flow in Micro- and Nanofluidic Systems

DOE PAGES

Adalsteinsson, Helgi; Debusschere, Bert J.; Long, Kevin R.; ...

2008-01-01

Micro- and nanofluidics pose a series of significant challenges for science-based modeling. Key among those are the wide separation of length- and timescales between interface phenomena and bulk flow and the spatially heterogeneous solution properties near solid-liquid interfaces. It is not uncommon for characteristic scales in these systems to span nine orders of magnitude from the atomic motions in particle dynamics up to evolution of mass transport at the macroscale level, making explicit particle models intractable for all but the simplest systems. Recently, atomistic-to-continuum (A2C) multiscale simulations have gained a lot of interest as an approach to rigorously handle particle-levelmore » dynamics while also tracking evolution of large-scale macroscale behavior. While these methods are clearly not applicable to all classes of simulations, they are finding traction in systems in which tight-binding, and physically important, dynamics at system interfaces have complex effects on the slower-evolving large-scale evolution of the surrounding medium. These conditions allow decomposition of the simulation into discrete domains, either spatially or temporally. In this paper, we describe how features of domain decomposed simulation systems can be harnessed to yield flexible and efficient software for multiscale simulations of electric field-driven micro- and nanofluidics.« less

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

Design of a framework for modeling, integration and simulation of physiological models.

PubMed

Erson, E Zeynep; Cavuşoğlu, M Cenk

2012-09-01

Multiscale modeling and integration of physiological models carry challenges due to the complex nature of physiological processes. High coupling within and among scales present a significant challenge in constructing and integrating multiscale physiological models. In order to deal with such challenges in a systematic way, there is a significant need for an information technology framework together with related analytical and computational tools that will facilitate integration of models and simulations of complex biological systems. Physiological Model Simulation, Integration and Modeling Framework (Phy-SIM) is an information technology framework providing the tools to facilitate development, integration and simulation of integrated models of human physiology. Phy-SIM brings software level solutions to the challenges raised by the complex nature of physiological systems. The aim of Phy-SIM, and this paper is to lay some foundation with the new approaches such as information flow and modular representation of the physiological models. The ultimate goal is to enhance the development of both the models and the integration approaches of multiscale physiological processes and thus this paper focuses on the design approaches that would achieve such a goal. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

Multiscale Cancer Modeling

PubMed Central

Macklin, Paul; Cristini, Vittorio

2013-01-01

Simulating cancer behavior across multiple biological scales in space and time, i.e., multiscale cancer modeling, is increasingly being recognized as a powerful tool to refine hypotheses, focus experiments, and enable more accurate predictions. A growing number of examples illustrate the value of this approach in providing quantitative insight on the initiation, progression, and treatment of cancer. In this review, we introduce the most recent and important multiscale cancer modeling works that have successfully established a mechanistic link between different biological scales. Biophysical, biochemical, and biomechanical factors are considered in these models. We also discuss innovative, cutting-edge modeling methods that are moving predictive multiscale cancer modeling toward clinical application. Furthermore, because the development of multiscale cancer models requires a new level of collaboration among scientists from a variety of fields such as biology, medicine, physics, mathematics, engineering, and computer science, an innovative Web-based infrastructure is needed to support this growing community. PMID:21529163

Goal-oriented robot navigation learning using a multi-scale space representation.

PubMed

Llofriu, M; Tejera, G; Contreras, M; Pelc, T; Fellous, J M; Weitzenfeld, A

2015-12-01

There has been extensive research in recent years on the multi-scale nature of hippocampal place cells and entorhinal grid cells encoding which led to many speculations on their role in spatial cognition. In this paper we focus on the multi-scale nature of place cells and how they contribute to faster learning during goal-oriented navigation when compared to a spatial cognition system composed of single scale place cells. The task consists of a circular arena with a fixed goal location, in which a robot is trained to find the shortest path to the goal after a number of learning trials. Synaptic connections are modified using a reinforcement learning paradigm adapted to the place cells multi-scale architecture. The model is evaluated in both simulation and physical robots. We find that larger scale and combined multi-scale representations favor goal-oriented navigation task learning. Copyright © 2015 Elsevier Ltd. All rights reserved.

Multiscale modelling in immunology: a review.

PubMed

Cappuccio, Antonio; Tieri, Paolo; Castiglione, Filippo

2016-05-01

One of the greatest challenges in biomedicine is to get a unified view of observations made from the molecular up to the organism scale. Towards this goal, multiscale models have been highly instrumental in contexts such as the cardiovascular field, angiogenesis, neurosciences and tumour biology. More recently, such models are becoming an increasingly important resource to address immunological questions as well. Systematic mining of the literature in multiscale modelling led us to identify three main fields of immunological applications: host-virus interactions, inflammatory diseases and their treatment and development of multiscale simulation platforms for immunological research and for educational purposes. Here, we review the current developments in these directions, which illustrate that multiscale models can consistently integrate immunological data generated at several scales, and can be used to describe and optimize therapeutic treatments of complex immune diseases. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

A Goddard Multi-Scale Modeling System with Unified Physics

NASA Technical Reports Server (NTRS)

Tao, W.K.; Anderson, D.; Atlas, R.; Chern, J.; Houser, P.; Hou, A.; Lang, S.; Lau, W.; Peters-Lidard, C.; Kakar, R.;

Fast and Precise Emulation of Stochastic Biochemical Reaction Networks With Amplified Thermal Noise in Silicon Chips.

PubMed

Kim, Jaewook; Woo, Sung Sik; Sarpeshkar, Rahul

2018-04-01

The analysis and simulation of complex interacting biochemical reaction pathways in cells is important in all of systems biology and medicine. Yet, the dynamics of even a modest number of noisy or stochastic coupled biochemical reactions is extremely time consuming to simulate. In large part, this is because of the expensive cost of random number and Poisson process generation and the presence of stiff, coupled, nonlinear differential equations. Here, we demonstrate that we can amplify inherent thermal noise in chips to emulate randomness physically, thus alleviating these costs significantly. Concurrently, molecular flux in thermodynamic biochemical reactions maps to thermodynamic electronic current in a transistor such that stiff nonlinear biochemical differential equations are emulated exactly in compact, digitally programmable, highly parallel analog "cytomorphic" transistor circuits. For even small-scale systems involving just 80 stochastic reactions, our 0.35-μm BiCMOS chips yield a 311× speedup in the simulation time of Gillespie's stochastic algorithm over COPASI, a fast biochemical-reaction software simulator that is widely used in computational biology; they yield a 15 500× speedup over equivalent MATLAB stochastic simulations. The chip emulation results are consistent with these software simulations over a large range of signal-to-noise ratios. Most importantly, our physical emulation of Poisson chemical dynamics does not involve any inherently sequential processes and updates such that, unlike prior exact simulation approaches, they are parallelizable, asynchronous, and enable even more speedup for larger-size networks.

Gryphon: A Hybrid Agent-Based Modeling and Simulation Platform for Infectious Diseases

NASA Astrophysics Data System (ADS)

Yu, Bin; Wang, Jijun; McGowan, Michael; Vaidyanathan, Ganesh; Younger, Kristofer

In this paper we present Gryphon, a hybrid agent-based stochastic modeling and simulation platform developed for characterizing the geographic spread of infectious diseases and the effects of interventions. We study both local and non-local transmission dynamics of stochastic simulations based on the published parameters and data for SARS. The results suggest that the expected numbers of infections and the timeline of control strategies predicted by our stochastic model are in reasonably good agreement with previous studies. These preliminary results indicate that Gryphon is able to characterize other future infectious diseases and identify endangered regions in advance.

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

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.

Conceptual Issues in Quantifying Unusualness and Conceiving Stochastic Experiments: Insights from Students' Experiences in Designing Sampling Simulations

ERIC Educational Resources Information Center

Saldanha, Luis

2016-01-01

This article reports on a classroom teaching experiment that engaged a group of high school students in designing sampling simulations within a computer microworld. The simulation-design activities aimed to foster students' abilities to conceive of contextual situations as stochastic experiments, and to engage them with the logic of hypothesis…

Spatially explicit and stochastic simulation of forest landscape fire disturbance and succession

Treesearch

Hong S. He; David J. Mladenoff

1999-01-01

Understanding disturbance and recovery of forest landscapes is a challenge because of complex interactions over a range of temporal and spatial scales. Landscape simulation models offer an approach to studying such systems at broad scales. Fire can be simulated spatially using mechanistic or stochastic approaches. We describe the fire module in a spatially explicit,...

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

Arabagi, Veaceslav; Behkam, Bahareh; Cheung, Eugene; Sitti, Metin

2011-06-01

This work proposes a stochastic dynamic model of bacteria propelled spherical microbeads as potential swimming microrobotic bodies. Small numbers of S. marcescens bacteria are attached with their bodies to surfaces of spherical microbeads. Average-behavior stochastic models that are normally adopted when studying such biological systems are generally not effective for cases in which a small number of agents are interacting in a complex manner, hence a stochastic model is proposed to simulate the behavior of 8-41 bacteria assembled on a curved surface. Flexibility of the flagellar hook is studied via comparing simulated and experimental results for scenarios of increasing bead size and the number of attached bacteria on a bead. Although requiring more experimental data to yield an exact, certain flagellar hook stiffness value, the examined results favor a stiffer flagella. The stochastic model is intended to be used as a design and simulation tool for future potential targeted drug delivery and disease diagnosis applications of bacteria propelled microrobots.

A Multi-Resolution Assessment of the Community Multiscale Air Quality (CMAQ) Model v4.7 Wet Deposition Estimates for 2002 - 2006

EPA Science Inventory

This paper examines the operational performance of the Community Multiscale Air Quality (CMAQ) model simulations for 2002 - 2006 using both 36-km and 12-km horizontal grid spacing, with a primary focus on the performance of the CMAQ model in predicting wet deposition of sulfate (...

Multiscale Modeling of Grain-Boundary Fracture: Cohesive Zone Models Parameterized From Atomistic Simulations

NASA Technical Reports Server (NTRS)

Glaessgen, Edward H.; Saether, Erik; Phillips, Dawn R.; Yamakov, Vesselin

2006-01-01

A multiscale modeling strategy is developed to study grain boundary fracture in polycrystalline aluminum. Atomistic simulation is used to model fundamental nanoscale deformation and fracture mechanisms and to develop a constitutive relationship for separation along a grain boundary interface. The nanoscale constitutive relationship is then parameterized within a cohesive zone model to represent variations in grain boundary properties. These variations arise from the presence of vacancies, intersticies, and other defects in addition to deviations in grain boundary angle from the baseline configuration considered in the molecular dynamics simulation. The parameterized cohesive zone models are then used to model grain boundaries within finite element analyses of aluminum polycrystals.

Dislocation dynamics: simulation of plastic flow of bcc metals

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

Lassila, D H

This is the final report for the LDRD strategic initiative entitled ''Dislocation Dynamic: Simulation of Plastic Flow of bcc Metals'' (tracking code: 00-SI-011). This report is comprised of 6 individual sections. The first is an executive summary of the project and describes the overall project goal, which is to establish an experimentally validated 3D dislocation dynamics simulation. This first section also gives some information of LLNL's multi-scale modeling efforts associated with the plasticity of bcc metals, and the role of this LDRD project in the multiscale modeling program. The last five sections of this report are journal articles that weremore » produced during the course of the FY-2000 efforts.« less

Criticality and turbulence in a resistive magnetohydrodynamic current sheet

NASA Astrophysics Data System (ADS)

Klimas, Alexander J.; Uritsky, Vadim M.

2017-02-01

Scaling properties of a two-dimensional (2d) plasma physical current-sheet simulation model involving a full set of magnetohydrodynamic (MHD) equations with current-dependent resistivity are investigated. The current sheet supports a spatial magnetic field reversal that is forced through loading of magnetic flux containing plasma at boundaries of the simulation domain. A balance is reached between loading and annihilation of the magnetic flux through reconnection at the current sheet; the transport of magnetic flux from boundaries to current sheet is realized in the form of spatiotemporal avalanches exhibiting power-law statistics of lifetimes and sizes. We identify this dynamics as self-organized criticality (SOC) by verifying an extended set of scaling laws related to both global and local properties of the current sheet (critical susceptibility, finite-size scaling of probability distributions, geometric exponents). The critical exponents obtained from this analysis suggest that the model operates in a slowly driven SOC state similar to the mean-field state of the directed stochastic sandpile model. We also investigate multiscale correlations in the velocity field and find them numerically indistinguishable from certain intermittent turbulence (IT) theories. The results provide clues on physical conditions for SOC behavior in a broad class of plasma systems with propagating instabilities, and suggest that SOC and IT may coexist in driven current sheets which occur ubiquitously in astrophysical and space plasmas.

Ion transport in complex layered graphene-based membranes with tuneable interlayer spacing.

PubMed

Cheng, Chi; Jiang, Gengping; Garvey, Christopher J; Wang, Yuanyuan; Simon, George P; Liu, Jefferson Z; Li, Dan

2016-02-01

Investigation of the transport properties of ions confined in nanoporous carbon is generally difficult because of the stochastic nature and distribution of multiscale complex and imperfect pore structures within the bulk material. We demonstrate a combined approach of experiment and simulation to describe the structure of complex layered graphene-based membranes, which allows their use as a unique porous platform to gain unprecedented insights into nanoconfined transport phenomena across the entire sub-10-nm scales. By correlation of experimental results with simulation of concentration-driven ion diffusion through the cascading layered graphene structure with sub-10-nm tuneable interlayer spacing, we are able to construct a robust, representative structural model that allows the establishment of a quantitative relationship among the nanoconfined ion transport properties in relation to the complex nanoporous structure of the layered membrane. This correlation reveals the remarkable effect of the structural imperfections of the membranes on ion transport and particularly the scaling behaviors of both diffusive and electrokinetic ion transport in graphene-based cascading nanochannels as a function of channel size from 10 nm down to subnanometer. Our analysis shows that the range of ion transport effects previously observed in simple one-dimensional nanofluidic systems will translate themselves into bulk, complex nanoslit porous systems in a very different manner, and the complex cascading porous circuities can enable new transport phenomena that are unattainable in simple fluidic systems.

Criticality and turbulence in a resistive magnetohydrodynamic current sheet.

PubMed

Klimas, Alexander J; Uritsky, Vadim M

2017-02-01

Scaling properties of a two-dimensional (2d) plasma physical current-sheet simulation model involving a full set of magnetohydrodynamic (MHD) equations with current-dependent resistivity are investigated. The current sheet supports a spatial magnetic field reversal that is forced through loading of magnetic flux containing plasma at boundaries of the simulation domain. A balance is reached between loading and annihilation of the magnetic flux through reconnection at the current sheet; the transport of magnetic flux from boundaries to current sheet is realized in the form of spatiotemporal avalanches exhibiting power-law statistics of lifetimes and sizes. We identify this dynamics as self-organized criticality (SOC) by verifying an extended set of scaling laws related to both global and local properties of the current sheet (critical susceptibility, finite-size scaling of probability distributions, geometric exponents). The critical exponents obtained from this analysis suggest that the model operates in a slowly driven SOC state similar to the mean-field state of the directed stochastic sandpile model. We also investigate multiscale correlations in the velocity field and find them numerically indistinguishable from certain intermittent turbulence (IT) theories. The results provide clues on physical conditions for SOC behavior in a broad class of plasma systems with propagating instabilities, and suggest that SOC and IT may coexist in driven current sheets which occur ubiquitously in astrophysical and space plasmas.

A Reduced Form Model for Ozone Based on Two Decades of ...

EPA Pesticide Factsheets

A Reduced Form Model (RFM) is a mathematical relationship between the inputs and outputs of an air quality model, permitting estimation of additional modeling without costly new regional-scale simulations. A 21-year Community Multiscale Air Quality (CMAQ) simulation for the continental United States provided the basis for the RFM developed in this study. Predictors included the principal component scores (PCS) of emissions and meteorological variables, while the predictand was the monthly mean of daily maximum 8-hour CMAQ ozone for the ozone season at each model grid. The PCS form an orthogonal basis for RFM inputs. A few PCS incorporate most of the variability of emissions and meteorology, thereby reducing the dimensionality of the source-receptor problem. Stochastic kriging was used to estimate the model. The RFM was used to separate the effects of emissions and meteorology on ozone concentrations. by running the RFM with emissions constant (ozone dependent on meteorology), or constant meteorology (ozone dependent on emissions). Years with ozone-conducive meteorology were identified, and meteorological variables best explaining meteorology-dependent ozone were identified. Meteorology accounted for 19% to 55% of ozone variability in the eastern US, and 39% to 92% in the western US. Temporal trends estimated for original CMAQ ozone data and emission-dependent ozone were mostly negative, but the confidence intervals for emission-dependent ozone are much

Ion transport in complex layered graphene-based membranes with tuneable interlayer spacing

PubMed Central

Cheng, Chi; Jiang, Gengping; Garvey, Christopher J.; Wang, Yuanyuan; Simon, George P.; Liu, Jefferson Z.; Li, Dan

2016-01-01

Investigation of the transport properties of ions confined in nanoporous carbon is generally difficult because of the stochastic nature and distribution of multiscale complex and imperfect pore structures within the bulk material. We demonstrate a combined approach of experiment and simulation to describe the structure of complex layered graphene-based membranes, which allows their use as a unique porous platform to gain unprecedented insights into nanoconfined transport phenomena across the entire sub–10-nm scales. By correlation of experimental results with simulation of concentration-driven ion diffusion through the cascading layered graphene structure with sub–10-nm tuneable interlayer spacing, we are able to construct a robust, representative structural model that allows the establishment of a quantitative relationship among the nanoconfined ion transport properties in relation to the complex nanoporous structure of the layered membrane. This correlation reveals the remarkable effect of the structural imperfections of the membranes on ion transport and particularly the scaling behaviors of both diffusive and electrokinetic ion transport in graphene-based cascading nanochannels as a function of channel size from 10 nm down to subnanometer. Our analysis shows that the range of ion transport effects previously observed in simple one-dimensional nanofluidic systems will translate themselves into bulk, complex nanoslit porous systems in a very different manner, and the complex cascading porous circuities can enable new transport phenomena that are unattainable in simple fluidic systems. PMID:26933689

Hybrid multiscale modeling and prediction of cancer cell behavior

PubMed Central

Habibi, Jafar

2017-01-01

Background Understanding cancer development crossing several spatial-temporal scales is of great practical significance to better understand and treat cancers. It is difficult to tackle this challenge with pure biological means. Moreover, hybrid modeling techniques have been proposed that combine the advantages of the continuum and the discrete methods to model multiscale problems. Methods In light of these problems, we have proposed a new hybrid vascular model to facilitate the multiscale modeling and simulation of cancer development with respect to the agent-based, cellular automata and machine learning methods. The purpose of this simulation is to create a dataset that can be used for prediction of cell phenotypes. By using a proposed Q-learning based on SVR-NSGA-II method, the cells have the capability to predict their phenotypes autonomously that is, to act on its own without external direction in response to situations it encounters. Results Computational simulations of the model were performed in order to analyze its performance. The most striking feature of our results is that each cell can select its phenotype at each time step according to its condition. We provide evidence that the prediction of cell phenotypes is reliable. Conclusion Our proposed model, which we term a hybrid multiscale modeling of cancer cell behavior, has the potential to combine the best features of both continuum and discrete models. The in silico results indicate that the 3D model can represent key features of cancer growth, angiogenesis, and its related micro-environment and show that the findings are in good agreement with biological tumor behavior. To the best of our knowledge, this paper is the first hybrid vascular multiscale modeling of cancer cell behavior that has the capability to predict cell phenotypes individually by a self-generated dataset. PMID:28846712

Hybrid multiscale modeling and prediction of cancer cell behavior.

PubMed

Zangooei, Mohammad Hossein; Habibi, Jafar

2017-01-01

Understanding cancer development crossing several spatial-temporal scales is of great practical significance to better understand and treat cancers. It is difficult to tackle this challenge with pure biological means. Moreover, hybrid modeling techniques have been proposed that combine the advantages of the continuum and the discrete methods to model multiscale problems. In light of these problems, we have proposed a new hybrid vascular model to facilitate the multiscale modeling and simulation of cancer development with respect to the agent-based, cellular automata and machine learning methods. The purpose of this simulation is to create a dataset that can be used for prediction of cell phenotypes. By using a proposed Q-learning based on SVR-NSGA-II method, the cells have the capability to predict their phenotypes autonomously that is, to act on its own without external direction in response to situations it encounters. Computational simulations of the model were performed in order to analyze its performance. The most striking feature of our results is that each cell can select its phenotype at each time step according to its condition. We provide evidence that the prediction of cell phenotypes is reliable. Our proposed model, which we term a hybrid multiscale modeling of cancer cell behavior, has the potential to combine the best features of both continuum and discrete models. The in silico results indicate that the 3D model can represent key features of cancer growth, angiogenesis, and its related micro-environment and show that the findings are in good agreement with biological tumor behavior. To the best of our knowledge, this paper is the first hybrid vascular multiscale modeling of cancer cell behavior that has the capability to predict cell phenotypes individually by a self-generated dataset.

Optimal Multi-scale Demand-side Management for Continuous Power-Intensive Processes

NASA Astrophysics Data System (ADS)

Mitra, Sumit

With the advent of deregulation in electricity markets and an increasing share of intermittent power generation sources, the profitability of industrial consumers that operate power-intensive processes has become directly linked to the variability in energy prices. Thus, for industrial consumers that are able to adjust to the fluctuations, time-sensitive electricity prices (as part of so-called Demand-Side Management (DSM) in the smart grid) offer potential economical incentives. In this thesis, we introduce optimization models and decomposition strategies for the multi-scale Demand-Side Management of continuous power-intensive processes. On an operational level, we derive a mode formulation for scheduling under time-sensitive electricity prices. The formulation is applied to air separation plants and cement plants to minimize the operating cost. We also describe how a mode formulation can be used for industrial combined heat and power plants that are co-located at integrated chemical sites to increase operating profit by adjusting their steam and electricity production according to their inherent flexibility. Furthermore, a robust optimization formulation is developed to address the uncertainty in electricity prices by accounting for correlations and multiple ranges in the realization of the random variables. On a strategic level, we introduce a multi-scale model that provides an understanding of the value of flexibility of the current plant configuration and the value of additional flexibility in terms of retrofits for Demand-Side Management under product demand uncertainty. The integration of multiple time scales leads to large-scale two-stage stochastic programming problems, for which we need to apply decomposition strategies in order to obtain a good solution within a reasonable amount of time. Hence, we describe two decomposition schemes that can be applied to solve two-stage stochastic programming problems: First, a hybrid bi-level decomposition scheme with novel Lagrangean-type and subset-type cuts to strengthen the relaxation. Second, an enhanced cross-decomposition scheme that integrates Benders decomposition and Lagrangean decomposition on a scenario basis. To demonstrate the effectiveness of our developed methodology, we provide several industrial case studies throughout the thesis.

Simulated shift work in rats perturbs multiscale regulation of locomotor activity

PubMed Central

Hsieh, Wan-Hsin; Escobar, Carolina; Yugay, Tatiana; Lo, Men-Tzung; Pittman-Polletta, Benjamin; Salgado-Delgado, Roberto; Scheer, Frank A. J. L.; Shea, Steven A.; Buijs, Ruud M.; Hu, Kun

2014-01-01

Motor activity possesses a multiscale regulation that is characterized by fractal activity fluctuations with similar structure across a wide range of timescales spanning minutes to hours. Fractal activity patterns are disturbed in animals after ablating the master circadian pacemaker (suprachiasmatic nucleus, SCN) and in humans with SCN dysfunction as occurs with aging and in dementia, suggesting the crucial role of the circadian system in the multiscale activity regulation. We hypothesized that the normal synchronization between behavioural cycles and the SCN-generated circadian rhythms is required for multiscale activity regulation. To test the hypothesis, we studied activity fluctuations of rats in a simulated shift work protocol that was designed to force animals to be active during the habitual resting phase of the circadian/daily cycle. We found that these animals had gradually decreased mean activity level and reduced 24-h activity rhythm amplitude, indicating disturbed circadian and behavioural cycles. Moreover, these animals had disrupted fractal activity patterns as characterized by more random activity fluctuations at multiple timescales from 4 to 12 h. Intriguingly, these activity disturbances exacerbated when the shift work schedule lasted longer and persisted even in the normal days (without forced activity) following the shift work. The disrupted circadian and fractal patterns resemble those of SCN-lesioned animals and of human patients with dementia, suggesting a detrimental impact of shift work on multiscale activity regulation. PMID:24829282

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

Simulation of atmospheric oxidation capacity in Houston, Texas

EPA Science Inventory

Air quality model simulations are performed and evaluated for Houston using the Community Multiscale Air Quality (CMAQ) model. The simulations use two different emissions estimates: the EPA 2005 National Emissions Inventory (NEI) and the Texas Commission on Environmental Quality ...

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

The application of stochastic modelling for learning the behaviour of a multibody dynamics (MBD) models is investigated. Post-processing data from a simulation run are used to train the stochastic model that estimates the relationship between model inputs (suspension relative displacement and velocity) and the output (sum of suspension forces). The stochastic model can be used to reduce the computational burden of the MBD model by replacing a computationally expensive subsystem in the model (suspension subsystem). With minor changes, the stochastic modelling technique is able to learn the behaviour of a physical system and integrate its behaviour within MBD models. The technique is highly advantageous for MBD models where real-time simulations are necessary, or with models that have a large number of repeated substructures, e.g. modelling a train with a large number of railcars. The fact that the training data are acquired prior to the development of the stochastic model discards the conventional sampling plan strategies like Latin Hypercube sampling plans where simulations are performed using the inputs dictated by the sampling plan. Since the sampling plan greatly influences the overall accuracy and efficiency of the stochastic predictions, a sampling plan suitable for the process is developed where the most space-filling subset of the acquired data with ? number of sample points that best describes the dynamic behaviour of the system under study is selected as the training data.

Multiscale modelling and nonlinear simulation of vascular tumour growth

PubMed Central

Macklin, Paul; Anderson, Alexander R. A.; Chaplain, Mark A. J.; Cristini, Vittorio

2011-01-01

In this article, we present a new multiscale mathematical model for solid tumour growth which couples an improved model of tumour invasion with a model of tumour-induced angiogenesis. We perform nonlinear simulations of the multi-scale model that demonstrate the importance of the coupling between the development and remodeling of the vascular network, the blood flow through the network and the tumour progression. Consistent with clinical observations, the hydrostatic stress generated by tumour cell proliferation shuts down large portions of the vascular network dramatically affecting the flow, the subsequent network remodeling, the delivery of nutrients to the tumour and the subsequent tumour progression. In addition, extracellular matrix degradation by tumour cells is seen to have a dramatic affect on both the development of the vascular network and the growth response of the tumour. In particular, the newly developing vessels tend to encapsulate, rather than penetrate, the tumour and are thus less effective in delivering nutrients. PMID:18781303

Hybrid methods for simulating hydrodynamics and heat transfer in multiscale (1D-3D) models

NASA Astrophysics Data System (ADS)

Filimonov, S. A.; Mikhienkova, E. I.; Dekterev, A. A.; Boykov, D. V.

2017-09-01

The work is devoted to application of different-scale models in the simulation of hydrodynamics and heat transfer of large and/or complex systems, which can be considered as a combination of extended and “compact” elements. The model consisting of simultaneously existing three-dimensional and network (one-dimensional) elements is called multiscale. The paper examines the relevance of building such models and considers three main options for their implementation: the spatial and the network parts of the model are calculated separately; spatial and network parts are calculated simultaneously (hydraulically unified model); network elements “penetrate” the spatial part and are connected through the integral characteristics at the tube/channel walls (hydraulically disconnected model). Each proposed method is analyzed in terms of advantages and disadvantages. The paper presents a number of practical examples demonstrating the application of multiscale models.

Scalable free energy calculation of proteins via multiscale essential sampling

NASA Astrophysics Data System (ADS)

Moritsugu, Kei; Terada, Tohru; Kidera, Akinori

2010-12-01

A multiscale simulation method, "multiscale essential sampling (MSES)," is proposed for calculating free energy surface of proteins in a sizable dimensional space with good scalability. In MSES, the configurational sampling of a full-dimensional model is enhanced by coupling with the accelerated dynamics of the essential degrees of freedom. Applying the Hamiltonian exchange method to MSES can remove the biasing potential from the coupling term, deriving the free energy surface of the essential degrees of freedom. The form of the coupling term ensures good scalability in the Hamiltonian exchange. As a test application, the free energy surface of the folding process of a miniprotein, chignolin, was calculated in the continuum solvent model. Results agreed with the free energy surface derived from the multicanonical simulation. Significantly improved scalability with the MSES method was clearly shown in the free energy calculation of chignolin in explicit solvent, which was achieved without increasing the number of replicas in the Hamiltonian exchange.

Materials integrity in microsystems: a framework for a petascale predictive-science-based multiscale modeling and simulation system

NASA Astrophysics Data System (ADS)

To, Albert C.; Liu, Wing Kam; Olson, Gregory B.; Belytschko, Ted; Chen, Wei; Shephard, Mark S.; Chung, Yip-Wah; Ghanem, Roger; Voorhees, Peter W.; Seidman, David N.; Wolverton, Chris; Chen, J. S.; Moran, Brian; Freeman, Arthur J.; Tian, Rong; Luo, Xiaojuan; Lautenschlager, Eric; Challoner, A. Dorian

2008-09-01

Microsystems have become an integral part of our lives and can be found in homeland security, medical science, aerospace applications and beyond. Many critical microsystem applications are in harsh environments, in which long-term reliability needs to be guaranteed and repair is not feasible. For example, gyroscope microsystems on satellites need to function for over 20 years under severe radiation, thermal cycling, and shock loading. Hence a predictive-science-based, verified and validated computational models and algorithms to predict the performance and materials integrity of microsystems in these situations is needed. Confidence in these predictions is improved by quantifying uncertainties and approximation errors. With no full system testing and limited sub-system testings, petascale computing is certainly necessary to span both time and space scales and to reduce the uncertainty in the prediction of long-term reliability. This paper presents the necessary steps to develop predictive-science-based multiscale modeling and simulation system. The development of this system will be focused on the prediction of the long-term performance of a gyroscope microsystem. The environmental effects to be considered include radiation, thermo-mechanical cycling and shock. Since there will be many material performance issues, attention is restricted to creep resulting from thermal aging and radiation-enhanced mass diffusion, material instability due to radiation and thermo-mechanical cycling and damage and fracture due to shock. To meet these challenges, we aim to develop an integrated multiscale software analysis system that spans the length scales from the atomistic scale to the scale of the device. The proposed software system will include molecular mechanics, phase field evolution, micromechanics and continuum mechanics software, and the state-of-the-art model identification strategies where atomistic properties are calibrated by quantum calculations. We aim to predict the long-term (in excess of 20 years) integrity of the resonator, electrode base, multilayer metallic bonding pads, and vacuum seals in a prescribed mission. Although multiscale simulations are efficient in the sense that they focus the most computationally intensive models and methods on only the portions of the space time domain needed, the execution of the multiscale simulations associated with evaluating materials and device integrity for aerospace microsystems will require the application of petascale computing. A component-based software strategy will be used in the development of our massively parallel multiscale simulation system. This approach will allow us to take full advantage of existing single scale modeling components. An extensive, pervasive thrust in the software system development is verification, validation, and uncertainty quantification (UQ). Each component and the integrated software system need to be carefully verified. An UQ methodology that determines the quality of predictive information available from experimental measurements and packages the information in a form suitable for UQ at various scales needs to be developed. Experiments to validate the model at the nanoscale, microscale, and macroscale are proposed. The development of a petascale predictive-science-based multiscale modeling and simulation system will advance the field of predictive multiscale science so that it can be used to reliably analyze problems of unprecedented complexity, where limited testing resources can be adequately replaced by petascale computational power, advanced verification, validation, and UQ methodologies.

A Multiscale Model for the Quasi-Static Thermo-Plastic Behavior of Highly Cross-Linked Glassy Polymers

DOE PAGES

Vu-Bac, N.; Bessa, M. A.; Rabczuk, Timon; ...

2015-09-10

In this paper, we present experimentally validated molecular dynamics predictions of the quasi- static yield and post-yield behavior for a highly cross-linked epoxy polymer under gen- eral stress states and for different temperatures. In addition, a hierarchical multiscale model is presented where the nano-scale simulations obtained from molecular dynamics were homogenized to a continuum thermoplastic constitutive model for the epoxy that can be used to describe the macroscopic behavior of the material. Three major conclusions were achieved: (1) the yield surfaces generated from the nano-scale model for different temperatures agree well with the paraboloid yield crite- rion, supporting previous macroscopicmore » experimental observations; (2) rescaling of the entire yield surfaces to the quasi-static case is possible by considering Argon’s theoretical predictions for pure compression of the polymer at absolute zero temperature; (3) nano- scale simulations can be used for an experimentally-free calibration of macroscopic con- tinuum models, opening new avenues for the design of materials and structures through multi-scale simulations that provide structure-property-performance relationships.« less

A Perspective on Coupled Multiscale Simulation and Validation in Nuclear Materials

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

M. P. Short; D. Gaston; C. R. Stanek

2014-01-01

The field of nuclear materials encompasses numerous opportunities to address and ultimately solve longstanding industrial problems by improving the fundamental understanding of materials through the integration of experiments with multiscale modeling and high-performance simulation. A particularly noteworthy example is an ongoing study of axial power distortions in a nuclear reactor induced by corrosion deposits, known as CRUD (Chalk River unidentified deposits). We describe how progress is being made toward achieving scientific advances and technological solutions on two fronts. Specifically, the study of thermal conductivity of CRUD phases has augmented missing data as well as revealed new mechanisms. Additionally, the developmentmore » of a multiscale simulation framework shows potential for the validation of a new capability to predict the power distribution of a reactor, in effect direct evidence of technological impact. The material- and system-level challenges identified in the study of CRUD are similar to other well-known vexing problems in nuclear materials, such as irradiation accelerated corrosion, stress corrosion cracking, and void swelling; they all involve connecting materials science fundamentals at the atomistic- and mesoscales to technology challenges at the macroscale.« less

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

An efficient hybrid method for stochastic reaction-diffusion biochemical systems with delay

NASA Astrophysics Data System (ADS)

Sayyidmousavi, Alireza; Ilie, Silvana

2017-12-01

Many chemical reactions, such as gene transcription and translation in living cells, need a certain time to finish once they are initiated. Simulating stochastic models of reaction-diffusion systems with delay can be computationally expensive. In the present paper, a novel hybrid algorithm is proposed to accelerate the stochastic simulation of delayed reaction-diffusion systems. The delayed reactions may be of consuming or non-consuming delay type. The algorithm is designed for moderately stiff systems in which the events can be partitioned into slow and fast subsets according to their propensities. The proposed algorithm is applied to three benchmark problems and the results are compared with those of the delayed Inhomogeneous Stochastic Simulation Algorithm. The numerical results show that the new hybrid algorithm achieves considerable speed-up in the run time and very good accuracy.

Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

USDA-ARS?s Scientific Manuscript database

A dynamic, stochastic, mechanistic simulation model of a dairy business was developed to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm system within a partial budgeting fram...

ASSESSING RESIDENTIAL EXPOSURE USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL

EPA Science Inventory

As part of a workshop sponsored by the Environmental Protection Agency's Office of Research and Development and Office of Pesticide Programs, the Aggregate Stochastic Human Exposure and Dose Simulation (SHEDS) Model was used to assess potential aggregate residential pesticide e...

Stochastic Human Exposure and Dose Simulation for Air Toxics

EPA Science Inventory

The Stochastic Human Exposure and Dose Simulation model for Air Toxics (SHEDS-AirToxics) is a multimedia, multipathway population-based exposure and dose model for air toxics developed by the US EPA's National Exposure Research Laboratory (NERL). SHEDS-AirToxics uses a probabili...

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

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

Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist

PubMed Central

Banerjee, Debjani; Bellesia, Giovanni; Daigle, Bernie J.; Douglas, Geoffrey; Gu, Mengyuan; Gupta, Anand; Hellander, Stefan; Horuk, Chris; Nath, Dibyendu; Takkar, Aviral; Lötstedt, Per; Petzold, Linda R.

2016-01-01

We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources and exchange models via a public model repository. We demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity. PMID:27930676

Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist

DOE PAGES

Drawert, Brian; Hellander, Andreas; Bales, Ben; ...

2016-12-08

We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources andmore » exchange models via a public model repository. We also demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity.« less

Bringing consistency to simulation of population models--Poisson simulation as a bridge between micro and macro simulation.

PubMed

Gustafsson, Leif; Sternad, Mikael

2007-10-01

Population models concern collections of discrete entities such as atoms, cells, humans, animals, etc., where the focus is on the number of entities in a population. Because of the complexity of such models, simulation is usually needed to reproduce their complete dynamic and stochastic behaviour. Two main types of simulation models are used for different purposes, namely micro-simulation models, where each individual is described with its particular attributes and behaviour, and macro-simulation models based on stochastic differential equations, where the population is described in aggregated terms by the number of individuals in different states. Consistency between micro- and macro-models is a crucial but often neglected aspect. This paper demonstrates how the Poisson Simulation technique can be used to produce a population macro-model consistent with the corresponding micro-model. This is accomplished by defining Poisson Simulation in strictly mathematical terms as a series of Poisson processes that generate sequences of Poisson distributions with dynamically varying parameters. The method can be applied to any population model. It provides the unique stochastic and dynamic macro-model consistent with a correct micro-model. The paper also presents a general macro form for stochastic and dynamic population models. In an appendix Poisson Simulation is compared with Markov Simulation showing a number of advantages. Especially aggregation into state variables and aggregation of many events per time-step makes Poisson Simulation orders of magnitude faster than Markov Simulation. Furthermore, you can build and execute much larger and more complicated models with Poisson Simulation than is possible with the Markov approach.

A fast random walk algorithm for computing the pulsed-gradient spin-echo signal in multiscale porous media.

PubMed

Grebenkov, Denis S

2011-02-01

A new method for computing the signal attenuation due to restricted diffusion in a linear magnetic field gradient is proposed. A fast random walk (FRW) algorithm for simulating random trajectories of diffusing spin-bearing particles is combined with gradient encoding. As random moves of a FRW are continuously adapted to local geometrical length scales, the method is efficient for simulating pulsed-gradient spin-echo experiments in hierarchical or multiscale porous media such as concrete, sandstones, sedimentary rocks and, potentially, brain or lungs. Copyright © 2010 Elsevier Inc. All rights reserved.

Sensitivity of the Community Multiscale Air Quality (CMAQ) Model v4.7 Results for the Eastern United States to MM5 and WRF Meteorological Drivers

EPA Science Inventory

This paper presents a comparison of the operational performance of two Community Multiscale Air Quality (CMAQ) model v4.7 simulations that utilize input data from the 5th generation Mesoscale Model MM5 and the Weather Research and Forecasting (WRF) meteorological models.

Multiscale Modeling of Multiphase Fluid Flow

DTIC Science & Technology

2016-08-01

the disparate time and length scales involved in modeling fluid flow and heat transfer. Molecular dynamics simulations were carried out to provide a...fluid dynamics methods were used to investigate the heat transfer process in open-cell micro-foam with phase change material; enhancement of natural...Computational fluid dynamics, Heat transfer, Phase change material in Micro-foam, Molecular Dynamics, Multiphase flow, Multiscale modeling, Natural

Capturing remote mixing due to internal tides using multi-scale modeling tool: SOMAR-LES

NASA Astrophysics Data System (ADS)

Santilli, Edward; Chalamalla, Vamsi; Scotti, Alberto; Sarkar, Sutanu

2016-11-01

Internal tides that are generated during the interaction of an oscillating barotropic tide with the bottom bathymetry dissipate only a fraction of their energy near the generation region. The rest is radiated away in the form of low- high-mode internal tides. These internal tides dissipate energy at remote locations when they interact with the upper ocean pycnocline, continental slope, and large scale eddies. Capturing the wide range of length and time scales involved during the life-cycle of internal tides is computationally very expensive. A recently developed multi-scale modeling tool called SOMAR-LES combines the adaptive grid refinement features of SOMAR with the turbulence modeling features of a Large Eddy Simulation (LES) to capture multi-scale processes at a reduced computational cost. Numerical simulations of internal tide generation at idealized bottom bathymetries are performed to demonstrate this multi-scale modeling technique. Although each of the remote mixing phenomena have been considered independently in previous studies, this work aims to capture remote mixing processes during the life cycle of an internal tide in more realistic settings, by allowing multi-level (coarse and fine) grids to co-exist and exchange information during the time stepping process.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

Combining Coarse-Grained Protein Models with Replica-Exchange All-Atom Molecular Dynamics

PubMed Central

Wabik, Jacek; Kmiecik, Sebastian; Gront, Dominik; Kouza, Maksim; Koliński, Andrzej

2013-01-01

We describe a combination of all-atom simulations with CABS, a well-established coarse-grained protein modeling tool, into a single multiscale protocol. The simulation method has been tested on the C-terminal beta hairpin of protein G, a model system of protein folding. After reconstructing atomistic details, conformations derived from the CABS simulation were subjected to replica-exchange molecular dynamics simulations with OPLS-AA and AMBER99sb force fields in explicit solvent. Such a combination accelerates system convergence several times in comparison with all-atom simulations starting from the extended chain conformation, demonstrated by the analysis of melting curves, the number of native-like conformations as a function of time and secondary structure propagation. The results strongly suggest that the proposed multiscale method could be an efficient and accurate tool for high-resolution studies of protein folding dynamics in larger systems. PMID:23665897

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Integrated multiscale biomaterials experiment and modelling: a perspective

PubMed Central

Buehler, Markus J.; Genin, Guy M.

2016-01-01

Advances in multiscale models and computational power have enabled a broad toolset to predict how molecules, cells, tissues and organs behave and develop. A key theme in biological systems is the emergence of macroscale behaviour from collective behaviours across a range of length and timescales, and a key element of these models is therefore hierarchical simulation. However, this predictive capacity has far outstripped our ability to validate predictions experimentally, particularly when multiple hierarchical levels are involved. The state of the art represents careful integration of multiscale experiment and modelling, and yields not only validation, but also insights into deformation and relaxation mechanisms across scales. We present here a sampling of key results that highlight both challenges and opportunities for integrated multiscale experiment and modelling in biological systems. PMID:28981126

Parallel stochastic simulation of macroscopic calcium currents.

PubMed

González-Vélez, Virginia; González-Vélez, Horacio

2007-06-01

This work introduces MACACO, a macroscopic calcium currents simulator. It provides a parameter-sweep framework which computes macroscopic Ca(2+) currents from the individual aggregation of unitary currents, using a stochastic model for L-type Ca(2+) channels. MACACO uses a simplified 3-state Markov model to simulate the response of each Ca(2+) channel to different voltage inputs to the cell. In order to provide an accurate systematic view for the stochastic nature of the calcium channels, MACACO is composed of an experiment generator, a central simulation engine and a post-processing script component. Due to the computational complexity of the problem and the dimensions of the parameter space, the MACACO simulation engine employs a grid-enabled task farm. Having been designed as a computational biology tool, MACACO heavily borrows from the way cell physiologists conduct and report their experimental work.

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 diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Stochastic Simulation Tool for Aerospace Structural Analysis

NASA Technical Reports Server (NTRS)

Knight, Norman F.; Moore, David F.

2006-01-01

Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

Scale Interactions in the Tropics from a Simple Multi-Cloud Model

NASA Astrophysics Data System (ADS)

Niu, X.; Biello, J. A.

2017-12-01

Our lack of a complete understanding of the interaction between the moisture convection and equatorial waves remains an impediment in the numerical simulation of large-scale organization, such as the Madden-Julian Oscillation (MJO). The aim of this project is to understand interactions across spatial scales in the tropics from a simplified framework for scale interactions while a using a simplified framework to describe the basic features of moist convection. Using multiple asymptotic scales, Biello and Majda[1] derived a multi-scale model of moist tropical dynamics (IMMD[1]), which separates three regimes: the planetary scale climatology, the synoptic scale waves, and the planetary scale anomalies regime. The scales and strength of the observed MJO would categorize it in the regime of planetary scale anomalies - which themselves are forced from non-linear upscale fluxes from the synoptic scales waves. In order to close this model and determine whether it provides a self-consistent theory of the MJO. A model for diabatic heating due to moist convection must be implemented along with the IMMD. The multi-cloud parameterization is a model proposed by Khouider and Majda[2] to describe the three basic cloud types (congestus, deep and stratiform) that are most responsible for tropical diabatic heating. We implement a simplified version of the multi-cloud model that is based on results derived from large eddy simulations of convection [3]. We present this simplified multi-cloud model and show results of numerical experiments beginning with a variety of convective forcing states. Preliminary results on upscale fluxes, from synoptic scales to planetary scale anomalies, will be presented. [1] Biello J A, Majda A J. Intraseasonal multi-scale moist dynamics of the tropical atmosphere[J]. Communications in Mathematical Sciences, 2010, 8(2): 519-540. [2] Khouider B, Majda A J. A simple multicloud parameterization for convectively coupled tropical waves. Part I: Linear analysis[J]. Journal of the atmospheric sciences, 2006, 63(4): 1308-1323. [3] Dorrestijn J, Crommelin D T, Biello J A, et al. A data-driven multi-cloud model for stochastic parametrization of deep convection[J]. Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 2013, 371(1991): 20120374.

Constructing Rigorous and Broad Biosurveillance Networks for Detecting Emerging Zoonotic Outbreaks

PubMed Central

Brown, Mac; Moore, Leslie; McMahon, Benjamin; Powell, Dennis; LaBute, Montiago; Hyman, James M.; Rivas, Ariel; Jankowski, Mark; Berendzen, Joel; Loeppky, Jason; Manore, Carrie; Fair, Jeanne

2015-01-01

Determining optimal surveillance networks for an emerging pathogen is difficult since it is not known beforehand what the characteristics of a pathogen will be or where it will emerge. The resources for surveillance of infectious diseases in animals and wildlife are often limited and mathematical modeling can play a supporting role in examining a wide range of scenarios of pathogen spread. We demonstrate how a hierarchy of mathematical and statistical tools can be used in surveillance planning help guide successful surveillance and mitigation policies for a wide range of zoonotic pathogens. The model forecasts can help clarify the complexities of potential scenarios, and optimize biosurveillance programs for rapidly detecting infectious diseases. Using the highly pathogenic zoonotic H5N1 avian influenza 2006-2007 epidemic in Nigeria as an example, we determined the risk for infection for localized areas in an outbreak and designed biosurveillance stations that are effective for different pathogen strains and a range of possible outbreak locations. We created a general multi-scale, multi-host stochastic SEIR epidemiological network model, with both short and long-range movement, to simulate the spread of an infectious disease through Nigerian human, poultry, backyard duck, and wild bird populations. We chose parameter ranges specific to avian influenza (but not to a particular strain) and used a Latin hypercube sample experimental design to investigate epidemic predictions in a thousand simulations. We ranked the risk of local regions by the number of times they became infected in the ensemble of simulations. These spatial statistics were then complied into a potential risk map of infection. Finally, we validated the results with a known outbreak, using spatial analysis of all the simulation runs to show the progression matched closely with the observed location of the farms infected in the 2006-2007 epidemic. PMID:25946164

AESS: Accelerated Exact Stochastic Simulation

NASA Astrophysics Data System (ADS)

Jenkins, David D.; Peterson, Gregory D.

2011-12-01

The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution method: The Accelerated Exact Stochastic Simulation (AESS) tool provides implementations of a wide variety of popular variations on the Gillespie method. Users can select the specific algorithm considered most appropriate. Comparisons between the methods and with other available implementations indicate that AESS provides the fastest known implementation of Gillespie's method for a variety of test models. Users may wish to execute ensembles of simulations to sweep parameters or to obtain better statistical results, so AESS supports acceleration of ensembles of simulation using parallel processing with MPI, SSE vector units on x86 processors, and/or using NVIDIA GPUs with CUDA.

Reaction-Infiltration Instabilities in Fractured and Porous Rocks

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

Ladd, Anthony

In this project we are developing a multiscale analysis of the evolution of fracture permeability, using numerical simulations and linear stability analysis. Our simulations include fully three-dimensional simulations of the fracture topography, fluid flow, and reactant transport, two-dimensional simulations based on aperture models, and linear stability analysis.

Multiscale Molecular Dynamics Model for Heterogeneous Charged Systems

NASA Astrophysics Data System (ADS)

Stanton, L. G.; Glosli, J. N.; Murillo, M. S.

2018-04-01

Modeling matter across large length scales and timescales using molecular dynamics simulations poses significant challenges. These challenges are typically addressed through the use of precomputed pair potentials that depend on thermodynamic properties like temperature and density; however, many scenarios of interest involve spatiotemporal variations in these properties, and such variations can violate assumptions made in constructing these potentials, thus precluding their use. In particular, when a system is strongly heterogeneous, most of the usual simplifying assumptions (e.g., spherical potentials) do not apply. Here, we present a multiscale approach to orbital-free density functional theory molecular dynamics (OFDFT-MD) simulations that bridges atomic, interionic, and continuum length scales to allow for variations in hydrodynamic quantities in a consistent way. Our multiscale approach enables simulations on the order of micron length scales and 10's of picosecond timescales, which exceeds current OFDFT-MD simulations by many orders of magnitude. This new capability is then used to study the heterogeneous, nonequilibrium dynamics of a heated interface characteristic of an inertial-confinement-fusion capsule containing a plastic ablator near a fuel layer composed of deuterium-tritium ice. At these scales, fundamental assumptions of continuum models are explored; features such as the separation of the momentum fields among the species and strong hydrogen jetting from the plastic into the fuel region are observed, which had previously not been seen in hydrodynamic simulations.

Stochastic representation of fire behavior in a wildland fire protection planning model for California.

Treesearch

J. Keith Gilless; Jeremy S. Fried

1998-01-01

A fire behavior module was developed for the California Fire Economics Simulator version 2 (CFES2), a stochastic simulation model of initial attack on wildland fire used by the California Department of Forestry and Fire Protection. Fire rate of spread (ROS) and fire dispatch level (FDL) for simulated fires "occurring" on the same day are determined by making...

Impact of number of realizations on the suitability of simulated weather data for hydrologic and environmental applications

USDA-ARS?s Scientific Manuscript database

Stochastic weather generators are widely used in hydrological, environmental, and agricultural applications to simulate and forecast weather time series. However, such stochastic processes usually produce random outputs hence the question on how representative the generated data are if obtained fro...

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

PubMed Central

Wang, Jie; Wang, Jun; Fang, Wen; Niu, Hongli

2016-01-01

In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods and taking the model compared with different models such as the backpropagation neural network (BPNN), the stochastic time effective neural network (STNN), and the Elman recurrent neural network (ERNN), the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices. PMID:27293423

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts.

PubMed

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts

NASA Astrophysics Data System (ADS)

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks.

PubMed

Wang, Jie; Wang, Jun; Fang, Wen; Niu, Hongli

2016-01-01

In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods and taking the model compared with different models such as the backpropagation neural network (BPNN), the stochastic time effective neural network (STNN), and the Elman recurrent neural network (ERNN), the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.

Structural and Practical Identifiability Issues of Immuno-Epidemiological Vector-Host Models with Application to Rift Valley Fever.

PubMed

Tuncer, Necibe; Gulbudak, Hayriye; Cannataro, Vincent L; Martcheva, Maia

2016-09-01

In this article, we discuss the structural and practical identifiability of a nested immuno-epidemiological model of arbovirus diseases, where host-vector transmission rate, host recovery, and disease-induced death rates are governed by the within-host immune system. We incorporate the newest ideas and the most up-to-date features of numerical methods to fit multi-scale models to multi-scale data. For an immunological model, we use Rift Valley Fever Virus (RVFV) time-series data obtained from livestock under laboratory experiments, and for an epidemiological model we incorporate a human compartment to the nested model and use the number of human RVFV cases reported by the CDC during the 2006-2007 Kenya outbreak. We show that the immunological model is not structurally identifiable for the measurements of time-series viremia concentrations in the host. Thus, we study the non-dimensionalized and scaled versions of the immunological model and prove that both are structurally globally identifiable. After fixing estimated parameter values for the immunological model derived from the scaled model, we develop a numerical method to fit observable RVFV epidemiological data to the nested model for the remaining parameter values of the multi-scale system. For the given (CDC) data set, Monte Carlo simulations indicate that only three parameters of the epidemiological model are practically identifiable when the immune model parameters are fixed. Alternatively, we fit the multi-scale data to the multi-scale model simultaneously. Monte Carlo simulations for the simultaneous fitting suggest that the parameters of the immunological model and the parameters of the immuno-epidemiological model are practically identifiable. We suggest that analytic approaches for studying the structural identifiability of nested models are a necessity, so that identifiable parameter combinations can be derived to reparameterize the nested model to obtain an identifiable one. This is a crucial step in developing multi-scale models which explain multi-scale data.

Uncertainty Quantification of Non-linear Oscillation Triggering in a Multi-injector Liquid-propellant Rocket Combustion Chamber

NASA Astrophysics Data System (ADS)

Popov, Pavel; Sideris, Athanasios; Sirignano, William

2014-11-01

We examine the non-linear dynamics of the transverse modes of combustion-driven acoustic instability in a liquid-propellant rocket engine. Triggering can occur, whereby small perturbations from mean conditions decay, while larger disturbances grow to a limit-cycle of amplitude that may compare to the mean pressure. For a deterministic perturbation, the system is also deterministic, computed by coupled finite-volume solvers at low computational cost for a single realization. The randomness of the triggering disturbance is captured by treating the injector flow rates, local pressure disturbances, and sudden acceleration of the entire combustion chamber as random variables. The combustor chamber with its many sub-fields resulting from many injector ports may be viewed as a multi-scale complex system wherein the developing acoustic oscillation is the emergent structure. Numerical simulation of the resulting stochastic PDE system is performed using the polynomial chaos expansion method. The overall probability of unstable growth is assessed in different regions of the parameter space. We address, in particular, the seven-injector, rectangular Purdue University experimental combustion chamber. In addition to the novel geometry, new features include disturbances caused by engine acceleration and unsteady thruster nozzle flow.

Pair and triplet approximation of a spatial lattice population model with multiscale dispersal using Markov chains for estimating spatial autocorrelation.

PubMed

Hiebeler, David E; Millett, Nicholas E

2011-06-21

We investigate a spatial lattice model of a population employing dispersal to nearest and second-nearest neighbors, as well as long-distance dispersal across the landscape. The model is studied via stochastic spatial simulations, ordinary pair approximation, and triplet approximation. The latter method, which uses the probabilities of state configurations of contiguous blocks of three sites as its state variables, is demonstrated to be greatly superior to pair approximations for estimating spatial correlation information at various scales. Correlations between pairs of sites separated by arbitrary distances are estimated by constructing spatial Markov processes using the information from both approximations. These correlations demonstrate why pair approximation misses basic qualitative features of the model, such as decreasing population density as a large proportion of offspring are dropped on second-nearest neighbors, and why triplet approximation is able to include them. Analytical and numerical results show that, excluding long-distance dispersal, the initial growth rate of an invading population is maximized and the equilibrium population density is also roughly maximized when the population spreads its offspring evenly over nearest and second-nearest neighboring sites. Copyright © 2011 Elsevier Ltd. All rights reserved.

Microphysics in the Multi-Scale Modeling Systems with Unified Physics

NASA Technical Reports Server (NTRS)

Tao, Wei-Kuo; Chern, J.; Lamg, S.; Matsui, T.; Shen, B.; Zeng, X.; Shi, R.

2011-01-01

In recent years, exponentially increasing computer power has extended Cloud Resolving Model (CRM) integrations from hours to months, the number of computational grid points from less than a thousand to close to ten million. Three-dimensional models are now more prevalent. Much attention is devoted to precipitating cloud systems where the crucial 1-km scales are resolved in horizontal domains as large as 10,000 km in two-dimensions, and 1,000 x 1,000 km2 in three-dimensions. Cloud resolving models now provide statistical information useful for developing more realistic physically based parameterizations for climate models and numerical weather prediction models. It is also expected that NWP and mesoscale model can be run in grid size similar to cloud resolving model through nesting technique. Recently, a multi-scale modeling system with unified physics was developed at NASA Goddard. It consists of (l) a cloud-resolving model (Goddard Cumulus Ensemble model, GCE model), (2) a regional scale model (a NASA unified weather research and forecast, WRF), (3) a coupled CRM and global model (Goddard Multi-scale Modeling Framework, MMF), and (4) a land modeling system. The same microphysical processes, long and short wave radiative transfer and land processes and the explicit cloud-radiation, and cloud-surface interactive processes are applied in this multi-scale modeling system. This modeling system has been coupled with a multi-satellite simulator to use NASA high-resolution satellite data to identify the strengths and weaknesses of cloud and precipitation processes simulated by the model. In this talk, the microphysics developments of the multi-scale modeling system will be presented. In particular, the results from using multi-scale modeling system to study the heavy precipitation processes will be presented.

Digital hardware implementation of a stochastic two-dimensional neuron model.

PubMed

Grassia, F; Kohno, T; Levi, T

2016-11-01

This study explores the feasibility of stochastic neuron simulation in digital systems (FPGA), which realizes an implementation of a two-dimensional neuron model. The stochasticity is added by a source of current noise in the silicon neuron using an Ornstein-Uhlenbeck process. This approach uses digital computation to emulate individual neuron behavior using fixed point arithmetic operation. The neuron model's computations are performed in arithmetic pipelines. It was designed in VHDL language and simulated prior to mapping in the FPGA. The experimental results confirmed the validity of the developed stochastic FPGA implementation, which makes the implementation of the silicon neuron more biologically plausible for future hybrid experiments. Copyright © 2017 Elsevier Ltd. All rights reserved.

Multithreaded Stochastic PDES for Reactions and Diffusions in Neurons.

PubMed

Lin, Zhongwei; Tropper, Carl; Mcdougal, Robert A; Patoary, Mohammand Nazrul Ishlam; Lytton, William W; Yao, Yiping; Hines, Michael L

2017-07-01

Cells exhibit stochastic behavior when the number of molecules is small. Hence a stochastic reaction-diffusion simulator capable of working at scale can provide a more accurate view of molecular dynamics within the cell. This paper describes a parallel discrete event simulator, Neuron Time Warp-Multi Thread (NTW-MT), developed for the simulation of reaction diffusion models of neurons. To the best of our knowledge, this is the first parallel discrete event simulator oriented towards stochastic simulation of chemical reactions in a neuron. The simulator was developed as part of the NEURON project. NTW-MT is optimistic and thread-based, which attempts to capitalize on multi-core architectures used in high performance machines. It makes use of a multi-level queue for the pending event set and a single roll-back message in place of individual anti-messages to disperse contention and decrease the overhead of processing rollbacks. Global Virtual Time is computed asynchronously both within and among processes to get rid of the overhead for synchronizing threads. Memory usage is managed in order to avoid locking and unlocking when allocating and de-allocating memory and to maximize cache locality. We verified our simulator on a calcium buffer model. We examined its performance on a calcium wave model, comparing it to the performance of a process based optimistic simulator and a threaded simulator which uses a single priority queue for each thread. Our multi-threaded simulator is shown to achieve superior performance to these simulators. Finally, we demonstrated the scalability of our simulator on a larger CICR model and a more detailed CICR model.

Multiscale modeling and simulation of brain blood flow

NASA Astrophysics Data System (ADS)

Perdikaris, Paris; Grinberg, Leopold; Karniadakis, George Em

2016-02-01

The aim of this work is to present an overview of recent advances in multi-scale modeling of brain blood flow. In particular, we present some approaches that enable the in silico study of multi-scale and multi-physics phenomena in the cerebral vasculature. We discuss the formulation of continuum and atomistic modeling approaches, present a consistent framework for their concurrent coupling, and list some of the challenges that one needs to overcome in achieving a seamless and scalable integration of heterogeneous numerical solvers. The effectiveness of the proposed framework is demonstrated in a realistic case involving modeling the thrombus formation process taking place on the wall of a patient-specific cerebral aneurysm. This highlights the ability of multi-scale algorithms to resolve important biophysical processes that span several spatial and temporal scales, potentially yielding new insight into the key aspects of brain blood flow in health and disease. Finally, we discuss open questions in multi-scale modeling and emerging topics of future research.

Multiscale molecular dynamics simulations of rotary motor proteins.

PubMed

Ekimoto, Toru; Ikeguchi, Mitsunori

2018-04-01

Protein functions require specific structures frequently coupled with conformational changes. The scale of the structural dynamics of proteins spans from the atomic to the molecular level. Theoretically, all-atom molecular dynamics (MD) simulation is a powerful tool to investigate protein dynamics because the MD simulation is capable of capturing conformational changes obeying the intrinsically structural features. However, to study long-timescale dynamics, efficient sampling techniques and coarse-grained (CG) approaches coupled with all-atom MD simulations, termed multiscale MD simulations, are required to overcome the timescale limitation in all-atom MD simulations. Here, we review two examples of rotary motor proteins examined using free energy landscape (FEL) analysis and CG-MD simulations. In the FEL analysis, FEL is calculated as a function of reaction coordinates, and the long-timescale dynamics corresponding to conformational changes is described as transitions on the FEL surface. Another approach is the utilization of the CG model, in which the CG parameters are tuned using the fluctuation matching methodology with all-atom MD simulations. The long-timespan dynamics is then elucidated straightforwardly by using CG-MD simulations.

The subtle business of model reduction for stochastic chemical kinetics

NASA Astrophysics Data System (ADS)

Gillespie, Dan T.; Cao, Yang; Sanft, Kevin R.; Petzold, Linda R.

2009-02-01

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S1⇌S2→S3, whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S3-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

The subtle business of model reduction for stochastic chemical kinetics.

PubMed

Gillespie, Dan T; Cao, Yang; Sanft, Kevin R; Petzold, Linda R

2009-02-14

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S(1)<=>S(2)-->S(3), whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S(3)-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

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.

Ground motion simulation for the 23 August 2011, Mineral, Virginia earthquake using physics-based and stochastic broadband methods

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

Three broadband simulation methods are used to generate synthetic ground motions for the 2011 Mineral, Virginia, earthquake and compare with observed motions. The methods include a physics‐based model by Hartzell et al. (1999, 2005), a stochastic source‐based model by Boore (2009), and a stochastic site‐based model by Rezaeian and Der Kiureghian (2010, 2012). The ground‐motion dataset consists of 40 stations within 600 km of the epicenter. Several metrics are used to validate the simulations: (1) overall bias of response spectra and Fourier spectra (from 0.1 to 10 Hz); (2) spatial distribution of residuals for GMRotI50 peak ground acceleration (PGA), peak ground velocity, and pseudospectral acceleration (PSA) at various periods; (3) comparison with ground‐motion prediction equations (GMPEs) for the eastern United States. Our results show that (1) the physics‐based model provides satisfactory overall bias from 0.1 to 10 Hz and produces more realistic synthetic waveforms; (2) the stochastic site‐based model also yields more realistic synthetic waveforms and performs superiorly for frequencies greater than about 1 Hz; (3) the stochastic source‐based model has larger bias at lower frequencies (<0.5  Hz) and cannot reproduce the varying frequency content in the time domain. The spatial distribution of GMRotI50 residuals shows that there is no obvious pattern with distance in the simulation bias, but there is some azimuthal variability. The comparison between synthetics and GMPEs shows similar fall‐off with distance for all three models, comparable PGA and PSA amplitudes for the physics‐based and stochastic site‐based models, and systematic lower amplitudes for the stochastic source‐based model at lower frequencies (<0.5  Hz).

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

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

Computational Chemistry Toolkit for Energetic Materials Design

DTIC Science & Technology

2006-11-01

industry are aggressively engaged in efforts to develop multiscale modeling and simulation methodologies to model and analyze complex phenomena across...energetic materials design. It is hoped that this toolkit will evolve into a collection of well-integrated multiscale modeling methodologies...Experimenta Theoreticala This Work 1-5-Diamino-4- methyl- tetrazolium nitrate 8.4 41.7 47.5 1-5-Diamino-4- methyl- tetrazolium azide 138.1 161.6

Simulated shift work in rats perturbs multiscale regulation of locomotor activity.

PubMed

Hsieh, Wan-Hsin; Escobar, Carolina; Yugay, Tatiana; Lo, Men-Tzung; Pittman-Polletta, Benjamin; Salgado-Delgado, Roberto; Scheer, Frank A J L; Shea, Steven A; Buijs, Ruud M; Hu, Kun

2014-07-06

Motor activity possesses a multiscale regulation that is characterized by fractal activity fluctuations with similar structure across a wide range of timescales spanning minutes to hours. Fractal activity patterns are disturbed in animals after ablating the master circadian pacemaker (suprachiasmatic nucleus, SCN) and in humans with SCN dysfunction as occurs with aging and in dementia, suggesting the crucial role of the circadian system in the multiscale activity regulation. We hypothesized that the normal synchronization between behavioural cycles and the SCN-generated circadian rhythms is required for multiscale activity regulation. To test the hypothesis, we studied activity fluctuations of rats in a simulated shift work protocol that was designed to force animals to be active during the habitual resting phase of the circadian/daily cycle. We found that these animals had gradually decreased mean activity level and reduced 24-h activity rhythm amplitude, indicating disturbed circadian and behavioural cycles. Moreover, these animals had disrupted fractal activity patterns as characterized by more random activity fluctuations at multiple timescales from 4 to 12 h. Intriguingly, these activity disturbances exacerbated when the shift work schedule lasted longer and persisted even in the normal days (without forced activity) following the shift work. The disrupted circadian and fractal patterns resemble those of SCN-lesioned animals and of human patients with dementia, suggesting a detrimental impact of shift work on multiscale activity regulation. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

The topology of the cosmic web in terms of persistent Betti numbers

NASA Astrophysics Data System (ADS)

Pranav, Pratyush; Edelsbrunner, Herbert; van de Weygaert, Rien; Vegter, Gert; Kerber, Michael; Jones, Bernard J. T.; Wintraecken, Mathijs

2017-03-01

We introduce a multiscale topological description of the Megaparsec web-like cosmic matter distribution. Betti numbers and topological persistence offer a powerful means of describing the rich connectivity structure of the cosmic web and of its multiscale arrangement of matter and galaxies. Emanating from algebraic topology and Morse theory, Betti numbers and persistence diagrams represent an extension and deepening of the cosmologically familiar topological genus measure and the related geometric Minkowski functionals. In addition to a description of the mathematical background, this study presents the computational procedure for computing Betti numbers and persistence diagrams for density field filtrations. The field may be computed starting from a discrete spatial distribution of galaxies or simulation particles. The main emphasis of this study concerns an extensive and systematic exploration of the imprint of different web-like morphologies and different levels of multiscale clustering in the corresponding computed Betti numbers and persistence diagrams. To this end, we use Voronoi clustering models as templates for a rich variety of web-like configurations and the fractal-like Soneira-Peebles models exemplify a range of multiscale configurations. We have identified the clear imprint of cluster nodes, filaments, walls, and voids in persistence diagrams, along with that of the nested hierarchy of structures in multiscale point distributions. We conclude by outlining the potential of persistent topology for understanding the connectivity structure of the cosmic web, in large simulations of cosmic structure formation and in the challenging context of the observed galaxy distribution in large galaxy surveys.

Stochastic simulation in systems biology

PubMed Central

Székely, Tamás; Burrage, Kevin

2014-01-01

Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest. PMID:25505503

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 flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

Non-equilibrium phase transition in mesoscopic biochemical systems: from stochastic to nonlinear dynamics and beyond

PubMed Central

Ge, Hao; Qian, Hong

2011-01-01

A theory for an non-equilibrium phase transition in a driven biochemical network is presented. The theory is based on the chemical master equation (CME) formulation of mesoscopic biochemical reactions and the mathematical method of large deviations. The large deviations theory provides an analytical tool connecting the macroscopic multi-stability of an open chemical system with the multi-scale dynamics of its mesoscopic counterpart. It shows a corresponding non-equilibrium phase transition among multiple stochastic attractors. As an example, in the canonical phosphorylation–dephosphorylation system with feedback that exhibits bistability, we show that the non-equilibrium steady-state (NESS) phase transition has all the characteristics of classic equilibrium phase transition: Maxwell construction, a discontinuous first-derivative of the ‘free energy function’, Lee–Yang's zero for a generating function and a critical point that matches the cusp in nonlinear bifurcation theory. To the biochemical system, the mathematical analysis suggests three distinct timescales and needed levels of description. They are (i) molecular signalling, (ii) biochemical network nonlinear dynamics, and (iii) cellular evolution. For finite mesoscopic systems such as a cell, motions associated with (i) and (iii) are stochastic while that with (ii) is deterministic. Both (ii) and (iii) are emergent properties of a dynamic biochemical network. PMID:20466813

Integrated management of water resources demand and supply in irrigated agriculture from plot to regional scale

NASA Astrophysics Data System (ADS)

Schütze, Niels; Wagner, Michael

2016-05-01

Growing water scarcity in agriculture is an increasing problem in future in many regions of the world. Recent trends of weather extremes in Saxony, Germany also enhance drought risks for agricultural production. In addition, signals of longer and more intense drought conditions during the vegetation period can be found in future regional climate scenarios for Saxony. However, those climate predictions are associated with high uncertainty and therefore, e.g. stochastic methods are required to analyze the impact of changing climate patterns on future crop water requirements and water availability. For assessing irrigation as a measure to increase agricultural water security a generalized stochastic approach for a spatial distributed estimation of future irrigation water demand is proposed, which ensures safe yields and a high water productivity at the same time. The developed concept of stochastic crop water production functions (SCWPF) can serve as a central decision support tool for both, (i) a cost benefit analysis of farm irrigation modernization on a local scale and (ii) a regional water demand management using a multi-scale approach for modeling and implementation. The new approach is applied using the example of a case study in Saxony, which is dealing with the sustainable management of future irrigation water demands and its implementation.

A Computational Framework for Efficient Low Temperature Plasma Simulations

NASA Astrophysics Data System (ADS)

Verma, Abhishek Kumar; Venkattraman, Ayyaswamy

2016-10-01

Over the past years, scientific computing has emerged as an essential tool for the investigation and prediction of low temperature plasmas (LTP) applications which includes electronics, nanomaterial synthesis, metamaterials etc. To further explore the LTP behavior with greater fidelity, we present a computational toolbox developed to perform LTP simulations. This framework will allow us to enhance our understanding of multiscale plasma phenomenon using high performance computing tools mainly based on OpenFOAM FVM distribution. Although aimed at microplasma simulations, the modular framework is able to perform multiscale, multiphysics simulations of physical systems comprises of LTP. Some salient introductory features are capability to perform parallel, 3D simulations of LTP applications on unstructured meshes. Performance of the solver is tested based on numerical results assessing accuracy and efficiency of benchmarks for problems in microdischarge devices. Numerical simulation of microplasma reactor at atmospheric pressure with hemispherical dielectric coated electrodes will be discussed and hence, provide an overview of applicability and future scope of this framework.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

PubMed

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Theoretical study of a molecular turbine.

PubMed

Perez-Carrasco, R; Sancho, J M

2013-10-01

We present an analytic and stochastic simulation study of a molecular engine working with a flux of particles as a turbine. We focus on the physical observables of velocity, flux, power, and efficiency. The control parameters are the external conservative force and the particle densities. We revise a simpler previous study by using a more realistic model containing multiple equidistant vanes complemented by stochastic simulations of the particles and the turbine. Here we show that the effect of the thermal fluctuations into the flux and the efficiency of these nanometric devices are relevant to the working scale of the system. The stochastic simulations of the Brownian motion of the particles and turbine support the simplified analytical calculations performed.

The viability of ADVANTG deterministic method for synthetic radiography generation

NASA Astrophysics Data System (ADS)

Bingham, Andrew; Lee, Hyoung K.

2018-07-01

Fast simulation techniques to generate synthetic radiographic images of high resolution are helpful when new radiation imaging systems are designed. However, the standard stochastic approach requires lengthy run time with poorer statistics at higher resolution. The investigation of the viability of a deterministic approach to synthetic radiography image generation was explored. The aim was to analyze a computational time decrease over the stochastic method. ADVANTG was compared to MCNP in multiple scenarios including a small radiography system prototype, to simulate high resolution radiography images. By using ADVANTG deterministic code to simulate radiography images the computational time was found to decrease 10 to 13 times compared to the MCNP stochastic approach while retaining image quality.

Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

PubMed

Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

PubMed Central

Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license. PMID:22723865

A novel stochastic modeling method to simulate cooling loads in residential districts

DOE PAGES

An, Jingjing; Yan, Da; Hong, Tianzhen; ...

2017-09-04

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

A novel stochastic modeling method to simulate cooling loads in residential districts

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

An, Jingjing; Yan, Da; Hong, Tianzhen

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

Report of the proceedings of the Colloquium and Workshop on Multiscale Coupled Modeling

NASA Technical Reports Server (NTRS)

Koch, Steven E. (Editor)

1993-01-01

The Colloquium and Workshop on Multiscale Coupled Modeling was held for the purpose of addressing modeling issues of importance to planning for the Cooperative Multiscale Experiment (CME). The colloquium presentations attempted to assess the current ability of numerical models to accurately simulate the development and evolution of mesoscale cloud and precipitation systems and their cycling of water substance, energy, and trace species. The primary purpose of the workshop was to make specific recommendations for the improvement of mesoscale models prior to the CME, their coupling with cloud, cumulus ensemble, hydrology, air chemistry models, and the observational requirements to initialize and verify these models.

The High-Throughput Stochastic Human Exposure and Dose Simulation Model (SHEDS-HT) & The Chemical and Products Database (CPDat)

EPA Science Inventory

The Stochastic Human Exposure and Dose Simulation Model – High-Throughput (SHEDS-HT) is a U.S. Environmental Protection Agency research tool for predicting screening-level (low-tier) exposures to chemicals in consumer products. This course will present an overview of this m...

Comparison of holstein and jersey milk production with a new stochastic animal reproduction model

USDA-ARS?s Scientific Manuscript database

Holsteins and Jerseys are the most popular breeds in the US dairy industry. We built a stochastic, Monte Carlo life events simulation model in Python to test if Jersey cattle’s higher conception rate offsets their lower milk production. The model simulates individual cows and their life events such ...

Development and Evaluation of a New Air Exchange Rate Algorithm for the Stochastic Human Exposure and Dose Simulation Model

EPA Science Inventory

between-home and between-city variability in residential pollutant infiltration. This is likely a result of differences in home ventilation, or air exchange rates (AER). The Stochastic Human Exposure and Dose Simulation (SHEDS) model is a population exposure model that uses a pro...

Parameter-based stochastic simulation of selection and breeding for multiple traits

Treesearch

Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

2006-01-01

To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

PubMed

Roh, Min K; Gillespie, Dan T; Petzold, Linda R

2010-11-07

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

Multi-scale simulations of space problems with iPIC3D

NASA Astrophysics Data System (ADS)

Lapenta, Giovanni; Bettarini, Lapo; Markidis, Stefano

The implicit Particle-in-Cell method for the computer simulation of space plasma, and its im-plementation in a three-dimensional parallel code, called iPIC3D, are presented. The implicit integration in time of the Vlasov-Maxwell system removes the numerical stability constraints and enables kinetic plasma simulations at magnetohydrodynamics scales. Simulations of mag-netic reconnection in plasma are presented to show the effectiveness of the algorithm. In particular we will show a number of simulations done for large scale 3D systems using the physical mass ratio for Hydrogen. Most notably one simulation treats kinetically a box of tens of Earth radii in each direction and was conducted using about 16000 processors of the Pleiades NASA computer. The work is conducted in collaboration with the MMS-IDS theory team from University of Colorado (M. Goldman, D. Newman and L. Andersson). Reference: Stefano Markidis, Giovanni Lapenta, Rizwan-uddin Multi-scale simulations of plasma with iPIC3D Mathematics and Computers in Simulation, Available online 17 October 2009, http://dx.doi.org/10.1016/j.matcom.2009.08.038

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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

Zhang, Qichun; Zhou, Jinglin; Wang, Hong

In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

Regional source identification using Lagrangian stochastic particle dispersion and HYSPLIT backward-trajectory models.

PubMed

Koracin, Darko; Vellore, Ramesh; Lowenthal, Douglas H; Watson, John G; Koracin, Julide; McCord, Travis; DuBois, David W; Chen, L W Antony; Kumar, Naresh; Knipping, Eladio M; Wheeler, Neil J M; Craig, Kenneth; Reid, Stephen

2011-06-01

The main objective of this study was to investigate the capabilities of the receptor-oriented inverse mode Lagrangian Stochastic Particle Dispersion Model (LSPDM) with the 12-km resolution Mesoscale Model 5 (MM5) wind field input for the assessment of source identification from seven regions impacting two receptors located in the eastern United States. The LSPDM analysis was compared with a standard version of the Hybrid Single-Particle Lagrangian Integrated Trajectory (HYSPLIT) single-particle backward-trajectory analysis using inputs from MM5 and the Eta Data Assimilation System (EDAS) with horizontal grid resolutions of 12 and 80 km, respectively. The analysis included four 7-day summertime events in 2002; residence times in the modeling domain were computed from the inverse LSPDM runs and HYPSLIT-simulated backward trajectories started from receptor-source heights of 100, 500, 1000, 1500, and 3000 m. Statistics were derived using normalized values of LSPDM- and HYSPLIT-predicted residence times versus Community Multiscale Air Quality model-predicted sulfate concentrations used as baseline information. From 40 cases considered, the LSPDM identified first- and second-ranked emission region influences in 37 cases, whereas HYSPLIT-MM5 (HYSPLIT-EDAS) identified the sources in 21 (16) cases. The LSPDM produced a higher overall correlation coefficient (0.89) compared with HYSPLIT (0.55-0.62). The improvement of using the LSPDM is also seen in the overall normalized root mean square error values of 0.17 for LSPDM compared with 0.30-0.32 for HYSPLIT. The HYSPLIT backward trajectories generally tend to underestimate near-receptor sources because of a lack of stochastic dispersion of the backward trajectories and to overestimate distant sources because of a lack of treatment of dispersion. Additionally, the HYSPLIT backward trajectories showed a lack of consistency in the results obtained from different single vertical levels for starting the backward trajectories. To alleviate problems due to selection of a backward-trajectory starting level within a large complex set of 3-dimensional winds, turbulence, and dispersion, results were averaged from all heights, which yielded uniform improvement against all individual cases.

A combined molecular dynamics/micromechanics/finite element approach for multiscale constitutive modeling of nanocomposites with interface effects

NASA Astrophysics Data System (ADS)

Yang, B. J.; Shin, H.; Lee, H. K.; Kim, H.

2013-12-01

We introduce a multiscale framework based on molecular dynamic (MD) simulation, micromechanics, and finite element method (FEM). A micromechanical model, which considers influences of the interface properties, nanoparticle (NP) size, and microcracks, is developed. Then, we perform MD simulations to characterize the mechanical properties of the nanocomposite system (silica/nylon 6) with varying volume fraction and size of NPs. By comparing the MD with micromechanics results, intrinsic physical properties at interfacial region are derived. Finally, we implement the developed model in the FEM code with the derived interfacial parameters, and predict the mechanical behavior of the nanocomposite at the macroscopic scale.

A Multiscale Closed-Loop Cardiovascular Model, with Applications to Heart Pacing and Hemorrhage

NASA Astrophysics Data System (ADS)

Canuto, Daniel; Eldredge, Jeff; Chong, Kwitae; Benharash, Peyman; Dutson, Erik

2017-11-01

A computational tool is developed for simulating the dynamic response of the human cardiovascular system to various stressors and injuries. The tool couples zero-dimensional models of the heart, pulmonary vasculature, and peripheral vasculature to one-dimensional models of the major systemic arteries. To simulate autonomic response, this multiscale circulatory model is integrated with a feedback model of the baroreflex, allowing control of heart rate, cardiac contractility, and peripheral impedance. The performance of the tool is demonstrated in two scenarios: increasing heart rate by stimulating the sympathetic nervous system, and an acute 10 percent hemorrhage from the left femoral artery.

Multi-Scale Impact and Compression-After-Impact Modeling of Reinforced Benzoxazine/Epoxy Composites using Micromechanics Approach

NASA Astrophysics Data System (ADS)

Montero, Marc Villa; Barjasteh, Ehsan; Baid, Harsh K.; Godines, Cody; Abdi, Frank; Nikbin, Kamran

A multi-scale micromechanics approach along with finite element (FE) model predictive tool is developed to analyze low-energy-impact damage footprint and compression-after-impact (CAI) of composite laminates which is also tested and verified with experimental data. Effective fiber and matrix properties were reverse-engineered from lamina properties using an optimization algorithm and used to assess damage at the micro-level during impact and post-impact FE simulations. Progressive failure dynamic analysis (PFDA) was performed for a two step-process simulation. Damage mechanisms at the micro-level were continuously evaluated during the analyses. Contribution of each failure mode was tracked during the simulations and damage and delamination footprint size and shape were predicted to understand when, where and why failure occurred during both impact and CAI events. The composite laminate was manufactured by the vacuum infusion of the aero-grade toughened Benzoxazine system into the fabric preform. Delamination footprint was measured using C-scan data from the impacted panels and compared with the predicated values obtained from proposed multi-scale micromechanics coupled with FE analysis. Furthermore, the residual strength was predicted from the load-displacement curve and compared with the experimental values as well.

A multi-scale network method for two-phase flow in porous media

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

Khayrat, Karim, E-mail: khayratk@ifd.mavt.ethz.ch; Jenny, Patrick

Pore-network models of porous media are useful in the study of pore-scale flow in porous media. In order to extract macroscopic properties from flow simulations in pore-networks, it is crucial the networks are large enough to be considered representative elementary volumes. However, existing two-phase network flow solvers are limited to relatively small domains. For this purpose, a multi-scale pore-network (MSPN) method, which takes into account flow-rate effects and can simulate larger domains compared to existing methods, was developed. In our solution algorithm, a large pore network is partitioned into several smaller sub-networks. The algorithm to advance the fluid interfaces withinmore » each subnetwork consists of three steps. First, a global pressure problem on the network is solved approximately using the multiscale finite volume (MSFV) method. Next, the fluxes across the subnetworks are computed. Lastly, using fluxes as boundary conditions, a dynamic two-phase flow solver is used to advance the solution in time. Simulation results of drainage scenarios at different capillary numbers and unfavourable viscosity ratios are presented and used to validate the MSPN method against solutions obtained by an existing dynamic network flow solver.« less

Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

PubMed

Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

2018-06-21

The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.