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

NASA Astrophysics Data System (ADS)

Schuetze, Niels; Grundmann, Jens

2014-05-01

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

Cosmological signatures of a UV-conformal standard model.

PubMed

Dorsch, Glauber C; Huber, Stephan J; No, Jose Miguel

2014-09-19

Quantum scale invariance in the UV has been recently advocated as an attractive way of solving the gauge hierarchy problem arising in the standard model. We explore the cosmological signatures at the electroweak scale when the breaking of scale invariance originates from a hidden sector and is mediated to the standard model by gauge interactions (gauge mediation). These scenarios, while being hard to distinguish from the standard model at LHC, can give rise to a strong electroweak phase transition leading to the generation of a large stochastic gravitational wave signal in possible reach of future space-based detectors such as eLISA and BBO. This relic would be the cosmological imprint of the breaking of scale invariance in nature.

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

PubMed

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

2018-04-25

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

Enhanced algorithms for stochastic programming

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

Krishna, Alamuru S.

1993-09-01

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

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.

Dynamically Consistent Parameterization of Mesoscale Eddies This work aims at parameterization of eddy effects for use in non-eddy-resolving ocean models and focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones.

NASA Astrophysics Data System (ADS)

Berloff, P. S.

2016-12-01

This work aims at developing a framework for dynamically consistent parameterization of mesoscale eddy effects for use in non-eddy-resolving ocean circulation models. The proposed eddy parameterization framework is successfully tested on the classical, wind-driven double-gyre model, which is solved both with explicitly resolved vigorous eddy field and in the non-eddy-resolving configuration with the eddy parameterization replacing the eddy effects. The parameterization focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones. The parameterization locally approximates transient eddy flux divergence by spatially localized and temporally periodic forcing, referred to as the plunger, and focuses on the linear-dynamics flow solution induced by it. The nonlinear self-interaction of this solution, referred to as the footprint, characterizes and quantifies the induced eddy forcing exerted on the large-scale flow. We find that spatial pattern and amplitude of each footprint strongly depend on the underlying large-scale flow, and the corresponding relationships provide the basis for the eddy parameterization and its closure on the large-scale flow properties. Dependencies of the footprints on other important parameters of the problem are also systematically analyzed. The parameterization utilizes the local large-scale flow information, constructs and scales the corresponding footprints, and then sums them up over the gyres to produce the resulting eddy forcing field, which is interactively added to the model as an extra forcing. Thus, the assumed ensemble of plunger solutions can be viewed as a simple model for the cumulative effect of the stochastic eddy forcing. The parameterization framework is implemented in the simplest way, but it provides a systematic strategy for improving the implementation algorithm.

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

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

Chen, Yi; Jakeman, John; Gittelson, Claude

2015-01-08

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

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

2016-04-20

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

Cutting planes for the multistage stochastic unit commitment problem

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

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

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

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

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

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

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

PubMed Central

Leng, Yonggang; Fan, Shengbo

2018-01-01

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

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

PubMed

Gu, Ming; Chakrabartty, Shantanu

2013-08-01

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

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

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

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

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

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

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

NASA Astrophysics Data System (ADS)

Smith, Eric; Krishnamurthy, Supriya

2017-12-01

Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical meaning of deficiency not only for first-moment conditions but for all orders in fluctuations.

Modeling stochastic noise in gene regulatory systems

PubMed Central

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

2014-01-01

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

Aerofoil broadband and tonal noise modelling using stochastic sound sources and incorporated large scale fluctuations

NASA Astrophysics Data System (ADS)

Proskurov, S.; Darbyshire, O. R.; Karabasov, S. A.

2017-12-01

The present work discusses modifications to the stochastic Fast Random Particle Mesh (FRPM) method featuring both tonal and broadband noise sources. The technique relies on the combination of incorporated vortex-shedding resolved flow available from Unsteady Reynolds-Averaged Navier-Stokes (URANS) simulation with the fine-scale turbulence FRPM solution generated via the stochastic velocity fluctuations in the context of vortex sound theory. In contrast to the existing literature, our method encompasses a unified treatment for broadband and tonal acoustic noise sources at the source level, thus, accounting for linear source interference as well as possible non-linear source interaction effects. When sound sources are determined, for the sound propagation, Acoustic Perturbation Equations (APE-4) are solved in the time-domain. Results of the method's application for two aerofoil benchmark cases, with both sharp and blunt trailing edges are presented. In each case, the importance of individual linear and non-linear noise sources was investigated. Several new key features related to the unsteady implementation of the method were tested and brought into the equation. Encouraging results have been obtained for benchmark test cases using the new technique which is believed to be potentially applicable to other airframe noise problems where both tonal and broadband parts are important.

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

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

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

Portable parallel portfolio optimization in the Aurora Financial Management System

NASA Astrophysics Data System (ADS)

Laure, Erwin; Moritsch, Hans

2001-07-01

Financial planning problems are formulated as large scale, stochastic, multiperiod, tree structured optimization problems. An efficient technique for solving this kind of problems is the nested Benders decomposition method. In this paper we present a parallel, portable, asynchronous implementation of this technique. To achieve our portability goals we elected the programming language Java for our implementation and used a high level Java based framework, called OpusJava, for expressing the parallelism potential as well as synchronization constraints. Our implementation is embedded within a modular decision support tool for portfolio and asset liability management, the Aurora Financial Management System.

Stochastic competitive learning in complex networks.

PubMed

Silva, Thiago Christiano; Zhao, Liang

2012-03-01

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

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

DOE PAGES

Liu, Jianfeng; Laird, Carl Damon

2017-09-22

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

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

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

Liu, Jianfeng; Laird, Carl Damon

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

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

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.

A model for cell migration in non-isotropic fibrin networks with an application to pancreatic tumor islets.

PubMed

Chen, Jiao; Weihs, Daphne; Vermolen, Fred J

2018-04-01

Cell migration, known as an orchestrated movement of cells, is crucially important for wound healing, tumor growth, immune response as well as other biomedical processes. This paper presents a cell-based model to describe cell migration in non-isotropic fibrin networks around pancreatic tumor islets. This migration is determined by the mechanical strain energy density as well as cytokines-driven chemotaxis. Cell displacement is modeled by solving a large system of ordinary stochastic differential equations where the stochastic parts result from random walk. The stochastic differential equations are solved by the use of the classical Euler-Maruyama method. In this paper, the influence of anisotropic stromal extracellular matrix in pancreatic tumor islets on T-lymphocytes migration in different immune systems is investigated. As a result, tumor peripheral stromal extracellular matrix impedes the immune response of T-lymphocytes through changing direction of their migration.

Nonlinear and Stochastic Dynamics in the Heart

PubMed Central

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

2014-01-01

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

On the efficacy of stochastic collocation, stochastic Galerkin, and stochastic reduced order models for solving stochastic problems

DOE PAGES

Richard V. Field, Jr.; Emery, John M.; Grigoriu, Mircea Dan

2015-05-19

The stochastic collocation (SC) and stochastic Galerkin (SG) methods are two well-established and successful approaches for solving general stochastic problems. A recently developed method based on stochastic reduced order models (SROMs) can also be used. Herein we provide a comparison of the three methods for some numerical examples; our evaluation only holds for the examples considered in the paper. The purpose of the comparisons is not to criticize the SC or SG methods, which have proven very useful for a broad range of applications, nor is it to provide overall ratings of these methods as compared to the SROM method.more » Furthermore, our objectives are to present the SROM method as an alternative approach to solving stochastic problems and provide information on the computational effort required by the implementation of each method, while simultaneously assessing their performance for a collection of specific problems.« less

Stochastic Fermi Energization of Coronal Plasma during Explosive Magnetic Energy Release

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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

The Kolmogorov-Obukhov Statistical Theory of Turbulence

NASA Astrophysics Data System (ADS)

Birnir, Björn

2013-08-01

In 1941 Kolmogorov and Obukhov postulated the existence of a statistical theory of turbulence, which allows the computation of statistical quantities that can be simulated and measured in a turbulent system. These are quantities such as the moments, the structure functions and the probability density functions (PDFs) of the turbulent velocity field. In this paper we will outline how to construct this statistical theory from the stochastic Navier-Stokes equation. The additive noise in the stochastic Navier-Stokes equation is generic noise given by the central limit theorem and the large deviation principle. The multiplicative noise consists of jumps multiplying the velocity, modeling jumps in the velocity gradient. We first estimate the structure functions of turbulence and establish the Kolmogorov-Obukhov 1962 scaling hypothesis with the She-Leveque intermittency corrections. Then we compute the invariant measure of turbulence, writing the stochastic Navier-Stokes equation as an infinite-dimensional Ito process, and solving the linear Kolmogorov-Hopf functional differential equation for the invariant measure. Finally we project the invariant measure onto the PDF. The PDFs turn out to be the normalized inverse Gaussian (NIG) distributions of Barndorff-Nilsen, and compare well with PDFs from simulations and experiments.

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

A stochastic thermostat algorithm for coarse-grained thermomechanical modeling of large-scale soft matters: Theory and application to microfilaments

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

Li, Tong; Gu, YuanTong, E-mail: yuantong.gu@qut.edu.au

As all-atom molecular dynamics method is limited by its enormous computational cost, various coarse-grained strategies have been developed to extend the length scale of soft matters in the modeling of mechanical behaviors. However, the classical thermostat algorithm in highly coarse-grained molecular dynamics method would underestimate the thermodynamic behaviors of soft matters (e.g. microfilaments in cells), which can weaken the ability of materials to overcome local energy traps in granular modeling. Based on all-atom molecular dynamics modeling of microfilament fragments (G-actin clusters), a new stochastic thermostat algorithm is developed to retain the representation of thermodynamic properties of microfilaments at extra coarse-grainedmore » level. The accuracy of this stochastic thermostat algorithm is validated by all-atom MD simulation. This new stochastic thermostat algorithm provides an efficient way to investigate the thermomechanical properties of large-scale soft matters.« less

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

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem

2017-02-01

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

The scaling of population persistence with carrying capacity does not asymptote in populations of a fish experiencing extreme climate variability.

PubMed

White, Richard S A; Wintle, Brendan A; McHugh, Peter A; Booker, Douglas J; McIntosh, Angus R

2017-06-14

Despite growing concerns regarding increasing frequency of extreme climate events and declining population sizes, the influence of environmental stochasticity on the relationship between population carrying capacity and time-to-extinction has received little empirical attention. While time-to-extinction increases exponentially with carrying capacity in constant environments, theoretical models suggest increasing environmental stochasticity causes asymptotic scaling, thus making minimum viable carrying capacity vastly uncertain in variable environments. Using empirical estimates of environmental stochasticity in fish metapopulations, we showed that increasing environmental stochasticity resulting from extreme droughts was insufficient to create asymptotic scaling of time-to-extinction with carrying capacity in local populations as predicted by theory. Local time-to-extinction increased with carrying capacity due to declining sensitivity to demographic stochasticity, and the slope of this relationship declined significantly as environmental stochasticity increased. However, recent 1 in 25 yr extreme droughts were insufficient to extirpate populations with large carrying capacity. Consequently, large populations may be more resilient to environmental stochasticity than previously thought. The lack of carrying capacity-related asymptotes in persistence under extreme climate variability reveals how small populations affected by habitat loss or overharvesting, may be disproportionately threatened by increases in extreme climate events with global warming. © 2017 The Author(s).

Propagation of Galactic cosmic rays: the influence of anisotropic diffusion

NASA Astrophysics Data System (ADS)

AL-Zetoun, A.; Achterberg, A.

2018-06-01

We consider the anisotropic diffusion of cosmic rays in the large-scale Galactic magnetic field, where diffusion along the field and diffusion across the field proceeds at different rates. To calculate this diffusion, we use stochastic differential equations to describe the cosmic ray propagation, solving these numerically. The Galactic magnetic field is described using the Jansson-Farrar model for the Galactic magnetic field. In this paper, we study the influence of perpendicular diffusion on the residence time of cosmic rays in the Galaxy. This provides an estimate for the influence of anisotropic diffusion on the residence time and the amount of matter (grammage) that a typical cosmic ray traverses during its residence in the Galaxy.

A split-step method to include electron–electron collisions via Monte Carlo in multiple rate equation simulations

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

Huthmacher, Klaus; Molberg, Andreas K.; Rethfeld, Bärbel

2016-10-01

A split-step numerical method for calculating ultrafast free-electron dynamics in dielectrics is introduced. The two split steps, independently programmed in C++11 and FORTRAN 2003, are interfaced via the presented open source wrapper. The first step solves a deterministic extended multi-rate equation for the ionization, electron–phonon collisions, and single photon absorption by free-carriers. The second step is stochastic and models electron–electron collisions using Monte-Carlo techniques. This combination of deterministic and stochastic approaches is a unique and efficient method of calculating the nonlinear dynamics of 3D materials exposed to high intensity ultrashort pulses. Results from simulations solving the proposed model demonstrate howmore » electron–electron scattering relaxes the non-equilibrium electron distribution on the femtosecond time scale.« less

Coupled stochastic soil moisture simulation-optimization model of deficit irrigation

NASA Astrophysics Data System (ADS)

Alizadeh, Hosein; Mousavi, S. Jamshid

2013-07-01

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

Stochastic win-stay-lose-shift strategy with dynamic aspirations in evolutionary social dilemmas

NASA Astrophysics Data System (ADS)

Amaral, Marco A.; Wardil, Lucas; Perc, Matjaž; da Silva, Jafferson K. L.

2016-09-01

In times of plenty expectations rise, just as in times of crisis they fall. This can be mathematically described as a win-stay-lose-shift strategy with dynamic aspiration levels, where individuals aspire to be as wealthy as their average neighbor. Here we investigate this model in the realm of evolutionary social dilemmas on the square lattice and scale-free networks. By using the master equation and Monte Carlo simulations, we find that cooperators coexist with defectors in the whole phase diagram, even at high temptations to defect. We study the microscopic mechanism that is responsible for the striking persistence of cooperative behavior and find that cooperation spreads through second-order neighbors, rather than by means of network reciprocity that dominates in imitation-based models. For the square lattice the master equation can be solved analytically in the large temperature limit of the Fermi function, while for other cases the resulting differential equations must be solved numerically. Either way, we find good qualitative agreement with the Monte Carlo simulation results. Our analysis also reveals that the evolutionary outcomes are to a large degree independent of the network topology, including the number of neighbors that are considered for payoff determination on lattices, which further corroborates the local character of the microscopic dynamics. Unlike large-scale spatial patterns that typically emerge due to network reciprocity, here local checkerboard-like patterns remain virtually unaffected by differences in the macroscopic properties of the interaction network.

Temporal Gillespie Algorithm: Fast Simulation of Contagion Processes on Time-Varying Networks

PubMed Central

Vestergaard, Christian L.; Génois, Mathieu

2015-01-01

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow large-scale simulations. The Gillespie algorithm can be used for fast simulation of stochastic processes, and variants of it have been applied to simulate dynamical processes on static networks. However, its adaptation to temporal networks remains non-trivial. We here present a temporal Gillespie algorithm that solves this problem. Our method is applicable to general Poisson (constant-rate) processes on temporal networks, stochastically exact, and up to multiple orders of magnitude faster than traditional simulation schemes based on rejection sampling. We also show how it can be extended to simulate non-Markovian processes. The algorithm is easily applicable in practice, and as an illustration we detail how to simulate both Poissonian and non-Markovian models of epidemic spreading. Namely, we provide pseudocode and its implementation in C++ for simulating the paradigmatic Susceptible-Infected-Susceptible and Susceptible-Infected-Recovered models and a Susceptible-Infected-Recovered model with non-constant recovery rates. For empirical networks, the temporal Gillespie algorithm is here typically from 10 to 100 times faster than rejection sampling. PMID:26517860

Temporal Gillespie Algorithm: Fast Simulation of Contagion Processes on Time-Varying Networks.

PubMed

Vestergaard, Christian L; Génois, Mathieu

2015-10-01

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow large-scale simulations. The Gillespie algorithm can be used for fast simulation of stochastic processes, and variants of it have been applied to simulate dynamical processes on static networks. However, its adaptation to temporal networks remains non-trivial. We here present a temporal Gillespie algorithm that solves this problem. Our method is applicable to general Poisson (constant-rate) processes on temporal networks, stochastically exact, and up to multiple orders of magnitude faster than traditional simulation schemes based on rejection sampling. We also show how it can be extended to simulate non-Markovian processes. The algorithm is easily applicable in practice, and as an illustration we detail how to simulate both Poissonian and non-Markovian models of epidemic spreading. Namely, we provide pseudocode and its implementation in C++ for simulating the paradigmatic Susceptible-Infected-Susceptible and Susceptible-Infected-Recovered models and a Susceptible-Infected-Recovered model with non-constant recovery rates. For empirical networks, the temporal Gillespie algorithm is here typically from 10 to 100 times faster than rejection sampling.

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

DOE PAGES

Osborn, Sarah; Zulian, Patrick; Benson, Thomas; ...

2018-01-30

This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less

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

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

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

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

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

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

Osborn, Sarah; Zulian, Patrick; Benson, Thomas

This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less

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

DOE PAGES

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

2017-02-20

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

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

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

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

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

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

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

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

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

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

PubMed

Beck, Thomas L

2015-12-21

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

Side effects of problem-solving strategies in large-scale nutrition science: towards a diversification of health.

PubMed

Penders, Bart; Vos, Rein; Horstman, Klasien

2009-11-01

Solving complex problems in large-scale research programmes requires cooperation and division of labour. Simultaneously, large-scale problem solving also gives rise to unintended side effects. Based upon 5 years of researching two large-scale nutrigenomic research programmes, we argue that problems are fragmented in order to be solved. These sub-problems are given priority for practical reasons and in the process of solving them, various changes are introduced in each sub-problem. Combined with additional diversity as a result of interdisciplinarity, this makes reassembling the original and overall goal of the research programme less likely. In the case of nutrigenomics and health, this produces a diversification of health. As a result, the public health goal of contemporary nutrition science is not reached in the large-scale research programmes we studied. Large-scale research programmes are very successful in producing scientific publications and new knowledge; however, in reaching their political goals they often are less successful.

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

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

2015-01-01

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

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

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

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

2016-07-01

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

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

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

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

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

PubMed Central

Diwadkar, Amit; Vaidya, Umesh

2016-01-01

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

Numerical methods for the weakly compressible Generalized Langevin Model in Eulerian reference frame

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

Azarnykh, Dmitrii, E-mail: d.azarnykh@tum.de; Litvinov, Sergey; Adams, Nikolaus A.

2016-06-01

A well established approach for the computation of turbulent flow without resolving all turbulent flow scales is to solve a filtered or averaged set of equations, and to model non-resolved scales by closures derived from transported probability density functions (PDF) for velocity fluctuations. Effective numerical methods for PDF transport employ the equivalence between the Fokker–Planck equation for the PDF and a Generalized Langevin Model (GLM), and compute the PDF by transporting a set of sampling particles by GLM (Pope (1985) [1]). The natural representation of GLM is a system of stochastic differential equations in a Lagrangian reference frame, typically solvedmore » by particle methods. A representation in a Eulerian reference frame, however, has the potential to significantly reduce computational effort and to allow for the seamless integration into a Eulerian-frame numerical flow solver. GLM in a Eulerian frame (GLMEF) formally corresponds to the nonlinear fluctuating hydrodynamic equations derived by Nakamura and Yoshimori (2009) [12]. Unlike the more common Landau–Lifshitz Navier–Stokes (LLNS) equations these equations are derived from the underdamped Langevin equation and are not based on a local equilibrium assumption. Similarly to LLNS equations the numerical solution of GLMEF requires special considerations. In this paper we investigate different numerical approaches to solving GLMEF with respect to the correct representation of stochastic properties of the solution. We find that a discretely conservative staggered finite-difference scheme, adapted from a scheme originally proposed for turbulent incompressible flow, in conjunction with a strongly stable (for non-stochastic PDE) Runge–Kutta method performs better for GLMEF than schemes adopted from those proposed previously for the LLNS. We show that equilibrium stochastic fluctuations are correctly reproduced.« less

Hydraulic head estimation at unobserved locations: Approximating the distribution of the absolute error based on geologic interpretations

NASA Astrophysics Data System (ADS)

Langousis, Andreas; Kaleris, Vassilios; Xeygeni, Vagia; Magkou, Foteini

2017-04-01

Assessing the availability of groundwater reserves at a regional level, requires accurate and robust hydraulic head estimation at multiple locations of an aquifer. To that extent, one needs groundwater observation networks that can provide sufficient information to estimate the hydraulic head at unobserved locations. The density of such networks is largely influenced by the spatial distribution of the hydraulic conductivity in the aquifer, and it is usually determined through trial-and-error, by solving the groundwater flow based on a properly selected set of alternative but physically plausible geologic structures. In this work, we use: 1) dimensional analysis, and b) a pulse-based stochastic model for simulation of synthetic aquifer structures, to calculate the distribution of the absolute error in hydraulic head estimation as a function of the standardized distance from the nearest measuring locations. The resulting distributions are proved to encompass all possible small-scale structural dependencies, exhibiting characteristics (bounds, multi-modal features etc.) that can be explained using simple geometric arguments. The obtained results are promising, pointing towards the direction of establishing design criteria based on large-scale geologic maps.

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.

Fractional Stochastic Field Theory

NASA Astrophysics Data System (ADS)

Honkonen, Juha

2018-02-01

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

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

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

Chen, Luoping; Zheng, Bin; Lin, Guang

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

A stochastic method for computing hadronic matrix elements

DOE PAGES

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

2014-01-24

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

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

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

2017-11-20

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

Numerical modeling for dilute and dense sprays

NASA Technical Reports Server (NTRS)

Chen, C. P.; Kim, Y. M.; Shang, H. M.; Ziebarth, J. P.; Wang, T. S.

1992-01-01

We have successfully implemented a numerical model for spray-combustion calculations. In this model, the governing gas-phase equations in Eulerian coordinate are solved by a time-marching multiple pressure correction procedure based on the operator-splitting technique. The droplet-phase equations in Lagrangian coordinate are solved by a stochastic discrete particle technique. In order to simplify the calculation procedure for the circulating droplets, the effective conductivity model is utilized. The k-epsilon models are utilized to characterize the time and length scales of the gas phase in conjunction with turbulent modulation by droplets and droplet dispersion by turbulence. This method entails random sampling of instantaneous gas flow properties and the stochastic process requires a large number of computational parcels to produce the satisfactory dispersion distributions even for rather dilute sprays. Two major improvements in spray combustion modelings were made. Firstly, we have developed a probability density function approach in multidimensional space to represent a specific computational particle. Secondly, we incorporate the Taylor Analogy Breakup (TAB) model for handling the dense spray effects. This breakup model is based on the reasonable assumption that atomization and drop breakup are indistinguishable processes within a dense spray near the nozzle exit. Accordingly, atomization is prescribed by injecting drops which have a characteristic size equal to the nozzle exit diameter. Example problems include the nearly homogeneous and inhomogeneous turbulent particle dispersion, and the non-evaporating, evaporating, and burning dense sprays. Comparison with experimental data will be discussed in detail.

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

EPA Science Inventory

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

Optimal Control of Hybrid Systems in Air Traffic Applications

NASA Astrophysics Data System (ADS)

Kamgarpour, Maryam

Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

Stochastic Reconnection for Large Magnetic Prandtl Numbers

NASA Astrophysics Data System (ADS)

Jafari, Amir; Vishniac, Ethan T.; Kowal, Grzegorz; Lazarian, Alex

2018-06-01

We consider stochastic magnetic reconnection in high-β plasmas with large magnetic Prandtl numbers, Pr m > 1. For large Pr m , field line stochasticity is suppressed at very small scales, impeding diffusion. In addition, viscosity suppresses very small-scale differential motions and therefore also the local reconnection. Here we consider the effect of high magnetic Prandtl numbers on the global reconnection rate in a turbulent medium and provide a diffusion equation for the magnetic field lines considering both resistive and viscous dissipation. We find that the width of the outflow region is unaffected unless Pr m is exponentially larger than the Reynolds number Re. The ejection velocity of matter from the reconnection region is also unaffected by viscosity unless Re ∼ 1. By these criteria the reconnection rate in typical astrophysical systems is almost independent of viscosity. This remains true for reconnection in quiet environments where current sheet instabilities drive reconnection. However, if Pr m > 1, viscosity can suppress small-scale reconnection events near and below the Kolmogorov or viscous damping scale. This will produce a threshold for the suppression of large-scale reconnection by viscosity when {\\Pr }m> \\sqrt{Re}}. In any case, for Pr m > 1 this leads to a flattening of the magnetic fluctuation power spectrum, so that its spectral index is ∼‑4/3 for length scales between the viscous dissipation scale and eddies larger by roughly {{\\Pr }}m3/2. Current numerical simulations are insensitive to this effect. We suggest that the dependence of reconnection on viscosity in these simulations may be due to insufficient resolution for the turbulent inertial range rather than a guide to the large Re limit.

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 Dynamic Mixed-Integer Programming (SD-MIP)

DTIC Science & Technology

2015-05-05

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

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

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

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

2014-08-01

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

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

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

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

2016-12-10

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

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

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

2017-01-25

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

The Effects of Wave Escape on Fast Magnetosonic Wave Turbulence in Solar Flares

NASA Technical Reports Server (NTRS)

Pongkitiwanichakul, Peera; Chandran, Benjamin D. G.; Karpen, Judith T.; DeVore, C. Richard

2012-01-01

One of the leading models for electron acceleration in solar flares is stochastic acceleration by weakly turbulent fast magnetosonic waves ("fast waves"). In this model, large-scale flows triggered by magnetic reconnection excite large-wavelength fast waves, and fast-wave energy then cascades from large wavelengths to small wavelengths. Electron acceleration by large-wavelength fast-waves is weak, and so the model relies on the small-wavelength waves produced by the turbulent cascade. In order for the model to work, the energy cascade time for large-wavelength fast waves must be shorter than the time required for the waves to propagate out of the solar-flare acceleration region. To investigate the effects of wave escape, we solve the wave kinetic equation for fast waves in weak turbulence theory, supplemented with a homogeneous wave-loss term.We find that the amplitude of large-wavelength fast waves must exceed a minimum threshold in order for a significant fraction of the wave energy to cascade to small wavelengths before the waves leave the acceleration region.We evaluate this threshold as a function of the dominant wavelength of the fast waves that are initially excited by reconnection outflows.

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.

Moderate deviations-based importance sampling for stochastic recursive equations

DOE PAGES

Dupuis, Paul; Johnson, Dane

2017-11-17

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

Moderate deviations-based importance sampling for stochastic recursive equations

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

Dupuis, Paul; Johnson, Dane

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

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

PubMed

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Ferwerda, Cameron; Lipan, Ovidiu

2016-11-01

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

Finite difference and Runge-Kutta methods for solving vibration problems

NASA Astrophysics Data System (ADS)

Lintang Renganis Radityani, Scolastika; Mungkasi, Sudi

2017-11-01

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

Quantum diffusion during inflation and primordial black holes

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

Pattison, Chris; Assadullahi, Hooshyar; Wands, David

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. Inmore » the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ∼ 1 e -fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.« less

Quantum diffusion during inflation and primordial black holes

NASA Astrophysics Data System (ADS)

Pattison, Chris; Vennin, Vincent; Assadullahi, Hooshyar; Wands, David

2017-10-01

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. In the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ~ 1 e-fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.

Nonlocal and collective relaxation in stellar systems

NASA Technical Reports Server (NTRS)

Weinberg, Martin D.

1993-01-01

The modal response of stellar systems to fluctuations at large scales is presently investigated by means of analytic theory and n-body simulation; the stochastic excitation of these modes is shown to increase the relaxation rate even for a system which is moderately far from instability. The n-body simulations, when designed to suppress relaxation at small scales, clearly show the effects of large-scale fluctuations. It is predicted that large-scale fluctuations will be largest for such marginally bound systems as forming star clusters and associations.

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

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

Solving large-scale fixed cost integer linear programming models for grid-based location problems with heuristic techniques

NASA Astrophysics Data System (ADS)

Noor-E-Alam, Md.; Doucette, John

2015-08-01

Grid-based location problems (GBLPs) can be used to solve location problems in business, engineering, resource exploitation, and even in the field of medical sciences. To solve these decision problems, an integer linear programming (ILP) model is designed and developed to provide the optimal solution for GBLPs considering fixed cost criteria. Preliminary results show that the ILP model is efficient in solving small to moderate-sized problems. However, this ILP model becomes intractable in solving large-scale instances. Therefore, a decomposition heuristic is proposed to solve these large-scale GBLPs, which demonstrates significant reduction of solution runtimes. To benchmark the proposed heuristic, results are compared with the exact solution via ILP. The experimental results show that the proposed method significantly outperforms the exact method in runtime with minimal (and in most cases, no) loss of optimality.

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

DOE PAGES

Ryan, Kevin; Rajan, Deepak; Ahmed, Shabbir

2016-05-01

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

Particle Acceleration in Mildly Relativistic Shearing Flows: The Interplay of Systematic and Stochastic Effects, and the Origin of the Extended High-energy Emission in AGN Jets

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

Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de

The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parametersmore » applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.« less

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

Statistical Compression of Wind Speed Data

NASA Astrophysics Data System (ADS)

Tagle, F.; Castruccio, S.; Crippa, P.; Genton, M.

2017-12-01

In this work we introduce a lossy compression approach that utilizes a stochastic wind generator based on a non-Gaussian distribution to reproduce the internal climate variability of daily wind speed as represented by the CESM Large Ensemble over Saudi Arabia. Stochastic wind generators, and stochastic weather generators more generally, are statistical models that aim to match certain statistical properties of the data on which they are trained. They have been used extensively in applications ranging from agricultural models to climate impact studies. In this novel context, the parameters of the fitted model can be interpreted as encoding the information contained in the original uncompressed data. The statistical model is fit to only 3 of the 30 ensemble members and it adequately captures the variability of the ensemble in terms of seasonal internannual variability of daily wind speed. To deal with such a large spatial domain, it is partitioned into 9 region, and the model is fit independently to each of these. We further discuss a recent refinement of the model, which relaxes this assumption of regional independence, by introducing a large-scale component that interacts with the fine-scale regional effects.

The use of imprecise processing to improve accuracy in weather & climate prediction

NASA Astrophysics Data System (ADS)

Düben, Peter D.; McNamara, Hugh; Palmer, T. N.

2014-08-01

The use of stochastic processing hardware and low precision arithmetic in atmospheric models is investigated. Stochastic processors allow hardware-induced faults in calculations, sacrificing bit-reproducibility and precision in exchange for improvements in performance and potentially accuracy of forecasts, due to a reduction in power consumption that could allow higher resolution. A similar trade-off is achieved using low precision arithmetic, with improvements in computation and communication speed and savings in storage and memory requirements. As high-performance computing becomes more massively parallel and power intensive, these two approaches may be important stepping stones in the pursuit of global cloud-resolving atmospheric modelling. The impact of both hardware induced faults and low precision arithmetic is tested using the Lorenz '96 model and the dynamical core of a global atmosphere model. In the Lorenz '96 model there is a natural scale separation; the spectral discretisation used in the dynamical core also allows large and small scale dynamics to be treated separately within the code. Such scale separation allows the impact of lower-accuracy arithmetic to be restricted to components close to the truncation scales and hence close to the necessarily inexact parametrised representations of unresolved processes. By contrast, the larger scales are calculated using high precision deterministic arithmetic. Hardware faults from stochastic processors are emulated using a bit-flip model with different fault rates. Our simulations show that both approaches to inexact calculations do not substantially affect the large scale behaviour, provided they are restricted to act only on smaller scales. By contrast, results from the Lorenz '96 simulations are superior when small scales are calculated on an emulated stochastic processor than when those small scales are parametrised. This suggests that inexact calculations at the small scale could reduce computation and power costs without adversely affecting the quality of the simulations. This would allow higher resolution models to be run at the same computational cost.

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

NASA Astrophysics Data System (ADS)

Wang, Qingyun; Zhang, Honghui; Chen, Guanrong

2012-12-01

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

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

NASA Astrophysics Data System (ADS)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?

PubMed

Palmer, T N

2014-06-28

This paper sets out a new methodological approach to solving the equations for simulating and predicting weather and climate. In this approach, the conventionally hard boundary between the dynamical core and the sub-grid parametrizations is blurred. This approach is motivated by the relatively shallow power-law spectrum for atmospheric energy on scales of hundreds of kilometres and less. It is first argued that, because of this, the closure schemes for weather and climate simulators should be based on stochastic-dynamic systems rather than deterministic formulae. Second, as high-wavenumber elements of the dynamical core will necessarily inherit this stochasticity during time integration, it is argued that the dynamical core will be significantly over-engineered if all computations, regardless of scale, are performed completely deterministically and if all variables are represented with maximum numerical precision (in practice using double-precision floating-point numbers). As the era of exascale computing is approached, an energy- and computationally efficient approach to cloud-resolved weather and climate simulation is described where determinism and numerical precision are focused on the largest scales only.

Optimal Budget Allocation for Sample Average Approximation

DTIC Science & Technology

2011-06-01

an optimization algorithm applied to the sample average problem. We examine the convergence rate of the estimator as the computing budget tends to...regime for the optimization algorithm . 1 Introduction Sample average approximation (SAA) is a frequently used approach to solving stochastic programs...appealing due to its simplicity and the fact that a large number of standard optimization algorithms are often available to optimize the resulting sample

Network Polymers Formed Under Nonideal Conditions.

DTIC Science & Technology

1986-12-01

the system or the limited ability of the statistical model to account for stochastic correlations. The viscosity of the reacting system was measured as...based on competing reactions (ring, chain) and employs equilibrium chain statistics . The work thus far has been limited to single cycle growth on an...polymerizations, because a large number of differential equations must be solved. The Makovian approach (sometimes referred to as the statistical or

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

High-resolution mapping of bifurcations in nonlinear biochemical circuits

NASA Astrophysics Data System (ADS)

Genot, A. J.; Baccouche, A.; Sieskind, R.; Aubert-Kato, N.; Bredeche, N.; Bartolo, J. F.; Taly, V.; Fujii, T.; Rondelez, Y.

2016-08-01

Analog molecular circuits can exploit the nonlinear nature of biochemical reaction networks to compute low-precision outputs with fewer resources than digital circuits. This analog computation is similar to that employed by gene-regulation networks. Although digital systems have a tractable link between structure and function, the nonlinear and continuous nature of analog circuits yields an intricate functional landscape, which makes their design counter-intuitive, their characterization laborious and their analysis delicate. Here, using droplet-based microfluidics, we map with high resolution and dimensionality the bifurcation diagrams of two synthetic, out-of-equilibrium and nonlinear programs: a bistable DNA switch and a predator-prey DNA oscillator. The diagrams delineate where function is optimal, dynamics bifurcates and models fail. Inverse problem solving on these large-scale data sets indicates interference from enzymatic coupling. Additionally, data mining exposes the presence of rare, stochastically bursting oscillators near deterministic bifurcations.

SPIN or LURCH : a Comparative Assessment of Model Checking and Stochastic Search for Temporal Properties in Procedural Code

NASA Technical Reports Server (NTRS)

Powell, John D.; Owens, David; Menzies, Tim

2004-01-01

The difficulty of how to test large systems, such as the one on board a NASA robotic remote explorer (RRE) vehicle, is fundamentally a search issue: the global state space representing all possible has yet to be solved, even after many decades of work. Randomized algorithms have been known to outperform their deterministic counterparts for search problems representing a wide range of applications. In the case study presented here, the LURCH randomized algorithm proved to be adequate to the task of testing a NASA RRE vehicle. LURCH found all the errors found by an earlier analysis of a more complete method (SPIN). Our empirical results are that LURCH can scale to much larger models than standard model checkers like SMV and SPIN. Further, the LURCH analysis was simpler than the SPIN analysis. The simplicity and scalability of LURCH are two compelling reasons for experimenting further with this tool.

A Multi-Verse Optimizer with Levy Flights for Numerical Optimization and Its Application in Test Scheduling for Network-on-Chip.

PubMed

Hu, Cong; Li, Zhi; Zhou, Tian; Zhu, Aijun; Xu, Chuanpei

2016-01-01

We propose a new meta-heuristic algorithm named Levy flights multi-verse optimizer (LFMVO), which incorporates Levy flights into multi-verse optimizer (MVO) algorithm to solve numerical and engineering optimization problems. The Original MVO easily falls into stagnation when wormholes stochastically re-span a number of universes (solutions) around the best universe achieved over the course of iterations. Since Levy flights are superior in exploring unknown, large-scale search space, they are integrated into the previous best universe to force MVO out of stagnation. We test this method on three sets of 23 well-known benchmark test functions and an NP complete problem of test scheduling for Network-on-Chip (NoC). Experimental results prove that the proposed LFMVO is more competitive than its peers in both the quality of the resulting solutions and convergence speed.

A Multi-Verse Optimizer with Levy Flights for Numerical Optimization and Its Application in Test Scheduling for Network-on-Chip

PubMed Central

Hu, Cong; Li, Zhi; Zhou, Tian; Zhu, Aijun; Xu, Chuanpei

2016-01-01

We propose a new meta-heuristic algorithm named Levy flights multi-verse optimizer (LFMVO), which incorporates Levy flights into multi-verse optimizer (MVO) algorithm to solve numerical and engineering optimization problems. The Original MVO easily falls into stagnation when wormholes stochastically re-span a number of universes (solutions) around the best universe achieved over the course of iterations. Since Levy flights are superior in exploring unknown, large-scale search space, they are integrated into the previous best universe to force MVO out of stagnation. We test this method on three sets of 23 well-known benchmark test functions and an NP complete problem of test scheduling for Network-on-Chip (NoC). Experimental results prove that the proposed LFMVO is more competitive than its peers in both the quality of the resulting solutions and convergence speed. PMID:27926946

Parallel Computation of Flow in Heterogeneous Media Modelled by Mixed Finite Elements

NASA Astrophysics Data System (ADS)

Cliffe, K. A.; Graham, I. G.; Scheichl, R.; Stals, L.

2000-11-01

In this paper we describe a fast parallel method for solving highly ill-conditioned saddle-point systems arising from mixed finite element simulations of stochastic partial differential equations (PDEs) modelling flow in heterogeneous media. Each realisation of these stochastic PDEs requires the solution of the linear first-order velocity-pressure system comprising Darcy's law coupled with an incompressibility constraint. The chief difficulty is that the permeability may be highly variable, especially when the statistical model has a large variance and a small correlation length. For reasonable accuracy, the discretisation has to be extremely fine. We solve these problems by first reducing the saddle-point formulation to a symmetric positive definite (SPD) problem using a suitable basis for the space of divergence-free velocities. The reduced problem is solved using parallel conjugate gradients preconditioned with an algebraically determined additive Schwarz domain decomposition preconditioner. The result is a solver which exhibits a good degree of robustness with respect to the mesh size as well as to the variance and to physically relevant values of the correlation length of the underlying permeability field. Numerical experiments exhibit almost optimal levels of parallel efficiency. The domain decomposition solver (DOUG, http://www.maths.bath.ac.uk/~parsoft) used here not only is applicable to this problem but can be used to solve general unstructured finite element systems on a wide range of parallel architectures.

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

A parallel domain decomposition-based implicit method for the Cahn–Hilliard–Cook phase-field equation in 3D

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

Zheng, Xiang; Yang, Chao; State Key Laboratory of Computer Science, Chinese Academy of Sciences, Beijing 100190

2015-03-15

We present a numerical algorithm for simulating the spinodal decomposition described by the three dimensional Cahn–Hilliard–Cook (CHC) equation, which is a fourth-order stochastic partial differential equation with a noise term. The equation is discretized in space and time based on a fully implicit, cell-centered finite difference scheme, with an adaptive time-stepping strategy designed to accelerate the progress to equilibrium. At each time step, a parallel Newton–Krylov–Schwarz algorithm is used to solve the nonlinear system. We discuss various numerical and computational challenges associated with the method. The numerical scheme is validated by a comparison with an explicit scheme of high accuracymore » (and unreasonably high cost). We present steady state solutions of the CHC equation in two and three dimensions. The effect of the thermal fluctuation on the spinodal decomposition process is studied. We show that the existence of the thermal fluctuation accelerates the spinodal decomposition process and that the final steady morphology is sensitive to the stochastic noise. We also show the evolution of the energies and statistical moments. In terms of the parallel performance, it is found that the implicit domain decomposition approach scales well on supercomputers with a large number of processors.« less

North American CO2 fluxes for 2007-2015 from NOAA's CarbonTracker-Lagrange Regional Inverse Modeling Framework

NASA Astrophysics Data System (ADS)

Andrews, A. E.; Hu, L.; Thoning, K. W.; Nehrkorn, T.; Mountain, M. E.; Jacobson, A. R.; Michalak, A.; Dlugokencky, E. J.; Sweeney, C.; Worthy, D. E. J.; Miller, J. B.; Fischer, M. L.; Biraud, S.; van der Velde, I. R.; Basu, S.; Tans, P. P.

2017-12-01

CarbonTracker-Lagrange (CT-L) is a new high-resolution regional inverse modeling system for improved estimation of North American CO2 fluxes. CT-L uses footprints from the Stochastic Time-Inverted Lagrangian Transport (STILT) model driven by high-resolution (10 to 30 km) meteorological fields from the Weather Research and Forecasting (WRF) model. We performed a suite of synthetic-data experiments to evaluate a variety of inversion configurations, including (1) solving for scaling factors to an a priori flux versus additive corrections, (2) solving for fluxes at 3-hrly resolution versus at coarser temporal resolution, (3) solving for fluxes at 1o × 1o resolution versus at large eco-regional scales. Our framework explicitly and objectively solves for the optimal solution with a full error covariance matrix with maximum likelihood estimation, thereby enabling rigorous uncertainty estimates for the derived fluxes. In the synthetic-data inversions, we find that solving for weekly scaling factors of a priori Net Ecosystem Exchange (NEE) at 1o × 1o resolution with optimization of diurnal cycles of CO2 fluxes yields faithful retrieval of the specified "true" fluxes as those solved at 3-hrly resolution. In contrast, a scheme that does not allow for optimization of diurnal cycles of CO2 fluxes suffered from larger aggregation errors. We then applied the optimal inversion setup to estimate North American fluxes for 2007-2015 using real atmospheric CO2 observations, multiple prior estimates of NEE, and multiple boundary values estimated from the NOAA's global Eulerian CarbonTracker (CarbonTracker) and from an empirical approach. Our derived North American land CO2 fluxes show larger seasonal amplitude than those estimated from the CarbonTracker, removing seasonal biases in the CarbonTracker's simulated CO2 mole fractions. Independent evaluations using in-situ CO2 eddy covariance flux measurements and independent aircraft profiles also suggest an improved estimation on North American CO2 fluxes from CT-L. Furthermore, our derived CO2 flux anomalies over North America corresponding to the 2012 North American drought and the 2015 El Niño are larger than derived by the CarbonTracker. They also indicate different responses of ecosystems to those anomalous climatic events.

A low-order model for long-range infrasound propagation in random atmospheric waveguides

NASA Astrophysics Data System (ADS)

Millet, C.; Lott, F.

2014-12-01

In numerical modeling of long-range infrasound propagation in the atmosphere, the wind and temperature profiles are usually obtained as a result of matching atmospheric models to empirical data. The atmospheric models are classically obtained from operational numerical weather prediction centers (NOAA Global Forecast System or ECMWF Integrated Forecast system) as well as atmospheric climate reanalysis activities and thus, do not explicitly resolve atmospheric gravity waves (GWs). The GWs are generally too small to be represented in Global Circulation Models, and their effects on the resolved scales need to be parameterized in order to account for fine-scale atmospheric inhomogeneities (for length scales less than 100 km). In the present approach, the sound speed profiles are considered as random functions, obtained by superimposing a stochastic GW field on the ECMWF reanalysis ERA-Interim. The spectral domain is binned by a large number of monochromatic GWs, and the breaking of each GW is treated independently from the others. The wave equation is solved using a reduced-order model, starting from the classical normal mode technique. We focus on the asymptotic behavior of the transmitted waves in the weakly heterogeneous regime (for which the coupling between the wave and the medium is weak), with a fixed number of propagating modes that can be obtained by rearranging the eigenvalues by decreasing Sobol indices. The most important feature of the stochastic approach lies in the fact that the model order (i.e. the number of relevant eigenvalues) can be computed to satisfy a given statistical accuracy whatever the frequency. As the low-order model preserves the overall structure of waveforms under sufficiently small perturbations of the profile, it can be applied to sensitivity analysis and uncertainty quantification. The gain in CPU cost provided by the low-order model is essential for extracting statistical information from simulations. The statistics of a transmitted broadband pulse are computed by decomposing the original pulse into a sum of modal pulses that propagate with different phase speeds and can be described by a front pulse stabilization theory. The method is illustrated on two large-scale infrasound calibration experiments, that were conducted at the Sayarim Military Range, Israel, in 2009 and 2011.

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

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

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

On two mathematical problems of canonical quantization. IV

NASA Astrophysics Data System (ADS)

Kirillov, A. I.

1992-11-01

A method for solving the problem of reconstructing a measure beginning with its logarithmic derivative is presented. The method completes that of solving the stochastic differential equation via Dirichlet forms proposed by S. Albeverio and M. Rockner. As a result one obtains the mathematical apparatus for the stochastic quantization. The apparatus is applied to prove the existence of the Feynman-Kac measure of the sine-Gordon and λφ2n/(1 + K2φ2n)-models. A synthesis of both mathematical problems of canonical quantization is obtained in the form of a second-order martingale problem for vacuum noise. It is shown that in stochastic mechanics the martingale problem is an analog of Newton's second law and enables us to find the Nelson's stochastic trajectories without determining the wave functions.

A stochastic wind turbine wake model based on new metrics for wake characterization: A stochastic wind turbine wake model based on new metrics for wake characterization

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

Doubrawa, Paula; Barthelmie, Rebecca J.; Wang, Hui

Understanding the detailed dynamics of wind turbine wakes is critical to predicting the performance and maximizing the efficiency of wind farms. This knowledge requires atmospheric data at a high spatial and temporal resolution, which are not easily obtained from direct measurements. Therefore, research is often based on numerical models, which vary in fidelity and computational cost. The simplest models produce axisymmetric wakes and are only valid beyond the near wake. Higher-fidelity results can be obtained by solving the filtered Navier-Stokes equations at a resolution that is sufficient to resolve the relevant turbulence scales. This work addresses the gap between thesemore » two extremes by proposing a stochastic model that produces an unsteady asymmetric wake. The model is developed based on a large-eddy simulation (LES) of an offshore wind farm. Because there are several ways of characterizing wakes, the first part of this work explores different approaches to defining global wake characteristics. From these, a model is developed that captures essential features of a LES-generated wake at a small fraction of the cost. The synthetic wake successfully reproduces the mean characteristics of the original LES wake, including its area and stretching patterns, and statistics of the mean azimuthal radius. The mean and standard deviation of the wake width and height are also reproduced. This preliminary study focuses on reproducing the wake shape, while future work will incorporate velocity deficit and meandering, as well as different stability scenarios.« less

The probability density function (PDF) of Lagrangian Turbulence

NASA Astrophysics Data System (ADS)

Birnir, B.

2012-12-01

The statistical theory of Lagrangian turbulence is derived from the stochastic Navier-Stokes equation. Assuming that the noise in fully-developed turbulence is a generic noise determined by the general theorems in probability, the central limit theorem and the large deviation principle, we are able to formulate and solve the Kolmogorov-Hopf equation for the invariant measure of the stochastic Navier-Stokes equations. The intermittency corrections to the scaling exponents of the structure functions require a multiplicative (multipling the fluid velocity) noise in the stochastic Navier-Stokes equation. We let this multiplicative noise, in the equation, consists of a simple (Poisson) jump process and then show how the Feynmann-Kac formula produces the log-Poissonian processes, found by She and Leveque, Waymire and Dubrulle. These log-Poissonian processes give the intermittency corrections that agree with modern direct Navier-Stokes simulations (DNS) and experiments. The probability density function (PDF) plays a key role when direct Navier-Stokes simulations or experimental results are compared to theory. The statistical theory of turbulence is determined, including the scaling of the structure functions of turbulence, by the invariant measure of the Navier-Stokes equation and the PDFs for the various statistics (one-point, two-point, N-point) can be obtained by taking the trace of the corresponding invariant measures. Hopf derived in 1952 a functional equation for the characteristic function (Fourier transform) of the invariant measure. In distinction to the nonlinear Navier-Stokes equation, this is a linear functional differential equation. The PDFs obtained from the invariant measures for the velocity differences (two-point statistics) are shown to be the four parameter generalized hyperbolic distributions, found by Barndorff-Nilsen. These PDF have heavy tails and a convex peak at the origin. A suitable projection of the Kolmogorov-Hopf equations is the differential equation determining the generalized hyperbolic distributions. Then we compare these PDFs with DNS results and experimental data.

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.

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

PubMed

Feng, Dexiang; Sun, Min; Wang, Xueyong

2017-01-01

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

Synergy of Stochastic and Systematic Energization of Plasmas during Turbulent Reconnection

NASA Astrophysics Data System (ADS)

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz

2018-01-01

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

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.

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

Kitanidis, Peter

As large-scale, commercial storage projects become operational, the problem of utilizing information from diverse sources becomes more critically important. In this project, we developed, tested, and applied an advanced joint data inversion system for CO 2 storage modeling with large data sets for use in site characterization and real-time monitoring. Emphasis was on the development of advanced and efficient computational algorithms for joint inversion of hydro-geophysical data, coupled with state-of-the-art forward process simulations. The developed system consists of (1) inversion tools using characterization data, such as 3D seismic survey (amplitude images), borehole log and core data, as well as hydraulic,more » tracer and thermal tests before CO 2 injection, (2) joint inversion tools for updating the geologic model with the distribution of rock properties, thus reducing uncertainty, using hydro-geophysical monitoring data, and (3) highly efficient algorithms for directly solving the dense or sparse linear algebra systems derived from the joint inversion. The system combines methods from stochastic analysis, fast linear algebra, and high performance computing. The developed joint inversion tools have been tested through synthetic CO 2 storage examples.« less

Large Eddy Simulation of Entropy Generation in a Turbulent Mixing Layer

NASA Astrophysics Data System (ADS)

Sheikhi, Reza H.; Safari, Mehdi; Hadi, Fatemeh

2013-11-01

Entropy transport equation is considered in large eddy simulation (LES) of turbulent flows. The irreversible entropy generation in this equation provides a more general description of subgrid scale (SGS) dissipation due to heat conduction, mass diffusion and viscosity effects. A new methodology is developed, termed the entropy filtered density function (En-FDF), to account for all individual entropy generation effects in turbulent flows. The En-FDF represents the joint probability density function of entropy, frequency, velocity and scalar fields within the SGS. An exact transport equation is developed for the En-FDF, which is modeled by a system of stochastic differential equations, incorporating the second law of thermodynamics. The modeled En-FDF transport equation is solved by a Lagrangian Monte Carlo method. The methodology is employed to simulate a turbulent mixing layer involving transport of passive scalars and entropy. Various modes of entropy generation are obtained from the En-FDF and analyzed. Predictions are assessed against data generated by direct numerical simulation (DNS). The En-FDF predictions are in good agreements with the DNS data.

Strategic planning for disaster recovery with stochastic last mile distribution

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

Bent, Russell Whitford; Van Hentenryck, Pascal; Coffrin, Carleton

2010-01-01

This paper considers the single commodity allocation problem (SCAP) for disaster recovery, a fundamental problem faced by all populated areas. SCAPs are complex stochastic optimization problems that combine resource allocation, warehouse routing, and parallel fleet routing. Moreover, these problems must be solved under tight runtime constraints to be practical in real-world disaster situations. This paper formalizes the specification of SCAPs and introduces a novel multi-stage hybrid-optimization algorithm that utilizes the strengths of mixed integer programming, constraint programming, and large neighborhood search. The algorithm was validated on hurricane disaster scenarios generated by Los Alamos National Laboratory using state-of-the-art disaster simulation toolsmore » and is deployed to aid federal organizations in the US.« less

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

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

Stochastic dynamics of genetic broadcasting networks

NASA Astrophysics Data System (ADS)

Potoyan, Davit; Wolynes, Peter

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

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

PubMed

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

2004-10-01

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

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

PubMed Central

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

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

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

Escape problem under stochastic volatility: The Heston model

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Perelló, Josep

2008-11-01

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

LASER APPLICATIONS AND OTHER TOPICS IN QUANTUM ELECTRONICS: Application of the stochastic parallel gradient descent algorithm for numerical simulation and analysis of the coherent summation of radiation from fibre amplifiers

NASA Astrophysics Data System (ADS)

Zhou, Pu; Wang, Xiaolin; Li, Xiao; Chen, Zilum; Xu, Xiaojun; Liu, Zejin

2009-10-01

Coherent summation of fibre laser beams, which can be scaled to a relatively large number of elements, is simulated by using the stochastic parallel gradient descent (SPGD) algorithm. The applicability of this algorithm for coherent summation is analysed and its optimisaton parameters and bandwidth limitations are studied.

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

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

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

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

Ensemble Kalman filters for dynamical systems with unresolved turbulence

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

Grooms, Ian, E-mail: grooms@cims.nyu.edu; Lee, Yoonsang; Majda, Andrew J.

Ensemble Kalman filters are developed for turbulent dynamical systems where the forecast model does not resolve all the active scales of motion. Coarse-resolution models are intended to predict the large-scale part of the true dynamics, but observations invariably include contributions from both the resolved large scales and the unresolved small scales. The error due to the contribution of unresolved scales to the observations, called ‘representation’ or ‘representativeness’ error, is often included as part of the observation error, in addition to the raw measurement error, when estimating the large-scale part of the system. It is here shown how stochastic superparameterization (amore » multiscale method for subgridscale parameterization) can be used to provide estimates of the statistics of the unresolved scales. In addition, a new framework is developed wherein small-scale statistics can be used to estimate both the resolved and unresolved components of the solution. The one-dimensional test problem from dispersive wave turbulence used here is computationally tractable yet is particularly difficult for filtering because of the non-Gaussian extreme event statistics and substantial small scale turbulence: a shallow energy spectrum proportional to k{sup −5/6} (where k is the wavenumber) results in two-thirds of the climatological variance being carried by the unresolved small scales. Because the unresolved scales contain so much energy, filters that ignore the representation error fail utterly to provide meaningful estimates of the system state. Inclusion of a time-independent climatological estimate of the representation error in a standard framework leads to inaccurate estimates of the large-scale part of the signal; accurate estimates of the large scales are only achieved by using stochastic superparameterization to provide evolving, large-scale dependent predictions of the small-scale statistics. Again, because the unresolved scales contain so much energy, even an accurate estimate of the large-scale part of the system does not provide an accurate estimate of the true state. By providing simultaneous estimates of both the large- and small-scale parts of the solution, the new framework is able to provide accurate estimates of the true system state.« less

Stochastic dynamics of genetic broadcasting networks

NASA Astrophysics Data System (ADS)

Potoyan, Davit A.; Wolynes, Peter G.

2017-11-01

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

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

Wu, Fuke, E-mail: wufuke@mail.hust.edu.cn; Tian, Tianhai, E-mail: tianhai.tian@sci.monash.edu.au; Rawlings, James B., E-mail: james.rawlings@wisc.edu

The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in themore » work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766–1793 (1996); ibid. 56, 1794–1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.« less

Modelling the cancer growth process by Stochastic Differential Equations with the effect of Chondroitin Sulfate (CS) as anticancer therapeutics

NASA Astrophysics Data System (ADS)

Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina

2017-09-01

A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.

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

PubMed

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

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

The role of the airline transportation network in the prediction and predictability of global epidemics.

PubMed

Colizza, Vittoria; Barrat, Alain; Barthélemy, Marc; Vespignani, Alessandro

2006-02-14

The systematic study of large-scale networks has unveiled the ubiquitous presence of connectivity patterns characterized by large-scale heterogeneities and unbounded statistical fluctuations. These features affect dramatically the behavior of the diffusion processes occurring on networks, determining the ensuing statistical properties of their evolution pattern and dynamics. In this article, we present a stochastic computational framework for the forecast of global epidemics that considers the complete worldwide air travel infrastructure complemented with census population data. We address two basic issues in global epidemic modeling: (i) we study the role of the large scale properties of the airline transportation network in determining the global diffusion pattern of emerging diseases; and (ii) we evaluate the reliability of forecasts and outbreak scenarios with respect to the intrinsic stochasticity of disease transmission and traffic flows. To address these issues we define a set of quantitative measures able to characterize the level of heterogeneity and predictability of the epidemic pattern. These measures may be used for the analysis of containment policies and epidemic risk assessment.

Trend assessment: applications for hydrology and climate research

NASA Astrophysics Data System (ADS)

Kallache, M.; Rust, H. W.; Kropp, J.

2005-02-01

The assessment of trends in climatology and hydrology still is a matter of debate. Capturing typical properties of time series, like trends, is highly relevant for the discussion of potential impacts of global warming or flood occurrences. It provides indicators for the separation of anthropogenic signals and natural forcing factors by distinguishing between deterministic trends and stochastic variability. In this contribution river run-off data from gauges in Southern Germany are analysed regarding their trend behaviour by combining a deterministic trend component and a stochastic model part in a semi-parametric approach. In this way the trade-off between trend and autocorrelation structure can be considered explicitly. A test for a significant trend is introduced via three steps: First, a stochastic fractional ARIMA model, which is able to reproduce short-term as well as long-term correlations, is fitted to the empirical data. In a second step, wavelet analysis is used to separate the variability of small and large time-scales assuming that the trend component is part of the latter. Finally, a comparison of the overall variability to that restricted to small scales results in a test for a trend. The extraction of the large-scale behaviour by wavelet analysis provides a clue concerning the shape of the trend.

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

PubMed

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

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

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

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

2009-12-01

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

Enhanced intelligent water drops algorithm for multi-depot vehicle routing problem

PubMed Central

Akutsah, Francis; Olusanya, Micheal O.; Adewumi, Aderemi O.

2018-01-01

The intelligent water drop algorithm is a swarm-based metaheuristic algorithm, inspired by the characteristics of water drops in the river and the environmental changes resulting from the action of the flowing river. Since its appearance as an alternative stochastic optimization method, the algorithm has found applications in solving a wide range of combinatorial and functional optimization problems. This paper presents an improved intelligent water drop algorithm for solving multi-depot vehicle routing problems. A simulated annealing algorithm was introduced into the proposed algorithm as a local search metaheuristic to prevent the intelligent water drop algorithm from getting trapped into local minima and also improve its solution quality. In addition, some of the potential problematic issues associated with using simulated annealing that include high computational runtime and exponential calculation of the probability of acceptance criteria, are investigated. The exponential calculation of the probability of acceptance criteria for the simulated annealing based techniques is computationally expensive. Therefore, in order to maximize the performance of the intelligent water drop algorithm using simulated annealing, a better way of calculating the probability of acceptance criteria is considered. The performance of the proposed hybrid algorithm is evaluated by using 33 standard test problems, with the results obtained compared with the solutions offered by four well-known techniques from the subject literature. Experimental results and statistical tests show that the new method possesses outstanding performance in terms of solution quality and runtime consumed. In addition, the proposed algorithm is suitable for solving large-scale problems. PMID:29554662

Enhanced intelligent water drops algorithm for multi-depot vehicle routing problem.

PubMed

Ezugwu, Absalom E; Akutsah, Francis; Olusanya, Micheal O; Adewumi, Aderemi O

2018-01-01

The intelligent water drop algorithm is a swarm-based metaheuristic algorithm, inspired by the characteristics of water drops in the river and the environmental changes resulting from the action of the flowing river. Since its appearance as an alternative stochastic optimization method, the algorithm has found applications in solving a wide range of combinatorial and functional optimization problems. This paper presents an improved intelligent water drop algorithm for solving multi-depot vehicle routing problems. A simulated annealing algorithm was introduced into the proposed algorithm as a local search metaheuristic to prevent the intelligent water drop algorithm from getting trapped into local minima and also improve its solution quality. In addition, some of the potential problematic issues associated with using simulated annealing that include high computational runtime and exponential calculation of the probability of acceptance criteria, are investigated. The exponential calculation of the probability of acceptance criteria for the simulated annealing based techniques is computationally expensive. Therefore, in order to maximize the performance of the intelligent water drop algorithm using simulated annealing, a better way of calculating the probability of acceptance criteria is considered. The performance of the proposed hybrid algorithm is evaluated by using 33 standard test problems, with the results obtained compared with the solutions offered by four well-known techniques from the subject literature. Experimental results and statistical tests show that the new method possesses outstanding performance in terms of solution quality and runtime consumed. In addition, the proposed algorithm is suitable for solving large-scale problems.

Stochastic dark energy from inflationary quantum fluctuations

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2010-03-26

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

Density Large Deviations for Multidimensional Stochastic Hyperbolic Conservation Laws

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz

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

Large Eddy Simulation in the Computation of Jet Noise

NASA Technical Reports Server (NTRS)

Mankbadi, R. R.; Goldstein, M. E.; Povinelli, L. A.; Hayder, M. E.; Turkel, E.

1999-01-01

Noise can be predicted by solving Full (time-dependent) Compressible Navier-Stokes Equation (FCNSE) with computational domain. The fluctuating near field of the jet produces propagating pressure waves that produce far-field sound. The fluctuating flow field as a function of time is needed in order to calculate sound from first principles. Noise can be predicted by solving the full, time-dependent, compressible Navier-Stokes equations with the computational domain extended to far field - but this is not feasible as indicated above. At high Reynolds number of technological interest turbulence has large range of scales. Direct numerical simulations (DNS) can not capture the small scales of turbulence. The large scales are more efficient than the small scales in radiating sound. The emphasize is thus on calculating sound radiated by large scales.

Some variance reduction methods for numerical stochastic homogenization

PubMed Central

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

2016-01-01

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

Telegraph noise in Markovian master equation for electron transport through molecular junctions

NASA Astrophysics Data System (ADS)

Kosov, Daniel S.

2018-05-01

We present a theoretical approach to solve the Markovian master equation for quantum transport with stochastic telegraph noise. Considering probabilities as functionals of a random telegraph process, we use Novikov's functional method to convert the stochastic master equation to a set of deterministic differential equations. The equations are then solved in the Laplace space, and the expression for the probability vector averaged over the ensemble of realisations of the stochastic process is obtained. We apply the theory to study the manifestations of telegraph noise in the transport properties of molecular junctions. We consider the quantum electron transport in a resonant-level molecule as well as polaronic regime transport in a molecular junction with electron-vibration interaction.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

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

2015-02-03

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

Fermionic influence on inflationary fluctuations

NASA Astrophysics Data System (ADS)

Boyanovsky, Daniel

2016-04-01

Motivated by apparent persistent large scale anomalies in the cosmic microwave background we study the influence of fermionic degrees of freedom on the dynamics of inflaton fluctuations as a possible source of violations of (nearly) scale invariance on cosmological scales. We obtain the nonequilibrium effective action of an inflaton-like scalar field with Yukawa interactions (YD ,M) to light fermionic degrees of freedom both for Dirac and Majorana fields in de Sitter space-time. The effective action leads to Langevin equations of motion for the fluctuations of the inflaton-like field, with self-energy corrections and a stochastic Gaussian noise. We solve the Langevin equation in the super-Hubble limit implementing a dynamical renormalization group resummation. For a nearly massless inflaton its power spectrum of super-Hubble fluctuations is enhanced, P (k ;η )=(H/2 π )2eγt[-k η ] with γt[-k η ]=1/6 π2 [∑i =1 NDYi,D 2+2 ∑j =1 NMYj,M 2]{ln2[-k η ]-2 ln [-k η ]ln [-k η0]} for ND Dirac and NM Majorana fermions, and η0 is the renormalization scale at which the inflaton mass vanishes. The full power spectrum is shown to be renormalization group invariant. These corrections to the super-Hubble power spectrum entail a violation of scale invariance as a consequence of the coupling to the fermionic fields. The effective action is argued to be exact in the limit of a large number of fermionic fields. A cancellation between the enhancement from fermionic degrees of freedom and suppression from light scalar degrees of freedom conformally coupled to gravity suggests the possibility of a finely tuned supersymmetry among these fields.

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

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

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

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

PubMed

Plehn, Thomas; May, Volkhard

2017-01-21

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

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

NASA Astrophysics Data System (ADS)

Plehn, Thomas; May, Volkhard

2017-01-01

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

WKB theory of large deviations in stochastic populations

NASA Astrophysics Data System (ADS)

Assaf, Michael; Meerson, Baruch

2017-06-01

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

Particle Acceleration and Heating by Turbulent Reconnection

NASA Astrophysics Data System (ADS)

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

2016-08-01

Turbulent flows in the solar wind, large-scale current sheets, multiple current sheets, and shock waves lead to the formation of environments in which a dense network of current sheets is established and sustains “turbulent reconnection.” We constructed a 2D grid on which a number of randomly chosen grid points are acting as scatterers (I.e., magnetic clouds or current sheets). Our goal is to examine how test particles respond inside this large-scale collection of scatterers. We study the energy gain of individual particles, the evolution of their energy distribution, and their escape time distribution. We have developed a new method to estimate the transport coefficients from the dynamics of the interaction of the particles with the scatterers. Replacing the “magnetic clouds” with current sheets, we have proven that the energization processes can be more efficient depending on the strength of the effective electric fields inside the current sheets and their statistical properties. Using the estimated transport coefficients and solving the Fokker-Planck (FP) equation, we can recover the energy distribution of the particles only for the stochastic Fermi process. We have shown that the evolution of the particles inside a turbulent reconnecting volume is not a solution of the FP equation, since the interaction of the particles with the current sheets is “anomalous,” in contrast to the case of the second-order Fermi process.

PARTICLE ACCELERATION AND HEATING BY TURBULENT RECONNECTION

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

Vlahos, Loukas; Pisokas, Theophilos; Isliker, Heinz

2016-08-10

Turbulent flows in the solar wind, large-scale current sheets, multiple current sheets, and shock waves lead to the formation of environments in which a dense network of current sheets is established and sustains “turbulent reconnection.” We constructed a 2D grid on which a number of randomly chosen grid points are acting as scatterers (i.e., magnetic clouds or current sheets). Our goal is to examine how test particles respond inside this large-scale collection of scatterers. We study the energy gain of individual particles, the evolution of their energy distribution, and their escape time distribution. We have developed a new method tomore » estimate the transport coefficients from the dynamics of the interaction of the particles with the scatterers. Replacing the “magnetic clouds” with current sheets, we have proven that the energization processes can be more efficient depending on the strength of the effective electric fields inside the current sheets and their statistical properties. Using the estimated transport coefficients and solving the Fokker–Planck (FP) equation, we can recover the energy distribution of the particles only for the stochastic Fermi process. We have shown that the evolution of the particles inside a turbulent reconnecting volume is not a solution of the FP equation, since the interaction of the particles with the current sheets is “anomalous,” in contrast to the case of the second-order Fermi process.« less

A decoupled approach to filter design for stochastic systems

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

Antoine, Nicolas E.; Bieniawski, Stefan R.; Kroo, Ilan M.; Wolpert, David H.

2004-01-01

Product distribution theory is a new collective intelligence-based framework for analyzing and controlling distributed systems. Its usefulness in distributed stochastic optimization is illustrated here through an airline fleet assignment problem. This problem involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of linear and non-linear constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of this new stochastic optimization algorithm to a non-linear objective cold start fleet assignment problem. Results show that the optimizer can successfully solve such highly-constrained problems (130 variables, 184 constraints).

Field dynamics inference via spectral density estimation

NASA Astrophysics Data System (ADS)

Frank, Philipp; Steininger, Theo; Enßlin, Torsten A.

2017-11-01

Stochastic differential equations are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to solve, e.g., when modeling Brownian motion. In some cases, the equations governing the dynamics of a physical system on macroscopic scales occur to be unknown since they typically cannot be deduced from general principles. In this work, we describe how the underlying laws of a stochastic process can be approximated by the spectral density of the corresponding process. Furthermore, we show how the density can be inferred from possibly very noisy and incomplete measurements of the dynamical field. Generally, inverse problems like these can be tackled with the help of Information Field Theory. For now, we restrict to linear and autonomous processes. To demonstrate its applicability, we employ our reconstruction algorithm on a time-series and spatiotemporal processes.

Field dynamics inference via spectral density estimation.

PubMed

Frank, Philipp; Steininger, Theo; Enßlin, Torsten A

2017-11-01

Stochastic differential equations are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to solve, e.g., when modeling Brownian motion. In some cases, the equations governing the dynamics of a physical system on macroscopic scales occur to be unknown since they typically cannot be deduced from general principles. In this work, we describe how the underlying laws of a stochastic process can be approximated by the spectral density of the corresponding process. Furthermore, we show how the density can be inferred from possibly very noisy and incomplete measurements of the dynamical field. Generally, inverse problems like these can be tackled with the help of Information Field Theory. For now, we restrict to linear and autonomous processes. To demonstrate its applicability, we employ our reconstruction algorithm on a time-series and spatiotemporal processes.

Data-driven Climate Modeling and Prediction

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2016-12-01

Global climate models aim to simulate a broad range of spatio-temporal scales of climate variability with state vector having many millions of degrees of freedom. On the other hand, while detailed weather prediction out to a few days requires high numerical resolution, it is fairly clear that a major fraction of large-scale climate variability can be predicted in a much lower-dimensional phase space. Low-dimensional models can simulate and predict this fraction of climate variability, provided they are able to account for linear and nonlinear interactions between the modes representing large scales of climate dynamics, as well as their interactions with a much larger number of modes representing fast and small scales. This presentation will highlight several new applications by Multilayered Stochastic Modeling (MSM) [Kondrashov, Chekroun and Ghil, 2015] framework that has abundantly proven its efficiency in the modeling and real-time forecasting of various climate phenomena. MSM is a data-driven inverse modeling technique that aims to obtain a low-order nonlinear system of prognostic equations driven by stochastic forcing, and estimates both the dynamical operator and the properties of the driving noise from multivariate time series of observations or a high-end model's simulation. MSM leads to a system of stochastic differential equations (SDEs) involving hidden (auxiliary) variables of fast-small scales ranked by layers, which interact with the macroscopic (observed) variables of large-slow scales to model the dynamics of the latter, and thus convey memory effects. New MSM climate applications focus on development of computationally efficient low-order models by using data-adaptive decomposition methods that convey memory effects by time-embedding techniques, such as Multichannel Singular Spectrum Analysis (M-SSA) [Ghil et al. 2002] and recently developed Data-Adaptive Harmonic (DAH) decomposition method [Chekroun and Kondrashov, 2016]. In particular, new results by DAH-MSM modeling and prediction of Arctic Sea Ice, as well as decadal predictions of near-surface Earth temperatures will be presented.

Online Low-Rank Representation Learning for Joint Multi-subspace Recovery and Clustering.

PubMed

Li, Bo; Liu, Risheng; Cao, Junjie; Zhang, Jie; Lai, Yu-Kun; Liua, Xiuping

2017-10-06

Benefiting from global rank constraints, the lowrank representation (LRR) method has been shown to be an effective solution to subspace learning. However, the global mechanism also means that the LRR model is not suitable for handling large-scale data or dynamic data. For large-scale data, the LRR method suffers from high time complexity, and for dynamic data, it has to recompute a complex rank minimization for the entire data set whenever new samples are dynamically added, making it prohibitively expensive. Existing attempts to online LRR either take a stochastic approach or build the representation purely based on a small sample set and treat new input as out-of-sample data. The former often requires multiple runs for good performance and thus takes longer time to run, and the latter formulates online LRR as an out-ofsample classification problem and is less robust to noise. In this paper, a novel online low-rank representation subspace learning method is proposed for both large-scale and dynamic data. The proposed algorithm is composed of two stages: static learning and dynamic updating. In the first stage, the subspace structure is learned from a small number of data samples. In the second stage, the intrinsic principal components of the entire data set are computed incrementally by utilizing the learned subspace structure, and the low-rank representation matrix can also be incrementally solved by an efficient online singular value decomposition (SVD) algorithm. The time complexity is reduced dramatically for large-scale data, and repeated computation is avoided for dynamic problems. We further perform theoretical analysis comparing the proposed online algorithm with the batch LRR method. Finally, experimental results on typical tasks of subspace recovery and subspace clustering show that the proposed algorithm performs comparably or better than batch methods including the batch LRR, and significantly outperforms state-of-the-art online methods.

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

PubMed Central

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

2016-01-01

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

Stochastic Mixing Model with Power Law Decay of Variance

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

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

NASA Astrophysics Data System (ADS)

Punshon-Smith, Samuel

This dissertation is concerned with two areas of investigation: the first is understanding the mathematical structures behind the emergence of macroscopic laws and the effects of small scales fluctuations, the second involves the rigorous mathematical study of such laws and related questions of well-posedness. To address these areas of investigation the dissertation involves two parts: Part I concerns the theory of coarse-graining of many particle systems. We first investigate the mathematical structure behind the Mori-Zwanzig (projection operator) formalism by introducing two perturbative approaches to coarse-graining of systems that have an explicit scale separation. One concerns systems with little dissipation, while the other concerns systems with strong dissipation. In both settings we obtain an asymptotic series of `corrections' to the limiting description which are small with respect to the scaling parameter, these corrections represent the effects of small scales. We determine that only certain approximations give rise to dissipative effects in the resulting evolution. Next we apply this framework to the problem of coarse-graining the locally conserved quantities of a classical Hamiltonian system. By lumping conserved quantities into a collection of mesoscopic cells, we obtain, through a series of approximations, a stochastic particle system that resembles a discretization of the non-linear equations of fluctuating hydrodynamics. We study this system in the case that the transport coefficients are constant and prove well-posedness of the stochastic dynamics. Part II concerns the mathematical description of models where the underlying characteristics are stochastic. Such equations can model, for instance, the dynamics of a passive scalar in a random (turbulent) velocity field or the statistical behavior of a collection of particles subject to random environmental forces. First, we study general well-posedness properties of stochastic transport equation with rough diffusion coefficients. Our main result is strong existence and uniqueness under certain regularity conditions on the coefficients, and uses the theory of renormalized solutions of transport equations adapted to the stochastic setting. Next, in a work undertaken with collaborator Scott-Smith we study the Boltzmann equation with a stochastic forcing. The noise describing the forcing is white in time and colored in space and describes the effects of random environmental forces on a rarefied gas undergoing instantaneous, binary collisions. Under a cut-off assumption on the collision kernel and a coloring hypothesis for the noise coefficients, we prove the global existence of renormalized (DiPerna/Lions) martingale solutions to the Boltzmann equation for large initial data with finite mass, energy, and entropy. Our analysis includes a detailed study of weak martingale solutions to a class of linear stochastic kinetic equations. Tightness of the appropriate quantities is proved by an extension of the Skorohod theorem to non-metric spaces.

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.

Minimizing the stochasticity of halos in large-scale structure surveys

NASA Astrophysics Data System (ADS)

Hamaus, Nico; Seljak, Uroš; Desjacques, Vincent; Smith, Robert E.; Baldauf, Tobias

2010-08-01

In recent work (Seljak, Hamaus, and Desjacques 2009) it was found that weighting central halo galaxies by halo mass can significantly suppress their stochasticity relative to the dark matter, well below the Poisson model expectation. This is useful for constraining relations between galaxies and the dark matter, such as the galaxy bias, especially in situations where sampling variance errors can be eliminated. In this paper we extend this study with the goal of finding the optimal mass-dependent halo weighting. We use N-body simulations to perform a general analysis of halo stochasticity and its dependence on halo mass. We investigate the stochasticity matrix, defined as Cij≡⟨(δi-biδm)(δj-bjδm)⟩, where δm is the dark matter overdensity in Fourier space, δi the halo overdensity of the i-th halo mass bin, and bi the corresponding halo bias. In contrast to the Poisson model predictions we detect nonvanishing correlations between different mass bins. We also find the diagonal terms to be sub-Poissonian for the highest-mass halos. The diagonalization of this matrix results in one large and one low eigenvalue, with the remaining eigenvalues close to the Poisson prediction 1/n¯, where n¯ is the mean halo number density. The eigenmode with the lowest eigenvalue contains most of the information and the corresponding eigenvector provides an optimal weighting function to minimize the stochasticity between halos and dark matter. We find this optimal weighting function to match linear mass weighting at high masses, while at the low-mass end the weights approach a constant whose value depends on the low-mass cut in the halo mass function. This weighting further suppresses the stochasticity as compared to the previously explored mass weighting. Finally, we employ the halo model to derive the stochasticity matrix and the scale-dependent bias from an analytical perspective. It is remarkably successful in reproducing our numerical results and predicts that the stochasticity between halos and the dark matter can be reduced further when going to halo masses lower than we can resolve in current simulations.

Some variance reduction methods for numerical stochastic homogenization.

PubMed

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

2016-04-28

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

A novel artificial fish swarm algorithm for solving large-scale reliability-redundancy application problem.

PubMed

He, Qiang; Hu, Xiangtao; Ren, Hong; Zhang, Hongqi

2015-11-01

A novel artificial fish swarm algorithm (NAFSA) is proposed for solving large-scale reliability-redundancy allocation problem (RAP). In NAFSA, the social behaviors of fish swarm are classified in three ways: foraging behavior, reproductive behavior, and random behavior. The foraging behavior designs two position-updating strategies. And, the selection and crossover operators are applied to define the reproductive ability of an artificial fish. For the random behavior, which is essentially a mutation strategy, the basic cloud generator is used as the mutation operator. Finally, numerical results of four benchmark problems and a large-scale RAP are reported and compared. NAFSA shows good performance in terms of computational accuracy and computational efficiency for large scale RAP. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Criticality in conserved dynamical systems: experimental observation vs. exact properties.

PubMed

Marković, Dimitrije; Gros, Claudius; Schuelein, André

2013-03-01

Conserved dynamical systems are generally considered to be critical. We study a class of critical routing models, equivalent to random maps, which can be solved rigorously in the thermodynamic limit. The information flow is conserved for these routing models and governed by cyclic attractors. We consider two classes of information flow, Markovian routing without memory and vertex routing involving a one-step routing memory. Investigating the respective cycle length distributions for complete graphs, we find log corrections to power-law scaling for the mean cycle length, as a function of the number of vertices, and a sub-polynomial growth for the overall number of cycles. When observing experimentally a real-world dynamical system one normally samples stochastically its phase space. The number and the length of the attractors are then weighted by the size of their respective basins of attraction. This situation is equivalent, for theory studies, to "on the fly" generation of the dynamical transition probabilities. For the case of vertex routing models, we find in this case power law scaling for the weighted average length of attractors, for both conserved routing models. These results show that the critical dynamical systems are generically not scale-invariant but may show power-law scaling when sampled stochastically. It is hence important to distinguish between intrinsic properties of a critical dynamical system and its behavior that one would observe when randomly probing its phase space.

Functional Wigner representation of quantum dynamics of Bose-Einstein condensate

NASA Astrophysics Data System (ADS)

Opanchuk, B.; Drummond, P. D.

2013-04-01

We develop a method of simulating the full quantum field dynamics of multi-mode multi-component Bose-Einstein condensates in a trap. We use the truncated Wigner representation to obtain a probabilistic theory that can be sampled. This method produces c-number stochastic equations which may be solved using conventional stochastic methods. The technique is valid for large mode occupation numbers. We give a detailed derivation of methods of functional Wigner representation appropriate for quantum fields. Our approach describes spatial evolution of spinor components and properly accounts for nonlinear losses. Such techniques are applicable to calculating the leading quantum corrections, including effects such as quantum squeezing, entanglement, EPR correlations, and interactions with engineered nonlinear reservoirs. By using a consistent expansion in the inverse density, we are able to explain an inconsistency in the nonlinear loss equations found by earlier authors.

Control of Vibratory Energy Harvesters in the Presence of Nonlinearities and Power-Flow Constraints

NASA Astrophysics Data System (ADS)

Cassidy, Ian L.

Over the past decade, a significant amount of research activity has been devoted to developing electromechanical systems that can convert ambient mechanical vibrations into usable electric power. Such systems, referred to as vibratory energy harvesters, have a number of useful of applications, ranging in scale from self-powered wireless sensors for structural health monitoring in bridges and buildings to energy harvesting from ocean waves. One of the most challenging aspects of this technology concerns the efficient extraction and transmission of power from transducer to storage. Maximizing the rate of power extraction from vibratory energy harvesters is further complicated by the stochastic nature of the disturbance. The primary purpose of this dissertation is to develop feedback control algorithms which optimize the average power generated from stochastically-excited vibratory energy harvesters. This dissertation will illustrate the performance of various controllers using two vibratory energy harvesting systems: an electromagnetic transducer embedded within a flexible structure, and a piezoelectric bimorph cantilever beam. Compared with piezoelectric systems, large-scale electromagnetic systems have received much less attention in the literature despite their ability to generate power at the watt--kilowatt scale. Motivated by this observation, the first part of this dissertation focuses on developing an experimentally validated predictive model of an actively controlled electromagnetic transducer. Following this experimental analysis, linear-quadratic-Gaussian control theory is used to compute unconstrained state feedback controllers for two ideal vibratory energy harvesting systems. This theory is then augmented to account for competing objectives, nonlinearities in the harvester dynamics, and non-quadratic transmission loss models in the electronics. In many vibratory energy harvesting applications, employing a bi-directional power electronic drive to actively control the harvester is infeasible due to the high levels of parasitic power required to operate the drive. For the case where a single-directional drive is used, a constraint on the directionality of power-flow is imposed on the system, which necessitates the use of nonlinear feedback. As such, a sub-optimal controller for power-flow-constrained vibratory energy harvesters is presented, which is analytically guaranteed to outperform the optimal static admittance controller. Finally, the last section of this dissertation explores a numerical approach to compute optimal discretized control manifolds for systems with power-flow constraints. Unlike the sub-optimal nonlinear controller, the numerical controller satisfies the necessary conditions for optimality by solving the stochastic Hamilton-Jacobi equation.

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

NASA Astrophysics Data System (ADS)

Del Rio Amador, Lenin; Lovejoy, Shaun

2017-04-01

Over the past ten years, a key advance in our understanding of atmospheric variability is the discovery that between the weather and climate regime lies an intermediate "macroweather" regime, spanning the range of scales from ≈10 days to ≈30 years. Macroweather statistics are characterized by two fundamental symmetries: scaling and the factorization of the joint space-time statistics. In the time domain, the scaling has low intermittency with the additional property that successive fluctuations tend to cancel. In space, on the contrary the scaling has high (multifractal) intermittency corresponding to the existence of different climate zones. These properties have fundamental implications for macroweather forecasting: a) the temporal scaling implies that the system has a long range memory that can be exploited for forecasting; b) the low temporal intermittency implies that mathematically well-established (Gaussian) forecasting techniques can be used; and c), the statistical factorization property implies that although spatial correlations (including teleconnections) may be large, if long enough time series are available, they are not necessarily useful in improving forecasts. Theoretically, these conditions imply the existence of stochastic predictability limits in our talk, we show that these limits apply to GCM's. Based on these statistical implications, we developed the Stochastic Seasonal and Interannual Prediction System (StocSIPS) for the prediction of temperature from regional to global scales and from one month to many years horizons. One of the main components of StocSIPS is the separation and prediction of both the internal and externally forced variabilities. In order to test the theoretical assumptions and consequences for predictability and predictions, we use 41 different CMIP5 model outputs from preindustrial control runs that have fixed external forcings: whose variability is purely internally generated. We first show that these statistical assumptions hold with relatively good accuracy and then we performed hindcasts at global and regional scales from monthly to annual time resolutions using StocSIPS. We obtained excellent agreement between the hindcast Mean Square Skill Score (MSSS) and the theoretical stochastic limits. We also show the application of StocSIPS to the prediction of average global temperature and compare our results with those obtained using multi-model ensemble approaches. StocSIPS has numerous advantages including a) higher MSSS for large time horizons, b) the from convergence to the real - not model - climate, c) much higher computational speed, d) no need for data assimilation, e) no ad hoc post processing and f) no need for downscaling.

Risk management with substitution options: Valuing flexibility in small-scale energy systems

NASA Astrophysics Data System (ADS)

Knapp, Karl Eric

Several features of small-scale energy systems make them more easily adapted to a changing operating environment than large centralized designs. This flexibility is often manifested as the ability to substitute inputs. This research explores the value of this substitution flexibility and the marginal value of becoming a "little more flexible" in the context of real project investment in developing countries. The elasticity of substitution is proposed as a stylized measure of flexibility and a choice variable. A flexible alternative (elasticity > 0) can be thought of as holding a fixed-proportions "nflexible" asset plus a sequence of exchange options---the option to move to another feasible "recipe" each period. Substitutability derives value from following a contour of anticipated variations and from responding to new information. Substitutability value, a "cost savings option", increases with elasticity and price risk. However, the required premium to incrementally increase flexibility can in some cases decrease with an increase in risk. Variance is not always a measure of risk. Tools from stochastic dominance are newly applied to real options with convex payoffs to correct some misperceptions and clarify many common modeling situations that meet the criteria for increased variance to imply increased risk. The behavior of the cost savings option is explored subject to a stochastic input price process. At the point where costs are identical for all alternatives, the stochastic process for cost savings becomes deterministic, with savings directly proportional to elasticity of substitution and price variance. The option is also formulated as a derivative security via dynamic programming. The partial differential equation is solved for the special case of Cobb-Douglas (elasticity = 1) (also shown are linear (infinite elasticity), Leontief (elasticity = 0)). Risk aversion is insufficient to prefer a more flexible alternative with the same expected value. Intertemporal links convert the sequence of independent options to a single compound option and require an expansion of the flexibility concept. Additional options increase the value of the project but generally decrease flexibility value. The framework is applied to case study in India: an urban industry electricity strategy decision with reliability risk.

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

NASA Astrophysics Data System (ADS)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2009-06-01

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

Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models.

PubMed

Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio

2016-09-01

A large number of portfolio selection models have appeared in the literature since the pioneering work of Markowitz. However, even when computational and empirical results are described, they are often hard to replicate and compare due to the unavailability of the datasets used in the experiments. We provide here several datasets for portfolio selection generated using real-world price values from several major stock markets. The datasets contain weekly return values, adjusted for dividends and for stock splits, which are cleaned from errors as much as possible. The datasets are available in different formats, and can be used as benchmarks for testing the performances of portfolio selection models and for comparing the efficiency of the algorithms used to solve them. We also provide, for these datasets, the portfolios obtained by several selection strategies based on Stochastic Dominance models (see "On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection" (Bruni et al. [2])). We believe that testing portfolio models on publicly available datasets greatly simplifies the comparison of the different portfolio selection strategies.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Randomized central limit theorems: A unified theory.

PubMed

Eliazar, Iddo; Klafter, Joseph

2010-08-01

The central limit theorems (CLTs) characterize the macroscopic statistical behavior of large ensembles of independent and identically distributed random variables. The CLTs assert that the universal probability laws governing ensembles' aggregate statistics are either Gaussian or Lévy, and that the universal probability laws governing ensembles' extreme statistics are Fréchet, Weibull, or Gumbel. The scaling schemes underlying the CLTs are deterministic-scaling all ensemble components by a common deterministic scale. However, there are "random environment" settings in which the underlying scaling schemes are stochastic-scaling the ensemble components by different random scales. Examples of such settings include Holtsmark's law for gravitational fields and the Stretched Exponential law for relaxation times. In this paper we establish a unified theory of randomized central limit theorems (RCLTs)-in which the deterministic CLT scaling schemes are replaced with stochastic scaling schemes-and present "randomized counterparts" to the classic CLTs. The RCLT scaling schemes are shown to be governed by Poisson processes with power-law statistics, and the RCLTs are shown to universally yield the Lévy, Fréchet, and Weibull probability laws.

Current fluctuations in periodically driven systems

NASA Astrophysics Data System (ADS)

Barato, Andre C.; Chetrite, Raphael

2018-05-01

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We develop a theoretical formalism to evaluate the rate of such large deviations in periodically driven systems. We show that the scaled cumulant generating function that characterizes current fluctuations is given by a maximal Floquet exponent. Comparing deterministic protocols with stochastic protocols, we show that, with respect to large deviations, systems driven by a stochastic protocol with an infinitely large number of jumps are equivalent to systems driven by deterministic protocols. Our results are illustrated with three case studies: a two-state model for a heat engine, a three-state model for a molecular pump, and a biased random walk with a time-periodic affinity.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

A VLSI recurrent network of integrate-and-fire neurons connected by plastic synapses with long-term memory.

PubMed

Chicca, E; Badoni, D; Dante, V; D'Andreagiovanni, M; Salina, G; Carota, L; Fusi, S; Del Giudice, P

2003-01-01

Electronic neuromorphic devices with on-chip, on-line learning should be able to modify quickly the synaptic couplings to acquire information about new patterns to be stored (synaptic plasticity) and, at the same time, preserve this information on very long time scales (synaptic stability). Here, we illustrate the electronic implementation of a simple solution to this stability-plasticity problem, recently proposed and studied in various contexts. It is based on the observation that reducing the analog depth of the synapses to the extreme (bistable synapses) does not necessarily disrupt the performance of the device as an associative memory, provided that 1) the number of neurons is large enough; 2) the transitions between stable synaptic states are stochastic; and 3) learning is slow. The drastic reduction of the analog depth of the synaptic variable also makes this solution appealing from the point of view of electronic implementation and offers a simple methodological alternative to the technological solution based on floating gates. We describe the full custom analog very large-scale integration (VLSI) realization of a small network of integrate-and-fire neurons connected by bistable deterministic plastic synapses which can implement the idea of stochastic learning. In the absence of stimuli, the memory is preserved indefinitely. During the stimulation the synapse undergoes quick temporary changes through the activities of the pre- and postsynaptic neurons; those changes stochastically result in a long-term modification of the synaptic efficacy. The intentionally disordered pattern of connectivity allows the system to generate a randomness suited to drive the stochastic selection mechanism. We check by a suitable stimulation protocol that the stochastic synaptic plasticity produces the expected pattern of potentiation and depression in the electronic network.

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

Search Planning Under Incomplete Information Using Stochastic Optimization and Regression

DTIC Science & Technology

2011-09-01

solve since they involve un- certainty and unknown parameters (see for example Shapiro et al., 2009; Wallace & Ziemba , 2005). One application area is...M16130.2E. 43 Wallace, S. W., & Ziemba , W. T. (2005). Applications of stochastic programming. Philadelphia, PA: Society for Industrial and Applied

Numerical considerations for Lagrangian stochastic dispersion models: Eliminating rogue trajectories, and the importance of numerical accuracy

USDA-ARS?s Scientific Manuscript database

When Lagrangian stochastic models for turbulent dispersion are applied to complex flows, some type of ad hoc intervention is almost always necessary to eliminate unphysical behavior in the numerical solution. This paper discusses numerical considerations when solving the Langevin-based particle velo...

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems.

PubMed

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times.

PubMed

Yang, Xin; Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

2016-01-01

This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems.

Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times

PubMed Central

Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

2016-01-01

This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems. PMID:27907163

Climate SPHINX: evaluating the impact of resolution and stochastic physics parameterisations in the EC-Earth global climate model

NASA Astrophysics Data System (ADS)

Davini, Paolo; von Hardenberg, Jost; Corti, Susanna; Christensen, Hannah M.; Juricke, Stephan; Subramanian, Aneesh; Watson, Peter A. G.; Weisheimer, Antje; Palmer, Tim N.

2017-03-01

The Climate SPHINX (Stochastic Physics HIgh resolutioN eXperiments) project is a comprehensive set of ensemble simulations aimed at evaluating the sensitivity of present and future climate to model resolution and stochastic parameterisation. The EC-Earth Earth system model is used to explore the impact of stochastic physics in a large ensemble of 30-year climate integrations at five different atmospheric horizontal resolutions (from 125 up to 16 km). The project includes more than 120 simulations in both a historical scenario (1979-2008) and a climate change projection (2039-2068), together with coupled transient runs (1850-2100). A total of 20.4 million core hours have been used, made available from a single year grant from PRACE (the Partnership for Advanced Computing in Europe), and close to 1.5 PB of output data have been produced on SuperMUC IBM Petascale System at the Leibniz Supercomputing Centre (LRZ) in Garching, Germany. About 140 TB of post-processed data are stored on the CINECA supercomputing centre archives and are freely accessible to the community thanks to an EUDAT data pilot project. This paper presents the technical and scientific set-up of the experiments, including the details on the forcing used for the simulations performed, defining the SPHINX v1.0 protocol. In addition, an overview of preliminary results is given. An improvement in the simulation of Euro-Atlantic atmospheric blocking following resolution increase is observed. It is also shown that including stochastic parameterisation in the low-resolution runs helps to improve some aspects of the tropical climate - specifically the Madden-Julian Oscillation and the tropical rainfall variability. These findings show the importance of representing the impact of small-scale processes on the large-scale climate variability either explicitly (with high-resolution simulations) or stochastically (in low-resolution simulations).

Focused-based multifractal analysis of the wake in a wind turbine array utilizing proper orthogonal decomposition

NASA Astrophysics Data System (ADS)

Kadum, Hawwa; Ali, Naseem; Cal, Raúl

2016-11-01

Hot-wire anemometry measurements have been performed on a 3 x 3 wind turbine array to study the multifractality of the turbulent kinetic energy dissipations. A multifractal spectrum and Hurst exponents are determined at nine locations downstream of the hub height, and bottom and top tips. Higher multifractality is found at 0.5D and 1D downstream of the bottom tip and hub height. The second order of the Hurst exponent and combination factor show an ability to predict the flow state in terms of its development. Snapshot proper orthogonal decomposition is used to identify the coherent and incoherent structures and to reconstruct the stochastic velocity using a specific number of the POD eigenfunctions. The accumulation of the turbulent kinetic energy in top tip location exhibits fast convergence compared to the bottom tip and hub height locations. The dissipation of the large and small scales are determined using the reconstructed stochastic velocities. The higher multifractality is shown in the dissipation of the large scale compared to small-scale dissipation showing consistency with the behavior of the original signals.

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

DOE PAGES

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

2016-11-27

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

Neural networks for continuous online learning and control.

PubMed

Choy, Min Chee; Srinivasan, Dipti; Cheu, Ruey Long

2006-11-01

This paper proposes a new hybrid neural network (NN) model that employs a multistage online learning process to solve the distributed control problem with an infinite horizon. Various techniques such as reinforcement learning and evolutionary algorithm are used to design the multistage online learning process. For this paper, the infinite horizon distributed control problem is implemented in the form of real-time distributed traffic signal control for intersections in a large-scale traffic network. The hybrid neural network model is used to design each of the local traffic signal controllers at the respective intersections. As the state of the traffic network changes due to random fluctuation of traffic volumes, the NN-based local controllers will need to adapt to the changing dynamics in order to provide effective traffic signal control and to prevent the traffic network from becoming overcongested. Such a problem is especially challenging if the local controllers are used for an infinite horizon problem where online learning has to take place continuously once the controllers are implemented into the traffic network. A comprehensive simulation model of a section of the Central Business District (CBD) of Singapore has been developed using PARAMICS microscopic simulation program. As the complexity of the simulation increases, results show that the hybrid NN model provides significant improvement in traffic conditions when evaluated against an existing traffic signal control algorithm as well as a new, continuously updated simultaneous perturbation stochastic approximation-based neural network (SPSA-NN). Using the hybrid NN model, the total mean delay of each vehicle has been reduced by 78% and the total mean stoppage time of each vehicle has been reduced by 84% compared to the existing traffic signal control algorithm. This shows the efficacy of the hybrid NN model in solving large-scale traffic signal control problem in a distributed manner. Also, it indicates the possibility of using the hybrid NN model for other applications that are similar in nature as the infinite horizon distributed control problem.

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.

Climate SPHINX: High-resolution present-day and future climate simulations with an improved representation of small-scale variability

NASA Astrophysics Data System (ADS)

Davini, Paolo; von Hardenberg, Jost; Corti, Susanna; Subramanian, Aneesh; Weisheimer, Antje; Christensen, Hannah; Juricke, Stephan; Palmer, Tim

2016-04-01

The PRACE Climate SPHINX project investigates the sensitivity of climate simulations to model resolution and stochastic parameterization. The EC-Earth Earth-System Model is used to explore the impact of stochastic physics in 30-years climate integrations as a function of model resolution (from 80km up to 16km for the atmosphere). The experiments include more than 70 simulations in both a historical scenario (1979-2008) and a climate change projection (2039-2068), using RCP8.5 CMIP5 forcing. A total amount of 20 million core hours will be used at end of the project (March 2016) and about 150 TBytes of post-processed data will be available to the climate community. Preliminary results show a clear improvement in the representation of climate variability over the Euro-Atlantic following resolution increase. More specifically, the well-known atmospheric blocking negative bias over Europe is definitely resolved. High resolution runs also show improved fidelity in representation of tropical variability - such as the MJO and its propagation - over the low resolution simulations. It is shown that including stochastic parameterization in the low resolution runs help to improve some of the aspects of the MJO propagation further. These findings show the importance of representing the impact of small scale processes on the large scale climate variability either explicitly (with high resolution simulations) or stochastically (in low resolution simulations).

Research on trading patterns of large users' direct power purchase considering consumption of clean energy

NASA Astrophysics Data System (ADS)

Guojun, He; Lin, Guo; Zhicheng, Yu; Xiaojun, Zhu; Lei, Wang; Zhiqiang, Zhao

2017-03-01

In order to reduce the stochastic volatility of supply and demand, and maintain the electric power system's stability after large scale stochastic renewable energy sources connected to grid, the development and consumption should be promoted by marketing means. Bilateral contract transaction model of large users' direct power purchase conforms to the actual situation of our country. Trading pattern of large users' direct power purchase is analyzed in this paper, characteristics of each power generation are summed up, and centralized matching mode is mainly introduced. Through the establishment of power generation enterprises' priority evaluation index system and the analysis of power generation enterprises' priority based on fuzzy clustering, the sorting method of power generation enterprises' priority in trading patterns of large users' direct power purchase is put forward. Suggestions for trading mechanism of large users' direct power purchase are offered by this method, which is good for expand the promotion of large users' direct power purchase further.

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

PubMed

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

2018-01-01

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

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

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

Agent-Centric Approach for Cybersecurity Decision-Support with Partial Observability

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

Tipireddy, Ramakrishna; Chatterjee, Samrat; Paulson, Patrick R.

Generating automated cyber resilience policies for real-world settings is a challenging research problem that must account for uncertainties in system state over time and dynamics between attackers and defenders. In addition to understanding attacker and defender motives and tools, and identifying “relevant” system and attack data, it is also critical to develop rigorous mathematical formulations representing the defender’s decision-support problem under uncertainty. Game-theoretic approaches involving cyber resource allocation optimization with Markov decision processes (MDP) have been previously proposed in the literature. Moreover, advancements in reinforcement learning approaches have motivated the development of partially observable stochastic games (POSGs) in various multi-agentmore » problem domains with partial information. Recent advances in cyber-system state space modeling have also generated interest in potential applicability of POSGs for cybersecurity. However, as is the case in strategic card games such as poker, research challenges using game-theoretic approaches for practical cyber defense applications include: 1) solving for equilibrium and designing efficient algorithms for large-scale, general problems; 2) establishing mathematical guarantees that equilibrium exists; 3) handling possible existence of multiple equilibria; and 4) exploitation of opponent weaknesses. Inspired by advances in solving strategic card games while acknowledging practical challenges associated with the use of game-theoretic approaches in cyber settings, this paper proposes an agent-centric approach for cybersecurity decision-support with partial system state observability.« less

Down to the roughness scale assessment of piston-ring/liner contacts

NASA Astrophysics Data System (ADS)

Checo, H. M.; Jaramillo, A.; Ausas, R. F.; Jai, M.; Buscaglia, G. C.

2017-02-01

The effects of surface roughness in hydrodynamic bearings been accounted for through several approaches, the most widely used being averaging or stochastic techniques. With these the surface is not treated “as it is”, but by means of an assumed probability distribution for the roughness. The so called direct, deterministic or measured-surface simulation) solve the lubrication problem with realistic surfaces down to the roughness scale. This leads to expensive computational problems. Most researchers have tackled this problem considering non-moving surfaces and neglecting the ring dynamics to reduce the computational burden. What is proposed here is to solve the fully-deterministic simulation both in space and in time, so that the actual movement of the surfaces and the rings dynamics are taken into account. This simulation is much more complex than previous ones, as it is intrinsically transient. The feasibility of these fully-deterministic simulations is illustrated two cases: fully deterministic simulation of liner surfaces with diverse finishings (honed and coated bores) with constant piston velocity and load on the ring and also in real engine conditions.

Functional Wigner representation of quantum dynamics of Bose-Einstein condensate

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

Opanchuk, B.; Drummond, P. D.

2013-04-15

We develop a method of simulating the full quantum field dynamics of multi-mode multi-component Bose-Einstein condensates in a trap. We use the truncated Wigner representation to obtain a probabilistic theory that can be sampled. This method produces c-number stochastic equations which may be solved using conventional stochastic methods. The technique is valid for large mode occupation numbers. We give a detailed derivation of methods of functional Wigner representation appropriate for quantum fields. Our approach describes spatial evolution of spinor components and properly accounts for nonlinear losses. Such techniques are applicable to calculating the leading quantum corrections, including effects such asmore » quantum squeezing, entanglement, EPR correlations, and interactions with engineered nonlinear reservoirs. By using a consistent expansion in the inverse density, we are able to explain an inconsistency in the nonlinear loss equations found by earlier authors.« less

Integral equation methods for computing likelihoods and their derivatives in the stochastic integrate-and-fire model.

PubMed

Paninski, Liam; Haith, Adrian; Szirtes, Gabor

2008-02-01

We recently introduced likelihood-based methods for fitting stochastic integrate-and-fire models to spike train data. The key component of this method involves the likelihood that the model will emit a spike at a given time t. Computing this likelihood is equivalent to computing a Markov first passage time density (the probability that the model voltage crosses threshold for the first time at time t). Here we detail an improved method for computing this likelihood, based on solving a certain integral equation. This integral equation method has several advantages over the techniques discussed in our previous work: in particular, the new method has fewer free parameters and is easily differentiable (for gradient computations). The new method is also easily adaptable for the case in which the model conductance, not just the input current, is time-varying. Finally, we describe how to incorporate large deviations approximations to very small likelihoods.

Langevin approach to a chemical wave front: Selection of the propagation velocity in the presence of internal noise

NASA Astrophysics Data System (ADS)

Lemarchand, A.; Lesne, A.; Mareschal, M.

1995-05-01

The reaction-diffusion equation associated with the Fisher chemical model A+B-->2A admits wave-front solutions by replacing an unstable stationary state with a stable one. The deterministic analysis concludes that their propagation velocity is not prescribed by the dynamics. For a large class of initial conditions the velocity which is spontaneously selected is equal to the minimum allowed velocity vmin, as predicted by the marginal stability criterion. In order to test the relevance of this deterministic description we investigate the macroscopic consequences, on the velocity and the width of the front, of the intrinsic stochasticity due to the underlying microscopic dynamics. We solve numerically the Langevin equations, deduced analytically from the master equation within a system size expansion procedure. We show that the mean profile associated with the stochastic solution propagates faster than the deterministic solution at a velocity up to 25% greater than vmin.

a Stochastic Approach to Multiobjective Optimization of Large-Scale Water Reservoir Networks

NASA Astrophysics Data System (ADS)

Bottacin-Busolin, A.; Worman, A. L.

2013-12-01

A main challenge for the planning and management of water resources is the development of multiobjective strategies for operation of large-scale water reservoir networks. The optimal sequence of water releases from multiple reservoirs depends on the stochastic variability of correlated hydrologic inflows and on various processes that affect water demand and energy prices. Although several methods have been suggested, large-scale optimization problems arising in water resources management are still plagued by the high dimensional state space and by the stochastic nature of the hydrologic inflows. In this work, the optimization of reservoir operation is approached using approximate dynamic programming (ADP) with policy iteration and function approximators. The method is based on an off-line learning process in which operating policies are evaluated for a number of stochastic inflow scenarios, and the resulting value functions are used to design new, improved policies until convergence is attained. A case study is presented of a multi-reservoir system in the Dalälven River, Sweden, which includes 13 interconnected reservoirs and 36 power stations. Depending on the late spring and summer peak discharges, the lowlands adjacent to Dalälven can often be flooded during the summer period, and the presence of stagnating floodwater during the hottest months of the year is the cause of a large proliferation of mosquitos, which is a major problem for the people living in the surroundings. Chemical pesticides are currently being used as a preventive countermeasure, which do not provide an effective solution to the problem and have adverse environmental impacts. In this study, ADP was used to analyze the feasibility of alternative operating policies for reducing the flood risk at a reasonable economic cost for the hydropower companies. To this end, mid-term operating policies were derived by combining flood risk reduction with hydropower production objectives. The performance of the resulting policies was evaluated by simulating the online operating process for historical inflow scenarios and synthetic inflow forecasts. The simulations are based on a combined mid- and short-term planning model in which the value function derived in the mid-term planning phase provides the value of the policy at the end of the short-term operating horizon. While a purely deterministic linear analysis provided rather optimistic results, the stochastic model allowed for a more accurate evaluation of trade-offs and limitations of alternative operating strategies for the Dalälven reservoir network.

Using Probabilistic Information in Solving Resource Allocation Problems for a Decentralized Firm

DTIC Science & Technology

1978-09-01

deterministic equivalent form of HIQ’s problem (5) by an approach similar to the one used in stochastic programming with simple recourse. See Ziemba [38) or, in...1964). 38. Ziemba , W.T., "Stochastic Programs with Simple Recourse," Technical Report 72-15, Stanford University, Department of Operations Research

Neutral evolution in a biological population as diffusion in phenotype space: reproduction with local mutation but without selection.

PubMed

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-02

The process of "evolutionary diffusion," i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

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

Baker, Kyri; Toomey, Bridget

Evolving power systems with increasing levels of stochasticity call for a need to solve optimal power flow problems with large quantities of random variables. Weather forecasts, electricity prices, and shifting load patterns introduce higher levels of uncertainty and can yield optimization problems that are difficult to solve in an efficient manner. Solution methods for single chance constraints in optimal power flow problems have been considered in the literature, ensuring single constraints are satisfied with a prescribed probability; however, joint chance constraints, ensuring multiple constraints are simultaneously satisfied, have predominantly been solved via scenario-based approaches or by utilizing Boole's inequality asmore » an upper bound. In this paper, joint chance constraints are used to solve an AC optimal power flow problem while preventing overvoltages in distribution grids under high penetrations of photovoltaic systems. A tighter version of Boole's inequality is derived and used to provide a new upper bound on the joint chance constraint, and simulation results are shown demonstrating the benefit of the proposed upper bound. The new framework allows for a less conservative and more computationally efficient solution to considering joint chance constraints, specifically regarding preventing overvoltages.« less

Spatial distribution and optimal harvesting of an age-structured population in a fluctuating environment.

PubMed

Engen, Steinar; Lee, Aline Magdalena; Sæther, Bernt-Erik

2018-02-01

We analyze a spatial age-structured model with density regulation, age specific dispersal, stochasticity in vital rates and proportional harvesting. We include two age classes, juveniles and adults, where juveniles are subject to logistic density dependence. There are environmental stochastic effects with arbitrary spatial scales on all birth and death rates, and individuals of both age classes are subject to density independent dispersal with given rates and specified distributions of dispersal distances. We show how to simulate the joint density fields of the age classes and derive results for the spatial scales of all spatial autocovariance functions for densities. A general result is that the squared scale has an additive term equal to the squared scale of the environmental noise, corresponding to the Moran effect, as well as additive terms proportional to the dispersal rate and variance of dispersal distance for the age classes and approximately inversely proportional to the strength of density regulation. We show that the optimal harvesting strategy in the deterministic case is to harvest only juveniles when their relative value (e.g. financial) is large, and otherwise only adults. With increasing environmental stochasticity there is an interval of increasing length of values of juveniles relative to adults where both age classes should be harvested. Harvesting generally tends to increase all spatial scales of the autocovariances of densities. Copyright © 2017. Published by Elsevier Inc.

Optimal growth trajectories with finite carrying capacity.

PubMed

Caravelli, F; Sindoni, L; Caccioli, F; Ududec, C

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Optimal growth trajectories with finite carrying capacity

NASA Astrophysics Data System (ADS)

Caravelli, F.; Sindoni, L.; Caccioli, F.; Ududec, C.

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

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

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

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

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

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.

Modeling when, where, and how to manage a forest epidemic, motivated by sudden oak death in California

Treesearch

Nik J. Cunniffe; Richard C. Cobb; Ross K. Meentemeyer; David M. Rizzo; Christopher A. Gilligan

2016-01-01

Sudden oak death, caused by Phytophthora ramorum, has killed millions of oak and tanoak in California since its first detection in 1995. Despite some localized small-scale management, there has been no large-scale attempt to slow the spread of the pathogen in California. Here we use a stochastic spatially-explicit model parameterized using data on...

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

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

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

Fish Processed Production Planning Using Integer Stochastic Programming Model

NASA Astrophysics Data System (ADS)

Firmansyah, Mawengkang, Herman

2011-06-01

Fish and its processed products are the most affordable source of animal protein in the diet of most people in Indonesia. The goal in production planning is to meet customer demand over a fixed time horizon divided into planning periods by optimizing the trade-off between economic objectives such as production cost and customer satisfaction level. The major decisions are production and inventory levels for each product and the number of workforce in each planning period. In this paper we consider the management of small scale traditional business at North Sumatera Province which performs processing fish into several local seafood products. The inherent uncertainty of data (e.g. demand, fish availability), together with the sequential evolution of data over time leads the production planning problem to a nonlinear mixed-integer stochastic programming model. We use scenario generation based approach and feasible neighborhood search for solving the model. The results which show the amount of each fish processed product and the number of workforce needed in each horizon planning are presented.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Suppression of phase mixing in drift-kinetic plasma turbulence

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

Parker, J. T., E-mail: joseph.parker@stfc.ac.uk; OCIAM, Mathematical Institute, University of Oxford, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford OX2 6GG; Brasenose College, Radcliffe Square, Oxford OX1 4AJ

2016-07-15

Transfer of free energy from large to small velocity-space scales by phase mixing leads to Landau damping in a linear plasma. In a turbulent drift-kinetic plasma, this transfer is statistically nearly canceled by an inverse transfer from small to large velocity-space scales due to “anti-phase-mixing” modes excited by a stochastic form of plasma echo. Fluid moments (density, velocity, and temperature) are thus approximately energetically isolated from the higher moments of the distribution function, so phase mixing is ineffective as a dissipation mechanism when the plasma collisionality is small.

Performance of Grey Wolf Optimizer on large scale problems

NASA Astrophysics Data System (ADS)

Gupta, Shubham; Deep, Kusum

2017-01-01

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

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-02-01

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod-Patterson-Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

Event-by-event picture for the medium-induced jet evolution

NASA Astrophysics Data System (ADS)

Escobedo, Miguel A.; Iancu, Edmond

2017-08-01

We discuss the evolution of an energetic jet which propagates through a dense quark-gluon plasma and radiates gluons due to its interactions with the medium. Within perturbative QCD, this evolution can be described as a stochastic branching process, that we have managed to solve exactly. We present exact, analytic, results for the gluon spectrum (the average gluon distribution) and for the higher n-point functions, which describe correlations and fluctuations. Using these results, we construct the event-by-event picture of the gluon distribution produced via medium-induced gluon branching. In contrast to what happens in a usual QCD cascade in vacuum, the medium-induced branchings are quasi-democratic, with offspring gluons carrying sizable fractions of the energy of their parent parton. We find large fluctuations in the energy loss and in the multiplicity of soft gluons. The multiplicity distribution is predicted to exhibit KNO (Koba-Nielsen-Olesen) scaling. These predictions can be tested in Pb+Pb collisions at the LHC, via event-by-event measurements of the di-jet asymmetry. Based on [1, 2].

Event-by-event picture for the medium-induced jet evolution

NASA Astrophysics Data System (ADS)

Escobedo, Miguel A.; Iancu, Edmond

2017-03-01

We discuss the evolution of an energetic jet which propagates through a dense quark-gluon plasma and radiates gluons due to its interactions with the medium. Within perturbative QCD, this evolution can be described as a stochastic branching process, that we have managed to solve exactly. We present exact, analytic, results for the gluon spectrum (the average gluon distribution) and for the higher n-point functions, which describe correlations and fluctuations. Using these results, we construct the event-by-event picture of the gluon distribution produced via medium-induced gluon branching. In contrast to what happens in a usual QCD cascade in vacuum, the medium-induced branchings are quasi-democratic, with offspring gluons carrying sizable fractions of the energy of their parent parton. We find large fluctuations in the energy loss and in the multiplicity of soft gluons. The multiplicity distribution is predicted to exhibit KNO (Koba-Nielsen-Olesen) scaling. These predictions can be tested in Pb+Pb collisions at the LHC, via event-by-event measurements of the di-jet asymmetry. Based on [1, 2].

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

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

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

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

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

PubMed Central

2013-01-01

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

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

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

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

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

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

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

Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.

Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

NASA Astrophysics Data System (ADS)

Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

2015-12-01

This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

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

PubMed Central

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

2017-01-01

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

Using remotely sensed data and stochastic models to simulate realistic flood hazard footprints across the continental US

NASA Astrophysics Data System (ADS)

Bates, P. D.; Quinn, N.; Sampson, C. C.; Smith, A.; Wing, O.; Neal, J. C.

2017-12-01

Remotely sensed data has transformed the field of large scale hydraulic modelling. New digital elevation, hydrography and river width data has allowed such models to be created for the first time, and remotely sensed observations of water height, slope and water extent has allowed them to be calibrated and tested. As a result, we are now able to conduct flood risk analyses at national, continental or even global scales. However, continental scale analyses have significant additional complexity compared to typical flood risk modelling approaches. Traditional flood risk assessment uses frequency curves to define the magnitude of extreme flows at gauging stations. The flow values for given design events, such as the 1 in 100 year return period flow, are then used to drive hydraulic models in order to produce maps of flood hazard. Such an approach works well for single gauge locations and local models because over relatively short river reaches (say 10-60km) one can assume that the return period of an event does not vary. At regional to national scales and across multiple river catchments this assumption breaks down, and for a given flood event the return period will be different at different gauging stations, a pattern known as the event `footprint'. Despite this, many national scale risk analyses still use `constant in space' return period hazard layers (e.g. the FEMA Special Flood Hazard Areas) in their calculations. Such an approach can estimate potential exposure, but will over-estimate risk and cannot determine likely flood losses over a whole region or country. We address this problem by using a stochastic model to simulate many realistic extreme event footprints based on observed gauged flows and the statistics of gauge to gauge correlations. We take the entire USGS gauge data catalogue for sites with > 45 years of record and use a conditional approach for multivariate extreme values to generate sets of flood events with realistic return period variation in space. We undertake a number of quality checks of the stochastic model and compare real and simulated footprints to show that the method is able to re-create realistic patterns even at continental scales where there is large variation in flood generating mechanisms. We then show how these patterns can be used to drive a large scale 2D hydraulic to predict regional scale flooding.

An evaluation of sex-age-kill (SAK) model performance

USGS Publications Warehouse

Millspaugh, Joshua J.; Skalski, John R.; Townsend, Richard L.; Diefenbach, Duane R.; Boyce, Mark S.; Hansen, Lonnie P.; Kammermeyer, Kent

2009-01-01

The sex-age-kill (SAK) model is widely used to estimate abundance of harvested large mammals, including white-tailed deer (Odocoileus virginianus). Despite a long history of use, few formal evaluations of SAK performance exist. We investigated how violations of the stable age distribution and stationary population assumption, changes to male or female harvest, stochastic effects (i.e., random fluctuations in recruitment and survival), and sampling efforts influenced SAK estimation. When the simulated population had a stable age distribution and λ > 1, the SAK model underestimated abundance. Conversely, when λ < 1, the SAK overestimated abundance. When changes to male harvest were introduced, SAK estimates were opposite the true population trend. In contrast, SAK estimates were robust to changes in female harvest rates. Stochastic effects caused SAK estimates to fluctuate about their equilibrium abundance, but the effect dampened as the size of the surveyed population increased. When we considered both stochastic effects and sampling error at a deer management unit scale the resultant abundance estimates were within ±121.9% of the true population level 95% of the time. These combined results demonstrate extreme sensitivity to model violations and scale of analysis. Without changes to model formulation, the SAK model will be biased when λ ≠ 1. Furthermore, any factor that alters the male harvest rate, such as changes to regulations or changes in hunter attitudes, will bias population estimates. Sex-age-kill estimates may be precise at large spatial scales, such as the state level, but less so at the individual management unit level. Alternative models, such as statistical age-at-harvest models, which require similar data types, might allow for more robust, broad-scale demographic assessments.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

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

Inverse Modeling Using Markov Chain Monte Carlo Aided by Adaptive Stochastic Collocation Method with Transformation

NASA Astrophysics Data System (ADS)

Zhang, D.; Liao, Q.

2016-12-01

The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of computational efficiency.

Stochastic modeling for time series InSAR: with emphasis on atmospheric effects

NASA Astrophysics Data System (ADS)

Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai

2018-02-01

Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.

Simulation of water-energy fluxes through small-scale reservoir systems under limited data availability

NASA Astrophysics Data System (ADS)

Papoulakos, Konstantinos; Pollakis, Giorgos; Moustakis, Yiannis; Markopoulos, Apostolis; Iliopoulou, Theano; Dimitriadis, Panayiotis; Koutsoyiannis, Demetris; Efstratiadis, Andreas

2017-04-01

Small islands are regarded as promising areas for developing hybrid water-energy systems that combine multiple sources of renewable energy with pumped-storage facilities. Essential element of such systems is the water storage component (reservoir), which implements both flow and energy regulations. Apparently, the representation of the overall water-energy management problem requires the simulation of the operation of the reservoir system, which in turn requires a faithful estimation of water inflows and demands of water and energy. Yet, in small-scale reservoir systems, this task in far from straightforward, since both the availability and accuracy of associated information is generally very poor. For, in contrast to large-scale reservoir systems, for which it is quite easy to find systematic and reliable hydrological data, in the case of small systems such data may be minor or even totally missing. The stochastic approach is the unique means to account for input data uncertainties within the combined water-energy management problem. Using as example the Livadi reservoir, which is the pumped storage component of the small Aegean island of Astypalaia, Greece, we provide a simulation framework, comprising: (a) a stochastic model for generating synthetic rainfall and temperature time series; (b) a stochastic rainfall-runoff model, whose parameters cannot be inferred through calibration and, thus, they are represented as correlated random variables; (c) a stochastic model for estimating water supply and irrigation demands, based on simulated temperature and soil moisture, and (d) a daily operation model of the reservoir system, providing stochastic forecasts of water and energy outflows. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

PubMed

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

2014-08-15

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

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

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

2016-05-19

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

Solving Large-Scale Inverse Magnetostatic Problems using the Adjoint Method

PubMed Central

Bruckner, Florian; Abert, Claas; Wautischer, Gregor; Huber, Christian; Vogler, Christoph; Hinze, Michael; Suess, Dieter

2017-01-01

An efficient algorithm for the reconstruction of the magnetization state within magnetic components is presented. The occurring inverse magnetostatic problem is solved by means of an adjoint approach, based on the Fredkin-Koehler method for the solution of the forward problem. Due to the use of hybrid FEM-BEM coupling combined with matrix compression techniques the resulting algorithm is well suited for large-scale problems. Furthermore the reconstruction of the magnetization state within a permanent magnet as well as an optimal design application are demonstrated. PMID:28098851

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

NASA Technical Reports Server (NTRS)

Drozda, T. G.; Sheikhi, R. M.; Givi, Peyman

2001-01-01

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Solving large scale structure in ten easy steps with COLA

NASA Astrophysics Data System (ADS)

Tassev, Svetlin; Zaldarriaga, Matias; Eisenstein, Daniel J.

2013-06-01

We present the COmoving Lagrangian Acceleration (COLA) method: an N-body method for solving for Large Scale Structure (LSS) in a frame that is comoving with observers following trajectories calculated in Lagrangian Perturbation Theory (LPT). Unlike standard N-body methods, the COLA method can straightforwardly trade accuracy at small-scales in order to gain computational speed without sacrificing accuracy at large scales. This is especially useful for cheaply generating large ensembles of accurate mock halo catalogs required to study galaxy clustering and weak lensing, as those catalogs are essential for performing detailed error analysis for ongoing and future surveys of LSS. As an illustration, we ran a COLA-based N-body code on a box of size 100 Mpc/h with particles of mass ≈ 5 × 109Msolar/h. Running the code with only 10 timesteps was sufficient to obtain an accurate description of halo statistics down to halo masses of at least 1011Msolar/h. This is only at a modest speed penalty when compared to mocks obtained with LPT. A standard detailed N-body run is orders of magnitude slower than our COLA-based code. The speed-up we obtain with COLA is due to the fact that we calculate the large-scale dynamics exactly using LPT, while letting the N-body code solve for the small scales, without requiring it to capture exactly the internal dynamics of halos. Achieving a similar level of accuracy in halo statistics without the COLA method requires at least 3 times more timesteps than when COLA is employed.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Programming Probabilistic Structural Analysis for Parallel Processing Computer

NASA Technical Reports Server (NTRS)

Sues, Robert H.; Chen, Heh-Chyun; Twisdale, Lawrence A.; Chamis, Christos C.; Murthy, Pappu L. N.

1991-01-01

The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

Differential Relations between Facets of Complex Problem Solving and Students' Immigration Background

ERIC Educational Resources Information Center

Sonnleitner, Philipp; Brunner, Martin; Keller, Ulrich; Martin, Romain

2014-01-01

Whereas the assessment of complex problem solving (CPS) has received increasing attention in the context of international large-scale assessments, its fairness in regard to students' cultural background has gone largely unexplored. On the basis of a student sample of 9th-graders (N = 299), including a representative number of immigrant students (N…

Methodes de decomposition pour la planification a moyen terme de la production hydroelectrique sous incertitude

NASA Astrophysics Data System (ADS)

Carpentier, Pierre-Luc

In this thesis, we consider the midterm production planning problem (MTPP) of hydroelectricity generation under uncertainty. The aim of this problem is to manage a set of interconnected hydroelectric reservoirs over several months. We are particularly interested in high dimensional reservoir systems that are operated by large hydroelectricity producers such as Hydro-Quebec. The aim of this thesis is to develop and evaluate different decomposition methods for solving the MTPP under uncertainty. This thesis is divided in three articles. The first article demonstrates the applicability of the progressive hedging algorithm (PHA), a scenario decomposition method, for managing hydroelectric reservoirs with multiannual storage capacity under highly variable operating conditions in Canada. The PHA is a classical stochastic optimization method designed to solve general multistage stochastic programs defined on a scenario tree. This method works by applying an augmented Lagrangian relaxation on non-anticipativity constraints (NACs) of the stochastic program. At each iteration of the PHA, a sequence of subproblems must be solved. Each subproblem corresponds to a deterministic version of the original stochastic program for a particular scenario in the scenario tree. Linear and a quadratic terms must be included in subproblem's objective functions to penalize any violation of NACs. An important limitation of the PHA is due to the fact that the number of subproblems to be solved and the number of penalty terms increase exponentially with the branching level in the tree. This phenomenon can make the application of the PHA particularly difficult when the scenario tree covers several tens of time periods. Another important limitation of the PHA is caused by the fact that the difficulty level of NACs generally increases as the variability of scenarios increases. Consequently, applying the PHA becomes particularly challenging in hydroclimatic regions that are characterized by a high level of seasonal and interannual variability. These two types of limitations can slow down the algorithm's convergence rate and increase the running time per iteration. In this study, we apply the PHA on Hydro-Quebec's power system over a 92-week planning horizon. Hydrologic uncertainty is represented by a scenario tree containing 6 branching stages and 1,635 nodes. The PHA is especially well-suited for this particular application given that the company already possess a deterministic optimization model to solve the MTPP. The second article presents a new approach which enhances the performance of the PHA for solving general Mstochastic programs. The proposed method works by applying a multiscenario decomposition scheme on the stochastic program. Our heuristic method aims at constructing an optimal partition of the scenario set by minimizing the number of NACs on which an augmented Lagrangean relaxation must be applied. Each subproblem is a stochastic program defined on a group of scenarios. NACs linking scenarios sharing a common group are represented implicitly in subproblems by using a group-node system index instead of the traditional scenario-time index system. Only the NACs that link the different scenario groups are represented explicitly and relaxed. The proposed method is evaluated numerically on an hydroelectric reservoir management problem in Quebec. The results of this experiment show that our method has several advantages. Firstly, it allows to reduce the running time per iteration of the PHA by reducing the number of penalty terms that are included in the objective function and by reducing the amount of duplicated constraints and variables. In turn, this allows to reduce the running time per iteration of the algorithm. Secondly, it allows to increase the algorithm's convergence rate by reducing the variability of intermediary solutions at duplicated tree nodes. Thirdly, our approach reduces the amount of random-access memory (RAM) required for storing Lagrange multipliers associated with relaxed NACs. The third article presents an extension of the L-Shaped method designed specifically for managing hydroelectric reservoir systems with a high storage capacity. The method proposed in this paper enables to consider a higher branching level than conventional decomposition method enables. To achieve this, we assume that the stochastic process driving random parameters has a memory loss at time period t = tau. Because of this assumption, the scenario tree possess a special symmetrical structure at the second stage (t > tau). We exploit this feature using a two-stage Benders decomposition method. Each decomposition stage covers several consecutive time periods. The proposed method works by constructing a convex and piecewise linear recourse function that represents the expected cost at the second stage in the master problem. The subproblem and the master problem are stochastic program defined on scenario subtrees and can be solved using a conventional decomposition method or directly. We test the proposed method on an hydroelectric power system in Quebec over a 104-week planning horizon. (Abstract shortened by UMI.).

The effect of pore-scale geometry and wettability on two-phase relative permeabilities within elementary cells

NASA Astrophysics Data System (ADS)

Bianchi Janetti, Emanuela; Riva, Monica; Guadagnini, Alberto

2017-04-01

We study the relative role of the complex pore space geometry and wettability of the solid matrix on the quantification of relative permeabilities characterizing steady state immiscible two-phase flow in porous media. We do so by considering elementary cells, which are typically employed in upscaling frameworks based on, e.g., homogenization or volume averaging. In this context one typically relies on the solution of pore-scale physics at a scale which is much smaller than that of an investigated porous system. Pressure-driven two-phase flow following simultaneous co-current injection of water and oil is numerically solved for a suite of regular and stochastically generated two-dimensional explicit elementary cells with fixed porosity and sharing main topological/morphological features. We show that relative permeabilities of the randomly generated elementary cells are significantly influenced by the formation of preferential percolation paths (principal pathways), giving rise to a strongly nonuniform distribution of fluid fluxes. These pathways are a result of the spatially variable resistance that the random pore structures exert on the fluid. The overall effect on relative permeabilities of the diverse organization of principal pathways, as driven by a given random realization at the scale of the unit cell, is significantly larger than that of the wettability of the host rock. In contrast to what can be observed for the random cells analyzed, relative permeabilities of regular cells display a clear trend with contact angle at the investigated scale. Our findings suggest the need to perform systematic upscaling studies in a stochastic context, to propagate the effects of uncertain pore space geometries to a probabilistic description of relative permeability curves at the continuum scale.

A "Hands on" Strategy for Teaching Genetic Algorithms to Undergraduates

ERIC Educational Resources Information Center

Venables, Anne; Tan, Grace

2007-01-01

Genetic algorithms (GAs) are a problem solving strategy that uses stochastic search. Since their introduction (Holland, 1975), GAs have proven to be particularly useful for solving problems that are "intractable" using classical methods. The language of genetic algorithms (GAs) is heavily laced with biological metaphors from evolutionary…

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

USGS Publications Warehouse

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

2017-01-01

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

Normal forms for reduced stochastic climate models

PubMed Central

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

2009-01-01

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

Engineering management of large scale systems

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

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

Liao, Qinzhuo, E-mail: liaoqz@pku.edu.cn; Zhang, Dongxiao; Tchelepi, Hamdi

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiencymore » of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.« less

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

PubMed

Kadam, Shantanu; Vanka, Kumar

2013-02-15

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

Shallow cumuli ensemble statistics for development of a stochastic parameterization

NASA Astrophysics Data System (ADS)

Sakradzija, Mirjana; Seifert, Axel; Heus, Thijs

2014-05-01

According to a conventional deterministic approach to the parameterization of moist convection in numerical atmospheric models, a given large scale forcing produces an unique response from the unresolved convective processes. This representation leaves out the small-scale variability of convection, as it is known from the empirical studies of deep and shallow convective cloud ensembles, there is a whole distribution of sub-grid states corresponding to the given large scale forcing. Moreover, this distribution gets broader with the increasing model resolution. This behavior is also consistent with our theoretical understanding of a coarse-grained nonlinear system. We propose an approach to represent the variability of the unresolved shallow-convective states, including the dependence of the sub-grid states distribution spread and shape on the model horizontal resolution. Starting from the Gibbs canonical ensemble theory, Craig and Cohen (2006) developed a theory for the fluctuations in a deep convective ensemble. The micro-states of a deep convective cloud ensemble are characterized by the cloud-base mass flux, which, according to the theory, is exponentially distributed (Boltzmann distribution). Following their work, we study the shallow cumulus ensemble statistics and the distribution of the cloud-base mass flux. We employ a Large-Eddy Simulation model (LES) and a cloud tracking algorithm, followed by a conditional sampling of clouds at the cloud base level, to retrieve the information about the individual cloud life cycles and the cloud ensemble as a whole. In the case of shallow cumulus cloud ensemble, the distribution of micro-states is a generalized exponential distribution. Based on the empirical and theoretical findings, a stochastic model has been developed to simulate the shallow convective cloud ensemble and to test the convective ensemble theory. Stochastic model simulates a compound random process, with the number of convective elements drawn from a Poisson distribution, and cloud properties sub-sampled from a generalized ensemble distribution. We study the role of the different cloud subtypes in a shallow convective ensemble and how the diverse cloud properties and cloud lifetimes affect the system macro-state. To what extent does the cloud-base mass flux distribution deviate from the simple Boltzmann distribution and how does it affect the results from the stochastic model? Is the memory, provided by the finite lifetime of individual clouds, of importance for the ensemble statistics? We also test for the minimal information given as an input to the stochastic model, able to reproduce the ensemble mean statistics and the variability in a convective ensemble. An important property of the resulting distribution of the sub-grid convective states is its scale-adaptivity - the smaller the grid-size, the broader the compound distribution of the sub-grid states.

Variable classification in the LSST era: exploring a model for quasi-periodic light curves

NASA Astrophysics Data System (ADS)

Zinn, J. C.; Kochanek, C. S.; Kozłowski, S.; Udalski, A.; Szymański, M. K.; Soszyński, I.; Wyrzykowski, Ł.; Ulaczyk, K.; Poleski, R.; Pietrukowicz, P.; Skowron, J.; Mróz, P.; Pawlak, M.

2017-06-01

The Large Synoptic Survey Telescope (LSST) is expected to yield ˜107 light curves over the course of its mission, which will require a concerted effort in automated classification. Stochastic processes provide one means of quantitatively describing variability with the potential advantage over simple light-curve statistics that the parameters may be physically meaningful. Here, we survey a large sample of periodic, quasi-periodic and stochastic Optical Gravitational Lensing Experiment-III variables using the damped random walk (DRW; CARMA(1,0)) and quasi-periodic oscillation (QPO; CARMA(2,1)) stochastic process models. The QPO model is described by an amplitude, a period and a coherence time-scale, while the DRW has only an amplitude and a time-scale. We find that the periodic and quasi-periodic stellar variables are generally better described by a QPO than a DRW, while quasars are better described by the DRW model. There are ambiguities in interpreting the QPO coherence time due to non-sinusoidal light-curve shapes, signal-to-noise ratio, error mischaracterizations and cadence. Higher order implementations of the QPO model that better capture light-curve shapes are necessary for the coherence time to have its implied physical meaning. Independent of physical meaning, the extra parameter of the QPO model successfully distinguishes most of the classes of periodic and quasi-periodic variables we consider.

Geometric structure and information change in phase transitions

NASA Astrophysics Data System (ADS)

Kim, Eun-jin; Hollerbach, Rainer

2017-06-01

We propose a toy model for a cyclic order-disorder transition and introduce a geometric methodology to understand stochastic processes involved in transitions. Specifically, our model consists of a pair of forward and backward processes (FPs and BPs) for the emergence and disappearance of a structure in a stochastic environment. We calculate time-dependent probability density functions (PDFs) and the information length L , which is the total number of different states that a system undergoes during the transition. Time-dependent PDFs during transient relaxation exhibit strikingly different behavior in FPs and BPs. In particular, FPs driven by instability undergo the broadening of the PDF with a large increase in fluctuations before the transition to the ordered state accompanied by narrowing the PDF width. During this stage, we identify an interesting geodesic solution accompanied by the self-regulation between the growth and nonlinear damping where the time scale τ of information change is constant in time, independent of the strength of the stochastic noise. In comparison, BPs are mainly driven by the macroscopic motion due to the movement of the PDF peak. The total information length L between initial and final states is much larger in BPs than in FPs, increasing linearly with the deviation γ of a control parameter from the critical state in BPs while increasing logarithmically with γ in FPs. L scales as |lnD | and D-1 /2 in FPs and BPs, respectively, where D measures the strength of the stochastic forcing. These differing scalings with γ and D suggest a great utility of L in capturing different underlying processes, specifically, diffusion vs advection in phase transition by geometry. We discuss physical origins of these scalings and comment on implications of our results for bistable systems undergoing repeated order-disorder transitions (e.g., fitness).

Geometric structure and information change in phase transitions.

PubMed

Kim, Eun-Jin; Hollerbach, Rainer

2017-06-01

We propose a toy model for a cyclic order-disorder transition and introduce a geometric methodology to understand stochastic processes involved in transitions. Specifically, our model consists of a pair of forward and backward processes (FPs and BPs) for the emergence and disappearance of a structure in a stochastic environment. We calculate time-dependent probability density functions (PDFs) and the information length L, which is the total number of different states that a system undergoes during the transition. Time-dependent PDFs during transient relaxation exhibit strikingly different behavior in FPs and BPs. In particular, FPs driven by instability undergo the broadening of the PDF with a large increase in fluctuations before the transition to the ordered state accompanied by narrowing the PDF width. During this stage, we identify an interesting geodesic solution accompanied by the self-regulation between the growth and nonlinear damping where the time scale τ of information change is constant in time, independent of the strength of the stochastic noise. In comparison, BPs are mainly driven by the macroscopic motion due to the movement of the PDF peak. The total information length L between initial and final states is much larger in BPs than in FPs, increasing linearly with the deviation γ of a control parameter from the critical state in BPs while increasing logarithmically with γ in FPs. L scales as |lnD| and D^{-1/2} in FPs and BPs, respectively, where D measures the strength of the stochastic forcing. These differing scalings with γ and D suggest a great utility of L in capturing different underlying processes, specifically, diffusion vs advection in phase transition by geometry. We discuss physical origins of these scalings and comment on implications of our results for bistable systems undergoing repeated order-disorder transitions (e.g., fitness).

A Comparison Study of Stochastic- and Guaranteed- Service Approaches on Safety Stock Optimization for Multi Serial Systems

NASA Astrophysics Data System (ADS)

Li, Peng; Wu, Di

2018-01-01

Two competing approaches have been developed over the years for multi-echelon inventory system optimization, stochastic-service approach (SSA) and guaranteed-service approach (GSA). Although they solve the same inventory policy optimization problem in their core, they make different assumptions with regard to the role of safety stock. This paper provides a detailed comparison of the two approaches by considering operating flexibility costs in the optimization of (R, Q) policies for a continuous review serial inventory system. The results indicate the GSA model is more efficiency in solving the complicated inventory problem in terms of the computation time, and the cost difference of the two approaches is quite small.

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

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

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

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

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

Xie, Fei; Huang, Yongxi

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

NASA Astrophysics Data System (ADS)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Stochastic predation events and population persistence in bighorn sheep

PubMed Central

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

2006-01-01

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

Statistical nature of infrared dynamics on de Sitter background

NASA Astrophysics Data System (ADS)

Tokuda, Junsei; Tanaka, Takahiro

2018-02-01

In this study, we formulate a systematic way of deriving an effective equation of motion(EoM) for long wavelength modes of a massless scalar field with a general potential V(phi) on de Sitter background, and investigate whether or not the effective EoM can be described as a classical stochastic process. Our formulation gives an extension of the usual stochastic formalism to including sub-leading secular growth coming from the nonlinearity of short wavelength modes. Applying our formalism to λ phi4 theory, we explicitly derive an effective EoM which correctly recovers the next-to-leading secularly growing part at a late time, and show that this effective EoM can be seen as a classical stochastic process. Our extended stochastic formalism can describe all secularly growing terms which appear in all correlation functions with a specific operator ordering. The restriction of the operator ordering will not be a big drawback because the commutator of a light scalar field becomes negligible at large scales owing to the squeezing.

A novel heuristic algorithm for capacitated vehicle routing problem

NASA Astrophysics Data System (ADS)

Kır, Sena; Yazgan, Harun Reşit; Tüncel, Emre

2017-09-01

The vehicle routing problem with the capacity constraints was considered in this paper. It is quite difficult to achieve an optimal solution with traditional optimization methods by reason of the high computational complexity for large-scale problems. Consequently, new heuristic or metaheuristic approaches have been developed to solve this problem. In this paper, we constructed a new heuristic algorithm based on the tabu search and adaptive large neighborhood search (ALNS) with several specifically designed operators and features to solve the capacitated vehicle routing problem (CVRP). The effectiveness of the proposed algorithm was illustrated on the benchmark problems. The algorithm provides a better performance on large-scaled instances and gained advantage in terms of CPU time. In addition, we solved a real-life CVRP using the proposed algorithm and found the encouraging results by comparison with the current situation that the company is in.

Combining deterministic and stochastic velocity fields in the analysis of deep crustal seismic data

NASA Astrophysics Data System (ADS)

Larkin, Steven Paul

Standard crustal seismic modeling obtains deterministic velocity models which ignore the effects of wavelength-scale heterogeneity, known to exist within the Earth's crust. Stochastic velocity models are a means to include wavelength-scale heterogeneity in the modeling. These models are defined by statistical parameters obtained from geologic maps of exposed crystalline rock, and are thus tied to actual geologic structures. Combining both deterministic and stochastic velocity models into a single model allows a realistic full wavefield (2-D) to be computed. By comparing these simulations to recorded seismic data, the effects of wavelength-scale heterogeneity can be investigated. Combined deterministic and stochastic velocity models are created for two datasets, the 1992 RISC seismic experiment in southeastern California and the 1986 PASSCAL seismic experiment in northern Nevada. The RISC experiment was located in the transition zone between the Salton Trough and the southern Basin and Range province. A high-velocity body previously identified beneath the Salton Trough is constrained to pinch out beneath the Chocolate Mountains to the northeast. The lateral extent of this body is evidence for the ephemeral nature of rifting loci as a continent is initially rifted. Stochastic modeling of wavelength-scale structures above this body indicate that little more than 5% mafic intrusion into a more felsic continental crust is responsible for the observed reflectivity. Modeling of the wide-angle RISC data indicates that coda waves following PmP are initially dominated by diffusion of energy out of the near-surface basin as the wavefield reverberates within this low-velocity layer. At later times, this coda consists of scattered body waves and P to S conversions. Surface waves do not play a significant role in this coda. Modeling of the PASSCAL dataset indicates that a high-gradient crust-mantle transition zone or a rough Moho interface is necessary to reduce precritical PmP energy. Possibly related, inconsistencies in published velocity models are rectified by hypothesizing the existence of large, elongate, high-velocity bodies at the base of the crust oriented to and of similar scale as the basins and ranges at the surface. This structure would result in an anisotropic lower crust.

Neutral Evolution in a Biological Population as Diffusion in Phenotype Space: Reproduction with Local Mutation but without Selection

NASA Astrophysics Data System (ADS)

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-01

The process of “evolutionary diffusion,” i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

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

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

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

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Holistic irrigation water management approach based on stochastic soil water dynamics

NASA Astrophysics Data System (ADS)

Alizadeh, H.; Mousavi, S. J.

2012-04-01

Appreciating the essential gap between fundamental unsaturated zone transport processes and soil and water management due to low effectiveness of some of monitoring and modeling approaches, this study presents a mathematical programming model for irrigation management optimization based on stochastic soil water dynamics. The model is a nonlinear non-convex program with an economic objective function to address water productivity and profitability aspects in irrigation management through optimizing irrigation policy. Utilizing an optimization-simulation method, the model includes an eco-hydrological integrated simulation model consisting of an explicit stochastic module of soil moisture dynamics in the crop-root zone with shallow water table effects, a conceptual root-zone salt balance module, and the FAO crop yield module. Interdependent hydrology of soil unsaturated and saturated zones is treated in a semi-analytical approach in two steps. At first step analytical expressions are derived for the expected values of crop yield, total water requirement and soil water balance components assuming fixed level for shallow water table, while numerical Newton-Raphson procedure is employed at the second step to modify value of shallow water table level. Particle Swarm Optimization (PSO) algorithm, combined with the eco-hydrological simulation model, has been used to solve the non-convex program. Benefiting from semi-analytical framework of the simulation model, the optimization-simulation method with significantly better computational performance compared to a numerical Mote-Carlo simulation-based technique has led to an effective irrigation management tool that can contribute to bridging the gap between vadose zone theory and water management practice. In addition to precisely assessing the most influential processes at a growing season time scale, one can use the developed model in large scale systems such as irrigation districts and agricultural catchments. Accordingly, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. The area suffers from the water scarcity problem and therefore the trade-off between the level of deficit and economical profit should be assessed. Based on the results, while the maximum net benefit has been obtained for the stress-avoidance (SA) irrigation policy, the highest water profitability, defined by economical net benefit gained from unit irrigation water volume application, has been resulted when only about 60% of water used in the SA policy is applied.

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

PubMed

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

2004-12-01

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

Learning in stochastic neural networks for constraint satisfaction problems

NASA Technical Reports Server (NTRS)

Johnston, Mark D.; Adorf, Hans-Martin

1989-01-01

Researchers describe a newly-developed artificial neural network algorithm for solving constraint satisfaction problems (CSPs) which includes a learning component that can significantly improve the performance of the network from run to run. The network, referred to as the Guarded Discrete Stochastic (GDS) network, is based on the discrete Hopfield network but differs from it primarily in that auxiliary networks (guards) are asymmetrically coupled to the main network to enforce certain types of constraints. Although the presence of asymmetric connections implies that the network may not converge, it was found that, for certain classes of problems, the network often quickly converges to find satisfactory solutions when they exist. The network can run efficiently on serial machines and can find solutions to very large problems (e.g., N-queens for N as large as 1024). One advantage of the network architecture is that network connection strengths need not be instantiated when the network is established: they are needed only when a participating neural element transitions from off to on. They have exploited this feature to devise a learning algorithm, based on consistency techniques for discrete CSPs, that updates the network biases and connection strengths and thus improves the network performance.

Water resources planning and management : A stochastic dual dynamic programming approach

NASA Astrophysics Data System (ADS)

Goor, Q.; Pinte, D.; Tilmant, A.

2008-12-01

Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14 reservoirs on the Nile river basin.

The global reference atmospheric model, mod 2 (with two scale perturbation model)

NASA Technical Reports Server (NTRS)

Justus, C. G.; Hargraves, W. R.

1976-01-01

The Global Reference Atmospheric Model was improved to produce more realistic simulations of vertical profiles of atmospheric parameters. A revised two scale random perturbation model using perturbation magnitudes which are adjusted to conform to constraints imposed by the perfect gas law and the hydrostatic condition is described. The two scale perturbation model produces appropriately correlated (horizontally and vertically) small scale and large scale perturbations. These stochastically simulated perturbations are representative of the magnitudes and wavelengths of perturbations produced by tides and planetary scale waves (large scale) and turbulence and gravity waves (small scale). Other new features of the model are: (1) a second order geostrophic wind relation for use at low latitudes which does not "blow up" at low latitudes as the ordinary geostrophic relation does; and (2) revised quasi-biennial amplitudes and phases and revised stationary perturbations, based on data through 1972.

Application of stochastic processes in random growth and evolutionary dynamics

NASA Astrophysics Data System (ADS)

Oikonomou, Panagiotis

We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically different evolutionary paths. While homogeneous random networks accumulate neutral mutations and evolve by sparse punctuated steps, scale-free networks evolve rapidly and continuously towards the target phenotype. Moreover, we show that scale-free networks always evolve faster than homogeneous random networks; remarkably, this property does not depend on the precise value of the topological parameter. By contrast, homogeneous random networks require a specific tuning of their topological parameter in order to optimize their fitness. This model suggests that the evolutionary paths of biological networks, punctuated or continuous, may solely be determined by the network topology.

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

PubMed Central

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

2015-01-01

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

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

Koslover, Elena F.; Chan, Caleb K.; Theriot, Julie A.

2016-01-01

We describe a technique for deconvolving the stochastic motion of particles from large-scale fluid flow in a dynamic environment such as that found in living cells. The method leverages the separation of timescales to subtract out the persistent component of motion from single-particle trajectories. The mean-squared displacement of the resulting trajectories is rescaled so as to enable robust extraction of the diffusion coefficient and subdiffusive scaling exponent of the stochastic motion. We demonstrate the applicability of the method for characterizing both diffusive and fractional Brownian motion overlaid by flow and analytically calculate the accuracy of the method in different parameter regimes. This technique is employed to analyze the motion of lysosomes in motile neutrophil-like cells, showing that the cytoplasm of these cells behaves as a viscous fluid at the timescales examined. PMID:26840734

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.

Measuring health-related problem solving among African Americans with multiple chronic conditions: application of Rasch analysis.

PubMed

Fitzpatrick, Stephanie L; Hill-Briggs, Felicia

2015-10-01

Identification of patients with poor chronic disease self-management skills can facilitate treatment planning, determine effectiveness of interventions, and reduce disease complications. This paper describes the use of a Rasch model, the Rating Scale Model, to examine psychometric properties of the 50-item Health Problem-Solving Scale (HPSS) among 320 African American patients with high risk for cardiovascular disease. Items on the positive/effective HPSS subscales targeted patients at low, moderate, and high levels of positive/effective problem solving, whereas items on the negative/ineffective problem solving subscales mostly targeted those at moderate or high levels of ineffective problem solving. Validity was examined by correlating factor scores on the measure with clinical and behavioral measures. Items on the HPSS show promise in the ability to assess health-related problem solving among high risk patients. However, further revisions of the scale are needed to increase its usability and validity with large, diverse patient populations in the future.

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

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

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Vectorial finite elements for solving the radiative transfer equation

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Learning Analysis of K-12 Students' Online Problem Solving: A Three-Stage Assessment Approach

ERIC Educational Resources Information Center

Hu, Yiling; Wu, Bian; Gu, Xiaoqing

2017-01-01

Problem solving is considered a fundamental human skill. However, large-scale assessment of problem solving in K-12 education remains a challenging task. Researchers have argued for the development of an enhanced assessment approach through joint effort from multiple disciplines. In this study, a three-stage approach based on an evidence-centered…

Solving large scale structure in ten easy steps with COLA

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

Tassev, Svetlin; Zaldarriaga, Matias; Eisenstein, Daniel J., E-mail: stassev@cfa.harvard.edu, E-mail: matiasz@ias.edu, E-mail: deisenstein@cfa.harvard.edu

2013-06-01

We present the COmoving Lagrangian Acceleration (COLA) method: an N-body method for solving for Large Scale Structure (LSS) in a frame that is comoving with observers following trajectories calculated in Lagrangian Perturbation Theory (LPT). Unlike standard N-body methods, the COLA method can straightforwardly trade accuracy at small-scales in order to gain computational speed without sacrificing accuracy at large scales. This is especially useful for cheaply generating large ensembles of accurate mock halo catalogs required to study galaxy clustering and weak lensing, as those catalogs are essential for performing detailed error analysis for ongoing and future surveys of LSS. As anmore » illustration, we ran a COLA-based N-body code on a box of size 100 Mpc/h with particles of mass ≈ 5 × 10{sup 9}M{sub s}un/h. Running the code with only 10 timesteps was sufficient to obtain an accurate description of halo statistics down to halo masses of at least 10{sup 11}M{sub s}un/h. This is only at a modest speed penalty when compared to mocks obtained with LPT. A standard detailed N-body run is orders of magnitude slower than our COLA-based code. The speed-up we obtain with COLA is due to the fact that we calculate the large-scale dynamics exactly using LPT, while letting the N-body code solve for the small scales, without requiring it to capture exactly the internal dynamics of halos. Achieving a similar level of accuracy in halo statistics without the COLA method requires at least 3 times more timesteps than when COLA is employed.« less

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

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

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

Inverse problems and computational cell metabolic models: a statistical approach

NASA Astrophysics Data System (ADS)

Calvetti, D.; Somersalo, E.

2008-07-01

In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.

A fuzzy reinforcement learning approach to power control in wireless transmitters.

PubMed

Vengerov, David; Bambos, Nicholas; Berenji, Hamid R

2005-08-01

We address the issue of power-controlled shared channel access in wireless networks supporting packetized data traffic. We formulate this problem using the dynamic programming framework and present a new distributed fuzzy reinforcement learning algorithm (ACFRL-2) capable of adequately solving a class of problems to which the power control problem belongs. Our experimental results show that the algorithm converges almost deterministically to a neighborhood of optimal parameter values, as opposed to a very noisy stochastic convergence of earlier algorithms. The main tradeoff facing a transmitter is to balance its current power level with future backlog in the presence of stochastically changing interference. Simulation experiments demonstrate that the ACFRL-2 algorithm achieves significant performance gains over the standard power control approach used in CDMA2000. Such a large improvement is explained by the fact that ACFRL-2 allows transmitters to learn implicit coordination policies, which back off under stressful channel conditions as opposed to engaging in escalating "power wars."

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

A numerical projection technique for large-scale eigenvalue problems

NASA Astrophysics Data System (ADS)

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

2011-10-01

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

LARGE-SCALE NATURAL GRADIENT TRACER TEST IN SAND AND GRAVEL, CAPE CODE, MASSACHUSETTS 3. HYDRAULIC CONDUCTI- VITY AND CALCULATED MACRODISPERSIVITIES

EPA Science Inventory

Hydraulic conductivity (K) variability in a sand and gravel aquifer on Cape Cod, Massachusetts, was measured and subsequently used in stochastic transport theories to estimate macrodispersivities. Nearly 1500 K measurements were obtained by borehole flowmeter tests ...

Trends in modern system theory

NASA Technical Reports Server (NTRS)

Athans, M.

1976-01-01

The topics considered are related to linear control system design, adaptive control, failure detection, control under failure, system reliability, and large-scale systems and decentralized control. It is pointed out that the design of a linear feedback control system which regulates a process about a desirable set point or steady-state condition in the presence of disturbances is a very important problem. The linearized dynamics of the process are used for design purposes. The typical linear-quadratic design involving the solution of the optimal control problem of a linear time-invariant system with respect to a quadratic performance criterion is considered along with gain reduction theorems and the multivariable phase margin theorem. The stumbling block in many adaptive design methodologies is associated with the amount of real time computation which is necessary. Attention is also given to the desperate need to develop good theories for large-scale systems, the beginning of a microprocessor revolution, the translation of the Wiener-Hopf theory into the time domain, and advances made in dynamic team theory, dynamic stochastic games, and finite memory stochastic control.

Cast aluminium single crystals cross the threshold from bulk to size-dependent stochastic plasticity

NASA Astrophysics Data System (ADS)

Krebs, J.; Rao, S. I.; Verheyden, S.; Miko, C.; Goodall, R.; Curtin, W. A.; Mortensen, A.

2017-07-01

Metals are known to exhibit mechanical behaviour at the nanoscale different to bulk samples. This transition typically initiates at the micrometre scale, yet existing techniques to produce micrometre-sized samples often introduce artefacts that can influence deformation mechanisms. Here, we demonstrate the casting of micrometre-scale aluminium single-crystal wires by infiltration of a salt mould. Samples have millimetre lengths, smooth surfaces, a range of crystallographic orientations, and a diameter D as small as 6 μm. The wires deform in bursts, at a stress that increases with decreasing D. Bursts greater than 200 nm account for roughly 50% of wire deformation and have exponentially distributed intensities. Dislocation dynamics simulations show that single-arm sources that produce large displacement bursts halted by stochastic cross-slip and lock formation explain microcast wire behaviour. This microcasting technique may be extended to several other metals or alloys and offers the possibility of exploring mechanical behaviour spanning the micrometre scale.

Agent based reasoning for the non-linear stochastic models of long-range memory

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.

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

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

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

A stochastic algorithm for global optimization and for best populations: A test case of side chains in proteins

PubMed Central

Glick, Meir; Rayan, Anwar; Goldblum, Amiram

2002-01-01

The problem of global optimization is pivotal in a variety of scientific fields. Here, we present a robust stochastic search method that is able to find the global minimum for a given cost function, as well as, in most cases, any number of best solutions for very large combinatorial “explosive” systems. The algorithm iteratively eliminates variable values that contribute consistently to the highest end of a cost function's spectrum of values for the full system. Values that have not been eliminated are retained for a full, exhaustive search, allowing the creation of an ordered population of best solutions, which includes the global minimum. We demonstrate the ability of the algorithm to explore the conformational space of side chains in eight proteins, with 54 to 263 residues, to reproduce a population of their low energy conformations. The 1,000 lowest energy solutions are identical in the stochastic (with two different seed numbers) and full, exhaustive searches for six of eight proteins. The others retain the lowest 141 and 213 (of 1,000) conformations, depending on the seed number, and the maximal difference between stochastic and exhaustive is only about 0.15 Kcal/mol. The energy gap between the lowest and highest of the 1,000 low-energy conformers in eight proteins is between 0.55 and 3.64 Kcal/mol. This algorithm offers real opportunities for solving problems of high complexity in structural biology and in other fields of science and technology. PMID:11792838

Anomalous scaling of stochastic processes and the Moses effect

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Anomalous scaling of stochastic processes and the Moses effect.

PubMed

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

2017-04-01

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

Stochastic theory of log-periodic patterns

NASA Astrophysics Data System (ADS)

Canessa, Enrique

2000-12-01

We introduce an analytical model based on birth-death clustering processes to help in understanding the empirical log-periodic corrections to power law scaling and the finite-time singularity as reported in several domains including rupture, earthquakes, world population and financial systems. In our stochastic theory log-periodicities are a consequence of transient clusters induced by an entropy-like term that may reflect the amount of co-operative information carried by the state of a large system of different species. The clustering completion rates for the system are assumed to be given by a simple linear death process. The singularity at t0 is derived in terms of birth-death clustering coefficients.

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

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

Dynamic data integration and stochastic inversion of a confined aquifer

NASA Astrophysics Data System (ADS)

Wang, D.; Zhang, Y.; Irsa, J.; Huang, H.; Wang, L.

2013-12-01

Much work has been done in developing and applying inverse methods to aquifer modeling. The scope of this paper is to investigate the applicability of a new direct method for large inversion problems and to incorporate uncertainty measures in the inversion outcomes (Wang et al., 2013). The problem considered is a two-dimensional inverse model (50×50 grid) of steady-state flow for a heterogeneous ground truth model (500×500 grid) with two hydrofacies. From the ground truth model, decreasing number of wells (12, 6, 3) were sampled for facies types, based on which experimental indicator histograms and directional variograms were computed. These parameters and models were used by Sequential Indicator Simulation to generate 100 realizations of hydrofacies patterns in a 100×100 (geostatistical) grid, which were conditioned to the facies measurements at wells. These realizations were smoothed with Simulated Annealing, coarsened to the 50×50 inverse grid, before they were conditioned with the direct method to the dynamic data, i.e., observed heads and groundwater fluxes at the same sampled wells. A set of realizations of estimated hydraulic conductivities (Ks), flow fields, and boundary conditions were created, which centered on the 'true' solutions from solving the ground truth model. Both hydrofacies conductivities were computed with an estimation accuracy of ×10% (12 wells), ×20% (6 wells), ×35% (3 wells) of the true values. For boundary condition estimation, the accuracy was within × 15% (12 wells), 30% (6 wells), and 50% (3 wells) of the true values. The inversion system of equations was solved with LSQR (Paige et al, 1982), for which coordinate transform and matrix scaling preprocessor were used to improve the condition number (CN) of the coefficient matrix. However, when the inverse grid was refined to 100×100, Gaussian Noise Perturbation was used to limit the growth of the CN before the matrix solve. To scale the inverse problem up (i.e., without smoothing and coarsening and therefore reducing the associated estimation uncertainty), a parallel LSQR solver was written and verified. For the 50×50 grid, the parallel solver sped up the serial solution time by 14X using 4 CPUs (research on parallel performance and scaling is ongoing). A sensitivity analysis was conducted to examine the relation between the observed data and the inversion outcomes, where measurement errors of increasing magnitudes (i.e., ×1, 2, 5, 10% of the total head variation and up to ×2% of the total flux variation) were imposed on the observed data. Inversion results were stable but the accuracy of Ks and boundary estimation degraded with increasing errors, as expected. In particular, quality of the observed heads is critical to hydraulic head recovery, while quality of the observed fluxes plays a dominant role in K estimation. References: Wang, D., Y. Zhang, J. Irsa, H. Huang, and L. Wang (2013), Data integration and stochastic inversion of a confined aquifer with high performance computing, Advances in Water Resources, in preparation. Paige, C. C., and M. A. Saunders (1982), LSQR: an algorithm for sparse linear equations and sparse least squares, ACM Transactions on Mathematical Software, 8(1), 43-71.

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

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

Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

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

A LES-Langevin model for turbulence

NASA Astrophysics Data System (ADS)

Dolganov, Rostislav; Dubrulle, Bérengère; Laval, Jean-Philippe

2006-11-01

The rationale for Large Eddy Simulation is rooted in our inability to handle all degrees of freedom (N˜10^16 for Re˜10^7). ``Deterministic'' models based on eddy-viscosity seek to reproduce the intensification of the energy transport. However, they fail to reproduce backward energy transfer (backscatter) from small to large scale, which is an essentiel feature of the turbulence near wall or in boundary layer. To capture this backscatter, ``stochastic'' strategies have been developed. In the present talk, we shall discuss such a strategy, based on a Rapid Distorsion Theory (RDT). Specifically, we first divide the small scale contribution to the Reynolds Stress Tensor in two parts: a turbulent viscosity and the pseudo-Lamb vector, representing the nonlinear cross terms of resolved and sub-grid scales. We then estimate the dynamics of small-scale motion by the RDT applied to Navier-Stockes equation. We use this to model the cross term evolution by a Langevin equation, in which the random force is provided by sub-grid pressure terms. Our LES model is thus made of a truncated Navier-Stockes equation including the turbulent force and a generalized Langevin equation for the latter, integrated on a twice-finer grid. The backscatter is automatically included in our stochastic model of the pseudo-Lamb vector. We apply this model to the case of homogeneous isotropic turbulence and turbulent channel flow.

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

NASA Astrophysics Data System (ADS)

Roldán, Édgar; Gupta, Shamik

2017-08-01

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

BOOK REVIEW: Statistical Mechanics of Turbulent Flows

NASA Astrophysics Data System (ADS)

Cambon, C.

2004-10-01

This is a handbook for a computational approach to reacting flows, including background material on statistical mechanics. In this sense, the title is somewhat misleading with respect to other books dedicated to the statistical theory of turbulence (e.g. Monin and Yaglom). In the present book, emphasis is placed on modelling (engineering closures) for computational fluid dynamics. The probabilistic (pdf) approach is applied to the local scalar field, motivated first by the nonlinearity of chemical source terms which appear in the transport equations of reacting species. The probabilistic and stochastic approaches are also used for the velocity field and particle position; nevertheless they are essentially limited to Lagrangian models for a local vector, with only single-point statistics, as for the scalar. Accordingly, conventional techniques, such as single-point closures for RANS (Reynolds-averaged Navier-Stokes) and subgrid-scale models for LES (large-eddy simulations), are described and in some cases reformulated using underlying Langevin models and filtered pdfs. Even if the theoretical approach to turbulence is not discussed in general, the essentials of probabilistic and stochastic-processes methods are described, with a useful reminder concerning statistics at the molecular level. The book comprises 7 chapters. Chapter 1 briefly states the goals and contents, with a very clear synoptic scheme on page 2. Chapter 2 presents definitions and examples of pdfs and related statistical moments. Chapter 3 deals with stochastic processes, pdf transport equations, from Kramer-Moyal to Fokker-Planck (for Markov processes), and moments equations. Stochastic differential equations are introduced and their relationship to pdfs described. This chapter ends with a discussion of stochastic modelling. The equations of fluid mechanics and thermodynamics are addressed in chapter 4. Classical conservation equations (mass, velocity, internal energy) are derived from their counterparts at the molecular level. In addition, equations are given for multicomponent reacting systems. The chapter ends with miscellaneous topics, including DNS, (idea of) the energy cascade, and RANS. Chapter 5 is devoted to stochastic models for the large scales of turbulence. Langevin-type models for velocity (and particle position) are presented, and their various consequences for second-order single-point corelations (Reynolds stress components, Kolmogorov constant) are discussed. These models are then presented for the scalar. The chapter ends with compressible high-speed flows and various models, ranging from k-epsilon to hybrid RANS-pdf. Stochastic models for small-scale turbulence are addressed in chapter 6. These models are based on the concept of a filter density function (FDF) for the scalar, and a more conventional SGS (sub-grid-scale model) for the velocity in LES. The final chapter, chapter 7, is entitled `The unification of turbulence models' and aims at reconciling large-scale and small-scale modelling. This book offers a timely survey of techniques in modern computational fluid mechanics for turbulent flows with reacting scalars. It should be of interest to engineers, while the discussion of the underlying tools, namely pdfs, stochastic and statistical equations should also be attractive to applied mathematicians and physicists. The book's emphasis on local pdfs and stochastic Langevin models gives a consistent structure to the book and allows the author to cover almost the whole spectrum of practical modelling in turbulent CFD. On the other hand, one might regret that non-local issues are not mentioned explicitly, or even briefly. These problems range from the presence of pressure-strain correlations in the Reynolds stress transport equations to the presence of two-point pdfs in the single-point pdf equation derived from the Navier--Stokes equations. (One may recall that, even without scalar transport, a general closure problem for turbulence statistics results from both non-linearity and non-locality of Navier-Stokes equations, the latter coming from, e.g., the nonlocal relationship of velocity and pressure in the quasi-incompressible case. These two aspects are often intricately linked. It is well known that non-linearity alone is not responsible for the `problem', as evidenced by 1D turbulence without pressure (`Burgulence' from the Burgers equation) and probably 3D (cosmological gas). A local description in terms of pdf for the velocity can resolve the `non-linear' problem, which instead yields an infinite hierarchy of equations in terms of moments. On the other hand, non-locality yields a hierarchy of unclosed equations, with the single-point pdf equation for velocity derived from NS incompressible equations involving a two-point pdf, and so on. The general relationship was given by Lundgren (1967, Phys. Fluids 10 (5), 969-975), with the equation for pdf at n points involving the pdf at n+1 points. The nonlocal problem appears in various statistical models which are not discussed in the book. The simplest example is full RST or ASM models, in which the closure of pressure-strain correlations is pivotal (their counterpart ought to be identified and discussed in equations (5-21) and the following ones). The book does not address more sophisticated non-local approaches, such as two-point (or spectral) non-linear closure theories and models, `rapid distortion theory' for linear regimes, not to mention scaling and intermittency based on two-point structure functions, etc. The book sometimes mixes theoretical modelling and pure empirical relationships, the empirical character coming from the lack of a nonlocal (two-point) approach.) In short, the book is orientated more towards applications than towards turbulence theory; it is written clearly and concisely and should be useful to a large community, interested either in the underlying stochastic formalism or in CFD applications.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

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

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Model reduction method using variable-separation for stochastic saddle point problems

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2018-02-01

In this paper, we consider a variable-separation (VS) method to solve the stochastic saddle point (SSP) problems. The VS method is applied to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs) in a mixed formulation. The aim of such a technique is to construct a reduced basis approximation of the solution of the SSP problems. The VS method attempts to get a low rank separated representation of the solution for SSP in a systematic enrichment manner. No iteration is performed at each enrichment step. In order to satisfy the inf-sup condition in the mixed formulation, we enrich the separated terms for the primal system variable at each enrichment step. For the SSP problems by regularization or penalty, we propose a more efficient variable-separation (VS) method, i.e., the variable-separation by penalty method. This can avoid further enrichment of the separated terms in the original mixed formulation. The computation of the variable-separation method decomposes into offline phase and online phase. Sparse low rank tensor approximation method is used to significantly improve the online computation efficiency when the number of separated terms is large. For the applications of SSP problems, we present three numerical examples to illustrate the performance of the proposed methods.

Multi-Dimensional, Mesoscopic Monte Carlo Simulations of Inhomogeneous Reaction-Drift-Diffusion Systems on Graphics-Processing Units

PubMed Central

Vigelius, Matthias; Meyer, Bernd

2012-01-01

For many biological applications, a macroscopic (deterministic) treatment of reaction-drift-diffusion systems is insufficient. Instead, one has to properly handle the stochastic nature of the problem and generate true sample paths of the underlying probability distribution. Unfortunately, stochastic algorithms are computationally expensive and, in most cases, the large number of participating particles renders the relevant parameter regimes inaccessible. In an attempt to address this problem we present a genuine stochastic, multi-dimensional algorithm that solves the inhomogeneous, non-linear, drift-diffusion problem on a mesoscopic level. Our method improves on existing implementations in being multi-dimensional and handling inhomogeneous drift and diffusion. The algorithm is well suited for an implementation on data-parallel hardware architectures such as general-purpose graphics processing units (GPUs). We integrate the method into an operator-splitting approach that decouples chemical reactions from the spatial evolution. We demonstrate the validity and applicability of our algorithm with a comprehensive suite of standard test problems that also serve to quantify the numerical accuracy of the method. We provide a freely available, fully functional GPU implementation. Integration into Inchman, a user-friendly web service, that allows researchers to perform parallel simulations of reaction-drift-diffusion systems on GPU clusters is underway. PMID:22506001

Boosting Bayesian parameter inference of stochastic differential equation models with methods from statistical physics

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Measured time-series of both precipitation and runoff are known to exhibit highly non-trivial statistical properties. For making reliable probabilistic predictions in hydrology, it is therefore desirable to have stochastic models with output distributions that share these properties. When parameters of such models have to be inferred from data, we also need to quantify the associated parametric uncertainty. For non-trivial stochastic models, however, this latter step is typically very demanding, both conceptually and numerically, and always never done in hydrology. Here, we demonstrate that methods developed in statistical physics make a large class of stochastic differential equation (SDE) models amenable to a full-fledged Bayesian parameter inference. For concreteness we demonstrate these methods by means of a simple yet non-trivial toy SDE model. We consider a natural catchment that can be described by a linear reservoir, at the scale of observation. All the neglected processes are assumed to happen at much shorter time-scales and are therefore modeled with a Gaussian white noise term, the standard deviation of which is assumed to scale linearly with the system state (water volume in the catchment). Even for constant input, the outputs of this simple non-linear SDE model show a wealth of desirable statistical properties, such as fat-tailed distributions and long-range correlations. Standard algorithms for Bayesian inference fail, for models of this kind, because their likelihood functions are extremely high-dimensional intractable integrals over all possible model realizations. The use of Kalman filters is illegitimate due to the non-linearity of the model. Particle filters could be used but become increasingly inefficient with growing number of data points. Hamiltonian Monte Carlo algorithms allow us to translate this inference problem to the problem of simulating the dynamics of a statistical mechanics system and give us access to most sophisticated methods that have been developed in the statistical physics community over the last few decades. We demonstrate that such methods, along with automated differentiation algorithms, allow us to perform a full-fledged Bayesian inference, for a large class of SDE models, in a highly efficient and largely automatized manner. Furthermore, our algorithm is highly parallelizable. For our toy model, discretized with a few hundred points, a full Bayesian inference can be performed in a matter of seconds on a standard PC.

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

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

Ju, Ping; Li, Hongyu; Gan, Chun

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

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

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

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

2015-04-01

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

Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

PubMed

Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

2018-06-01

Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

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

NASA Astrophysics Data System (ADS)

Konno, Yohko; Suzuki, Keiji

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

Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method

NASA Astrophysics Data System (ADS)

Vasant, Pandian

2011-06-01

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

A multi-scaled approach for simulating chemical reaction systems.

PubMed

Burrage, Kevin; Tian, Tianhai; Burrage, Pamela

2004-01-01

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work. Copyright 2004 Elsevier Ltd.

Intermediate scattering function of an anisotropic active Brownian particle

PubMed Central

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-01-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations. PMID:27830719

Intermediate scattering function of an anisotropic active Brownian particle.

PubMed

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-10

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Stochastic processes on multiple scales: averaging, decimation and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

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

Intermediate scattering function of an anisotropic active Brownian particle

NASA Astrophysics Data System (ADS)

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

The statistics of primordial density fluctuations

NASA Astrophysics Data System (ADS)

Barrow, John D.; Coles, Peter

1990-05-01

The statistical properties of the density fluctuations produced by power-law inflation are investigated. It is found that, even the fluctuations present in the scalar field driving the inflation are Gaussian, the resulting density perturbations need not be, due to stochastic variations in the Hubble parameter. All the moments of the density fluctuations are calculated, and is is argued that, for realistic parameter choices, the departures from Gaussian statistics are small and would have a negligible effect on the large-scale structure produced in the model. On the other hand, the model predicts a power spectrum with n not equal to 1, and this could be good news for large-scale structure.

Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes

NASA Astrophysics Data System (ADS)

Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.

2016-12-01

The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.

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

PubMed

Pang, Haotian; Liu, Han; Vanderbei, Robert

2014-02-01

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

pycola: N-body COLA method code

NASA Astrophysics Data System (ADS)

Tassev, Svetlin; Eisenstein, Daniel J.; Wandelt, Benjamin D.; Zaldarriagag, Matias

2015-09-01

pycola is a multithreaded Python/Cython N-body code, implementing the Comoving Lagrangian Acceleration (COLA) method in the temporal and spatial domains, which trades accuracy at small-scales to gain computational speed without sacrificing accuracy at large scales. This is especially useful for cheaply generating large ensembles of accurate mock halo catalogs required to study galaxy clustering and weak lensing. The COLA method achieves its speed by calculating the large-scale dynamics exactly using LPT while letting the N-body code solve for the small scales, without requiring it to capture exactly the internal dynamics of halos.

Solving LP Relaxations of Large-Scale Precedence Constrained Problems

NASA Astrophysics Data System (ADS)

Bienstock, Daniel; Zuckerberg, Mark

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

Modeling the spreading of large-scale wildland fires

Treesearch

Mohamed Drissi

2015-01-01

The objective of the present study is twofold. First, the last developments and validation results of a hybrid model designed to simulate fire patterns in heterogeneous landscapes are presented. The model combines the features of a stochastic small-world network model with those of a deterministic semi-physical model of the interaction between burning and non-burning...

A rigorous approach to investigating common assumptions about disease transmission: Process algebra as an emerging modelling methodology for epidemiology.

PubMed

McCaig, Chris; Begon, Mike; Norman, Rachel; Shankland, Carron

2011-03-01

Changing scale, for example, the ability to move seamlessly from an individual-based model to a population-based model, is an important problem in many fields. In this paper, we introduce process algebra as a novel solution to this problem in the context of models of infectious disease spread. Process algebra allows us to describe a system in terms of the stochastic behaviour of individuals, and is a technique from computer science. We review the use of process algebra in biological systems, and the variety of quantitative and qualitative analysis techniques available. The analysis illustrated here solves the changing scale problem: from the individual behaviour we can rigorously derive equations to describe the mean behaviour of the system at the level of the population. The biological problem investigated is the transmission of infection, and how this relates to individual interactions.

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

NASA Astrophysics Data System (ADS)

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

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

Hu, Yuanan; Cheng, Hefa

2013-04-16

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Multiple spectator condensates from inflation

NASA Astrophysics Data System (ADS)

Hardwick, Robert J.

2018-05-01

We investigate the development of spectator (light test) field condensates due to their quantum fluctuations in a de Sitter inflationary background, making use of the stochastic formalism to describe the system. In this context, a condensate refers to the typical field value found after a coarse-graining using the Hubble scale H, which can be essential to seed the initial conditions required by various post-inflationary processes. We study models with multiple coupled spectators and for the first time we demonstrate that new forms of stationary solution exist (distinct from the standard exponential form) when the potential is asymmetric. Furthermore, we find a critical value for the inter-field coupling as a function of the number of fields above which the formation of stationary condensates collapses to H. Considering some simple two-field example potentials, we are also able to derive a lower limit on the coupling, below which the fluctuations are effectively decoupled, and the standard stationary variance formulae for each field separately can be trusted. These results are all numerically verified by a new publicly available python class (nfield) to solve the coupled Langevin equations over a large number of fields, realisations and timescales. Further applications of this new tool are also discussed.

Final Technical Report: Sparse Grid Scenario Generation and Interior Algorithms for Stochastic Optimization in a Parallel Computing Environment

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

Mehrotra, Sanjay

2016-09-07

The support from this grant resulted in seven published papers and a technical report. Two papers are published in SIAM J. on Optimization [87, 88]; two papers are published in IEEE Transactions on Power Systems [77, 78]; one paper is published in Smart Grid [79]; one paper is published in Computational Optimization and Applications [44] and one in INFORMS J. on Computing [67]). The works in [44, 67, 87, 88] were funded primarily by this DOE grant. The applied papers in [77, 78, 79] were also supported through a subcontract from the Argonne National Lab. We start by presenting ourmore » main research results on the scenario generation problem in Sections 1–2. We present our algorithmic results on interior point methods for convex optimization problems in Section 3. We describe a new ‘central’ cutting surface algorithm developed for solving large scale convex programming problems (as is the case with our proposed research) with semi-infinite number of constraints in Section 4. In Sections 5–6 we present our work on two application problems of interest to DOE.« less

A low-order model for wave propagation in random waveguides

NASA Astrophysics Data System (ADS)

Millet, Christophe; Bertin, Michael; Bouche, Daniel

2014-11-01

In numerical modeling of infrasound propagation in the atmosphere, the wind and temperature profiles are usually obtained as a result of matching atmospheric models to empirical data and thus inevitably involve some random errors. In the present approach, the sound speed profiles are considered as random functions and the wave equation is solved using a reduced-order model, starting from the classical normal mode technique. We focus on the asymptotic behavior of the transmitted waves in the weakly heterogeneous regime (the coupling between the wave and the medium is weak), with a fixed number of propagating modes that can be obtained by rearranging the eigenvalues by decreasing Sobol indices. The most important feature of the stochastic approach lies in the fact that the model order can be computed to satisfy a given statistical accuracy whatever the frequency. The statistics of a transmitted broadband pulse are computed by decomposing the original pulse into a sum of modal pulses that can be described by a front pulse stabilization theory. The method is illustrated on two large-scale infrasound calibration experiments, that were conducted at the Sayarim Military Range, Israel, in 2009 and 2011.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

Dynamics Under Location Uncertainty: Model Derivation, Modified Transport and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Resseguier, V.; Memin, E.; Chapron, B.; Fox-Kemper, B.

2017-12-01

In order to better observe and predict geophysical flows, ensemble-based data assimilation methods are of high importance. In such methods, an ensemble of random realizations represents the variety of the simulated flow's likely behaviors. For this purpose, randomness needs to be introduced in a suitable way and physically-based stochastic subgrid parametrizations are promising paths. This talk will propose a new kind of such a parametrization referred to as modeling under location uncertainty. The fluid velocity is decomposed into a resolved large-scale component and an aliased small-scale one. The first component is possibly random but time-correlated whereas the second is white-in-time but spatially-correlated and possibly inhomogeneous and anisotropic. With such a velocity, the material derivative of any - possibly active - tracer is modified. Three new terms appear: a correction of the large-scale advection, a multiplicative noise and a possibly heterogeneous and anisotropic diffusion. This parameterization naturally ensures attractive properties such as energy conservation for each realization. Additionally, this stochastic material derivative and the associated Reynolds' transport theorem offer a systematic method to derive stochastic models. In particular, we will discuss the consequences of the Quasi-Geostrophic assumptions in our framework. Depending on the turbulence amount, different models with different physical behaviors are obtained. Under strong turbulence assumptions, a simplified diagnosis of frontolysis and frontogenesis at the surface of the ocean is possible in this framework. A Surface Quasi-Geostrophic (SQG) model with a weaker noise influence has also been simulated. A single realization better represents small scales than a deterministic SQG model at the same resolution. Moreover, an ensemble accurately predicts extreme events, bifurcations as well as the amplitudes and the positions of the simulation errors. Figure 1 highlights this last result and compares it to the strong error underestimation of an ensemble simulated from the deterministic dynamic with random initial conditions.

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

DOE PAGES

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

2016-02-01

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

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

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

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

PubMed

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

2017-01-01

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

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

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

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

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

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2001-01-01

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

A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems.

PubMed

Gong, Pinghua; Zhang, Changshui; Lu, Zhaosong; Huang, Jianhua Z; Ye, Jieping

2013-01-01

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

Stochastic dynamic programming illuminates the link between environment, physiology, and evolution.

PubMed

Mangel, Marc

2015-05-01

I describe how stochastic dynamic programming (SDP), a method for stochastic optimization that evolved from the work of Hamilton and Jacobi on variational problems, allows us to connect the physiological state of organisms, the environment in which they live, and how evolution by natural selection acts on trade-offs that all organisms face. I first derive the two canonical equations of SDP. These are valuable because although they apply to no system in particular, they share commonalities with many systems (as do frictionless springs). After that, I show how we used SDP in insect behavioral ecology. I describe the puzzles that needed to be solved, the SDP equations we used to solve the puzzles, and the experiments that we used to test the predictions of the models. I then briefly describe two other applications of SDP in biology: first, understanding the developmental pathways followed by steelhead trout in California and second skipped spawning by Norwegian cod. In both cases, modeling and empirical work were closely connected. I close with lessons learned and advice for the young mathematical biologists.

Stochastic reaction-diffusion algorithms for macromolecular crowding

NASA Astrophysics Data System (ADS)

Sturrock, Marc

2016-06-01

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

Structural factoring approach for analyzing stochastic networks

NASA Technical Reports Server (NTRS)

Hayhurst, Kelly J.; Shier, Douglas R.

1991-01-01

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

A method for minimum risk portfolio optimization under hybrid uncertainty

NASA Astrophysics Data System (ADS)

Egorova, Yu E.; Yazenin, A. V.

2018-03-01

In this paper, we investigate a minimum risk portfolio model under hybrid uncertainty when the profitability of financial assets is described by fuzzy random variables. According to Feng, the variance of a portfolio is defined as a crisp value. To aggregate fuzzy information the weakest (drastic) t-norm is used. We construct an equivalent stochastic problem of the minimum risk portfolio model and specify the stochastic penalty method for solving it.

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

NASA Astrophysics Data System (ADS)

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

2009-12-01

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

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

NASA Astrophysics Data System (ADS)

Briscese, Fabio

2017-09-01

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

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification

A continuum dislocation dynamics framework for plasticity of polycrystalline materials

NASA Astrophysics Data System (ADS)

Askari, Hesam Aldin

The objective of this research is to investigate the mechanical response of polycrystals in different settings to identify the mechanisms that give rise to specific response observed in the deformation process. Particularly the large deformation of magnesium alloys and yield properties of copper in small scales are investigated. We develop a continuum dislocation dynamics framework based on dislocation mechanisms and interaction laws and implement this formulation in a viscoplastic self-consistent scheme to obtain the mechanical response in a polycrystalline system. The versatility of this method allows various applications in the study of problems involving large deformation, study of microstructure and its evolution, superplasticity, study of size effect in polycrystals and stochastic plasticity. The findings from the numerical solution are compared to the experimental results to validate the simulation results. We apply this framework to study the deformation mechanisms in magnesium alloys at moderate to fast strain rates and room temperature to 450 °C. Experiments for the same range of strain rates and temperatures were carried out to obtain the mechanical and material properties, and to compare with the numerical results. The numerical approach for magnesium is divided into four main steps; 1) room temperature unidirectional loading 2) high temperature deformation without grain boundary sliding 3) high temperature with grain boundary sliding mechanism 4) room temperature cyclic loading. We demonstrate the capability of our modeling approach in prediction of mechanical properties and texture evolution and discuss the improvement obtained by using the continuum dislocation dynamics method. The framework was also applied to nano-sized copper polycrystals to study the yield properties at small scales and address the observed yield scatter. By combining our developed method with a Monte Carlo simulation approach, the stochastic plasticity at small length scales was studied and the sources of the uncertainty in the polycrystalline structure are discussed. Our results suggest that the stochastic response is mainly because of a) stochastic plasticity due to dislocation substructure inside crystals and b) the microstructure of the polycrystalline material. The extent of the uncertainty is correlated to the "effective cell length" in the sampling procedure whether using simulations and experimental approach.

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

PubMed

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

2018-01-24

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

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?'

A hybrid CS-SA intelligent approach to solve uncertain dynamic facility layout problems considering dependency of demands

NASA Astrophysics Data System (ADS)

Moslemipour, Ghorbanali

2018-07-01

This paper aims at proposing a quadratic assignment-based mathematical model to deal with the stochastic dynamic facility layout problem. In this problem, product demands are assumed to be dependent normally distributed random variables with known probability density function and covariance that change from period to period at random. To solve the proposed model, a novel hybrid intelligent algorithm is proposed by combining the simulated annealing and clonal selection algorithms. The proposed model and the hybrid algorithm are verified and validated using design of experiment and benchmark methods. The results show that the hybrid algorithm has an outstanding performance from both solution quality and computational time points of view. Besides, the proposed model can be used in both of the stochastic and deterministic situations.

Inversion method based on stochastic optimization for particle sizing.

PubMed

Sánchez-Escobar, Juan Jaime; Barbosa-Santillán, Liliana Ibeth; Vargas-Ubera, Javier; Aguilar-Valdés, Félix

2016-08-01

A stochastic inverse method is presented based on a hybrid evolutionary optimization algorithm (HEOA) to retrieve a monomodal particle-size distribution (PSD) from the angular distribution of scattered light. By solving an optimization problem, the HEOA (with the Fraunhofer approximation) retrieves the PSD from an intensity pattern generated by Mie theory. The analyzed light-scattering pattern can be attributed to unimodal normal, gamma, or lognormal distribution of spherical particles covering the interval of modal size parameters 46≤α≤150. The HEOA ensures convergence to the near-optimal solution during the optimization of a real-valued objective function by combining the advantages of a multimember evolution strategy and locally weighted linear regression. The numerical results show that our HEOA can be satisfactorily applied to solve the inverse light-scattering problem.

Parallelized Stochastic Cutoff Method for Long-Range Interacting Systems

NASA Astrophysics Data System (ADS)

Endo, Eishin; Toga, Yuta; Sasaki, Munetaka

2015-07-01

We present a method of parallelizing the stochastic cutoff (SCO) method, which is a Monte-Carlo method for long-range interacting systems. After interactions are eliminated by the SCO method, we subdivide a lattice into noninteracting interpenetrating sublattices. This subdivision enables us to parallelize the Monte-Carlo calculation in the SCO method. Such subdivision is found by numerically solving the vertex coloring of a graph created by the SCO method. We use an algorithm proposed by Kuhn and Wattenhofer to solve the vertex coloring by parallel computation. This method was applied to a two-dimensional magnetic dipolar system on an L × L square lattice to examine its parallelization efficiency. The result showed that, in the case of L = 2304, the speed of computation increased about 102 times by parallel computation with 288 processors.

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.

Self-tuning stochastic resonance energy harvester for smart tires

NASA Astrophysics Data System (ADS)

Kim, Hongjip; Tai, Wei Che; Zuo, Lei

2018-03-01

Energy harvesting from smart tire has been an influential topic for researchers over several years. In this paper, we propose novel energy harvester for smart tire taking advantage of adaptive tuning stochastic resonance. Compared to previous tire energy harvesters, it can generate large power and has wide bandwidth. Large power is achieved by stochastic resonance while wide-bandwidth is accomplished by adaptive tuning via centrifugal stiffening effect. Energy harvesting configuration for modulated noise is described first. It is an electromagnetic energy harvester consists of rotating beam subject to centrifugal buckling. Equation of motion for energy harvester is derived to investigate the effect of centrifugal stiffening. Numerical analysis was conducted to simulate response. The result show that high power is achieved with wide bandwidth. To verify the theoretical and simulation results, the experiment was conducted. Equivalent horizontal rotating platform is built to mimic tire environment. Experiment results showed good agreement with the numerical result with around 10% of errors, which verified feasibility of proposed harvester. Maximum power 1.8mW is achieved from 3:1 scale experiment setup. The equivalent working range of harvester is around 60-105 km/h which is typical speed for car in general road and highway.

Scheduling language and algorithm development study. Volume 1, phase 2: Design considerations for a scheduling and resource allocation system

NASA Technical Reports Server (NTRS)

Morrell, R. A.; Odoherty, R. J.; Ramsey, H. R.; Reynolds, C. C.; Willoughby, J. K.; Working, R. D.

1975-01-01

Data and analyses related to a variety of algorithms for solving typical large-scale scheduling and resource allocation problems are presented. The capabilities and deficiencies of various alternative problem solving strategies are discussed from the viewpoint of computer system design.

Scale-invariance underlying the logistic equation and its social applications

NASA Astrophysics Data System (ADS)

Hernando, A.; Plastino, A.

2013-01-01

On the basis of dynamical principles we i) advance a derivation of the Logistic Equation (LE), widely employed (among multiple applications) in the simulation of population growth, and ii) demonstrate that scale-invariance and a mean-value constraint are sufficient and necessary conditions for obtaining it. We also generalize the LE to multi-component systems and show that the above dynamical mechanisms underlie a large number of scale-free processes. Examples are presented regarding city-populations, diffusion in complex networks, and popularity of technological products, all of them obeying the multi-component logistic equation in an either stochastic or deterministic way.

The finite state projection algorithm for the solution of the chemical master equation.

PubMed

Munsky, Brian; Khammash, Mustafa

2006-01-28

This article introduces the finite state projection (FSP) method for use in the stochastic analysis of chemically reacting systems. One can describe the chemical populations of such systems with probability density vectors that evolve according to a set of linear ordinary differential equations known as the chemical master equation (CME). Unlike Monte Carlo methods such as the stochastic simulation algorithm (SSA) or tau leaping, the FSP directly solves or approximates the solution of the CME. If the CME describes a system that has a finite number of distinct population vectors, the FSP method provides an exact analytical solution. When an infinite or extremely large number of population variations is possible, the state space can be truncated, and the FSP method provides a certificate of accuracy for how closely the truncated space approximation matches the true solution. The proposed FSP algorithm systematically increases the projection space in order to meet prespecified tolerance in the total probability density error. For any system in which a sufficiently accurate FSP exists, the FSP algorithm is shown to converge in a finite number of steps. The FSP is utilized to solve two examples taken from the field of systems biology, and comparisons are made between the FSP, the SSA, and tau leaping algorithms. In both examples, the FSP outperforms the SSA in terms of accuracy as well as computational efficiency. Furthermore, due to very small molecular counts in these particular examples, the FSP also performs far more effectively than tau leaping methods.

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

PubMed Central

2012-01-01

Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption). In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA). The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA), as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions. The ssLNA provides a simple and accurate means of performing stochastic model reduction and hence it is expected to be of widespread utility in studying the dynamics of large noisy reaction networks, as is common in computational and systems biology. PMID:22583770

A GLOBAL GALACTIC DYNAMO WITH A CORONA CONSTRAINED BY RELATIVE HELICITY

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

Prasad, A.; Mangalam, A., E-mail: avijeet@iiap.res.in, E-mail: mangalam@iiap.res.in

We present a model for a global axisymmetric turbulent dynamo operating in a galaxy with a corona that treats the parameters of turbulence driven by supernovae and by magneto-rotational instability under a common formalism. The nonlinear quenching of the dynamo is alleviated by the inclusion of small-scale advective and diffusive magnetic helicity fluxes, which allow the gauge-invariant magnetic helicity to be transferred outside the disk and consequently to build up a corona during the course of dynamo action. The time-dependent dynamo equations are expressed in a separable form and solved through an eigenvector expansion constructed using the steady-state solutions ofmore » the dynamo equation. The parametric evolution of the dynamo solution allows us to estimate the final structure of the global magnetic field and the saturated value of the turbulence parameter α{sub m}, even before solving the dynamical equations for evolution of magnetic fields in the disk and the corona, along with α-quenching. We then solve these equations simultaneously to study the saturation of the large-scale magnetic field, its dependence on the small-scale magnetic helicity fluxes, and the corresponding evolution of the force-free field in the corona. The quadrupolar large-scale magnetic field in the disk is found to reach equipartition strength within a timescale of 1 Gyr. The large-scale magnetic field in the corona obtained is much weaker than the field inside the disk and has only a weak impact on the dynamo operation.« less

The joint space-time statistics of macroweather precipitation, space-time statistical factorization and macroweather models.

PubMed

Lovejoy, S; de Lima, M I P

2015-07-01

Over the range of time scales from about 10 days to 30-100 years, in addition to the familiar weather and climate regimes, there is an intermediate "macroweather" regime characterized by negative temporal fluctuation exponents: implying that fluctuations tend to cancel each other out so that averages tend to converge. We show theoretically and numerically that macroweather precipitation can be modeled by a stochastic weather-climate model (the Climate Extended Fractionally Integrated Flux, model, CEFIF) first proposed for macroweather temperatures and we show numerically that a four parameter space-time CEFIF model can approximately reproduce eight or so empirical space-time exponents. In spite of this success, CEFIF is theoretically and numerically difficult to manage. We therefore propose a simplified stochastic model in which the temporal behavior is modeled as a fractional Gaussian noise but the spatial behaviour as a multifractal (climate) cascade: a spatial extension of the recently introduced ScaLIng Macroweather Model, SLIMM. Both the CEFIF and this spatial SLIMM model have a property often implicitly assumed by climatologists that climate statistics can be "homogenized" by normalizing them with the standard deviation of the anomalies. Physically, it means that the spatial macroweather variability corresponds to different climate zones that multiplicatively modulate the local, temporal statistics. This simplified macroweather model provides a framework for macroweather forecasting that exploits the system's long range memory and spatial correlations; for it, the forecasting problem has been solved. We test this factorization property and the model with the help of three centennial, global scale precipitation products that we analyze jointly in space and in time.

Multiple-scale stochastic processes: Decimation, averaging and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

2017-02-01

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

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

Adaptive grid based multi-objective Cauchy differential evolution for stochastic dynamic economic emission dispatch with wind power uncertainty

PubMed Central

Lei, Xiaohui; Wang, Chao; Yue, Dong; Xie, Xiangpeng

2017-01-01

Since wind power is integrated into the thermal power operation system, dynamic economic emission dispatch (DEED) has become a new challenge due to its uncertain characteristics. This paper proposes an adaptive grid based multi-objective Cauchy differential evolution (AGB-MOCDE) for solving stochastic DEED with wind power uncertainty. To properly deal with wind power uncertainty, some scenarios are generated to simulate those possible situations by dividing the uncertainty domain into different intervals, the probability of each interval can be calculated using the cumulative distribution function, and a stochastic DEED model can be formulated under different scenarios. For enhancing the optimization efficiency, Cauchy mutation operation is utilized to improve differential evolution by adjusting the population diversity during the population evolution process, and an adaptive grid is constructed for retaining diversity distribution of Pareto front. With consideration of large number of generated scenarios, the reduction mechanism is carried out to decrease the scenarios number with covariance relationships, which can greatly decrease the computational complexity. Moreover, the constraint-handling technique is also utilized to deal with the system load balance while considering transmission loss among thermal units and wind farms, all the constraint limits can be satisfied under the permitted accuracy. After the proposed method is simulated on three test systems, the obtained results reveal that in comparison with other alternatives, the proposed AGB-MOCDE can optimize the DEED problem while handling all constraint limits, and the optimal scheme of stochastic DEED can decrease the conservation of interval optimization, which can provide a more valuable optimal scheme for real-world applications. PMID:28961262

Stochastic assembly in a subtropical forest chronosequence: evidence from contrasting changes of species, phylogenetic and functional dissimilarity over succession.

PubMed

Mi, Xiangcheng; Swenson, Nathan G; Jia, Qi; Rao, Mide; Feng, Gang; Ren, Haibao; Bebber, Daniel P; Ma, Keping

2016-09-07

Deterministic and stochastic processes jointly determine the community dynamics of forest succession. However, it has been widely held in previous studies that deterministic processes dominate forest succession. Furthermore, inference of mechanisms for community assembly may be misleading if based on a single axis of diversity alone. In this study, we evaluated the relative roles of deterministic and stochastic processes along a disturbance gradient by integrating species, functional, and phylogenetic beta diversity in a subtropical forest chronosequence in Southeastern China. We found a general pattern of increasing species turnover, but little-to-no change in phylogenetic and functional turnover over succession at two spatial scales. Meanwhile, the phylogenetic and functional beta diversity were not significantly different from random expectation. This result suggested a dominance of stochastic assembly, contrary to the general expectation that deterministic processes dominate forest succession. On the other hand, we found significant interactions of environment and disturbance and limited evidence for significant deviations of phylogenetic or functional turnover from random expectations for different size classes. This result provided weak evidence of deterministic processes over succession. Stochastic assembly of forest succession suggests that post-disturbance restoration may be largely unpredictable and difficult to control in subtropical forests.

Signaling in large-scale neural networks.

PubMed

Berg, Rune W; Hounsgaard, Jørn

2009-02-01

We examine the recent finding that neurons in spinal motor circuits enter a high conductance state during functional network activity. The underlying concomitant increase in random inhibitory and excitatory synaptic activity leads to stochastic signal processing. The possible advantages of this metabolically costly organization are analyzed by comparing with synaptically less intense networks driven by the intrinsic response properties of the network neurons.

The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Fault tolerant filtering and fault detection for quantum systems driven by fields in single photon states

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

Gao, Qing, E-mail: qing.gao.chance@gmail.com; Dong, Daoyi, E-mail: daoyidong@gmail.com; Petersen, Ian R., E-mail: i.r.petersen@gmai.com

The purpose of this paper is to solve the fault tolerant filtering and fault detection problem for a class of open quantum systems driven by a continuous-mode bosonic input field in single photon states when the systems are subject to stochastic faults. Optimal estimates of both the system observables and the fault process are simultaneously calculated and characterized by a set of coupled recursive quantum stochastic differential equations.

Stochastic processes in cosmology

NASA Astrophysics Data System (ADS)

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

1987-08-01

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

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

NASA Astrophysics Data System (ADS)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

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

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

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

Edirisinghe, C.

1994-12-31

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

Scaling and criticality in a stochastic multi-agent model of a financial market

NASA Astrophysics Data System (ADS)

Lux, Thomas; Marchesi, Michele

1999-02-01

Financial prices have been found to exhibit some universal characteristics that resemble the scaling laws characterizing physical systems in which large numbers of units interact. This raises the question of whether scaling in finance emerges in a similar way - from the interactions of a large ensemble of market participants. However, such an explanation is in contradiction to the prevalent `efficient market hypothesis' in economics, which assumes that the movements of financial prices are an immediate and unbiased reflection of incoming news about future earning prospects. Within this hypothesis, scaling in price changes would simply reflect similar scaling in the `input' signals that influence them. Here we describe a multi-agent model of financial markets which supports the idea that scaling arises from mutual interactions of participants. Although the `news arrival process' in our model lacks both power-law scaling and any temporal dependence in volatility, we find that it generates such behaviour as a result of interactions between agents.

Amplitudes and Anisotropies at Kinetic Scales in Reflection-Driven Turbulence

NASA Astrophysics Data System (ADS)

Chandran, B. D. G.; Perez, J. C.

2016-12-01

The dissipation processes in solar-wind turbulence depend critically on the amplitudes and anisotropies of the fluctuations at kinetic scales. For example, the efficiencies of nonlinear dissipation mechanisms such as stochastic heating are a strongly increasing function of the kinetic-scale fluctuation amplitudes. In addition, ``slab-like'' fluctuations that vary most rapidly parallel to the background magnetic field dissipate very differently than ``quasi-2D'' fluctuations that vary most rapidly perpendicular to the magnetic field. Both the amplitudes and anisotropies of the kinetic-scale fluctuations are heavily influenced by the cascade mechanisms and spectral scalings in the inertial range of the turbulence. More precisely, the properties and dynamics of the turbulence within the inertial range (at ``fluid length scales'') to a large extent determine the amplitudes and anisotropies of the fluctuations at the proton kinetic scales, which bound the inertial range from below. In this presentation I will describe recent work by Jean Perez and myself on direct numerical simulations of non-compressive turbulence at ``fluid length scales'' between the Sun and a heliocentric distance of 65 solar radii. These simulations account for the non-WKB reflection of outward-propagating Alfven-wave-like fluctuations. This partial reflection produces Sunward-propagating fluctuations, which interact with the outward-propagating fluctuations to produce turbulence and a cascade of energy from large scales to small scales. I will discuss the relative strength of the parallel and perpendicular energy cascades in our simulations, and the implications of our results for the spatial anisotropies of non-compressive fluctuations at the proton kinetic scales near the Sun. I will also present results on the parallel and perpendicular power spectra of both outward-propagating and inward-propagating Alfven-wave-like fluctuations at different heliocentric distances. I will discuss the implications of these inertial-range spectra for the relative importance of cyclotron heating, stochastic heating, and Landau damping.

Differential memory in the trilinear model magnetotail

NASA Technical Reports Server (NTRS)

Chen, James; Mitchell, Horage G.; Palmadesso, Peter J.

1990-01-01

The previously proposed concept of 'differential memory' is quantitatively demonstrated using an idealized analytical model of particle dynamics in the magnetotail geometry. In this model (the 'trilinear' tail model) the magnetotail is divided into three regions. The particle orbits are solved exactly in each region, thus reducing the orbit integration to an analytical mapping. It is shown that the trilinear model reproduces the essential phase space features of the earlier model (Chen and Palmadesso, 1986), possessing well-defined entry and exit regions, and stochastic, integrable (regular), and transient orbits, occupying disjoint phase space regions. Different regions have widely separated characteristic time scales corresponding to different types of particle motion. Using the analytical model, the evolution of single-particle distribution functions is calculated.

Mechanisms of stochastic focusing and defocusing in biological reaction networks: insight from accurate chemical master equation (ACME) solutions.

PubMed

Gursoy, Gamze; Terebus, Anna; Youfang Cao; Jie Liang

2016-08-01

Stochasticity plays important roles in regulation of biochemical reaction networks when the copy numbers of molecular species are small. Studies based on Stochastic Simulation Algorithm (SSA) has shown that a basic reaction system can display stochastic focusing (SF) by increasing the sensitivity of the network as a result of the signal noise. Although SSA has been widely used to study stochastic networks, it is ineffective in examining rare events and this becomes a significant issue when the tails of probability distributions are relevant as is the case of SF. Here we use the ACME method to solve the exact solution of the discrete Chemical Master Equations and to study a network where SF was reported. We showed that the level of SF depends on the degree of the fluctuations of signal molecule. We discovered that signaling noise under certain conditions in the same reaction network can lead to a decrease in the system sensitivities, thus the network can experience stochastic defocusing. These results highlight the fundamental role of stochasticity in biological reaction networks and the need for exact computation of probability landscape of the molecules in the system.

Solution of the finite Milne problem in stochastic media with RVT Technique

NASA Astrophysics Data System (ADS)

Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

2017-12-01

This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

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

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

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

Plasma Equilibria With Stochastic Magnetic Fields

NASA Astrophysics Data System (ADS)

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

2009-05-01

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

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

Large-scale inverse model analyses employing fast randomized data reduction

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

The most likely voltage path and large deviations approximations for integrate-and-fire neurons.

PubMed

Paninski, Liam

2006-08-01

We develop theory and numerical methods for computing the most likely subthreshold voltage path of a noisy integrate-and-fire (IF) neuron, given observations of the neuron's superthreshold spiking activity. This optimal voltage path satisfies a second-order ordinary differential (Euler-Lagrange) equation which may be solved analytically in a number of special cases, and which may be solved numerically in general via a simple "shooting" algorithm. Our results are applicable for both linear and nonlinear subthreshold dynamics, and in certain cases may be extended to correlated subthreshold noise sources. We also show how this optimal voltage may be used to obtain approximations to (1) the likelihood that an IF cell with a given set of parameters was responsible for the observed spike train; and (2) the instantaneous firing rate and interspike interval distribution of a given noisy IF cell. The latter probability approximations are based on the classical Freidlin-Wentzell theory of large deviations principles for stochastic differential equations. We close by comparing this most likely voltage path to the true observed subthreshold voltage trace in a case when intracellular voltage recordings are available in vitro.

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

PubMed

Assaf, Michael; Angheluta, Luiza; Goldenfeld, Nigel

2012-08-17

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

Waveform inversion with source encoding for breast sound speed reconstruction in ultrasound computed tomography.

PubMed

Wang, Kun; Matthews, Thomas; Anis, Fatima; Li, Cuiping; Duric, Neb; Anastasio, Mark A

2015-03-01

Ultrasound computed tomography (USCT) holds great promise for improving the detection and management of breast cancer. Because they are based on the acoustic wave equation, waveform inversion-based reconstruction methods can produce images that possess improved spatial resolution properties over those produced by ray-based methods. However, waveform inversion methods are computationally demanding and have not been applied widely in USCT breast imaging. In this work, source encoding concepts are employed to develop an accelerated USCT reconstruction method that circumvents the large computational burden of conventional waveform inversion methods. This method, referred to as the waveform inversion with source encoding (WISE) method, encodes the measurement data using a random encoding vector and determines an estimate of the sound speed distribution by solving a stochastic optimization problem by use of a stochastic gradient descent algorithm. Both computer simulation and experimental phantom studies are conducted to demonstrate the use of the WISE method. The results suggest that the WISE method maintains the high spatial resolution of waveform inversion methods while significantly reducing the computational burden.

Bio-inspired computational heuristics to study Lane-Emden systems arising in astrophysics model.

PubMed

Ahmad, Iftikhar; Raja, Muhammad Asif Zahoor; Bilal, Muhammad; Ashraf, Farooq

2016-01-01

This study reports novel hybrid computational methods for the solutions of nonlinear singular Lane-Emden type differential equation arising in astrophysics models by exploiting the strength of unsupervised neural network models and stochastic optimization techniques. In the scheme the neural network, sub-part of large field called soft computing, is exploited for modelling of the equation in an unsupervised manner. The proposed approximated solutions of higher order ordinary differential equation are calculated with the weights of neural networks trained with genetic algorithm, and pattern search hybrid with sequential quadratic programming for rapid local convergence. The results of proposed solvers for solving the nonlinear singular systems are in good agreements with the standard solutions. Accuracy and convergence the design schemes are demonstrated by the results of statistical performance measures based on the sufficient large number of independent runs.

Results and Implications of a Problem-Solving Treatment Program for Obesity.

ERIC Educational Resources Information Center

Mahoney, B. K.; And Others

Data are from a large scale experimental study which was designed to evaluate a multimethod problem solving approach to obesity. Obese adult volunteers (N=90) were randomly assigned to three groups: maximal treatment, minimal treatment, and no treatment control. In the two treatment groups, subjects were exposed to bibliographic material and…

The Development of Complex Problem Solving in Adolescence: A Latent Growth Curve Analysis

ERIC Educational Resources Information Center

Frischkorn, Gidon T.; Greiff, Samuel; Wüstenberg, Sascha

2014-01-01

Complex problem solving (CPS) as a cross-curricular competence has recently attracted more attention in educational psychology as indicated by its implementation in international educational large-scale assessments such as the Programme for International Student Assessment. However, research on the development of CPS is scarce, and the few…

Large-Scale Studies on the Transferability of General Problem-Solving Skills and the Pedagogic Potential of Physics

ERIC Educational Resources Information Center

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

2013-01-01

Research suggests that problem-solving skills are transferable across domains. This claim, however, needs further empirical substantiation. We suggest correlation studies as a methodology for making preliminary inferences about transfer. The correlation of the physics performance of students with their performance in chemistry and mathematics in…

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

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

Stochastic-field cavitation model

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

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

2013-07-15

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

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

Malikopoulos, Andreas; Djouadi, Seddik M; Kuruganti, Teja

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to thosemore » studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.« less

Discovering network behind infectious disease outbreak

NASA Astrophysics Data System (ADS)

Maeno, Yoshiharu

2010-11-01

Stochasticity and spatial heterogeneity are of great interest recently in studying the spread of an infectious disease. The presented method solves an inverse problem to discover the effectively decisive topology of a heterogeneous network and reveal the transmission parameters which govern the stochastic spreads over the network from a dataset on an infectious disease outbreak in the early growth phase. Populations in a combination of epidemiological compartment models and a meta-population network model are described by stochastic differential equations. Probability density functions are derived from the equations and used for the maximal likelihood estimation of the topology and parameters. The method is tested with computationally synthesized datasets and the WHO dataset on the SARS outbreak.

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.

Disentangling Mechanisms That Mediate the Balance Between Stochastic and Deterministic Processes in Microbial Succession

DOE PAGES

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan D.; ...

2015-03-17

Despite growing recognition that deterministic and stochastic factors simultaneously influence bacterial communities, little is known about mechanisms shifting their relative importance. To better understand underlying mechanisms, we developed a conceptual model linking ecosystem development during primary succession to shifts in the stochastic/deterministic balance. To evaluate the conceptual model we coupled spatiotemporal data on soil bacterial communities with environmental conditions spanning 105 years of salt marsh development. At the local scale there was a progression from stochasticity to determinism due to Na accumulation with increasing ecosystem age, supporting a main element of the conceptual model. At the regional-scale, soil organic mattermore » (SOM) governed the relative influence of stochasticity and the type of deterministic ecological selection, suggesting scale-dependency in how deterministic ecological selection is imposed. Analysis of a new ecological simulation model supported these conceptual inferences. Looking forward, we propose an extended conceptual model that integrates primary and secondary succession in microbial systems.« less

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

NASA Astrophysics Data System (ADS)

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

2012-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

DNS and LES/FMDF of turbulent jet ignition and combustion

NASA Astrophysics Data System (ADS)

Validi, Abdoulahad; Jaberi, Farhad

2014-11-01

The ignition and combustion of lean fuel-air mixtures by a turbulent jet flow of hot combustion products injected into various geometries are studied by high fidelity numerical models. Turbulent jet ignition (TJI) is an efficient method for starting and controlling the combustion in complex propulsion systems and engines. The TJI and combustion of hydrogen and propane in various flow configurations are simulated with the direct numerical simulation (DNS) and the hybrid large eddy simulation/filtered mass density function (LES/FMDF) models. In the LES/FMDF model, the filtered form of the compressible Navier-Stokes equations are solved with a high-order finite difference scheme for the turbulent velocity and the FMDF transport equation is solved with a Lagrangian stochastic method to obtain the scalar field. The DNS and LES/FMDF data are used to study the physics of TJI and combustion for different turbulent jet igniter and gas mixture conditions. The results show the very complex and different behavior of the turbulence and the flame structure at different jet equivalence ratios.

Numerical simulations of turbulent jet ignition and combustion

NASA Astrophysics Data System (ADS)

Validi, Abdoulahad; Irannejad, Abolfazl; Jaberi, Farhad

2013-11-01

The ignition and combustion of a homogeneous lean hydrogen-air mixture by a turbulent jet flow of hot combustion products injected into a colder gas mixture are studied by a high fidelity numerical model. Turbulent jet ignition can be considered as an efficient method for starting and controlling the reaction in homogeneously charged combustion systems used in advanced internal combustion and gas turbine engines. In this work, we study in details the physics of turbulent jet ignition in a fundamental flow configuration. The flow and combustion are modeled with the hybrid large eddy simulation/filtered mass density function (LES/FMDF) approach, in which the filtered form the compressible Navier-Stokes equations are solved with a high-order finite difference scheme for the turbulent velocity and the FMDF transport equations are solved with a Lagrangian stochastic method to obtain the scalar (temperature and species mass fractions) field. The hydrogen oxidation is described by a detailed reaction mechanism with 37 elementary reactions and 9 species.

Experimental design for estimating unknown groundwater pumping using genetic algorithm and reduced order model

NASA Astrophysics Data System (ADS)

Ushijima, Timothy T.; Yeh, William W.-G.

2013-10-01

An optimal experimental design algorithm is developed to select locations for a network of observation wells that provide maximum information about unknown groundwater pumping in a confined, anisotropic aquifer. The design uses a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. The formulated optimization problem is non-convex and contains integer variables necessitating a combinatorial search. Given a realistic large-scale model, the size of the combinatorial search required can make the problem difficult, if not impossible, to solve using traditional mathematical programming techniques. Genetic algorithms (GAs) can be used to perform the global search; however, because a GA requires a large number of calls to a groundwater model, the formulated optimization problem still may be infeasible to solve. As a result, proper orthogonal decomposition (POD) is applied to the groundwater model to reduce its dimensionality. Then, the information matrix in the full model space can be searched without solving the full model. Results from a small-scale test case show identical optimal solutions among the GA, integer programming, and exhaustive search methods. This demonstrates the GA's ability to determine the optimal solution. In addition, the results show that a GA with POD model reduction is several orders of magnitude faster in finding the optimal solution than a GA using the full model. The proposed experimental design algorithm is applied to a realistic, two-dimensional, large-scale groundwater problem. The GA converged to a solution for this large-scale problem.

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

PubMed Central

Chen, Weiliang; De Schutter, Erik

2017-01-01

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

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

PubMed

Chen, Weiliang; De Schutter, Erik

2017-01-01

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

Solving a Class of Stochastic Mixed-Integer Programs With Branch and Price

DTIC Science & Technology

2006-01-01

a two-dimensional knapsack problem, but for a given m, the objective value gi does not depend on the variance index v. This will be used in a final...optimization. Journal of Multicriteria Decision Analysis 11, 139–150 (2002) 29. Ford, L.R., Fulkerson, D.R.: A suggested computation for the maximal...for solution by a branch-and-price algorithm (B&P). We then survey a number of examples, and use a stochastic facility-location problem (SFLP) for a

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

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

PubMed

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

2016-01-01

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

Optimization of Ferroelectric Ceramics by Design at the Microstructure Level

NASA Astrophysics Data System (ADS)

Jayachandran, K. P.; Guedes, J. M.; Rodrigues, H. C.

2010-05-01

Ferroelectric materials show remarkable physical behaviors that make them essential for many devices and have been extensively studied for their applications of nonvolatile random access memory (NvRAM) and high-speed random access memories. Although ferroelectric ceramics (polycrystals) present ease in manufacture and in compositional modifications and represent the widest application area of materials, computational and theoretical studies are sparse owing to many reasons including the large number of constituent atoms. Macroscopic properties of ferroelectric polycrystals are dominated by the inhomogeneities at the crystallographic domain/grain level. Orientation of grains/domains is critical to the electromechanical response of the single crystalline and polycrystalline materials. Polycrystalline materials have the potential of exhibiting better performance at a macroscopic scale by design of the domain/grain configuration at the domain-size scale. This suggests that piezoelectric properties can be optimized by a proper choice of the parameters which control the distribution of grain orientations. Nevertheless, this choice is complicated and it is impossible to analyze all possible combinations of the distribution parameters or the angles themselves. Hence we have implemented the stochastic optimization technique of simulated annealing combined with the homogenization for the optimization problem. The mathematical homogenization theory of a piezoelectric medium is implemented in the finite element method (FEM) by solving the coupled equilibrium electrical and mechanical fields. This implementation enables the study of the dependence of the macroscopic electromechanical properties of a typical crystalline and polycrystalline ferroelectric ceramic on the grain orientation.

Turbulence modeling and combustion simulation in porous media under high Peclet number

NASA Astrophysics Data System (ADS)

Moiseev, Andrey A.; Savin, Andrey V.

2018-05-01

Turbulence modelling in porous flows and burning still remains not completely clear until now. Undoubtedly, conventional turbulence models must work well under high Peclet numbers when porous channels shape is implemented in details. Nevertheless, the true turbulent mixing takes place at micro-scales only, and the dispersion mixing works at macro-scales almost independent from true turbulence. The dispersion mechanism is characterized by the definite space scale (scale of the porous structure) and definite velocity scale (filtration velocity). The porous structure is stochastic one usually, and this circumstance allows applying the analogy between space-time-stochastic true turbulence and the dispersion flow which is stochastic in space only, when porous flow is simulated at the macro-scale level. Additionally, the mentioned analogy allows applying well-known turbulent combustion models in simulations of porous combustion under high Peclet numbers.

Lumping of degree-based mean-field and pair-approximation equations for multistate contact processes

NASA Astrophysics Data System (ADS)

Kyriakopoulos, Charalampos; Grossmann, Gerrit; Wolf, Verena; Bortolussi, Luca

2018-01-01

Contact processes form a large and highly interesting class of dynamic processes on networks, including epidemic and information-spreading networks. While devising stochastic models of such processes is relatively easy, analyzing them is very challenging from a computational point of view, particularly for large networks appearing in real applications. One strategy to reduce the complexity of their analysis is to rely on approximations, often in terms of a set of differential equations capturing the evolution of a random node, distinguishing nodes with different topological contexts (i.e., different degrees of different neighborhoods), such as degree-based mean-field (DBMF), approximate-master-equation (AME), or pair-approximation (PA) approaches. The number of differential equations so obtained is typically proportional to the maximum degree kmax of the network, which is much smaller than the size of the master equation of the underlying stochastic model, yet numerically solving these equations can still be problematic for large kmax. In this paper, we consider AME and PA, extended to cope with multiple local states, and we provide an aggregation procedure that clusters together nodes having similar degrees, treating those in the same cluster as indistinguishable, thus reducing the number of equations while preserving an accurate description of global observables of interest. We also provide an automatic way to build such equations and to identify a small number of degree clusters that give accurate results. The method is tested on several case studies, where it shows a high level of compression and a reduction of computational time of several orders of magnitude for large networks, with minimal loss in accuracy.

Supercomputing with TOUGH2 family codes for coupled multi-physics simulations of geologic carbon sequestration

NASA Astrophysics Data System (ADS)

Yamamoto, H.; Nakajima, K.; Zhang, K.; Nanai, S.

2015-12-01

Powerful numerical codes that are capable of modeling complex coupled processes of physics and chemistry have been developed for predicting the fate of CO2 in reservoirs as well as its potential impacts on groundwater and subsurface environments. However, they are often computationally demanding for solving highly non-linear models in sufficient spatial and temporal resolutions. Geological heterogeneity and uncertainties further increase the challenges in modeling works. Two-phase flow simulations in heterogeneous media usually require much longer computational time than that in homogeneous media. Uncertainties in reservoir properties may necessitate stochastic simulations with multiple realizations. Recently, massively parallel supercomputers with more than thousands of processors become available in scientific and engineering communities. Such supercomputers may attract attentions from geoscientist and reservoir engineers for solving the large and non-linear models in higher resolutions within a reasonable time. However, for making it a useful tool, it is essential to tackle several practical obstacles to utilize large number of processors effectively for general-purpose reservoir simulators. We have implemented massively-parallel versions of two TOUGH2 family codes (a multi-phase flow simulator TOUGH2 and a chemically reactive transport simulator TOUGHREACT) on two different types (vector- and scalar-type) of supercomputers with a thousand to tens of thousands of processors. After completing implementation and extensive tune-up on the supercomputers, the computational performance was measured for three simulations with multi-million grid models, including a simulation of the dissolution-diffusion-convection process that requires high spatial and temporal resolutions to simulate the growth of small convective fingers of CO2-dissolved water to larger ones in a reservoir scale. The performance measurement confirmed that the both simulators exhibit excellent scalabilities showing almost linear speedup against number of processors up to over ten thousand cores. Generally this allows us to perform coupled multi-physics (THC) simulations on high resolution geologic models with multi-million grid in a practical time (e.g., less than a second per time step).

Inertial-Range Reconnection in Magnetohydrodynamic Turbulence and in the Solar Wind.

PubMed

Lalescu, Cristian C; Shi, Yi-Kang; Eyink, Gregory L; Drivas, Theodore D; Vishniac, Ethan T; Lazarian, Alexander

2015-07-10

In situ spacecraft data on the solar wind show events identified as magnetic reconnection with wide outflows and extended "X lines," 10(3)-10(4) times ion scales. To understand the role of turbulence at these scales, we make a case study of an inertial-range reconnection event in a magnetohydrodynamic simulation. We observe stochastic wandering of field lines in space, breakdown of standard magnetic flux freezing due to Richardson dispersion, and a broadened reconnection zone containing many current sheets. The coarse-grain magnetic geometry is like large-scale reconnection in the solar wind, however, with a hyperbolic flux tube or apparent X line extending over integral length scales.

Nonparametric weighted stochastic block models

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2018-01-01

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

A hierarchical exact accelerated stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Orendorff, David; Mjolsness, Eric

2012-12-01

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

Fast Combinatorial Algorithm for the Solution of Linearly Constrained Least Squares Problems

DOEpatents

Van Benthem, Mark H.; Keenan, Michael R.

2008-11-11

A fast combinatorial algorithm can significantly reduce the computational burden when solving general equality and inequality constrained least squares problems with large numbers of observation vectors. The combinatorial algorithm provides a mathematically rigorous solution and operates at great speed by reorganizing the calculations to take advantage of the combinatorial nature of the problems to be solved. The combinatorial algorithm exploits the structure that exists in large-scale problems in order to minimize the number of arithmetic operations required to obtain a solution.

Clinical Applications of Stochastic Dynamic Models of the Brain, Part I: A Primer.

PubMed

Roberts, James A; Friston, Karl J; Breakspear, Michael

2017-04-01

Biological phenomena arise through interactions between an organism's intrinsic dynamics and stochastic forces-random fluctuations due to external inputs, thermal energy, or other exogenous influences. Dynamic processes in the brain derive from neurophysiology and anatomical connectivity; stochastic effects arise through sensory fluctuations, brainstem discharges, and random microscopic states such as thermal noise. The dynamic evolution of systems composed of both dynamic and random effects can be studied with stochastic dynamic models (SDMs). This article, Part I of a two-part series, offers a primer of SDMs and their application to large-scale neural systems in health and disease. The companion article, Part II, reviews the application of SDMs to brain disorders. SDMs generate a distribution of dynamic states, which (we argue) represent ideal candidates for modeling how the brain represents states of the world. When augmented with variational methods for model inversion, SDMs represent a powerful means of inferring neuronal dynamics from functional neuroimaging data in health and disease. Together with deeper theoretical considerations, this work suggests that SDMs will play a unique and influential role in computational psychiatry, unifying empirical observations with models of perception and behavior. Copyright © 2017 Society of Biological Psychiatry. Published by Elsevier Inc. All rights reserved.

Perturbation expansions of stochastic wavefunctions for open quantum systems

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2017-11-01

Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

Weighted SGD for ℓ p Regression with Randomized Preconditioning.

PubMed

Yang, Jiyan; Chow, Yin-Lam; Ré, Christopher; Mahoney, Michael W

2016-01-01

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. SGD methods are easy to implement and applicable to a wide range of convex optimization problems. In contrast, RLA algorithms provide much stronger performance guarantees but are applicable to a narrower class of problems. We aim to bridge the gap between these two methods in solving constrained overdetermined linear regression problems-e.g., ℓ 2 and ℓ 1 regression problems. We propose a hybrid algorithm named pwSGD that uses RLA techniques for preconditioning and constructing an importance sampling distribution, and then performs an SGD-like iterative process with weighted sampling on the preconditioned system.By rewriting a deterministic ℓ p regression problem as a stochastic optimization problem, we connect pwSGD to several existing ℓ p solvers including RLA methods with algorithmic leveraging (RLA for short).We prove that pwSGD inherits faster convergence rates that only depend on the lower dimension of the linear system, while maintaining low computation complexity. Such SGD convergence rates are superior to other related SGD algorithm such as the weighted randomized Kaczmarz algorithm.Particularly, when solving ℓ 1 regression with size n by d , pwSGD returns an approximate solution with ε relative error in the objective value in (log n ·nnz( A )+poly( d )/ ε 2 ) time. This complexity is uniformly better than that of RLA methods in terms of both ε and d when the problem is unconstrained. In the presence of constraints, pwSGD only has to solve a sequence of much simpler and smaller optimization problem over the same constraints. In general this is more efficient than solving the constrained subproblem required in RLA.For ℓ 2 regression, pwSGD returns an approximate solution with ε relative error in the objective value and the solution vector measured in prediction norm in (log n ·nnz( A )+poly( d ) log(1/ ε )/ ε ) time. We show that for unconstrained ℓ 2 regression, this complexity is comparable to that of RLA and is asymptotically better over several state-of-the-art solvers in the regime where the desired accuracy ε , high dimension n and low dimension d satisfy d ≥ 1/ ε and n ≥ d 2 / ε . We also provide lower bounds on the coreset complexity for more general regression problems, indicating that still new ideas will be needed to extend similar RLA preconditioning ideas to weighted SGD algorithms for more general regression problems. Finally, the effectiveness of such algorithms is illustrated numerically on both synthetic and real datasets, and the results are consistent with our theoretical findings and demonstrate that pwSGD converges to a medium-precision solution, e.g., ε = 10 -3 , more quickly.

Weighted SGD for ℓp Regression with Randomized Preconditioning*

PubMed Central

Yang, Jiyan; Chow, Yin-Lam; Ré, Christopher; Mahoney, Michael W.

2018-01-01

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. SGD methods are easy to implement and applicable to a wide range of convex optimization problems. In contrast, RLA algorithms provide much stronger performance guarantees but are applicable to a narrower class of problems. We aim to bridge the gap between these two methods in solving constrained overdetermined linear regression problems—e.g., ℓ2 and ℓ1 regression problems. We propose a hybrid algorithm named pwSGD that uses RLA techniques for preconditioning and constructing an importance sampling distribution, and then performs an SGD-like iterative process with weighted sampling on the preconditioned system.By rewriting a deterministic ℓp regression problem as a stochastic optimization problem, we connect pwSGD to several existing ℓp solvers including RLA methods with algorithmic leveraging (RLA for short).We prove that pwSGD inherits faster convergence rates that only depend on the lower dimension of the linear system, while maintaining low computation complexity. Such SGD convergence rates are superior to other related SGD algorithm such as the weighted randomized Kaczmarz algorithm.Particularly, when solving ℓ1 regression with size n by d, pwSGD returns an approximate solution with ε relative error in the objective value in 𝒪(log n·nnz(A)+poly(d)/ε2) time. This complexity is uniformly better than that of RLA methods in terms of both ε and d when the problem is unconstrained. In the presence of constraints, pwSGD only has to solve a sequence of much simpler and smaller optimization problem over the same constraints. In general this is more efficient than solving the constrained subproblem required in RLA.For ℓ2 regression, pwSGD returns an approximate solution with ε relative error in the objective value and the solution vector measured in prediction norm in 𝒪(log n·nnz(A)+poly(d) log(1/ε)/ε) time. We show that for unconstrained ℓ2 regression, this complexity is comparable to that of RLA and is asymptotically better over several state-of-the-art solvers in the regime where the desired accuracy ε, high dimension n and low dimension d satisfy d ≥ 1/ε and n ≥ d2/ε. We also provide lower bounds on the coreset complexity for more general regression problems, indicating that still new ideas will be needed to extend similar RLA preconditioning ideas to weighted SGD algorithms for more general regression problems. Finally, the effectiveness of such algorithms is illustrated numerically on both synthetic and real datasets, and the results are consistent with our theoretical findings and demonstrate that pwSGD converges to a medium-precision solution, e.g., ε = 10−3, more quickly. PMID:29782626

Species Associations in a Species-Rich Subtropical Forest Were Not Well-Explained by Stochastic Geometry of Biodiversity

PubMed Central

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure. PMID:24824996

Species associations in a species-rich subtropical forest were not well-explained by stochastic geometry of biodiversity.

PubMed

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure.

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

NASA Astrophysics Data System (ADS)

Bouchaud, Jean-Philippe; Sornette, Didier

1994-06-01

The ability to price risks and devise optimal investment strategies in thé présence of an uncertain "random" market is thé cornerstone of modern finance theory. We first consider thé simplest such problem of a so-called "European call option" initially solved by Black and Scholes using Ito stochastic calculus for markets modelled by a log-Brownien stochastic process. A simple and powerful formalism is presented which allows us to generalize thé analysis to a large class of stochastic processes, such as ARCH, jump or Lévy processes. We also address thé case of correlated Gaussian processes, which is shown to be a good description of three différent market indices (MATIF, CAC40, FTSE100). Our main result is thé introduction of thé concept of an optimal strategy in the sense of (functional) minimization of the risk with respect to the portfolio. If the risk may be made to vanish for particular continuous uncorrelated 'quasiGaussian' stochastic processes (including Black and Scholes model), this is no longer the case for more general stochastic processes. The value of the residual risk is obtained and suggests the concept of risk-corrected option prices. In the presence of very large deviations such as in Lévy processes, new criteria for rational fixing of the option prices are discussed. We also apply our method to other types of options, `Asian', `American', and discuss new possibilities (`doubledecker'...). The inclusion of transaction costs leads to the appearance of a natural characteristic trading time scale. L'aptitude à quantifier le coût du risque et à définir une stratégie optimale de gestion de portefeuille dans un marché aléatoire constitue la base de la théorie moderne de la finance. Nous considérons d'abord le problème le plus simple de ce type, à savoir celui de l'option d'achat `européenne', qui a été résolu par Black et Scholes à l'aide du calcul stochastique d'Ito appliqué aux marchés modélisés par un processus Log-Brownien. Nous présentons un formalisme simple et puissant qui permet de généraliser l'analyse à une grande classe de processus stochastiques, tels que les processus ARCH, de Lévy et ceux à sauts. Nous étudions également le cas des processus Gaussiens corrélés, dont nous montrons qu'ils donnent une bonne description de trois indices boursiers (MATIF, CAC40, FTSE100). Notre résultat principal consiste en l'introduction du concept de stratégie optimale dans le sens d'une minimisation (fonctionnelle) du risque en fonction du portefeuille d'actions. Si le risque peut être annulé pour les processus `quasi-Gaussien' non-corrélés, dont le modèle de Black et Scholes est un exemple, cela n'est plus vrai dans le cas général, le risque résiduel permettant de proposer des coûts d'options "corrigés". En présence de très grandes fluctuations du marché telles que décrites par les processus de Lévy, de nouveaux critères pour fixer rationnellement le prix des options sont nécessaires et sont discutés. Nous appliquons notre méthode à d'autres types d'options, telles que `asiatiques', `américaines', et à de nouvelles options que nous introduisons comme les `options à deux étages'... L'inclusion des frais de transaction dans le formalisme conduit à l'introduction naturelle d'un temps caractéristique de transaction.

Robust large-scale parallel nonlinear solvers for simulations.

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

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

2005-11-01

This report documents research to develop robust and efficient solution techniques for solving large-scale systems of nonlinear equations. The most widely used method for solving systems of nonlinear equations is Newton's method. While much research has been devoted to augmenting Newton-based solvers (usually with globalization techniques), little has been devoted to exploring the application of different models. Our research has been directed at evaluating techniques using different models than Newton's method: a lower order model, Broyden's method, and a higher order model, the tensor method. We have developed large-scale versions of each of these models and have demonstrated their usemore » in important applications at Sandia. Broyden's method replaces the Jacobian with an approximation, allowing codes that cannot evaluate a Jacobian or have an inaccurate Jacobian to converge to a solution. Limited-memory methods, which have been successful in optimization, allow us to extend this approach to large-scale problems. We compare the robustness and efficiency of Newton's method, modified Newton's method, Jacobian-free Newton-Krylov method, and our limited-memory Broyden method. Comparisons are carried out for large-scale applications of fluid flow simulations and electronic circuit simulations. Results show that, in cases where the Jacobian was inaccurate or could not be computed, Broyden's method converged in some cases where Newton's method failed to converge. We identify conditions where Broyden's method can be more efficient than Newton's method. We also present modifications to a large-scale tensor method, originally proposed by Bouaricha, for greater efficiency, better robustness, and wider applicability. Tensor methods are an alternative to Newton-based methods and are based on computing a step based on a local quadratic model rather than a linear model. The advantage of Bouaricha's method is that it can use any existing linear solver, which makes it simple to write and easily portable. However, the method usually takes twice as long to solve as Newton-GMRES on general problems because it solves two linear systems at each iteration. In this paper, we discuss modifications to Bouaricha's method for a practical implementation, including a special globalization technique and other modifications for greater efficiency. We present numerical results showing computational advantages over Newton-GMRES on some realistic problems. We further discuss a new approach for dealing with singular (or ill-conditioned) matrices. In particular, we modify an algorithm for identifying a turning point so that an increasingly ill-conditioned Jacobian does not prevent convergence.« less

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

Intrinsic optimization using stochastic nanomagnets

PubMed Central

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

2017-01-01

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

Intrinsic optimization using stochastic nanomagnets

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Performance of parallel computation using CUDA for solving the one-dimensional elasticity equations

NASA Astrophysics Data System (ADS)

Darmawan, J. B. B.; Mungkasi, S.

2017-01-01

In this paper, we investigate the performance of parallel computation in solving the one-dimensional elasticity equations. Elasticity equations are usually implemented in engineering science. Solving these equations fast and efficiently is desired. Therefore, we propose the use of parallel computation. Our parallel computation uses CUDA of the NVIDIA. Our research results show that parallel computation using CUDA has a great advantage and is powerful when the computation is of large scale.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

Designs for Operationalizing Collaborative Problem Solving for Automated Assessment

ERIC Educational Resources Information Center

Scoular, Claire; Care, Esther; Hesse, Friedrich W.

2017-01-01

Collaborative problem solving is a complex skill set that draws on social and cognitive factors. The construct remains in its infancy due to lack of empirical evidence that can be drawn upon for validation. The differences and similarities between two large-scale initiatives that reflect this state of the art, in terms of underlying assumptions…

VET Workers' Problem-Solving Skills in Technology-Rich Environments: European Approach

ERIC Educational Resources Information Center

Hämäläinen, Raija; Cincinnato, Sebastiano; Malin, Antero; De Wever, Bram

2014-01-01

The European workplace is challenging VET adults' problem-solving skills in technology-rich environments (TREs). So far, no international large-scale assessment data has been available for VET. The PIAAC data comprise the most comprehensive source of information on adults' skills to date. The present study (N = 50 369) focuses on gaining insight…

Complex Problem Solving in Educational Contexts--Something beyond "g": Concept, Assessment, Measurement Invariance, and Construct Validity

ERIC Educational Resources Information Center

Greiff, Samuel; Wustenberg, Sascha; Molnar, Gyongyver; Fischer, Andreas; Funke, Joachim; Csapo, Beno

2013-01-01

Innovative assessments of cross-curricular competencies such as complex problem solving (CPS) have currently received considerable attention in large-scale educational studies. This study investigated the nature of CPS by applying a state-of-the-art approach to assess CPS in high school. We analyzed whether two processes derived from cognitive…

Assessment of Complex Problem Solving: What We Know and What We Don't Know

ERIC Educational Resources Information Center

Herde, Christoph Nils; Wüstenberg, Sascha; Greiff, Samuel

2016-01-01

Complex Problem Solving (CPS) is seen as a cross-curricular 21st century skill that has attracted interest in large-scale-assessments. In the Programme for International Student Assessment (PISA) 2012, CPS was assessed all over the world to gain information on students' skills to acquire and apply knowledge while dealing with nontransparent…

Stochastic subset selection for learning with kernel machines.

PubMed

Rhinelander, Jason; Liu, Xiaoping P

2012-06-01

Kernel machines have gained much popularity in applications of machine learning. Support vector machines (SVMs) are a subset of kernel machines and generalize well for classification, regression, and anomaly detection tasks. The training procedure for traditional SVMs involves solving a quadratic programming (QP) problem. The QP problem scales super linearly in computational effort with the number of training samples and is often used for the offline batch processing of data. Kernel machines operate by retaining a subset of observed data during training. The data vectors contained within this subset are referred to as support vectors (SVs). The work presented in this paper introduces a subset selection method for the use of kernel machines in online, changing environments. Our algorithm works by using a stochastic indexing technique when selecting a subset of SVs when computing the kernel expansion. The work described here is novel because it separates the selection of kernel basis functions from the training algorithm used. The subset selection algorithm presented here can be used in conjunction with any online training technique. It is important for online kernel machines to be computationally efficient due to the real-time requirements of online environments. Our algorithm is an important contribution because it scales linearly with the number of training samples and is compatible with current training techniques. Our algorithm outperforms standard techniques in terms of computational efficiency and provides increased recognition accuracy in our experiments. We provide results from experiments using both simulated and real-world data sets to verify our algorithm.

More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?

PubMed Central

Palmer, T. N.

2014-01-01

This paper sets out a new methodological approach to solving the equations for simulating and predicting weather and climate. In this approach, the conventionally hard boundary between the dynamical core and the sub-grid parametrizations is blurred. This approach is motivated by the relatively shallow power-law spectrum for atmospheric energy on scales of hundreds of kilometres and less. It is first argued that, because of this, the closure schemes for weather and climate simulators should be based on stochastic–dynamic systems rather than deterministic formulae. Second, as high-wavenumber elements of the dynamical core will necessarily inherit this stochasticity during time integration, it is argued that the dynamical core will be significantly over-engineered if all computations, regardless of scale, are performed completely deterministically and if all variables are represented with maximum numerical precision (in practice using double-precision floating-point numbers). As the era of exascale computing is approached, an energy- and computationally efficient approach to cloud-resolved weather and climate simulation is described where determinism and numerical precision are focused on the largest scales only. PMID:24842038

Constraints on moduli cosmology from the production of dark matter and baryon isocurvature fluctuations

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

Lemoine, Martin; Martin, Jerome; Yokoyama, Jun'ichi

2009-12-15

We set constraints on moduli cosmology from the production of dark matter - radiation and baryon -radiation isocurvature fluctuations through modulus decay, assuming the modulus remains light during inflation. We find that the moduli problem becomes worse at the perturbative level as a significant part of the parameter space m{sub {sigma}} (modulus mass) - {sigma}{sub inf} (modulus vacuum expectation value at the end of inflation) is constrained by the nonobservation of significant isocurvature fluctuations. We discuss in detail the evolution of the modulus vacuum expectation value and perturbations, in particular, the consequences of Hubble scale corrections to the modulus potential,more » and the stochastic motion of the modulus during inflation. We show, in particular, that a high modulus mass scale m{sub {sigma}} > or approx. 100 TeV, which allows the modulus to evade big bang nucleosynthesis constraints is strongly constrained at the perturbative level. We find that generically, solving the moduli problem requires the inflationary scale to be much smaller than 10{sup 13} GeV.« less

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

PubMed

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

2017-06-01

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

Inflationary tensor perturbations after BICEP2.

PubMed

Caligiuri, Jerod; Kosowsky, Arthur

2014-05-16

The measurement of B-mode polarization of the cosmic microwave background at large angular scales by the BICEP experiment suggests a stochastic gravitational wave background from early-Universe inflation with a surprisingly large amplitude. The power spectrum of these tensor perturbations can be probed both with further measurements of the microwave background polarization at smaller scales and also directly via interferometry in space. We show that sufficiently sensitive high-resolution B-mode measurements will ultimately have the ability to test the inflationary consistency relation between the amplitude and spectrum of the tensor perturbations, confirming their inflationary origin. Additionally, a precise B-mode measurement of the tensor spectrum will predict the tensor amplitude on solar system scales to 20% accuracy for an exact power-law tensor spectrum, so a direct detection will then measure the running of the tensor spectral index to high precision.

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

A model of gene expression based on random dynamical systems reveals modularity properties of gene regulatory networks.

PubMed

Antoneli, Fernando; Ferreira, Renata C; Briones, Marcelo R S

2016-06-01

Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network given the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily large networks by coupling together simple basic pieces, thus revealing the modularity of regulatory networks; (ii) the assumptions about the stochastic processes used in the modeling are fairly general, in the sense that the only requirement is stationarity; (iii) there is a well developed mathematical theory, which is a blend of smooth dynamical systems theory, ergodic theory and stochastic analysis that allows one to extract relevant dynamical and statistical information without solving the system; (iv) one may obtain the classical rate equations form the corresponding stochastic version by averaging the dynamic random variables (small noise limit). It is important to emphasize that unlike the deterministic case, where coupling two equations is a trivial matter, coupling two RDS is non-trivial, specially in our case, where the coupling is performed between a state variable of one gene and the switching stochastic process of another gene and, hence, it is not a priori true that the resulting coupled system will satisfy the definition of a random dynamical system. We shall provide the necessary arguments that ensure that our coupling prescription does indeed furnish a coupled regulatory network of random dynamical systems. Finally, the fact that classical rate equations are the small noise limit of our stochastic model ensures that any validation or prediction made on the basis of the classical theory is also a validation or prediction of our model. We illustrate our framework with some simple examples of single-gene system and network motifs. Copyright © 2016 Elsevier Inc. All rights reserved.

PetIGA: A framework for high-performance isogeometric analysis

DOE PAGES

Dalcin, Lisandro; Collier, Nathaniel; Vignal, Philippe; ...

2016-05-25

We present PetIGA, a code framework to approximate the solution of partial differential equations using isogeometric analysis. PetIGA can be used to assemble matrices and vectors which come from a Galerkin weak form, discretized with Non-Uniform Rational B-spline basis functions. We base our framework on PETSc, a high-performance library for the scalable solution of partial differential equations, which simplifies the development of large-scale scientific codes, provides a rich environment for prototyping, and separates parallelism from algorithm choice. We describe the implementation of PetIGA, and exemplify its use by solving a model nonlinear problem. To illustrate the robustness and flexibility ofmore » PetIGA, we solve some challenging nonlinear partial differential equations that include problems in both solid and fluid mechanics. Lastly, we show strong scaling results on up to 4096 cores, which confirm the suitability of PetIGA for large scale simulations.« less

A stochastic parameterization for deep convection using cellular automata

NASA Astrophysics Data System (ADS)

Bengtsson, L.; Steinheimer, M.; Bechtold, P.; Geleyn, J.

2012-12-01

Cumulus parameterizations used in most operational weather and climate models today are based on the mass-flux concept which took form in the early 1970's. In such schemes it is assumed that a unique relationship exists between the ensemble-average of the sub-grid convection, and the instantaneous state of the atmosphere in a vertical grid box column. However, such a relationship is unlikely to be described by a simple deterministic function (Palmer, 2011). Thus, because of the statistical nature of the parameterization challenge, it has been recognized by the community that it is important to introduce stochastic elements to the parameterizations (for instance: Plant and Craig, 2008, Khouider et al. 2010, Frenkel et al. 2011, Bentsson et al. 2011, but the list is far from exhaustive). There are undoubtedly many ways in which stochastisity can enter new developments. In this study we use a two-way interacting cellular automata (CA), as its intrinsic nature possesses many qualities interesting for deep convection parameterization. In the one-dimensional entraining plume approach, there is no parameterization of horizontal transport of heat, moisture or momentum due to cumulus convection. In reality, mass transport due to gravity waves that propagate in the horizontal can trigger new convection, important for the organization of deep convection (Huang, 1988). The self-organizational characteristics of the CA allows for lateral communication between adjacent NWP model grid-boxes, and temporal memory. Thus the CA scheme used in this study contain three interesting components for representation of cumulus convection, which are not present in the traditional one-dimensional bulk entraining plume method: horizontal communication, memory and stochastisity. The scheme is implemented in the high resolution regional NWP model ALARO, and simulations show enhanced organization of convective activity along squall-lines. Probabilistic evaluation demonstrate an enhanced spread in large-scale variables in regions where convective activity is large. A two month extended evaluation of the deterministic behaviour of the scheme indicate a neutral impact on forecast skill. References: Bengtsson, L., H. Körnich, E. Källén, and G. Svensson, 2011: Large-scale dynamical response to sub-grid scale organization provided by cellular automata. Journal of the Atmospheric Sciences, 68, 3132-3144. Frenkel, Y., A. Majda, and B. Khouider, 2011: Using the stochastic multicloud model to improve tropical convective parameterization: A paradigm example. Journal of the Atmospheric Sciences, doi: 10.1175/JAS-D-11-0148.1. Huang, X.-Y., 1988: The organization of moist convection by internal 365 gravity waves. Tellus A, 42, 270-285. Khouider, B., J. Biello, and A. Majda, 2010: A Stochastic Multicloud Model for Tropical Convection. Comm. Math. Sci., 8, 187-216. Palmer, T., 2011: Towards the Probabilistic Earth-System Simulator: A Vision for the Future of Climate and Weather Prediction. Quarterly Journal of the Royal Meteorological Society 138 (2012) 841-861 Plant, R. and G. Craig, 2008: A stochastic parameterization for deep convection based on equilibrium statistics. J. Atmos. Sci., 65, 87-105.

Addressing model uncertainty through stochastic parameter perturbations within the High Resolution Rapid Refresh (HRRR) ensemble

NASA Astrophysics Data System (ADS)

Wolff, J.; Jankov, I.; Beck, J.; Carson, L.; Frimel, J.; Harrold, M.; Jiang, H.

2016-12-01

It is well known that global and regional numerical weather prediction ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system for addressing the deficiencies in ensemble modeling is the use of stochastic physics to represent model-related uncertainty. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), Stochastic Perturbation of Physics Tendencies (SPPT), or some combination of all three. The focus of this study is to assess the model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) when using stochastic approaches. For this purpose, the test utilized a single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model, with ensemble members produced by employing stochastic methods. Parameter perturbations were employed in the Rapid Update Cycle (RUC) land surface model and Mellor-Yamada-Nakanishi-Niino (MYNN) planetary boundary layer scheme. Results will be presented in terms of bias, error, spread, skill, accuracy, reliability, and sharpness using the Model Evaluation Tools (MET) verification package. Due to the high level of complexity of running a frequently updating (hourly), high spatial resolution (3 km), large domain (CONUS) ensemble system, extensive high performance computing (HPC) resources were needed to meet this objective. Supercomputing resources were provided through the National Center for Atmospheric Research (NCAR) Strategic Capability (NSC) project support, allowing for a more extensive set of tests over multiple seasons, consequently leading to more robust results. Through the use of these stochastic innovations and powerful supercomputing at NCAR, further insights and advancements in ensemble forecasting at convection-permitting scales will be possible.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems.

PubMed

Woolley, Thomas E; Baker, Ruth E; Gaffney, Eamonn A; Maini, Philip K; Seirin-Lee, Sungrim

2012-05-01

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases.

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

Stochastic Ratcheting on a Funneled Energy Landscape Is Necessary for Highly Efficient Contractility of Actomyosin Force Dipoles

NASA Astrophysics Data System (ADS)

Komianos, James E.; Papoian, Garegin A.

2018-04-01

Current understanding of how contractility emerges in disordered actomyosin networks of nonmuscle cells is still largely based on the intuition derived from earlier works on muscle contractility. In addition, in disordered networks, passive cross-linkers have been hypothesized to percolate force chains in the network, hence, establishing large-scale connectivity between local contractile clusters. This view, however, largely overlooks the free energy of cross-linker binding at the microscale, which, even in the absence of active fluctuations, provides a thermodynamic drive towards highly overlapping filamentous states. In this work, we use stochastic simulations and mean-field theory to shed light on the dynamics of a single actomyosin force dipole—a pair of antiparallel actin filaments interacting with active myosin II motors and passive cross-linkers. We first show that while passive cross-linking without motor activity can produce significant contraction between a pair of actin filaments, driven by thermodynamic favorability of cross-linker binding, a sharp onset of kinetic arrest exists at large cross-link binding energies, greatly diminishing the effectiveness of this contractility mechanism. Then, when considering an active force dipole containing nonmuscle myosin II, we find that cross-linkers can also serve as a structural ratchet when the motor dissociates stochastically from the actin filaments, resulting in significant force amplification when both molecules are present. Our results provide predictions of how actomyosin force dipoles behave at the molecular level with respect to filament boundary conditions, passive cross-linking, and motor activity, which can explicitly be tested using an optical trapping experiment.

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

NASA Astrophysics Data System (ADS)

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

2015-05-01

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

COLAcode: COmoving Lagrangian Acceleration code

NASA Astrophysics Data System (ADS)

Tassev, Svetlin V.

2016-02-01

COLAcode is a serial particle mesh-based N-body code illustrating the COLA (COmoving Lagrangian Acceleration) method; it solves for Large Scale Structure (LSS) in a frame that is comoving with observers following trajectories calculated in Lagrangian Perturbation Theory (LPT). It differs from standard N-body code by trading accuracy at small-scales to gain computational speed without sacrificing accuracy at large scales. This is useful for generating large ensembles of accurate mock halo catalogs required to study galaxy clustering and weak lensing; such catalogs are needed to perform detailed error analysis for ongoing and future surveys of LSS.

PIPS-SBB: A Parallel Distributed-Memory Branch-and-Bound Algorithm for Stochastic Mixed-Integer Programs

DOE PAGES

Munguia, Lluis-Miquel; Oxberry, Geoffrey; Rajan, Deepak

2016-05-01

Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve furthermore » as more functionality is added in the future.« less

Machine learning for inverse lithography: using stochastic gradient descent for robust photomask synthesis

NASA Astrophysics Data System (ADS)

Jia, Ningning; Y Lam, Edmund

2010-04-01

Inverse lithography technology (ILT) synthesizes photomasks by solving an inverse imaging problem through optimization of an appropriate functional. Much effort on ILT is dedicated to deriving superior masks at a nominal process condition. However, the lower k1 factor causes the mask to be more sensitive to process variations. Robustness to major process variations, such as focus and dose variations, is desired. In this paper, we consider the focus variation as a stochastic variable, and treat the mask design as a machine learning problem. The stochastic gradient descent approach, which is a useful tool in machine learning, is adopted to train the mask design. Compared with previous work, simulation shows that the proposed algorithm is effective in producing robust masks.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Fluctuations, ghosts, and the cosmological constant

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

Hirayama, T.; Holdom, B.

2004-12-15

For a large region of parameter space involving the cosmological constant and mass parameters, we discuss fluctuating spacetime solutions that are effectively Minkowskian on large time and distance scales. Rapid, small amplitude oscillations in the scale factor have a frequency determined by the size of a negative cosmological constant. A field with modes of negative energy is required. If it is gravity that induces a coupling between the ghostlike and normal fields, we find that this results in stochastic rather than unstable behavior. The negative energy modes may also permit the existence of Lorentz invariant fluctuating solutions of finite energymore » density. Finally we consider higher derivative gravity theories and find oscillating metric solutions in these theories without the addition of other fields.« less

The joint space-time statistics of macroweather precipitation, space-time statistical factorization and macroweather models

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

Lovejoy, S., E-mail: lovejoy@physics.mcgill.ca; Lima, M. I. P. de; Department of Civil Engineering, University of Coimbra, 3030-788 Coimbra

2015-07-15

Over the range of time scales from about 10 days to 30–100 years, in addition to the familiar weather and climate regimes, there is an intermediate “macroweather” regime characterized by negative temporal fluctuation exponents: implying that fluctuations tend to cancel each other out so that averages tend to converge. We show theoretically and numerically that macroweather precipitation can be modeled by a stochastic weather-climate model (the Climate Extended Fractionally Integrated Flux, model, CEFIF) first proposed for macroweather temperatures and we show numerically that a four parameter space-time CEFIF model can approximately reproduce eight or so empirical space-time exponents. In spitemore » of this success, CEFIF is theoretically and numerically difficult to manage. We therefore propose a simplified stochastic model in which the temporal behavior is modeled as a fractional Gaussian noise but the spatial behaviour as a multifractal (climate) cascade: a spatial extension of the recently introduced ScaLIng Macroweather Model, SLIMM. Both the CEFIF and this spatial SLIMM model have a property often implicitly assumed by climatologists that climate statistics can be “homogenized” by normalizing them with the standard deviation of the anomalies. Physically, it means that the spatial macroweather variability corresponds to different climate zones that multiplicatively modulate the local, temporal statistics. This simplified macroweather model provides a framework for macroweather forecasting that exploits the system's long range memory and spatial correlations; for it, the forecasting problem has been solved. We test this factorization property and the model with the help of three centennial, global scale precipitation products that we analyze jointly in space and in time.« less

Cross-borehole flowmeter tests for transient heads in heterogeneous aquifers.

PubMed

Le Borgne, Tanguy; Paillet, Frederick; Bour, Olivier; Caudal, Jean-Pierre

2006-01-01

Cross-borehole flowmeter tests have been proposed as an efficient method to investigate preferential flowpaths in heterogeneous aquifers, which is a major task in the characterization of fractured aquifers. Cross-borehole flowmeter tests are based on the idea that changing the pumping conditions in a given aquifer will modify the hydraulic head distribution in large-scale flowpaths, producing measurable changes in the vertical flow profiles in observation boreholes. However, inversion of flow measurements to derive flowpath geometry and connectivity and to characterize their hydraulic properties is still a subject of research. In this study, we propose a framework for cross-borehole flowmeter test interpretation that is based on a two-scale conceptual model: discrete fractures at the borehole scale and zones of interconnected fractures at the aquifer scale. We propose that the two problems may be solved independently. The first inverse problem consists of estimating the hydraulic head variations that drive the transient borehole flow observed in the cross-borehole flowmeter experiments. The second inverse problem is related to estimating the geometry and hydraulic properties of large-scale flowpaths in the region between pumping and observation wells that are compatible with the head variations deduced from the first problem. To solve the borehole-scale problem, we treat the transient flow data as a series of quasi-steady flow conditions and solve for the hydraulic head changes in individual fractures required to produce these data. The consistency of the method is verified using field experiments performed in a fractured-rock aquifer.

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Probability density function evolution of power systems subject to stochastic variation of renewable energy

NASA Astrophysics Data System (ADS)

Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

2018-05-01

As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

Long-Duration Environmentally-Adaptive Autonomous Rigorous Naval Systems

DTIC Science & Technology

2015-09-30

equations). The accuracy of the DO level-set equations for solving the governing stochastic level-set reachability fronts was first verified in part by...reachable set contours computed by DO and MC. We see that it is less than the spatial resolution used, indicating our DO solutions are accurate. We solved ...the interior of the sensors’ reachable sets, all the physically impossible trajectories are immediately ruled out. However, this approach is myopic

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

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

Biros, George

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less

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?

The symmetric quartic map for trajectories of magnetic field lines in elongated divertor tokamak plasmas

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

Jones, Morgin; Wadi, Hasina; Ali, Halima

The coordinates of the area-preserving map equations for integration of magnetic field line trajectories in divertor tokamaks can be any coordinates for which a transformation to ({psi}{sub t},{theta},{phi}) coordinates exists [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. {psi}{sub t} is toroidal magnetic flux, {theta} is poloidal angle, and {phi} is toroidal angle. This freedom is exploited to construct the symmetric quartic map such that the only parameter that determines magnetic geometry is the elongation of the separatrix surface. The poloidal flux inside the separatrix, the safety factor as a function of normalizedmore » minor radius, and the magnetic perturbation from the symplectic discretization are all held constant, and only the elongation is {kappa} varied. The width of stochastic layer, the area, and the fractal dimension of the magnetic footprint and the average radial diffusion coefficient of magnetic field lines from the stochastic layer; and how these quantities scale with {kappa} is calculated. The symmetric quartic map gives the correct scalings which are consistent with the scalings of coordinates with {kappa}. The effects of m=1, n={+-}1 internal perturbation with the amplitude that is expected to occur in tokamaks are calculated by adding a term [H. Ali, A. Punjabi, A. H. Boozer, and T. Evans, Phys. Plasmas 11, 1908 (2004)] to the symmetric quartic map. In this case, the width of stochastic layer scales as 0.35 power of {kappa}. The area of the footprint is roughly constant. The average radial diffusion coefficient of field lines near the X-point scales linearly with {kappa}. The low mn perturbation changes the quasisymmetric structure of the footprint, and reorganizes it into a single, large scale, asymmetric structure. The symmetric quartic map is combined with the dipole map [A. Punjabi, H. Ali, and A. H. Boozer, Phys. Plasmas 10, 3992 (2003)] to calculate the effects of magnetic perturbation from a current carrying coil. The coil position and coil current coil are constant. The dipole perturbation enhances the magnetic shear. The width of the stochastic layer scales exponentially with {kappa}. The area of the footprint decreases as the {kappa} increases. The radial diffusion coefficient of field lines scales exponentially with {kappa}. The dipole perturbation changes the topology of the footprint. It breaks up the toroidally spiraling footprint into a number of separate asymmetric toroidal strips. Practical applications of the symmetric quartic map to elongated divertor tokamak plasmas are suggested.« less

The symmetric quartic map for trajectories of magnetic field lines in elongated divertor tokamak plasmas

NASA Astrophysics Data System (ADS)

Jones, Morgin; Wadi, Hasina; Ali, Halima; Punjabi, Alkesh

2009-04-01

The coordinates of the area-preserving map equations for integration of magnetic field line trajectories in divertor tokamaks can be any coordinates for which a transformation to (ψt,θ,φ) coordinates exists [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. ψt is toroidal magnetic flux, θ is poloidal angle, and φ is toroidal angle. This freedom is exploited to construct the symmetric quartic map such that the only parameter that determines magnetic geometry is the elongation of the separatrix surface. The poloidal flux inside the separatrix, the safety factor as a function of normalized minor radius, and the magnetic perturbation from the symplectic discretization are all held constant, and only the elongation is κ varied. The width of stochastic layer, the area, and the fractal dimension of the magnetic footprint and the average radial diffusion coefficient of magnetic field lines from the stochastic layer; and how these quantities scale with κ is calculated. The symmetric quartic map gives the correct scalings which are consistent with the scalings of coordinates with κ. The effects of m =1, n =±1 internal perturbation with the amplitude that is expected to occur in tokamaks are calculated by adding a term [H. Ali, A. Punjabi, A. H. Boozer, and T. Evans, Phys. Plasmas 11, 1908 (2004)] to the symmetric quartic map. In this case, the width of stochastic layer scales as 0.35 power of κ. The area of the footprint is roughly constant. The average radial diffusion coefficient of field lines near the X-point scales linearly with κ. The low mn perturbation changes the quasisymmetric structure of the footprint, and reorganizes it into a single, large scale, asymmetric structure. The symmetric quartic map is combined with the dipole map [A. Punjabi, H. Ali, and A. H. Boozer, Phys. Plasmas 10, 3992 (2003)] to calculate the effects of magnetic perturbation from a current carrying coil. The coil position and coil current coil are constant. The dipole perturbation enhances the magnetic shear. The width of the stochastic layer scales exponentially with κ. The area of the footprint decreases as the κ increases. The radial diffusion coefficient of field lines scales exponentially with κ. The dipole perturbation changes the topology of the footprint. It breaks up the toroidally spiraling footprint into a number of separate asymmetric toroidal strips. Practical applications of the symmetric quartic map to elongated divertor tokamak plasmas are suggested.

Review of design optimization methods for turbomachinery aerodynamics

NASA Astrophysics Data System (ADS)

Li, Zhihui; Zheng, Xinqian

2017-08-01

In today's competitive environment, new turbomachinery designs need to be not only more efficient, quieter, and ;greener; but also need to be developed at on much shorter time scales and at lower costs. A number of advanced optimization strategies have been developed to achieve these requirements. This paper reviews recent progress in turbomachinery design optimization to solve real-world aerodynamic problems, especially for compressors and turbines. This review covers the following topics that are important for optimizing turbomachinery designs. (1) optimization methods, (2) stochastic optimization combined with blade parameterization methods and the design of experiment methods, (3) gradient-based optimization methods for compressors and turbines and (4) data mining techniques for Pareto Fronts. We also present our own insights regarding the current research trends and the future optimization of turbomachinery designs.

Minimalist model of ice microphysics in mixed-phase stratiform clouds

NASA Astrophysics Data System (ADS)

Yang, Fan; Ovchinnikov, Mikhail; Shaw, Raymond A.

2013-07-01

The question of whether persistent ice crystal precipitation from supercooled layer clouds can be explained by time-dependent, stochastic ice nucleation is explored using an approximate, analytical model and a large-eddy simulation (LES) cloud model. The updraft velocity in the cloud defines an accumulation zone, where small ice particles cannot fall out until they are large enough, which will increase the residence time of ice particles in the cloud. Ice particles reach a quasi-steady state between growth by vapor deposition and fall speed at cloud base. The analytical model predicts that ice water content (wi) has a 2.5 power-law relationship with ice number concentration (ni). wi and ni from a LES cloud model with stochastic ice nucleation confirm the 2.5 power-law relationship, and initial indications of the scaling law are observed in data from the Indirect and Semi-Direct Aerosol Campaign. The prefactor of the power law is proportional to the ice nucleation rate and therefore provides a quantitative link to observations of ice microphysical properties.

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

NASA Astrophysics Data System (ADS)

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

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

A backward Monte Carlo method for efficient computation of runaway probabilities in runaway electron simulation

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Del-Castillo-Negrete, Diego

2017-10-01

Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.

Stochastic Spiking Neural Networks Enabled by Magnetic Tunnel Junctions: From Nontelegraphic to Telegraphic Switching Regimes

NASA Astrophysics Data System (ADS)

Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik

2017-12-01

Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.

Stochastic downscaling of numerically simulated spatial rain and cloud fields using a transient multifractal approach

NASA Astrophysics Data System (ADS)

Nogueira, M.; Barros, A. P.; Miranda, P. M.

2012-04-01

Atmospheric fields can be extremely variable over wide ranges of spatial scales, with a scale ratio of 109-1010 between largest (planetary) and smallest (viscous dissipation) scale. Furthermore atmospheric fields with strong variability over wide ranges in scale most likely should not be artificially split apart into large and small scales, as in reality there is no scale separation between resolved and unresolved motions. Usually the effects of the unresolved scales are modeled by a deterministic bulk formula representing an ensemble of incoherent subgrid processes on the resolved flow. This is a pragmatic approach to the problem and not the complete solution to it. These models are expected to underrepresent the small-scale spatial variability of both dynamical and scalar fields due to implicit and explicit numerical diffusion as well as physically based subgrid scale turbulent mixing, resulting in smoother and less intermittent fields as compared to observations. Thus, a fundamental change in the way we formulate our models is required. Stochastic approaches equipped with a possible realization of subgrid processes and potentially coupled to the resolved scales over the range of significant scale interactions range provide one alternative to address the problem. Stochastic multifractal models based on the cascade phenomenology of the atmosphere and its governing equations in particular are the focus of this research. Previous results have shown that rain and cloud fields resulting from both idealized and realistic numerical simulations display multifractal behavior in the resolved scales. This result is observed even in the absence of scaling in the initial conditions or terrain forcing, suggesting that multiscaling is a general property of the nonlinear solutions of the Navier-Stokes equations governing atmospheric dynamics. Our results also show that the corresponding multiscaling parameters for rain and cloud fields exhibit complex nonlinear behavior depending on large scale parameters such as terrain forcing and mean atmospheric conditions at each location, particularly mean wind speed and moist stability. A particularly robust behavior found is the transition of the multiscaling parameters between stable and unstable cases, which has a clear physical correspondence to the transition from stratiform to organized (banded) convective regime. Thus multifractal diagnostics of moist processes are fundamentally transient and should provide a physically robust basis for the downscaling and sub-grid scale parameterizations of moist processes. Here, we investigate the possibility of using a simplified computationally efficient multifractal downscaling methodology based on turbulent cascades to produce statistically consistent fields at scales higher than the ones resolved by the model. Specifically, we are interested in producing rainfall and cloud fields at spatial resolutions necessary for effective flash flood and earth flows forecasting. The results are examined by comparing downscaled field against observations, and tendency error budgets are used to diagnose the evolution of transient errors in the numerical model prediction which can be attributed to aliasing.

Genetic structure among coastal tailed frog populations of Mount St. Helens is moderated by post-disturbance management

Treesearch

Stephen F. Spear; Charles M. Crisafulli; Andrew Storfer

2012-01-01

Catastrophic disturbances often provide “natural laboratories” that allow for greater understanding of ecological processes and response of natural populations. The 1980 eruption of the Mount St. Helens volcano in Washington, USA, provided a unique opportunity to test biotic effects of a large-scale stochastic disturbance, as well as the influence of post-disturbance...

Scaling Up Coordinate Descent Algorithms for Large ℓ1 Regularization Problems

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

Scherrer, Chad; Halappanavar, Mahantesh; Tewari, Ambuj

2012-07-03

We present a generic framework for parallel coordinate descent (CD) algorithms that has as special cases the original sequential algorithms of Cyclic CD and Stochastic CD, as well as the recent parallel Shotgun algorithm of Bradley et al. We introduce two novel parallel algorithms that are also special cases---Thread-Greedy CD and Coloring-Based CD---and give performance measurements for an OpenMP implementation of these.

Anomalous Ion Heating, Intrinsic and Induced Rotation in the Pegasus Toroidal Experiment

NASA Astrophysics Data System (ADS)

Burke, M. G.; Barr, J. L.; Bongard, M. W.; Fonck, R. J.; Hinson, E. T.; Perry, J. M.; Redd, A. J.; Thome, K. E.

2014-10-01

Pegasus plasmas are initiated through either standard, MHD stable, inductive current drive or non-solenoidal local helicity injection (LHI) current drive with strong reconnection activity, providing a rich environment to study ion dynamics. During LHI discharges, a large amount of anomalous impurity ion heating has been observed, with Ti ~ 800 eV but Te < 100 eV. The ion heating is hypothesized to be a result of large-scale magnetic reconnection activity, as the amount of heating scales with increasing fluctuation amplitude of the dominant, edge localized, n = 1 MHD mode. Chordal Ti spatial profiles indicate centrally peaked temperatures, suggesting a region of good confinement near the plasma core surrounded by a stochastic region. LHI plasmas are observed to rotate, perhaps due to an inward radial current generated by the stochastization of the plasma edge by the injected current streams. H-mode plasmas are initiated using a combination of high-field side fueling and Ohmic current drive. This regime shows a significant increase in rotation shear compared to L-mode plasmas. In addition, these plasmas have been observed to rotate in the counter-Ip direction without any external momentum sources. The intrinsic rotation direction is consistent with predictions from the saturated Ohmic confinement regime. Work supported by US DOE Grant DE-FG02-96ER54375.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

NR-code: Nonlinear reconstruction code

NASA Astrophysics Data System (ADS)

Yu, Yu; Pen, Ue-Li; Zhu, Hong-Ming

2018-04-01

NR-code applies nonlinear reconstruction to the dark matter density field in redshift space and solves for the nonlinear mapping from the initial Lagrangian positions to the final redshift space positions; this reverses the large-scale bulk flows and improves the precision measurement of the baryon acoustic oscillations (BAO) scale.

Comparison of an algebraic multigrid algorithm to two iterative solvers used for modeling ground water flow and transport

USGS Publications Warehouse

Detwiler, R.L.; Mehl, S.; Rajaram, H.; Cheung, W.W.

2002-01-01

Numerical solution of large-scale ground water flow and transport problems is often constrained by the convergence behavior of the iterative solvers used to solve the resulting systems of equations. We demonstrate the ability of an algebraic multigrid algorithm (AMG) to efficiently solve the large, sparse systems of equations that result from computational models of ground water flow and transport in large and complex domains. Unlike geometric multigrid methods, this algorithm is applicable to problems in complex flow geometries, such as those encountered in pore-scale modeling of two-phase flow and transport. We integrated AMG into MODFLOW 2000 to compare two- and three-dimensional flow simulations using AMG to simulations using PCG2, a preconditioned conjugate gradient solver that uses the modified incomplete Cholesky preconditioner and is included with MODFLOW 2000. CPU times required for convergence with AMG were up to 140 times faster than those for PCG2. The cost of this increased speed was up to a nine-fold increase in required random access memory (RAM) for the three-dimensional problems and up to a four-fold increase in required RAM for the two-dimensional problems. We also compared two-dimensional numerical simulations of steady-state transport using AMG and the generalized minimum residual method with an incomplete LU-decomposition preconditioner. For these transport simulations, AMG yielded increased speeds of up to 17 times with only a 20% increase in required RAM. The ability of AMG to solve flow and transport problems in large, complex flow systems and its ready availability make it an ideal solver for use in both field-scale and pore-scale modeling.

Integrating Sediment Connectivity into Water Resources Management Trough a Graph Theoretic, Stochastic Modeling Framework.

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Castelletti, A.; Bizzi, S.

2014-12-01

Understanding sediment transport processes at the river basin scale, their temporal spectra and spatial patterns is key to identify and minimize morphologic risks associated to channel adjustments processes. This work contributes a stochastic framework for modeling bed-load connectivity based on recent advances in the field (e.g., Bizzi & Lerner, 2013; Czubas & Foufoulas-Georgiu, 2014). It presents river managers with novel indicators from reach scale vulnerability to channel adjustment in large river networks with sparse hydrologic and sediment observations. The framework comprises three steps. First, based on a distributed hydrological model and remotely sensed information, the framework identifies a representative grain size class for each reach. Second, sediment residence time distributions are calculated for each reach in a Monte-Carlo approach applying standard sediment transport equations driven by local hydraulic conditions. Third, a network analysis defines the up- and downstream connectivity for various travel times resulting in characteristic up/downstream connectivity signatures for each reach. Channel vulnerability indicators quantify the imbalance between up/downstream connectivity for each travel time domain, representing process dependent latency of morphologic response. Last, based on the stochastic core of the model, a sensitivity analysis identifies drivers of change and major sources of uncertainty in order to target key detrimental processes and to guide effective gathering of additional data. The application, limitation and integration into a decision analytic framework is demonstrated for a major part of the Red River Basin in Northern Vietnam (179.000 km2). Here, a plethora of anthropic alterations ranging from large reservoir construction to land-use changes results in major downstream deterioration and calls for deriving concerted sediment management strategies to mitigate current and limit future morphologic alterations.