Radiative transfer in scattering stochastic atmospheres

NASA Astrophysics Data System (ADS)

Silant'ev, N. A.; Alekseeva, G. A.; Novikov, V. V.

2017-12-01

Many stars, active galactic nuclei, accretion discs etc. are affected by the stochastic variations of temperature, turbulent gas motions, magnetic fields, number densities of atoms and dust grains. These stochastic variations influence on the extinction factors, Doppler widths of lines and so on. The presence of many reasons for fluctuations gives rise to Gaussian distribution of fluctuations. The usual models leave out of account the fluctuations. In many cases the consideration of fluctuations improves the coincidence of theoretical values with the observed data. The objective of this paper is the investigation of the influence of the number density fluctuations on the form of radiative transfer equations. We consider non-magnetized atmosphere in continuum.

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

PubMed

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

2011-11-01

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

Mesoscale Thermodynamically motivated Statistical Mechanics based Kinetic Model for Sintering monoliths

NASA Astrophysics Data System (ADS)

Mohan, Nisha

Modeling the evolution of microstructure during sintering is a persistent challenge in ceramics science, although needed as the microstructure impacts properties of an engineered material. Bridging the gap between microscopic and continuum models, kinetic Monte Carlo (kMC) methods provide a stochastic approach towards sintering and microstructure evolution. These kMC models work at the mesoscale, with length and time-scales between those of atomistic and continuum approaches. We develop a sintering/compacting model for the two-phase sintering of boron nitride ceramics and allotropes alike. Our formulation includes mechanisms for phase transformation between h-BN and c-BN and takes into account thermodynamics of pressure and temperature on interaction energies and mechanism rates. In addition to replicating the micro-structure evolution observed in experiments, it also captures the phase diagram of Boron Nitride materials. Results have been analyzed in terms of phase diagrams and crystal growth. It also serves with insights to guide the choice of additives and conditions for the sintering process.While detailed time and spatial resolutions are lost in any MC, the progression of stochastic events still captures plausible local energy minima and long-time temporal developments. DARPA.

Random sex determination: When developmental noise tips the sex balance.

PubMed

Perrin, Nicolas

2016-12-01

Sex-determining factors are usually assumed to be either genetic or environmental. The present paper aims at drawing attention to the potential contribution of developmental noise, an important but often-neglected component of phenotypic variance. Mutual inhibitions between male and female pathways make sex a bistable equilibrium, such that random fluctuations in the expression of genes at the top of the cascade are sufficient to drive individual development toward one or the other stable state. Evolutionary modeling shows that stochastic sex determinants should resist elimination by genetic or environmental sex determinants under ecologically meaningful settings. On the empirical side, many sex-determination systems traditionally considered as environmental or polygenic actually provide evidence for large components of stochasticity. In reviewing the field, I argue that sex-determination systems should be considered within a three-ends continuum, rather than the classical two-ends continuum. © 2016 WILEY Periodicals, Inc.

Continuum Model for River Networks

NASA Astrophysics Data System (ADS)

Giacometti, Achille; Maritan, Amos; Banavar, Jayanth R.

1995-07-01

The effects of erosion, avalanching, and random precipitation are captured in a simple stochastic partial differential equation for modeling the evolution of river networks. Our model leads to a self-organized structured landscape and to abstraction and piracy of the smaller tributaries as the evolution proceeds. An algebraic distribution of the average basin areas and a power law relationship between the drainage basin area and the river length are found.

Letter: Modeling reactive shock waves in heterogeneous solids at the continuum level with stochastic differential equations

NASA Astrophysics Data System (ADS)

Kittell, D. E.; Yarrington, C. D.; Lechman, J. B.; Baer, M. R.

2018-05-01

A new paradigm is introduced for modeling reactive shock waves in heterogeneous solids at the continuum level. Inspired by the probability density function methods from turbulent reactive flows, it is hypothesized that the unreacted material microstructures lead to a distribution of heat release rates from chemical reaction. Fluctuations in heat release, rather than velocity, are coupled to the reactive Euler equations which are then solved via the Riemann problem. A numerically efficient, one-dimensional hydrocode is used to demonstrate this new approach, and simulation results of a representative impact calculation (inert flyer into explosive target) are discussed.

Continuum and discrete approach in modeling biofilm development and structure: a review.

PubMed

Mattei, M R; Frunzo, L; D'Acunto, B; Pechaud, Y; Pirozzi, F; Esposito, G

2018-03-01

The scientific community has recognized that almost 99% of the microbial life on earth is represented by biofilms. Considering the impacts of their sessile lifestyle on both natural and human activities, extensive experimental activity has been carried out to understand how biofilms grow and interact with the environment. Many mathematical models have also been developed to simulate and elucidate the main processes characterizing the biofilm growth. Two main mathematical approaches for biomass representation can be distinguished: continuum and discrete. This review is aimed at exploring the main characteristics of each approach. Continuum models can simulate the biofilm processes in a quantitative and deterministic way. However, they require a multidimensional formulation to take into account the biofilm spatial heterogeneity, which makes the models quite complicated, requiring significant computational effort. Discrete models are more recent and can represent the typical multidimensional structural heterogeneity of biofilm reflecting the experimental expectations, but they generate computational results including elements of randomness and introduce stochastic effects into the solutions.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

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

Continuum models of cohesive stochastic swarms: The effect of motility on aggregation patterns

NASA Astrophysics Data System (ADS)

Hughes, Barry D.; Fellner, Klemens

2013-10-01

Mathematical models of swarms of moving agents with non-local interactions have many applications and have been the subject of considerable recent interest. For modest numbers of agents, cellular automata or related algorithms can be used to study such systems, but in the present work, instead of considering discrete agents, we discuss a class of one-dimensional continuum models, in which the agents possess a density ρ(x,t) at location x at time t. The agents are subject to a stochastic motility mechanism and to a global cohesive inter-agent force. The motility mechanisms covered include classical diffusion, nonlinear diffusion (which may be used to model, in a phenomenological way, volume exclusion or other short-range local interactions), and a family of linear redistribution operators related to fractional diffusion equations. A variety of exact analytic results are discussed, including equilibrium solutions and criteria for unimodality of equilibrium distributions, full time-dependent solutions, and transitions between asymptotic collapse and asymptotic escape. We address the behaviour of the system for diffusive motility in the low-diffusivity limit for both smooth and singular interaction potentials and show how this elucidates puzzling behaviour in fully deterministic non-local particle interaction models. We conclude with speculative remarks about extensions and applications of the models.

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

NASA Astrophysics Data System (ADS)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Filters for Improvement of Multiscale Data from Atomistic Simulations

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

Gardner, David J.; Reynolds, Daniel R.

Multiscale computational models strive to produce accurate and efficient numerical simulations of systems involving interactions across multiple spatial and temporal scales that typically differ by several orders of magnitude. Some such models utilize a hybrid continuum-atomistic approach combining continuum approximations with first-principles-based atomistic models to capture multiscale behavior. By following the heterogeneous multiscale method framework for developing multiscale computational models, unknown continuum scale data can be computed from an atomistic model. Concurrently coupling the two models requires performing numerous atomistic simulations which can dominate the computational cost of the method. Furthermore, when the resulting continuum data is noisy due tomore » sampling error, stochasticity in the model, or randomness in the initial conditions, filtering can result in significant accuracy gains in the computed multiscale data without increasing the size or duration of the atomistic simulations. In this work, we demonstrate the effectiveness of spectral filtering for increasing the accuracy of noisy multiscale data obtained from atomistic simulations. Moreover, we present a robust and automatic method for closely approximating the optimum level of filtering in the case of additive white noise. By improving the accuracy of this filtered simulation data, it leads to a dramatic computational savings by allowing for shorter and smaller atomistic simulations to achieve the same desired multiscale simulation precision.« less

Filters for Improvement of Multiscale Data from Atomistic Simulations

DOE PAGES

Gardner, David J.; Reynolds, Daniel R.

2017-01-05

Multiscale computational models strive to produce accurate and efficient numerical simulations of systems involving interactions across multiple spatial and temporal scales that typically differ by several orders of magnitude. Some such models utilize a hybrid continuum-atomistic approach combining continuum approximations with first-principles-based atomistic models to capture multiscale behavior. By following the heterogeneous multiscale method framework for developing multiscale computational models, unknown continuum scale data can be computed from an atomistic model. Concurrently coupling the two models requires performing numerous atomistic simulations which can dominate the computational cost of the method. Furthermore, when the resulting continuum data is noisy due tomore » sampling error, stochasticity in the model, or randomness in the initial conditions, filtering can result in significant accuracy gains in the computed multiscale data without increasing the size or duration of the atomistic simulations. In this work, we demonstrate the effectiveness of spectral filtering for increasing the accuracy of noisy multiscale data obtained from atomistic simulations. Moreover, we present a robust and automatic method for closely approximating the optimum level of filtering in the case of additive white noise. By improving the accuracy of this filtered simulation data, it leads to a dramatic computational savings by allowing for shorter and smaller atomistic simulations to achieve the same desired multiscale simulation precision.« less

Generation of Complex Karstic Conduit Networks with a Hydro-chemical Model

NASA Astrophysics Data System (ADS)

De Rooij, R.; Graham, W. D.

2016-12-01

The discrete-continuum approach is very well suited to simulate flow and solute transport within karst aquifers. Using this approach, discrete one-dimensional conduits are embedded within a three-dimensional continuum representative of the porous limestone matrix. Typically, however, little is known about the geometry of the karstic conduit network. As such the discrete-continuum approach is rarely used for practical applications. It may be argued, however, that the uncertainty associated with the geometry of the network could be handled by modeling an ensemble of possible karst conduit networks within a stochastic framework. We propose to generate stochastically realistic karst conduit networks by simulating the widening of conduits as caused by the dissolution of limestone over geological relevant timescales. We illustrate that advanced numerical techniques permit to solve the non-linear and coupled hydro-chemical processes efficiently, such that relatively large and complex networks can be generated in acceptable time frames. Instead of specifying flow boundary conditions on conduit cells to recharge the network as is typically done in classical speleogenesis models, we specify an effective rainfall rate over the land surface and let model physics determine the amount of water entering the network. This is advantageous since the amount of water entering the network is extremely difficult to reconstruct, whereas the effective rainfall rate may be quantified using paleoclimatic data. Furthermore, we show that poorly known flow conditions may be constrained by requiring a realistic flow field. Using our speleogenesis model we have investigated factors that influence the geometry of simulated conduit networks. We illustrate that our model generates typical branchwork, network and anastomotic conduit systems. Flow, solute transport and water ages in karst aquifers are simulated using a few illustrative networks.

Human mobility in a continuum approach.

PubMed

Simini, Filippo; Maritan, Amos; Néda, Zoltán

2013-01-01

Human mobility is investigated using a continuum approach that allows to calculate the probability to observe a trip to any arbitrary region, and the fluxes between any two regions. The considered description offers a general and unified framework, in which previously proposed mobility models like the gravity model, the intervening opportunities model, and the recently introduced radiation model are naturally resulting as special cases. A new form of radiation model is derived and its validity is investigated using observational data offered by commuting trips obtained from the United States census data set, and the mobility fluxes extracted from mobile phone data collected in a western European country. The new modeling paradigm offered by this description suggests that the complex topological features observed in large mobility and transportation networks may be the result of a simple stochastic process taking place on an inhomogeneous landscape.

Human Mobility in a Continuum Approach

PubMed Central

Simini, Filippo; Maritan, Amos; Néda, Zoltán

2013-01-01

Human mobility is investigated using a continuum approach that allows to calculate the probability to observe a trip to any arbitrary region, and the fluxes between any two regions. The considered description offers a general and unified framework, in which previously proposed mobility models like the gravity model, the intervening opportunities model, and the recently introduced radiation model are naturally resulting as special cases. A new form of radiation model is derived and its validity is investigated using observational data offered by commuting trips obtained from the United States census data set, and the mobility fluxes extracted from mobile phone data collected in a western European country. The new modeling paradigm offered by this description suggests that the complex topological features observed in large mobility and transportation networks may be the result of a simple stochastic process taking place on an inhomogeneous landscape. PMID:23555885

Rupture Propagation for Stochastic Fault Models

NASA Astrophysics Data System (ADS)

Favreau, P.; Lavallee, D.; Archuleta, R.

2003-12-01

The inversion of strong motion data of large earhquakes give the spatial distribution of pre-stress on the ruptured faults and it can be partially reproduced by stochastic models, but a fundamental question remains: how rupture propagates, constrained by the presence of spatial heterogeneity? For this purpose we investigate how the underlying random variables, that control the pre-stress spatial variability, condition the propagation of the rupture. Two stochastic models of prestress distributions are considered, respectively based on Cauchy and Gaussian random variables. The parameters of the two stochastic models have values corresponding to the slip distribution of the 1979 Imperial Valley earthquake. We use a finite difference code to simulate the spontaneous propagation of shear rupture on a flat fault in a 3D continuum elastic body. The friction law is the slip dependent friction law. The simulations show that the propagation of the rupture front is more complex, incoherent or snake-like for a prestress distribution based on Cauchy random variables. This may be related to the presence of a higher number of asperities in this case. These simulations suggest that directivity is stronger in the Cauchy scenario, compared to the smoother rupture of the Gauss scenario.

On the use of reverse Brownian motion to accelerate hybrid simulations

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

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

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

Discrete, continuous, and stochastic models of protein sorting in the Golgi apparatus

PubMed Central

Gong, Haijun; Guo, Yusong; Linstedt, Adam

2017-01-01

The Golgi apparatus plays a central role in processing and sorting proteins and lipids in eukaryotic cells. Golgi compartments constantly exchange material with each other and with other cellular components, allowing them to maintain and reform distinct identities despite dramatic changes in structure and size during cell division, development, and osmotic stress. We have developed three minimal models of membrane and protein exchange in the Golgi—a discrete, stochastic model, a continuous ordinary differential equation model, and a continuous stochastic differential equation model—each based on two fundamental mechanisms: vesicle-coat-mediated selective concentration of cargoes and soluble N-ethylmaleimide-sensitive factor attachment protein receptor SNARE proteins during vesicle formation and SNARE-mediated selective fusion of vesicles. By exploring where the models differ, we hope to discover whether the discrete, stochastic nature of vesicle-mediated transport is likely to have appreciable functional consequences for the Golgi. All three models show similar ability to restore and maintain distinct identities over broad parameter ranges. They diverge, however, in conditions corresponding to collapse and reassembly of the Golgi. The results suggest that a continuum model provides a good description of Golgi maintenance but that considering the discrete nature of vesicle-based traffic is important to understanding assembly and disassembly of the Golgi. Experimental analysis validates a prediction of the models that altering guanine nucleotide exchange factor expression levels will modulate Golgi size. PMID:20365406

Identifying variably saturated water-flow patterns in a steep hillslope under intermittent heavy rainfall

USGS Publications Warehouse

El-Kadi, A. I.; Torikai, J.D.

2001-01-01

The objective of this paper is to identify water-flow patterns in part of an active landslide, through the use of numerical simulations and data obtained during a field study. The approaches adopted include measuring rainfall events and pore-pressure responses in both saturated and unsaturated soils at the site. To account for soil variability, the Richards equation is solved within deterministic and stochastic frameworks. The deterministic simulations considered average water-retention data, adjusted retention data to account for stones or cobbles, retention functions for a heterogeneous pore structure, and continuous retention functions for preferential flow. The stochastic simulations applied the Monte Carlo approach which considers statistical distribution and autocorrelation of the saturated conductivity and its cross correlation with the retention function. Although none of the models is capable of accurately predicting field measurements, appreciable improvement in accuracy was attained using stochastic, preferential flow, and heterogeneous pore-structure models. For the current study, continuum-flow models provide reasonable accuracy for practical purposes, although they are expected to be less accurate than multi-domain preferential flow models.

When push comes to shove: Exclusion processes with nonlocal consequences

NASA Astrophysics Data System (ADS)

Almet, Axel A.; Pan, Michael; Hughes, Barry D.; Landman, Kerry A.

2015-11-01

Stochastic agent-based models are useful for modelling collective movement of biological cells. Lattice-based random walk models of interacting agents where each site can be occupied by at most one agent are called simple exclusion processes. An alternative motility mechanism to simple exclusion is formulated, in which agents are granted more freedom to move under the compromise that interactions are no longer necessarily local. This mechanism is termed shoving. A nonlinear diffusion equation is derived for a single population of shoving agents using mean-field continuum approximations. A continuum model is also derived for a multispecies problem with interacting subpopulations, which either obey the shoving rules or the simple exclusion rules. Numerical solutions of the derived partial differential equations compare well with averaged simulation results for both the single species and multispecies processes in two dimensions, while some issues arise in one dimension for the multispecies case.

Continuum of risk analysis methods to assess tillage system sustainability at the experimental plot level

USDA-ARS?s Scientific Manuscript database

The primary goal of this study was to evaluate the efficacy of stochastic dominance and stochastic efficiency with respect to a function (SERF) methodology for ranking conventional and conservation tillage systems using 14 years (1990-2003) of economic budget data collected from 36 plots at the Iowa...

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.

A symplectic integration method for elastic filaments

NASA Astrophysics Data System (ADS)

Ladd, Tony; Misra, Gaurav

2009-03-01

Elastic rods are a ubiquitous coarse-grained model of semi-flexible biopolymers such as DNA, actin, and microtubules. The Worm-Like Chain (WLC) is the standard numerical model for semi-flexible polymers, but it is only a linearized approximation to the dynamics of an elastic rod, valid for small deflections; typically the torsional motion is neglected as well. In the standard finite-difference and finite-element formulations of an elastic rod, the continuum equations of motion are discretized in space and time, but it is then difficult to ensure that the Hamiltonian structure of the exact equations is preserved. Here we discretize the Hamiltonian itself, expressed as a line integral over the contour of the filament. This discrete representation of the continuum filament can then be integrated by one of the explicit symplectic integrators frequently used in molecular dynamics. The model systematically approximates the continuum partial differential equations, but has the same level of computational complexity as molecular dynamics and is constraint free. Numerical tests show that the algorithm is much more stable than a finite-difference formulation and can be used for high aspect ratio filaments, such as actin. We present numerical results for the deterministic and stochastic motion of single filaments.

Demographic inference under the coalescent in a spatial continuum.

PubMed

Guindon, Stéphane; Guo, Hongbin; Welch, David

2016-10-01

Understanding population dynamics from the analysis of molecular and spatial data requires sound statistical modeling. Current approaches assume that populations are naturally partitioned into discrete demes, thereby failing to be relevant in cases where individuals are scattered on a spatial continuum. Other models predict the formation of increasingly tight clusters of individuals in space, which, again, conflicts with biological evidence. Building on recent theoretical work, we introduce a new genealogy-based inference framework that alleviates these issues. This approach effectively implements a stochastic model in which the distribution of individuals is homogeneous and stationary, thereby providing a relevant null model for the fluctuation of genetic diversity in time and space. Importantly, the spatial density of individuals in a population and their range of dispersal during the course of evolution are two parameters that can be inferred separately with this method. The validity of the new inference framework is confirmed with extensive simulations and the analysis of influenza sequences collected over five seasons in the USA. Copyright © 2016 Elsevier Inc. All rights reserved.

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

A viscoelastic-stochastic model of the effects of cytoskeleton remodelling on cell adhesion.

PubMed

Li, Long; Zhang, Wenyan; Wang, Jizeng

2016-10-01

Cells can adapt their mechanical properties through cytoskeleton remodelling in response to external stimuli when the cells adhere to the extracellular matrix (ECM). Many studies have investigated the effects of cell and ECM elasticity on cell adhesion. However, experiments determined that cells are viscoelastic and exhibiting stress relaxation, and the mechanism behind the effect of cellular viscoelasticity on the cell adhesion behaviour remains unclear. Therefore, we propose a theoretical model of a cluster of ligand-receptor bonds between two dissimilar viscoelastic media subjected to an applied tensile load. In this model, the distribution of interfacial traction is assumed to follow classical continuum viscoelastic equations, whereas the rupture and rebinding of individual molecular bonds are governed by stochastic equations. On the basis of this model, we determined that viscosity can significantly increase the lifetime, stability and dynamic strength of the adhesion cluster of molecular bonds, because deformation relaxation attributed to the viscoelastic property can increase the rebinding probability of each open bond and reduce the stress concentration in the adhesion area.

Stochastic maps, continuous approximation, and stable distribution

NASA Astrophysics Data System (ADS)

Kessler, David A.; Burov, Stanislav

2017-10-01

A continuous approximation framework for general nonlinear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the Itô lemma, we obtain a Langevin type of equation. Specifically, we show how nonlinear maps give rise to a Langevin description that involves multiplicative noise. The multiplicative nature of the noise induces an additional effective force, not present in the absence of noise. We further exploit the continuum description and provide an explicit formula for the stable distribution of the stochastic map and conditions for its existence. Our results are in good agreement with numerical simulations of several maps.

An improved method to represent DEM uncertainty in glacial lake outburst flood propagation using stochastic simulations

NASA Astrophysics Data System (ADS)

Watson, Cameron S.; Carrivick, Jonathan; Quincey, Duncan

2015-10-01

Modelling glacial lake outburst floods (GLOFs) or 'jökulhlaups', necessarily involves the propagation of large and often stochastic uncertainties throughout the source to impact process chain. Since flood routing is primarily a function of underlying topography, communication of digital elevation model (DEM) uncertainty should accompany such modelling efforts. Here, a new stochastic first-pass assessment technique was evaluated against an existing GIS-based model and an existing 1D hydrodynamic model, using three DEMs with different spatial resolution. The analysis revealed the effect of DEM uncertainty and model choice on several flood parameters and on the prediction of socio-economic impacts. Our new model, which we call MC-LCP (Monte Carlo Least Cost Path) and which is distributed in the supplementary information, demonstrated enhanced 'stability' when compared to the two existing methods, and this 'stability' was independent of DEM choice. The MC-LCP model outputs an uncertainty continuum within its extent, from which relative socio-economic risk can be evaluated. In a comparison of all DEM and model combinations, the Shuttle Radar Topography Mission (SRTM) DEM exhibited fewer artefacts compared to those with the Advanced Spaceborne Thermal Emission and Reflection Radiometer Global Digital Elevation Model (ASTER GDEM), and were comparable to those with a finer resolution Advanced Land Observing Satellite Panchromatic Remote-sensing Instrument for Stereo Mapping (ALOS PRISM) derived DEM. Overall, we contend that the variability we find between flood routing model results suggests that consideration of DEM uncertainty and pre-processing methods is important when assessing flow routing and when evaluating potential socio-economic implications of a GLOF event. Incorporation of a stochastic variable provides an illustration of uncertainty that is important when modelling and communicating assessments of an inherently complex process.

Perspectives on scaling and multiscaling in passive scalar turbulence

NASA Astrophysics Data System (ADS)

Banerjee, Tirthankar; Basu, Abhik

2018-05-01

We revisit the well-known problem of multiscaling in substances passively advected by homogeneous and isotropic turbulent flows or passive scalar turbulence. To that end we propose a two-parameter continuum hydrodynamic model for an advected substance concentration θ , parametrized jointly by y and y ¯, that characterize the spatial scaling behavior of the variances of the advecting stochastic velocity and the stochastic additive driving force, respectively. We analyze it within a one-loop dynamic renormalization group method to calculate the multiscaling exponents of the equal-time structure functions of θ . We show how the interplay between the advective velocity and the additive force may lead to simple scaling or multiscaling. In one limit, our results reduce to the well-known results from the Kraichnan model for passive scalar. Our framework of analysis should be of help for analytical approaches for the still intractable problem of fluid turbulence itself.

Finite Element Aircraft Simulation of Turbulence

NASA Technical Reports Server (NTRS)

McFarland, R. E.

1997-01-01

A turbulence model has been developed for realtime aircraft simulation that accommodates stochastic turbulence and distributed discrete gusts as a function of the terrain. This model is applicable to conventional aircraft, V/STOL aircraft, and disc rotor model helicopter simulations. Vehicle angular activity in response to turbulence is computed from geometrical and temporal relationships rather than by using the conventional continuum approximations that assume uniform gust immersion and low frequency responses. By using techniques similar to those recently developed for blade-element rotor models, the angular-rate filters of conventional turbulence models are not required. The model produces rotational rates as well as air mass translational velocities in response to both stochastic and deterministic disturbances, where the discrete gusts and turbulence magnitudes may be correlated with significant terrain features or ship models. Assuming isotropy, a two-dimensional vertical turbulence field is created. A novel Gaussian interpolation technique is used to distribute vertical turbulence on the wing span or lateral rotor disc, and this distribution is used to compute roll responses. Air mass velocities are applied at significant centers of pressure in the computation of the aircraft's pitch and roll responses.

Spatial averaging of a dissipative particle dynamics model for active suspensions

NASA Astrophysics Data System (ADS)

Panchenko, Alexander; Hinz, Denis F.; Fried, Eliot

2018-03-01

Starting from a fine-scale dissipative particle dynamics (DPD) model of self-motile point particles, we derive meso-scale continuum equations by applying a spatial averaging version of the Irving-Kirkwood-Noll procedure. Since the method does not rely on kinetic theory, the derivation is valid for highly concentrated particle systems. Spatial averaging yields stochastic continuum equations similar to those of Toner and Tu. However, our theory also involves a constitutive equation for the average fluctuation force. According to this equation, both the strength and the probability distribution vary with time and position through the effective mass density. The statistics of the fluctuation force also depend on the fine scale dissipative force equation, the physical temperature, and two additional parameters which characterize fluctuation strengths. Although the self-propulsion force entering our DPD model contains no explicit mechanism for aligning the velocities of neighboring particles, our averaged coarse-scale equations include the commonly encountered cubically nonlinear (internal) body force density.

Discrete and continuous models for tissue growth and shrinkage.

PubMed

Yates, Christian A

2014-06-07

The incorporation of domain growth into stochastic models of biological processes is of increasing interest to mathematical modellers and biologists alike. In many situations, especially in developmental biology, the growth of the underlying tissue domain plays an important role in the redistribution of particles (be they cells or molecules) which may move and react atop the domain. Although such processes have largely been modelled using deterministic, continuum models there is an increasing appetite for individual-based stochastic models which can capture the fine details of the biological movement processes which are being elucidated by modern experimental techniques, and also incorporate the inherent stochasticity of such systems. In this work we study a simple stochastic model of domain growth. From a basic version of this model, Hywood et al. (2013) were able to derive a Fokker-Plank equation (FPE) (in this case an advection-diffusion partial differential equation on a growing domain) which describes the evolution of the probability density of some tracer particles on the domain. We extend their work so that a variety of different domain growth mechanisms can be incorporated and demonstrate a good agreement between the mean tracer density and the solution of the FPE in each case. In addition we incorporate domain shrinkage (via element death) into our individual-level model and demonstrate that we are able to derive coefficients for the FPE in this case as well. For situations in which the drift and diffusion coefficients are not readily available we introduce a numerical coefficient estimation approach and demonstrate the accuracy of this approach by comparing it with situations in which an analytical solution is obtainable. Copyright © 2014 Elsevier Ltd. All rights reserved.

On the proportional abundance of species: Integrating population genetics and community ecology.

PubMed

Marquet, Pablo A; Espinoza, Guillermo; Abades, Sebastian R; Ganz, Angela; Rebolledo, Rolando

2017-12-01

The frequency of genes in interconnected populations and of species in interconnected communities are affected by similar processes, such as birth, death and immigration. The equilibrium distribution of gene frequencies in structured populations is known since the 1930s, under Wright's metapopulation model known as the island model. The equivalent distribution for the species frequency (i.e. the species proportional abundance distribution (SPAD)), at the metacommunity level, however, is unknown. In this contribution, we develop a stochastic model to analytically account for this distribution (SPAD). We show that the same as for genes SPAD follows a beta distribution, which provides a good description of empirical data and applies across a continuum of scales. This stochastic model, based upon a diffusion approximation, provides an alternative to neutral models for the species abundance distribution (SAD), which focus on number of individuals instead of proportions, and demonstrate that the relative frequency of genes in local populations and of species within communities follow the same probability law. We hope our contribution will help stimulate the mathematical and conceptual integration of theories in genetics and ecology.

The Physics of Decision Making:. Stochastic Differential Equations as Models for Neural Dynamics and Evidence Accumulation in Cortical Circuits

NASA Astrophysics Data System (ADS)

Holmes, Philip; Eckhoff, Philip; Wong-Lin, K. F.; Bogacz, Rafal; Zacksenhouse, Miriam; Cohen, Jonathan D.

2010-03-01

We describe how drift-diffusion (DD) processes - systems familiar in physics - can be used to model evidence accumulation and decision-making in two-alternative, forced choice tasks. We sketch the derivation of these stochastic differential equations from biophysically-detailed models of spiking neurons. DD processes are also continuum limits of the sequential probability ratio test and are therefore optimal in the sense that they deliver decisions of specified accuracy in the shortest possible time. This leaves open the critical balance of accuracy and speed. Using the DD model, we derive a speed-accuracy tradeoff that optimizes reward rate for a simple perceptual decision task, compare human performance with this benchmark, and discuss possible reasons for prevalent sub-optimality, focussing on the question of uncertain estimates of key parameters. We present an alternative theory of robust decisions that allows for uncertainty, and show that its predictions provide better fits to experimental data than a more prevalent account that emphasises a commitment to accuracy. The article illustrates how mathematical models can illuminate the neural basis of cognitive processes.

Hybrid Markov-mass action law model for cell activation by rare binding events: Application to calcium induced vesicular release at neuronal synapses.

PubMed

Guerrier, Claire; Holcman, David

2016-10-18

Binding of molecules, ions or proteins to small target sites is a generic step of cell activation. This process relies on rare stochastic events where a particle located in a large bulk has to find small and often hidden targets. We present here a hybrid discrete-continuum model that takes into account a stochastic regime governed by rare events and a continuous regime in the bulk. The rare discrete binding events are modeled by a Markov chain for the encounter of small targets by few Brownian particles, for which the arrival time is Poissonian. The large ensemble of particles is described by mass action laws. We use this novel model to predict the time distribution of vesicular release at neuronal synapses. Vesicular release is triggered by the binding of few calcium ions that can originate either from the synaptic bulk or from the entry through calcium channels. We report here that the distribution of release time is bimodal although it is triggered by a single fast action potential. While the first peak follows a stimulation, the second corresponds to the random arrival over much longer time of ions located in the synaptic terminal to small binding vesicular targets. To conclude, the present multiscale stochastic modeling approach allows studying cellular events based on integrating discrete molecular events over several time scales.

The fundamental theorem of asset pricing under default and collateral in finite discrete time

NASA Astrophysics Data System (ADS)

Alvarez-Samaniego, Borys; Orrillo, Jaime

2006-08-01

We consider a financial market where time and uncertainty are modeled by a finite event-tree. The event-tree has a length of N, a unique initial node at the initial date, and a continuum of branches at each node of the tree. Prices and returns of J assets are modeled, respectively, by a R2JxR2J-valued stochastic process . In this framework we prove a version of the Fundamental Theorem of Asset Pricing which applies to defaultable securities backed by exogenous collateral suffering a contingent linear depreciation.

Mortality along the continuum of HIV care in Rwanda: a model-based analysis.

PubMed

Bendavid, Eran; Stauffer, David; Remera, Eric; Nsanzimana, Sabin; Kanters, Steve; Mills, Edward J

2016-12-01

HIV is the leading cause of death among adults in sub-Saharan Africa. However, mortality along the HIV care continuum is poorly described. We combine demographic, epidemiologic, and health services data to estimate where are people with HIV dying along Rwanda's care continuum. We calibrated an age-structured HIV disease and transmission stochastic simulation model to the epidemic in Rwanda. We estimate mortality among HIV-infected individuals in the following states: untested, tested without establishing care in an antiretroviral therapy (ART) program (unlinked), in care before initiating ART (pre-ART), lost to follow-up (LTFU) following ART initiation, and retained in active ART care. We estimated mortality among people living with HIV in Rwanda through 2025 under current conditions, and with improvements to the HIV care continuum. In 2014, the greatest portion of deaths occurred among those untested (35.4%), followed by those on ART (34.1%), reflecting the large increase in the population on ART. Deaths among those LTFU made up 11.8% of all deaths among HIV-infected individuals in 2014, and in the base case this portion increased to 18.8% in 2025, while the contribution to mortality declined among those untested, unlinked, and in pre-ART. In our model only combined improvements to multiple aspects of the HIV care continuum were projected to reduce the total number of deaths among those with HIV, estimated at 8177 in 2014, rising to 10,659 in the base case, and declining to 5,691 with combined improvements in 2025. Mortality among those untested for HIV contributes a declining portion of deaths among HIV-infected individuals in Rwanda, but the portion of deaths among those LTFU is expected to increase the most over the next decade. Combined improvements to the HIV care continuum might be needed to reduce the number of deaths among those with HIV.

A viscoelastic–stochastic model of the effects of cytoskeleton remodelling on cell adhesion

PubMed Central

Li, Long; Zhang, Wenyan

2016-01-01

Cells can adapt their mechanical properties through cytoskeleton remodelling in response to external stimuli when the cells adhere to the extracellular matrix (ECM). Many studies have investigated the effects of cell and ECM elasticity on cell adhesion. However, experiments determined that cells are viscoelastic and exhibiting stress relaxation, and the mechanism behind the effect of cellular viscoelasticity on the cell adhesion behaviour remains unclear. Therefore, we propose a theoretical model of a cluster of ligand–receptor bonds between two dissimilar viscoelastic media subjected to an applied tensile load. In this model, the distribution of interfacial traction is assumed to follow classical continuum viscoelastic equations, whereas the rupture and rebinding of individual molecular bonds are governed by stochastic equations. On the basis of this model, we determined that viscosity can significantly increase the lifetime, stability and dynamic strength of the adhesion cluster of molecular bonds, because deformation relaxation attributed to the viscoelastic property can increase the rebinding probability of each open bond and reduce the stress concentration in the adhesion area. PMID:27853571

9Be scattering with microscopic wave functions and the continuum-discretized coupled-channel method

NASA Astrophysics Data System (ADS)

Descouvemont, P.; Itagaki, N.

2018-01-01

We use microscopic 9Be wave functions defined in a α +α +n multicluster model to compute 9Be+target scattering cross sections. The parameter sets describing 9Be are generated in the spirit of the stochastic variational method, and the optimal solution is obtained by superposing Slater determinants and by diagonalizing the Hamiltonian. The 9Be three-body continuum is approximated by square-integral wave functions. The 9Be microscopic wave functions are then used in a continuum-discretized coupled-channel (CDCC) calculation of 9Be+208Pb and of 9Be+27Al elastic scattering. Without any parameter fitting, we obtain a fair agreement with experiment. For a heavy target, the influence of 9Be breakup is important, while it is weaker for light targets. This result confirms previous nonmicroscopic CDCC calculations. One of the main advantages of the microscopic CDCC is that it is based on nucleon-target interactions only; there is no adjustable parameter. The present work represents a first step towards more ambitious calculations involving heavier Be isotopes.

Evolution of the Climate Continuum from the Mid-Miocene Climatic Optimum to the Present

NASA Astrophysics Data System (ADS)

Aswasereelert, W.; Meyers, S. R.; Hinnov, L. A.; Kelly, D.

2011-12-01

The recognition of orbital rhythms in paleoclimate data has led to a rich understanding of climate evolution during the Neogene and Quaternary. In contrast, changes in stochastic variability associated with the transition from unipolar to bipolar glaciation have received less attention, although the stochastic component likely preserves key insights about climate. In this study, we seek to evaluate the dominance and character of stochastic climate energy since the Middle Miocene Climatic Optimum (~17 Ma). These analyses extend a previous study that suggested diagnostic stochastic responses associated with Northern Hemisphere ice sheet development during the Plio-Pleistocene (Meyers and Hinnov, 2010). A critical and challenging step necessary to conduct the work is the conversion of depth data to time data. We investigate climate proxy datasets using multiple time scale hypotheses, including depth-derived time scales, sedimentologic/geochemical "tuning", minimal orbital tuning, and comprehensive orbital tuning. To extract the stochastic component of climate, and also explore potential relationships between the orbital parameters and paleoclimate response, a number of approaches rooted in Thomson's (1982) multi-taper spectral method (MTM) are applied. Importantly, the MTM technique is capable of separating the spectral "continuum" - a measure of stochastic variability - from the deterministic periodic orbital signals (spectral "lines") preserved in proxy data. Time series analysis of the proxy records using different chronologic approaches allows us to evaluate the sensitivity of our conclusion about stochastic and deterministic orbital processes during the Middle Miocene to present. Moreover, comparison of individual records permits examination of the spatial dependence of the identified climate responses. Meyers, S.R., and Hinnov, L.A. (2010), Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise: Paleoceanography, 25, PA3207, doi:10.1029/2009PA001834. Thomson, D.J. (1982), Spectrum estimation and harmonic analysis: IEEE Proceedings, v. 70, p. 1055-1096.

Comparative study on predicting Young's modulus of graphene sheets using nano-scale continuum mechanics approach

NASA Astrophysics Data System (ADS)

Rafiee, Roham; Eskandariyun, Amirali

2017-06-01

In this research, nano-scale continuum modeling is employed to predict Young's modulus of graphene sheet. The lattice nano-structure of a graphene sheet is replaced with a discrete space-frame structure simulating carbon-carbon bonds with either beam or spring elements. A comparative study is carried out to check the influence of employed elements on estimated Young's moduli of graphene sheets in both horizontal and vertical directions. A detailed analysis is also conducted to investigate the influence of graphene sheet sizes on its Young's modulus and corresponding aspect ratios that unwelcomed end effects disappear on the results are extracted. At the final stage, defected graphene sheets suffering from vacancy defects are investigated through a stochastic analysis taking into account both number of defects and their locations as random parameters. The reduction level in the Young's moduli of defected graphene sheets compared with non-defected ones is analyzed and reported.

Individual-based modelling of population growth and diffusion in discrete time.

PubMed

Tkachenko, Natalie; Weissmann, John D; Petersen, Wesley P; Lake, George; Zollikofer, Christoph P E; Callegari, Simone

2017-01-01

Individual-based models (IBMs) of human populations capture spatio-temporal dynamics using rules that govern the birth, behavior, and death of individuals. We explore a stochastic IBM of logistic growth-diffusion with constant time steps and independent, simultaneous actions of birth, death, and movement that approaches the Fisher-Kolmogorov model in the continuum limit. This model is well-suited to parallelization on high-performance computers. We explore its emergent properties with analytical approximations and numerical simulations in parameter ranges relevant to human population dynamics and ecology, and reproduce continuous-time results in the limit of small transition probabilities. Our model prediction indicates that the population density and dispersal speed are affected by fluctuations in the number of individuals. The discrete-time model displays novel properties owing to the binomial character of the fluctuations: in certain regimes of the growth model, a decrease in time step size drives the system away from the continuum limit. These effects are especially important at local population sizes of <50 individuals, which largely correspond to group sizes of hunter-gatherers. As an application scenario, we model the late Pleistocene dispersal of Homo sapiens into the Americas, and discuss the agreement of model-based estimates of first-arrival dates with archaeological dates in dependence of IBM model parameter settings.

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

PubMed

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

2017-06-01

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

Parallel multiscale simulations of a brain aneurysm

PubMed Central

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

2012-01-01

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

Parallel multiscale simulations of a brain aneurysm.

PubMed

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

2013-07-01

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

Parallel multiscale simulations of a brain aneurysm

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

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

2013-07-01

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

Navier-Stokes Dynamics by a Discrete Boltzmann Model

NASA Technical Reports Server (NTRS)

Rubinstein, Robet

2010-01-01

This work investigates the possibility of particle-based algorithms for the Navier-Stokes equations and higher order continuum approximations of the Boltzmann equation; such algorithms would generalize the well-known Pullin scheme for the Euler equations. One such method is proposed in the context of a discrete velocity model of the Boltzmann equation. Preliminary results on shock structure are consistent with the expectation that the shock should be much broader than the near discontinuity predicted by the Pullin scheme, yet narrower than the prediction of the Boltzmann equation. We discuss the extension of this essentially deterministic method to a stochastic particle method that, like DSMC, samples the distribution function rather than resolving it completely.

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

PubMed

Yates, Christian A; Flegg, Mark B

2015-05-06

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

Exploring possible relations between optical variability time scales and broad emission line shapes in AGN

NASA Astrophysics Data System (ADS)

Bon, Edi; Jovanović, Predrag; Marziani, Paola; Bon, Nataša; Otašević, Aleksandar

2018-06-01

Here we investigate the connection of broad emission line shapes and continuum light curve variability time scales of type-1 Active Galactic Nuclei (AGN). We developed a new model to describe optical broad emission lines as an accretion disk model of a line profile with additional ring emission. We connect ring radii with orbital time scales derived from optical light curves, and using Kepler's third law, we calculate mass of central supermassive black hole (SMBH). The obtained results for central black hole masses are in a good agreement with other methods. This indicates that the variability time scales of AGN may not be stochastic, but rather connected to the orbital time scales which depend on the central SMBH mass.

Derivation of Continuum Models from An Agent-based Cancer Model: Optimization and Sensitivity Analysis.

PubMed

Voulgarelis, Dimitrios; Velayudhan, Ajoy; Smith, Frank

2017-01-01

Agent-based models provide a formidable tool for exploring complex and emergent behaviour of biological systems as well as accurate results but with the drawback of needing a lot of computational power and time for subsequent analysis. On the other hand, equation-based models can more easily be used for complex analysis in a much shorter timescale. This paper formulates an ordinary differential equations and stochastic differential equations model to capture the behaviour of an existing agent-based model of tumour cell reprogramming and applies it to optimization of possible treatment as well as dosage sensitivity analysis. For certain values of the parameter space a close match between the equation-based and agent-based models is achieved. The need for division of labour between the two approaches is explored. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

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

PubMed

Pankavich, S; Ortoleva, P

2010-06-01

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

Analytical determination of the heat transfer coefficient for gas, liquid and liquid metal flows in the tube based on stochastic equations and equivalence of measures for continuum

NASA Astrophysics Data System (ADS)

Dmitrenko, Artur V.

2017-11-01

The stochastic equations of continuum are used for determining the heat transfer coefficients. As a result, the formulas for Nusselt (Nu) number dependent on the turbulence intensity and scale instead of only on the Reynolds (Peclet) number are proposed for the classic flows of a nonisothermal fluid in a round smooth tube. It is shown that the new expressions for the classical heat transfer coefficient Nu, which depend only on the Reynolds number, should be obtained from these new general formulas if to use the well-known experimental data for the initial turbulence. It is found that the limitations of classical empirical and semiempirical formulas for heat transfer coefficients and their deviation from the experimental data depend on different parameters of initial fluctuations in the flow for different experiments in a wide range of Reynolds or Peclet numbers. Based on these new dependences, it is possible to explain that the differences between the experimental results for the fixed Reynolds or Peclet numbers are caused by the difference in values of flow fluctuations for each experiment instead of only due to the systematic error in the experiment processing. Accordingly, the obtained general dependences of Nu for a smooth round tube can serve as the basis for clarifying the experimental results and empirical formulas used for continuum flows in various power devices. Obtained results show that both for isothermal and for nonisothermal flows, the reason for the process of transition from a deterministic state into a turbulent one is determined by the physical law of equivalence of measures between them. Also the theory of stochastic equations and the law of equivalence of measures could determine mechanics which is basis in different phenomena of self-organization and chaos theory.

SMD-based numerical stochastic perturbation theory

NASA Astrophysics Data System (ADS)

Dalla Brida, Mattia; Lüscher, Martin

2017-05-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.

Interlocking-induced stiffness in stochastically microcracked materials beyond the transport percolation threshold

NASA Astrophysics Data System (ADS)

Picu, R. C.; Pal, A.; Lupulescu, M. V.

2016-04-01

We study the mechanical behavior of two-dimensional, stochastically microcracked continua in the range of crack densities close to, and above, the transport percolation threshold. We show that these materials retain stiffness up to crack densities much larger than the transport percolation threshold due to topological interlocking of sample subdomains. Even with a linear constitutive law for the continuum, the mechanical behavior becomes nonlinear in the range of crack densities bounded by the transport and stiffness percolation thresholds. The effect is due to the fractal nature of the fragmentation process and is not linked to the roughness of individual cracks.

The capital-asset-pricing model and arbitrage pricing theory: A unification

PubMed Central

Khan, M. Ali; Sun, Yeneng

1997-01-01

We present a model of a financial market in which naive diversification, based simply on portfolio size and obtained as a consequence of the law of large numbers, is distinguished from efficient diversification, based on mean-variance analysis. This distinction yields a valuation formula involving only the essential risk embodied in an asset’s return, where the overall risk can be decomposed into a systematic and an unsystematic part, as in the arbitrage pricing theory; and the systematic component further decomposed into an essential and an inessential part, as in the capital-asset-pricing model. The two theories are thus unified, and their individual asset-pricing formulas shown to be equivalent to the pervasive economic principle of no arbitrage. The factors in the model are endogenously chosen by a procedure analogous to the Karhunen–Loéve expansion of continuous time stochastic processes; it has an optimality property justifying the use of a relatively small number of them to describe the underlying correlational structures. Our idealized limit model is based on a continuum of assets indexed by a hyperfinite Loeb measure space, and it is asymptotically implementable in a setting with a large but finite number of assets. Because the difficulties in the formulation of the law of large numbers with a standard continuum of random variables are well known, the model uncovers some basic phenomena not amenable to classical methods, and whose approximate counterparts are not already, or even readily, apparent in the asymptotic setting. PMID:11038614

The capital-asset-pricing model and arbitrage pricing theory: a unification.

PubMed

Ali Khan, M; Sun, Y

1997-04-15

We present a model of a financial market in which naive diversification, based simply on portfolio size and obtained as a consequence of the law of large numbers, is distinguished from efficient diversification, based on mean-variance analysis. This distinction yields a valuation formula involving only the essential risk embodied in an asset's return, where the overall risk can be decomposed into a systematic and an unsystematic part, as in the arbitrage pricing theory; and the systematic component further decomposed into an essential and an inessential part, as in the capital-asset-pricing model. The two theories are thus unified, and their individual asset-pricing formulas shown to be equivalent to the pervasive economic principle of no arbitrage. The factors in the model are endogenously chosen by a procedure analogous to the Karhunen-Loéve expansion of continuous time stochastic processes; it has an optimality property justifying the use of a relatively small number of them to describe the underlying correlational structures. Our idealized limit model is based on a continuum of assets indexed by a hyperfinite Loeb measure space, and it is asymptotically implementable in a setting with a large but finite number of assets. Because the difficulties in the formulation of the law of large numbers with a standard continuum of random variables are well known, the model uncovers some basic phenomena not amenable to classical methods, and whose approximate counterparts are not already, or even readily, apparent in the asymptotic setting.

The nature of turbulence in a triangular lattice gas automaton

NASA Astrophysics Data System (ADS)

Duong-Van, Minh; Feit, M. D.; Keller, P.; Pound, M.

1986-12-01

Power spectra calculated from the coarse-graining of a simple lattice gas automaton, and those of time averaging other stochastic times series that we have investigated, have exponents in the range -1.6 to -2, consistent with observation of fully developed turbulence. This power spectrum is a natural consequence of coarse-graining; the exponent -2 represents the continuum limit.

Noise focusing in neuronal tissues: Symmetry breaking and localization in excitable networks with quenched disorder

NASA Astrophysics Data System (ADS)

Orlandi, Javier G.; Casademunt, Jaume

2017-05-01

We introduce a coarse-grained stochastic model for the spontaneous activity of neuronal cultures to explain the phenomenon of noise focusing, which entails localization of the noise activity in excitable networks with metric correlations. The system is modeled as a continuum excitable medium with a state-dependent spatial coupling that accounts for the dynamics of synaptic connections. The most salient feature is the emergence at the mesoscale of a vector field V (r ) , which acts as an advective carrier of the noise. This entails an explicit symmetry breaking of isotropy and homogeneity that stems from the amplification of the quenched fluctuations of the network by the activity avalanches, concomitant with the excitable dynamics. We discuss the microscopic interpretation of V (r ) and propose an explicit construction of it. The coarse-grained model shows excellent agreement with simulations at the network level. The generic nature of the observed phenomena is discussed.

High beta effects and nonlinear evolution of the TAE instability

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

Spong, D.A.

1992-12-31

The toroidal Alfven eigenmode has recently been observed experimentally on DIII-D and TFTR when neutral beams are injected near the Alfven velocity. This instability is also of concern for future high {beta} D-T devices where fusion by-product alpha populations will generally be super-Alfvenic. We have developed a gyrofluid model (with Landau closure) of the TAE mode which can include most of the relevant damping mechanisms (continuum damping, ion and electron damping, ion FLR and collisional trapped electron damping) as well as reproducing analytically predicted undamped growth rates relatively accurately. An important consideration in predicting future unstable TAE regimes is themore » effect of finite beta in the background plasma. Due to the Shafranov shift and distortion of the flux surfaces, the location of the stable TAE root and the continuum will shift with increasing {beta}. The net effect of this is to generally enhance continuum damping and stabilize the TAF instability. Also, as the pressure gradient drive from the background becomes increasingly important, coupling between TAE and background driven modes can alter the TAE mode. A further application of our gyrofluid model which will be discussed is the nonlinear evolution of the TAE instability. Gyrofluid models offer a convenient reduced description which is more amenable to computational nonlinear modeling than full kinetic particle models. Our results demonstrate the rise and crash phases of TAE activity similar to experimental observations. The saturation is caused by generation of m=0 n=0 components through nonlinear beatings of the n > 1 modes; these cause modifications to the original equilibrium profiles in such a direction as to decrease the instability drive. This is the gyrofluid analog of direct particle losses. The peak magnetic fluctuation level increases with increasing energetic species beta, resulting in non-resonant stochastization of magnetic field lines.« less

High beta effects and nonlinear evolution of the TAE instability

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

Spong, D.A.

1992-01-01

The toroidal Alfven eigenmode has recently been observed experimentally on DIII-D and TFTR when neutral beams are injected near the Alfven velocity. This instability is also of concern for future high [beta] D-T devices where fusion by-product alpha populations will generally be super-Alfvenic. We have developed a gyrofluid model (with Landau closure) of the TAE mode which can include most of the relevant damping mechanisms (continuum damping, ion and electron damping, ion FLR and collisional trapped electron damping) as well as reproducing analytically predicted undamped growth rates relatively accurately. An important consideration in predicting future unstable TAE regimes is themore » effect of finite beta in the background plasma. Due to the Shafranov shift and distortion of the flux surfaces, the location of the stable TAE root and the continuum will shift with increasing [beta]. The net effect of this is to generally enhance continuum damping and stabilize the TAF instability. Also, as the pressure gradient drive from the background becomes increasingly important, coupling between TAE and background driven modes can alter the TAE mode. A further application of our gyrofluid model which will be discussed is the nonlinear evolution of the TAE instability. Gyrofluid models offer a convenient reduced description which is more amenable to computational nonlinear modeling than full kinetic particle models. Our results demonstrate the rise and crash phases of TAE activity similar to experimental observations. The saturation is caused by generation of m=0 n=0 components through nonlinear beatings of the n > 1 modes; these cause modifications to the original equilibrium profiles in such a direction as to decrease the instability drive. This is the gyrofluid analog of direct particle losses. The peak magnetic fluctuation level increases with increasing energetic species beta, resulting in non-resonant stochastization of magnetic field lines.« less

Discrete-element simulation of sea-ice mechanics: Contact mechanics and granular jamming

NASA Astrophysics Data System (ADS)

Damsgaard, A.; Adcroft, A.; Sergienko, O. V.; Stern, A. A.

2017-12-01

Lagrangian models of sea-ice dynamics offer several advantages to Eulerian continuum methods. Spatial discretization on the ice-floe scale is natural for Lagrangian models, which additionally offer the convenience of being able to handle arbitrary sea-ice concentrations. This is likely to improve model performance in ice-marginal zones with strong advection. Furthermore, phase transitions in granular rheology around the jamming limit, such as observed when sea ice moves through geometric confinements, includes sharp thresholds in effective viscosity which are typically ignored in Eulerian models. Granular jamming is a stochastic process dependent on having the right grains in the right place at the right time, and the jamming likelihood over time can be described by a probabilistic model. Difficult to parameterize in continuum formulations, jamming occurs naturally in dense granular systems simulated in a Lagrangian framework, and is a very relevant process controlling sea-ice transport through narrow straits. We construct a flexible discrete-element framework for simulating Lagrangian sea-ice dynamics at the ice-floe scale, forced by ocean and atmosphere velocity fields. Using this framework, we demonstrate that frictionless contact models based on compressive stiffness alone are unlikely to jam, and describe two different approaches based on friction and tensile strength which both result in increased bulk shear strength of the granular assemblage. The frictionless but cohesive contact model, with certain tensile strength values, can display jamming behavior which on the large scale is very similar to a more complex and realistic model with contact friction and ice-floe rotation.

Going from microscopic to macroscopic on nonuniform growing domains.

PubMed

Yates, Christian A; Baker, Ruth E; Erban, Radek; Maini, Philip K

2012-08-01

Throughout development, chemical cues are employed to guide the functional specification of underlying tissues while the spatiotemporal distributions of such chemicals can be influenced by the growth of the tissue itself. These chemicals, termed morphogens, are often modeled using partial differential equations (PDEs). The connection between discrete stochastic and deterministic continuum models of particle migration on growing domains was elucidated by Baker, Yates, and Erban [Bull. Math. Biol. 72, 719 (2010)] in which the migration of individual particles was modeled as an on-lattice position-jump process. We build on this work by incorporating a more physically reasonable description of domain growth. Instead of allowing underlying lattice elements to instantaneously double in size and divide, we allow incremental element growth and splitting upon reaching a predefined threshold size. Such a description of domain growth necessitates a nonuniform partition of the domain. We first demonstrate that an individual-based stochastic model for particle diffusion on such a nonuniform domain partition is equivalent to a PDE model of the same phenomenon on a nongrowing domain, providing the transition rates (which we derive) are chosen correctly and we partition the domain in the correct manner. We extend this analysis to the case where the domain is allowed to change in size, altering the transition rates as necessary. Through application of the master equation formalism we derive a PDE for particle density on this growing domain and corroborate our findings with numerical simulations.

Growth Control and Disease Mechanisms in Computational Embryogeny

NASA Technical Reports Server (NTRS)

Shapiro, Andrew A.; Yogev, Or; Antonsson, Erik K.

2008-01-01

This paper presents novel approach to applying growth control and diseases mechanisms in computational embryogeny. Our method, which mimics fundamental processes from biology, enables individuals to reach maturity in a controlled process through a stochastic environment. Three different mechanisms were implemented; disease mechanisms, gene suppression, and thermodynamic balancing. This approach was integrated as part of a structural evolutionary model. The model evolved continuum 3-D structures which support an external load. By using these mechanisms we were able to evolve individuals that reached a fixed size limit through the growth process. The growth process was an integral part of the complete development process. The size of the individuals was determined purely by the evolutionary process where different individuals matured to different sizes. Individuals which evolved with these characteristics have been found to be very robust for supporting a wide range of external loads.

Image Discrimination Models With Stochastic Channel Selection

NASA Technical Reports Server (NTRS)

Ahumada, Albert J., Jr.; Beard, Bettina L.; Null, Cynthia H. (Technical Monitor)

1995-01-01

Many models of human image processing feature a large fixed number of channels representing cortical units varying in spatial position (visual field direction and eccentricity) and spatial frequency (radial frequency and orientation). The values of these parameters are usually sampled at fixed values selected to ensure adequate overlap considering the bandwidth and/or spread parameters, which are usually fixed. Even high levels of overlap does not always ensure that the performance of the model will vary smoothly with image translation or scale changes. Physiological measurements of bandwidth and/or spread parameters result in a broad distribution of estimated parameter values and the prediction of some psychophysical results are facilitated by the assumption that these parameters also take on a range of values. Selecting a sample of channels from a continuum of channels rather than using a fixed set can make model performance vary smoothly with changes in image position, scale, and orientation. It also facilitates the addition of spatial inhomogeneity, nonlinear feature channels, and focus of attention to channel models.

Small-scale plasticity critically needs a new mechanics description

NASA Astrophysics Data System (ADS)

Ngan, Alfonso H. W.

2013-06-01

Continuum constitutive laws describe the plastic deformation of materials as a smooth, continuously differentiable process. However, provided that the measurement is done with a fine enough resolution, the plastic deformation of real materials is often found to comprise discrete events usually nanometric in size. For bulk-sized specimens, such nanoscale events are minute compared with the specimen size, and so their associated strain changes are negligibly small, and this is why the continuum laws work well. However, when the specimen size is in the micrometer scale or smaller, the strain changes due to the discrete events could be significant, and the continuum description would be highly unsatisfactory. Yet, because of the advent of microtechnology and nanotechnolgy, small-sized materials will be increasingly used, and so there is a strong need to develop suitable replacement descriptions for plasticity of small materials. As the occurrence of the discrete plastic events is also strongly stochastic, their satisfactory description should also be one of a probabilistic, rather than deterministic, nature.

Topological interlocking provides stiffness to stochastically micro-cracked materials beyond the transport percolation limit

NASA Astrophysics Data System (ADS)

Pal, Anirban; Picu, Catalin; Lupulescu, Marian V.

We study the mechanical behavior of two-dimensional, stochastically microcracked continua in the range of crack densities close to, and above the transport percolation threshold. We show that these materials retain stiffness up to crack densities much larger than the transport percolation threshold, due to topological interlocking of sample sub-domains. Even with a linear constitutive law for the continuum, the mechanical behavior becomes non-linear in the range of crack densities bounded by the transport and stiffness percolation thresholds. The effect is due to the fractal nature of the fragmentation process and is not linked to the roughness of individual cracks. We associate this behavior to that of itacolumite, a sandstone that exhibits unusual flexibility.

Effect of non-linear fluid pressure diffusion on modeling induced seismicity during reservoir stimulation

NASA Astrophysics Data System (ADS)

Gischig, V.; Goertz-Allmann, B. P.; Bachmann, C. E.; Wiemer, S.

2012-04-01

Success of future enhanced geothermal systems relies on an appropriate pre-estimate of seismic risk associated with fluid injection at high pressure. A forward-model based on a semi-stochastic approach was created, which is able to compute synthetic earthquake catalogues. It proved to be able to reproduce characteristics of the seismic cloud detected during the geothermal project in Basel (Switzerland), such as radial dependence of stress drop and b-values as well as higher probability of large magnitude earthquakes (M>3) after shut-in. The modeling strategy relies on a simplistic fluid pressure model used to trigger failure points (so-called seeds) that are randomly distributed around an injection well. The seed points are assigned principal stress magnitudes drawn from Gaussian distributions representative of the ambient stress field. Once the effective stress state at a seed point meets a pre-defined Mohr-Coulomb failure criterion due to a fluid pressure increase a seismic event is induced. We assume a negative linear relationship between b-values and differential stress. Thus, for each event a magnitude can be drawn from a Gutenberg-Richter distribution with a b-value corresponding to differential stress at failure. The result is a seismic cloud evolving in time and space. Triggering of seismic events depends on appropriately calculating the transient fluid pressure field. Hence an effective continuum reservoir model able to reasonably reproduce the hydraulic behavior of the reservoir during stimulation is required. While analytical solutions for pressure diffusion are computationally efficient, they rely on linear pressure diffusion with constant hydraulic parameters, and only consider well head pressure while neglecting fluid injection rate. They cannot be considered appropriate in a stimulation experiment where permeability irreversibly increases by orders of magnitude during injection. We here suggest a numerical continuum model of non-linear pressure diffusion. Permeability increases both reversibly and, if a certain pressure threshold is reached, irreversibly in the form of a smoothed step-function. The models are able to reproduce realistic well head pressure magnitudes for injection rates common during reservoir stimulation. We connect this numerical model with the semi-stochastic seismicity model, and demonstrate the role of non-linear pressure diffusion on earthquakes probability estimates. We further use the model to explore various injection histories to assess the dependence of seismicity on injection strategy. It allows to qualitatively explore the probability of larger magnitude earthquakes (M>3) for different injection volumes, injection times, as well as injection build-up and shut-in strategies.

Nearly Deconfined Spinon Excitations in the Square-Lattice Spin-1 /2 Heisenberg Antiferromagnet

NASA Astrophysics Data System (ADS)

Shao, Hui; Qin, Yan Qi; Capponi, Sylvain; Chesi, Stefano; Meng, Zi Yang; Sandvik, Anders W.

2017-10-01

We study the spin-excitation spectrum (dynamic structure factor) of the spin-1 /2 square-lattice Heisenberg antiferromagnet and an extended model (the J -Q model) including four-spin interactions Q in addition to the Heisenberg exchange J . Using an improved method for stochastic analytic continuation of imaginary-time correlation functions computed with quantum Monte Carlo simulations, we can treat the sharp (δ -function) contribution to the structure factor expected from spin-wave (magnon) excitations, in addition to resolving a continuum above the magnon energy. Spectra for the Heisenberg model are in excellent agreement with recent neutron-scattering experiments on Cu (DCOO )2.4 D2O , where a broad spectral-weight continuum at wave vector q =(π ,0 ) was interpreted as deconfined spinons, i.e., fractional excitations carrying half of the spin of a magnon. Our results at (π ,0 ) show a similar reduction of the magnon weight and a large continuum, while the continuum is much smaller at q =(π /2 ,π /2 ) (as also seen experimentally). We further investigate the reasons for the small magnon weight at (π ,0 ) and the nature of the corresponding excitation by studying the evolution of the spectral functions in the J -Q model. Upon turning on the Q interaction, we observe a rapid reduction of the magnon weight to zero, well before the system undergoes a deconfined quantum phase transition into a nonmagnetic spontaneously dimerized state. Based on these results, we reinterpret the picture of deconfined spinons at (π ,0 ) in the experiments as nearly deconfined spinons—a precursor to deconfined quantum criticality. To further elucidate the picture of a fragile (π ,0 )-magnon pole in the Heisenberg model and its depletion in the J -Q model, we introduce an effective model of the excitations in which a magnon can split into two spinons that do not separate but fluctuate in and out of the magnon space (in analogy to the resonance between a photon and a particle-hole pair in the exciton-polariton problem). The model can reproduce the reduction of magnon weight and lowered excitation energy at (π ,0 ) in the Heisenberg model, as well as the energy maximum and smaller continuum at (π /2 ,π /2 ). It can also account for the rapid loss of the (π ,0 ) magnon with increasing Q and the remarkable persistence of a large magnon pole at q =(π /2 ,π /2 ) even at the deconfined critical point. The fragility of the magnons close to (π ,0 ) in the Heisenberg model suggests that various interactions that likely are important in many materials—e.g., longer-range pair exchange, ring exchange, and spin-phonon interactions—may also destroy these magnons and lead to even stronger spinon signatures than in Cu (DCOO )2.4 D2O .

Data-driven modeling of background and mine-related acidity and metals in river basins

USGS Publications Warehouse

Friedel, Michael J

2013-01-01

A novel application of self-organizing map (SOM) and multivariate statistical techniques is used to model the nonlinear interaction among basin mineral-resources, mining activity, and surface-water quality. First, the SOM is trained using sparse measurements from 228 sample sites in the Animas River Basin, Colorado. The model performance is validated by comparing stochastic predictions of basin-alteration assemblages and mining activity at 104 independent sites. The SOM correctly predicts (>98%) the predominant type of basin hydrothermal alteration and presence (or absence) of mining activity. Second, application of the Davies–Bouldin criteria to k-means clustering of SOM neurons identified ten unique environmental groups. Median statistics of these groups define a nonlinear water-quality response along the spatiotemporal hydrothermal alteration-mining gradient. These results reveal that it is possible to differentiate among the continuum between inputs of background and mine-related acidity and metals, and it provides a basis for future research and empirical model development.

Frontiers in Applied and Computational Mathematics 05’

DTIC Science & Technology

2005-03-01

dynamics, forcing subsets to have the same oscillation numbers and interleaving spiking times . Our analysis follows the theory of coupled systems of...continuum is described by a continuous- time stochastic process, as are their internal dynamics. Soluble factors, such as cytokines, are represent- ed...scale of a partide pas- sage time through the reaction zone. Both are realistic for many systems of physical interest. A higher order theory includes

A Monte Carlo method for the simulation of coagulation and nucleation based on weighted particles and the concepts of stochastic resolution and merging

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

Kotalczyk, G., E-mail: Gregor.Kotalczyk@uni-due.de; Kruis, F.E.

Monte Carlo simulations based on weighted simulation particles can solve a variety of population balance problems and allow thus to formulate a solution-framework for many chemical engineering processes. This study presents a novel concept for the calculation of coagulation rates of weighted Monte Carlo particles by introducing a family of transformations to non-weighted Monte Carlo particles. The tuning of the accuracy (named ‘stochastic resolution’ in this paper) of those transformations allows the construction of a constant-number coagulation scheme. Furthermore, a parallel algorithm for the inclusion of newly formed Monte Carlo particles due to nucleation is presented in the scope ofmore » a constant-number scheme: the low-weight merging. This technique is found to create significantly less statistical simulation noise than the conventional technique (named ‘random removal’ in this paper). Both concepts are combined into a single GPU-based simulation method which is validated by comparison with the discrete-sectional simulation technique. Two test models describing a constant-rate nucleation coupled to a simultaneous coagulation in 1) the free-molecular regime or 2) the continuum regime are simulated for this purpose.« less

A damage mechanics based approach to structural deterioration and reliability

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

Bhattcharya, B.; Ellingwood, B.

1998-02-01

Structural deterioration often occurs without perceptible manifestation. Continuum damage mechanics defines structural damage in terms of the material microstructure, and relates the damage variable to the macroscopic strength or stiffness of the structure. This enables one to predict the state of damage prior to the initiation of a macroscopic flaw, and allows one to estimate residual strength/service life of an existing structure. The accumulation of damage is a dissipative process that is governed by the laws of thermodynamics. Partial differential equations for damage growth in terms of the Helmholtz free energy are derived from fundamental thermodynamical conditions. Closed-form solutions tomore » the equations are obtained under uniaxial loading for ductile deformation damage as a function of plastic strain, for creep damage as a function of time, and for fatigue damage as function of number of cycles. The proposed damage growth model is extended into the stochastic domain by considering fluctuations in the free energy, and closed-form solutions of the resulting stochastic differential equation are obtained in each of the three cases mentioned above. A reliability analysis of a ring-stiffened cylindrical steel shell subjected to corrosion, accidental pressure, and temperature is performed.« less

An Approach to Stochastic Peridynamic Theory.

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

Demmie, Paul N.

In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochasticmore » peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.« less

Mesoscopic Modeling of Blood Clotting: Coagulation Cascade and Platelets Adhesion

NASA Astrophysics Data System (ADS)

Yazdani, Alireza; Li, Zhen; Karniadakis, George

2015-11-01

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

Discrimination of numerical proportions: A comparison of binomial and Gaussian models.

PubMed

Raidvee, Aire; Lember, Jüri; Allik, Jüri

2017-01-01

Observers discriminated the numerical proportion of two sets of elements (N = 9, 13, 33, and 65) that differed either by color or orientation. According to the standard Thurstonian approach, the accuracy of proportion discrimination is determined by irreducible noise in the nervous system that stochastically transforms the number of presented visual elements onto a continuum of psychological states representing numerosity. As an alternative to this customary approach, we propose a Thurstonian-binomial model, which assumes discrete perceptual states, each of which is associated with a certain visual element. It is shown that the probability β with which each visual element can be noticed and registered by the perceptual system can explain data of numerical proportion discrimination at least as well as the continuous Thurstonian-Gaussian model, and better, if the greater parsimony of the Thurstonian-binomial model is taken into account using AIC model selection. We conclude that Gaussian and binomial models represent two different fundamental principles-internal noise vs. using only a fraction of available information-which are both plausible descriptions of visual perception.

Fluctuation-controlled front propagation

NASA Astrophysics Data System (ADS)

Ridgway, Douglas Thacher

1997-09-01

A number of fundamental pattern-forming systems are controlled by fluctuations at the front. These problems involve the interaction of an infinite dimensional probability distribution with a strongly nonlinear, spatially extended pattern-forming system. We have examined fluctuation-controlled growth in the context of the specific problems of diffusion-limited growth and biological evolution. Mean field theory of diffusion-limited growth exhibits a finite time singularity. Near the leading edge of a diffusion-limited front, this leads to acceleration and blowup. This may be resolved, in an ad hoc manner, by introducing a cutoff below which growth is weakened or eliminated (8). This model, referred to as the BLT model, captures a number of qualitative features of global pattern formation in diffusion-limited aggregation: contours of the mean field match contours of averaged particle density in simulation, and the modified mean field theory can form dendritic features not possible in the naive mean field theory. The morphology transition between dendritic and non-dendritic global patterns requires that BLT fronts have a Mullins-Sekerka instability of the wavefront shape, in order to form concave patterns. We compute the stability of BLT fronts numerically, and compare the results to fronts without a cutoff. A significant morphological instability of the BLT fronts exists, with a dominant wavenumber on the scale of the front width. For standard mean field fronts, no instability is found. The naive and ad hoc mean field theories are continuum-deterministic models intended to capture the behavior of a discrete stochastic system. A transformation which maps discrete systems into a continuum model with a singular multiplicative noise is known, however numerical simulations of the continuum stochastic system often give mean field behavior instead of the critical behavior of the discrete system. We have found a new interpretation of the singular noise, based on maintaining the symmetry of the absorbing state, but which is unsuccessful at capturing the behavior of diffusion-limited growth. In an effort to find a simpler model system, we turned to modelling fitness increases in evolution. The work was motivated by an experiment on vesicular stomatitis virus, a short (˜9600bp) single-stranded RNA virus. A highly bottlenecked viral population increases in fitness rapidly until a certain point, after which the fitness increases at a slower rate. This is well modeled by a constant population reproducing and mutating on a smooth fitness landscape. Mean field theory of this system displays the same infinite propagation velocity blowup as mean field diffusion-limited aggregation. However, we have been able to make progress on a number of fronts. One is solving systems of moment equations, where a hierarchy of moments is truncated arbitrarily at some level. Good results for front propagation velocity are found with just two moments, corresponding to inclusion of the basic finite population clustering effect ignored by mean field theory. In addition, for small mutation rates, most of the population will be entirely on a single site or two adjacent sites, and the density of these cases can be described and solved. (Abstract shortened by UMI.)

Modeling mechanical inhomogeneities in small populations of proliferating monolayers and spheroids.

PubMed

Lejeune, Emma; Linder, Christian

2018-06-01

Understanding the mechanical behavior of multicellular monolayers and spheroids is fundamental to tissue culture, organism development, and the early stages of tumor growth. Proliferating cells in monolayers and spheroids experience mechanical forces as they grow and divide and local inhomogeneities in the mechanical microenvironment can cause individual cells within the multicellular system to grow and divide at different rates. This differential growth, combined with cell division and reorganization, leads to residual stress. Multiple different modeling approaches have been taken to understand and predict the residual stresses that arise in growing multicellular systems, particularly tumor spheroids. Here, we show that by using a mechanically robust agent-based model constructed with the peridynamic framework, we gain a better understanding of residual stresses in multicellular systems as they grow from a single cell. In particular, we focus on small populations of cells (1-100 s) where population behavior is highly stochastic and prior investigation has been limited. We compare the average strain energy density of cells in monolayers and spheroids using different growth and division rules and find that, on average, cells in spheroids have a higher strain energy density than cells in monolayers. We also find that cells in the interior of a growing spheroid are, on average, in compression. Finally, we demonstrate the importance of accounting for stochastic fluctuations in the mechanical environment, particularly when the cellular response to mechanical cues is nonlinear. The results presented here serve as a starting point for both further investigation with agent-based models, and for the incorporation of major findings from agent-based models into continuum scale models when explicit representation of individual cells is not computationally feasible.

Backward jump continuous-time random walk: An application to market trading

NASA Astrophysics Data System (ADS)

Gubiec, Tomasz; Kutner, Ryszard

2010-10-01

The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

Backward jump continuous-time random walk: an application to market trading.

PubMed

Gubiec, Tomasz; Kutner, Ryszard

2010-10-01

The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

multiUQ: An intrusive uncertainty quantification tool for gas-liquid multiphase flows

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2017-11-01

Uncertainty quantification (UQ) can improve our understanding of the sensitivity of gas-liquid multiphase flows to variability about inflow conditions and fluid properties, creating a valuable tool for engineers. While non-intrusive UQ methods (e.g., Monte Carlo) are simple and robust, the cost associated with these techniques can render them unrealistic. In contrast, intrusive UQ techniques modify the governing equations by replacing deterministic variables with stochastic variables, adding complexity, but making UQ cost effective. Our numerical framework, called multiUQ, introduces an intrusive UQ approach for gas-liquid flows, leveraging a polynomial chaos expansion of the stochastic variables: density, momentum, pressure, viscosity, and surface tension. The gas-liquid interface is captured using a conservative level set approach, including a modified reinitialization equation which is robust and quadrature free. A least-squares method is leveraged to compute the stochastic interface normal and curvature needed in the continuum surface force method for surface tension. The solver is tested by applying uncertainty to one or two variables and verifying results against the Monte Carlo approach. NSF Grant #1511325.

Effects of cell geometry on reversible vesicular transport

NASA Astrophysics Data System (ADS)

Karamched, Bhargav R.; Bressloff, Paul C.

2017-02-01

A major question in cell biology concerns the biophysical mechanism underlying delivery of newly synthesized macromolecules to specific targets within a cell. A recent modeling paper investigated this phenomenon in the context of vesicular delivery to en passant synapses in neurons (Bressloff and Levien 2015 Phys. Rev. Lett.). It was shown how reversibility in vesicular delivery to synapses could play a crucial role in achieving uniformity in the distribution of resources throughout an axon, which is consistent with experimental observations in C. elegans and Drosophila. In this work we generalize the previous model by investigating steady-state vesicular distributions on a Cayley tree, a disk, and a sphere. We show that for irreversible transport on a tree, branching increases the rate of decay of the steady-state distribution of vesicles. On the other hand, the steady-state profiles for reversible transport are similar to the 1D case. In the case of higher-dimensional geometries, we consider two distinct types of radially-symmetric microtubular network: (i) a continuum and (ii) a discrete set. In the continuum case, we model the motor-cargo dynamics using a phenomenologically-based advection-diffusion equation in polar (2D) and spherical (3D) coordinates. On the other-hand, in the discrete case, we derive the population model from a stochastic model of a single motor switching between ballistic motion and diffusion. For all of the geometries we find that reversibility in vesicular delivery to target sites allows for a more uniform distribution of vesicles, provided that cargo-carrying motors are not significantly slowed by their cargo. In each case we characterize the loss of uniformity as a function of the dispersion in velocities.

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

PubMed

Tian, Tianhai

2010-03-01

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

Continuum modeling of large lattice structures: Status and projections

NASA Technical Reports Server (NTRS)

Noor, Ahmed K.; Mikulas, Martin M., Jr.

1988-01-01

The status and some recent developments of continuum modeling for large repetitive lattice structures are summarized. Discussion focuses on a number of aspects including definition of an effective substitute continuum; characterization of the continuum model; and the different approaches for generating the properties of the continuum, namely, the constitutive matrix, the matrix of mass densities, and the matrix of thermal coefficients. Also, a simple approach is presented for generating the continuum properties. The approach can be used to generate analytic and/or numerical values of the continuum properties.

Fluctuating Finite Element Analysis (FFEA): A continuum mechanics software tool for mesoscale simulation of biomolecules.

PubMed

Solernou, Albert; Hanson, Benjamin S; Richardson, Robin A; Welch, Robert; Read, Daniel J; Harlen, Oliver G; Harris, Sarah A

2018-03-01

Fluctuating Finite Element Analysis (FFEA) is a software package designed to perform continuum mechanics simulations of proteins and other globular macromolecules. It combines conventional finite element methods with stochastic thermal noise, and is appropriate for simulations of large proteins and protein complexes at the mesoscale (length-scales in the range of 5 nm to 1 μm), where there is currently a paucity of modelling tools. It requires 3D volumetric information as input, which can be low resolution structural information such as cryo-electron tomography (cryo-ET) maps or much higher resolution atomistic co-ordinates from which volumetric information can be extracted. In this article we introduce our open source software package for performing FFEA simulations which we have released under a GPLv3 license. The software package includes a C ++ implementation of FFEA, together with tools to assist the user to set up the system from Electron Microscopy Data Bank (EMDB) or Protein Data Bank (PDB) data files. We also provide a PyMOL plugin to perform basic visualisation and additional Python tools for the analysis of FFEA simulation trajectories. This manuscript provides a basic background to the FFEA method, describing the implementation of the core mechanical model and how intermolecular interactions and the solvent environment are included within this framework. We provide prospective FFEA users with a practical overview of how to set up an FFEA simulation with reference to our publicly available online tutorials and manuals that accompany this first release of the package.

Hybrid finite element and Brownian dynamics method for diffusion-controlled reactions.

PubMed

Bauler, Patricia; Huber, Gary A; McCammon, J Andrew

2012-04-28

Diffusion is often the rate determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. This paper proposes a new hybrid diffusion method that couples the strengths of each of these two methods. The method is derived for a general multidimensional system, and is presented using a basic test case for 1D linear and radially symmetric diffusion systems.

Filling of a Poisson trap by a population of random intermittent searchers.

PubMed

Bressloff, Paul C; Newby, Jay M

2012-03-01

We extend the continuum theory of random intermittent search processes to the case of N independent searchers looking to deliver cargo to a single hidden target located somewhere on a semi-infinite track. Each searcher randomly switches between a stationary state and either a leftward or rightward constant velocity state. We assume that all of the particles start at one end of the track and realize sample trajectories independently generated from the same underlying stochastic process. The hidden target is treated as a partially absorbing trap in which a particle can only detect the target and deliver its cargo if it is stationary and within range of the target; the particle is removed from the system after delivering its cargo. As a further generalization of previous models, we assume that up to n successive particles can find the target and deliver its cargo. Assuming that the rate of target detection scales as 1/N, we show that there exists a well-defined mean-field limit N→∞, in which the stochastic model reduces to a deterministic system of linear reaction-hyperbolic equations for the concentrations of particles in each of the internal states. These equations decouple from the stochastic process associated with filling the target with cargo. The latter can be modeled as a Poisson process in which the time-dependent rate of filling λ(t) depends on the concentration of stationary particles within the target domain. Hence, we refer to the target as a Poisson trap. We analyze the efficiency of filling the Poisson trap with n particles in terms of the waiting time density f(n)(t). The latter is determined by the integrated Poisson rate μ(t)=∫(0)(t)λ(s)ds, which in turn depends on the solution to the reaction-hyperbolic equations. We obtain an approximate solution for the particle concentrations by reducing the system of reaction-hyperbolic equations to a scalar advection-diffusion equation using a quasisteady-state analysis. We compare our analytical results for the mean-field model with Monte Carlo simulations for finite N. We thus determine how the mean first passage time (MFPT) for filling the target depends on N and n.

Characterizing Quasar Outflows I: Sample, Spectral Measurements

NASA Astrophysics Data System (ADS)

Ganguly, Rajib; Christenson, D. H.; Richmond, J. M.; Derseweh, J. A.; Robbins, J. M.; Townsend, S. L.; Stark, M. A.

2012-05-01

Galaxy evolution models have shown that quasars are a crucial ingredient in the evolution of massive galaxies. Outflows play a key role in the story of quasars and their host galaxies, by helping regulate the accretion process, the star-formation rate and mass of the host galaxy (i.e., feedback). The prescription for modeling outflows as a contributor to feedback requires knowledge of the outflow velocity, geometry, and column density. In particular, we need to understand how these depend on physical parameters and how much is determined stochastically (and with what distribution). For this purpose, we are examining a sample of 11000 z=1.7-2.0 quasars from the Sloan Digital Sky Survey. This redshift range permits the following from the SDSS spectra: (1) separation of objects that do and do not exhibit outflows; (2) classification/measurement of outflow properties (ionization, velocity, velocity width); and (3) measurements of UV emission line and continuum parameters. In this poster, we subjectively divide these quasars into four categories: broad absorption-line quasars (2700 objects), associated absorption-line quasars (1700 objects), reddened quasars (160 objects), and unabsorbed/unreddened quasars (6300 objects). We present measurements of the absorption (velocities, velocity widths, equivalent widths), composite spectral profiles of outflows as a function of velocity, as well as measurements of the continuum and CIV, MgII, and FeII emission-line properties. In accompanying posters, we add photometry from the rest-frame X-ray (ROSAT and Chandra), EUV (GALEX), optical (2MASS), and infrared (WISE) bands to complete the SED. The continuum and emission-line measurements from the SDSS spectra and accompanying photometry provides estimates on the black hole masses, bolometric luminsosities, and SED. We consider empirically how these affect the outflow properties. This material is based upon work supported by the National Aeronautics and Space Administration under Grant No. 09-ADP09-0016 issued through the Astrophysics Data Analysis Program.

Continuum Fatigue Damage Modeling for Use in Life Extending Control

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.

1994-01-01

This paper develops a simplified continuum (continuous wrp to time, stress, etc.) fatigue damage model for use in Life Extending Controls (LEC) studies. The work is based on zero mean stress local strain cyclic damage modeling. New nonlinear explicit equation forms of cyclic damage in terms of stress amplitude are derived to facilitate the continuum modeling. Stress based continuum models are derived. Extension to plastic strain-strain rate models are also presented. Application of these models to LEC applications is considered. Progress toward a nonzero mean stress based continuum model is presented. Also, new nonlinear explicit equation forms in terms of stress amplitude are also derived for this case.

Functional linear models for association analysis of quantitative traits.

PubMed

Fan, Ruzong; Wang, Yifan; Mills, James L; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao

2013-11-01

Functional linear models are developed in this paper for testing associations between quantitative traits and genetic variants, which can be rare variants or common variants or the combination of the two. By treating multiple genetic variants of an individual in a human population as a realization of a stochastic process, the genome of an individual in a chromosome region is a continuum of sequence data rather than discrete observations. The genome of an individual is viewed as a stochastic function that contains both linkage and linkage disequilibrium (LD) information of the genetic markers. By using techniques of functional data analysis, both fixed and mixed effect functional linear models are built to test the association between quantitative traits and genetic variants adjusting for covariates. After extensive simulation analysis, it is shown that the F-distributed tests of the proposed fixed effect functional linear models have higher power than that of sequence kernel association test (SKAT) and its optimal unified test (SKAT-O) for three scenarios in most cases: (1) the causal variants are all rare, (2) the causal variants are both rare and common, and (3) the causal variants are common. The superior performance of the fixed effect functional linear models is most likely due to its optimal utilization of both genetic linkage and LD information of multiple genetic variants in a genome and similarity among different individuals, while SKAT and SKAT-O only model the similarities and pairwise LD but do not model linkage and higher order LD information sufficiently. In addition, the proposed fixed effect models generate accurate type I error rates in simulation studies. We also show that the functional kernel score tests of the proposed mixed effect functional linear models are preferable in candidate gene analysis and small sample problems. The methods are applied to analyze three biochemical traits in data from the Trinity Students Study. © 2013 WILEY PERIODICALS, INC.

Use of the Fracture Continuum Model for Numerical Modeling of Flow and Transport of Deep Geologic Disposal of Nuclear Waste in Crystalline Rock

NASA Astrophysics Data System (ADS)

Hadgu, T.; Kalinina, E.; Klise, K. A.; Wang, Y.

2015-12-01

Numerical modeling of disposal of nuclear waste in a deep geologic repository in fractured crystalline rock requires robust characterization of fractures. Various methods for fracture representation in granitic rocks exist. In this study we used the fracture continuum model (FCM) to characterize fractured rock for use in the simulation of flow and transport in the far field of a generic nuclear waste repository located at 500 m depth. The FCM approach is a stochastic method that maps the permeability of discrete fractures onto a regular grid. The method generates permeability fields using field observations of fracture sets. The original method described in McKenna and Reeves (2005) was designed for vertical fractures. The method has since then been extended to incorporate fully three-dimensional representations of anisotropic permeability, multiple independent fracture sets, and arbitrary fracture dips and orientations, and spatial correlation (Kalinina et al. 20012, 2014). For this study the numerical code PFLOTRAN (Lichtner et al., 2015) has been used to model flow and transport. PFLOTRAN solves a system of generally nonlinear partial differential equations describing multiphase, multicomponent and multiscale reactive flow and transport in porous materials. The code is designed to run on massively parallel computing architectures as well as workstations and laptops (e.g. Hammond et al., 2011). Benchmark tests were conducted to simulate flow and transport in a specified model domain. Distributions of fracture parameters were used to generate a selected number of realizations. For each realization, the FCM method was used to generate a permeability field of the fractured rock. The PFLOTRAN code was then used to simulate flow and transport in the domain. Simulation results and analysis are presented. The results indicate that the FCM approach is a viable method to model fractured crystalline rocks. The FCM is a computationally efficient way to generate realistic representation of complex fracture systems. This approach is of interest for nuclear waste disposal models applied over large domains.

Modeling plasticity by non-continuous deformation

NASA Astrophysics Data System (ADS)

Ben-Shmuel, Yaron; Altus, Eli

2017-10-01

Plasticity and failure theories are still subjects of intense research. Engineering constitutive models on the macroscale which are based on micro characteristics are very much in need. This study is motivated by the observation that continuum assumptions in plasticity in which neighbour material elements are inseparable at all-time are physically impossible, since local detachments, slips and neighbour switching must operate, i.e. non-continuous deformation. Material microstructure is modelled herein by a set of point elements (particles) interacting with their neighbours. Each particle can detach from and/or attach with its neighbours during deformation. Simulations on two- dimensional configurations subjected to uniaxial compression cycle are conducted. Stochastic heterogeneity is controlled by a single "disorder" parameter. It was found that (a) macro response resembles typical elasto-plastic behaviour; (b) plastic energy is proportional to the number of detachments; (c) residual plastic strain is proportional to the number of attachments, and (d) volume is preserved, which is consistent with macro plastic deformation. Rigid body displacements of local groups of elements are also observed. Higher disorder decreases the macro elastic moduli and increases plastic energy. Evolution of anisotropic effects is obtained with no additional parameters.

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

Han, Yong; Lii-Rosales, A.; Zhou, Y.

Theory and stochastic lattice-gas modeling is developed for the formation of intercalated metal islands in the gallery between the top layer and the underlying layer at the surface of layered materials. Our model for this process involves deposition of atoms, some fraction of which then enter the gallery through well-separated pointlike defects in the top layer. Subsequently, these atoms diffuse within the subsurface gallery leading to nucleation and growth of intercalated islands nearby the defect point source. For the case of a single point defect, continuum diffusion equation analysis provides insight into the nucleation kinetics. However, complementary tailored lattice-gas modelingmore » produces a more comprehensive and quantitative characterization. We analyze the large spread in nucleation times and positions relative to the defect for the first nucleated island. We also consider the formation of subsequent islands and the evolution of island growth shapes. The shapes reflect in part our natural adoption of a hexagonal close-packed island structure. As a result, motivation and support for the model is provided by scanning tunneling microscopy observations of the formation of intercalated metal islands in highly-ordered pyrolytic graphite at higher temperatures.« less

Transcranial Electrical Stimulation

PubMed Central

Fertonani, Anna; Miniussi, Carlo

2016-01-01

In recent years, there has been remarkable progress in the understanding and practical use of transcranial electrical stimulation (tES) techniques. Nevertheless, to date, this experimental effort has not been accompanied by substantial reflections on the models and mechanisms that could explain the stimulation effects. Given these premises, the aim of this article is to provide an updated picture of what we know about the theoretical models of tES that have been proposed to date, contextualized in a more specific and unitary framework. We demonstrate that these models can explain the tES behavioral effects as distributed along a continuum from stimulation dependent to network activity dependent. In this framework, we also propose that stochastic resonance is a useful mechanism to explain the general online neuromodulation effects of tES. Moreover, we highlight the aspects that should be considered in future research. We emphasize that tES is not an “easy-to-use” technique; however, it may represent a very fruitful approach if applied within rigorous protocols, with deep knowledge of both the behavioral and cognitive aspects and the more recent advances in the application of stimulation. PMID:26873962

A new continuum model for suspensions of gyrotactic micro-organisms

NASA Technical Reports Server (NTRS)

Pedley, T. J.; Kessler, J. O.

1990-01-01

A new continuum model is formulated for dilute suspensions of swimming micro-organisms with asymmetric mass distributions. Account is taken of randomness in a cell's swimming direction, p, by postulating that the probability density function for p satisfies a Fokker-Planck equation analogous to that obtained for colloid suspensions in the presence of rotational Brownian motion. The deterministic torques on a cell, viscous and gravitational, are balanced by diffusion, represented by an isotropic rotary diffusivity Dr, which is unknown a priori, but presumably reflects stochastic influences on the cell's internal workings. When the Fokker-Planck equation is solved, macroscopic quantities such as the average cell velocity Vc, the particle diffusivity tensor D and the effective stress tensor sigma can be computed; Vc and D are required in the cell conservation equation, and sigma in the momentum equation. The Fokker-Planck equation contains two dimensionless parameters, lambda and epsilon; lambda is the ratio of the rotary diffusion time Dr-1 to the torque relaxation time B (balancing gravitational and viscous torques), while epsilon is a scale for the local vorticity or strain rate made dimensionless with B. In this paper we solve the Fokker-Planck equation exactly for epsilon = 0 (lambda arbitrary) and also obtain the first-order solution for small epsilon. Using experimental data on Vc and D obtained with the swimming alga, Chlamydomonas nivalis, in the absence of bulk flow, the epsilon = 0 results can be used to estimate the value of lambda for that species (lambda approximately 2.2; Dr approximately 0.13 s-1). The continuum model for small epsilon is then used to reanalyse the instability of a uniform suspension, previously investigated by Pedley, Hill & Kessler (1988). The only qualitatively different result is that there no longer seem to be circumstances in which disturbances with a non-zero vertical wavenumber are more unstable than purely horizontal disturbances. On the way, it is demonstrated that the only significant contribution to sigma, other than the basic Newtonian stress, is that derived from the stresslets associated with the cells' intrinsic swimming motions.

Equivalent-Continuum Modeling With Application to Carbon Nanotubes

NASA Technical Reports Server (NTRS)

Odegard, Gregory M.; Gates, Thomas S.; Nicholson, Lee M.; Wise, Kristopher E.

2002-01-01

A method has been proposed for developing structure-property relationships of nano-structured materials. This method serves as a link between computational chemistry and solid mechanics by substituting discrete molecular structures with equivalent-continuum models. It has been shown that this substitution may be accomplished by equating the vibrational potential energy of a nano-structured material with the strain energy of representative truss and continuum models. As important examples with direct application to the development and characterization of single-walled carbon nanotubes and the design of nanotube-based devices, the modeling technique has been applied to determine the effective-continuum geometry and bending rigidity of a graphene sheet. A representative volume element of the chemical structure of graphene has been substituted with equivalent-truss and equivalent continuum models. As a result, an effective thickness of the continuum model has been determined. This effective thickness has been shown to be significantly larger than the interatomic spacing of graphite. The effective thickness has been shown to be significantly larger than the inter-planar spacing of graphite. The effective bending rigidity of the equivalent-continuum model of a graphene sheet was determined by equating the vibrational potential energy of the molecular model of a graphene sheet subjected to cylindrical bending with the strain energy of an equivalent continuum plate subjected to cylindrical bending.

Noise Propagation and Uncertainty Quantification in Hybrid Multiphysics Models: Initiation and Reaction Propagation in Energetic Materials

DTIC Science & Technology

2016-05-23

general model for heterogeneous granular media under compaction and (ii) the lack of a reliable multiscale discrete -to-continuum framework for...dynamics. These include a continuum- discrete model of heat dissipation/diffusion and a continuum- discrete model of compaction of a granular material with...the lack of a general model for het- erogeneous granular media under compac- tion and (ii) the lack of a reliable multi- scale discrete -to-continuum

Reproducing the nonlinear dynamic behavior of a structured beam with a generalized continuum model

NASA Astrophysics Data System (ADS)

Vila, J.; Fernández-Sáez, J.; Zaera, R.

2018-04-01

In this paper we study the coupled axial-transverse nonlinear vibrations of a kind of one dimensional structured solids by application of the so called Inertia Gradient Nonlinear continuum model. To show the accuracy of this axiomatic model, previously proposed by the authors, its predictions are compared with numeric results from a previously defined finite discrete chain of lumped masses and springs, for several number of particles. A continualization of the discrete model equations based on Taylor series allowed us to set equivalent values of the mechanical properties in both discrete and axiomatic continuum models. Contrary to the classical continuum model, the inertia gradient nonlinear continuum model used herein is able to capture scale effects, which arise for modes in which the wavelength is comparable to the characteristic distance of the structured solid. The main conclusion of the work is that the proposed generalized continuum model captures the scale effects in both linear and nonlinear regimes, reproducing the behavior of the 1D nonlinear discrete model adequately.

Fluctuating Finite Element Analysis (FFEA): A continuum mechanics software tool for mesoscale simulation of biomolecules

PubMed Central

Solernou, Albert

2018-01-01

Fluctuating Finite Element Analysis (FFEA) is a software package designed to perform continuum mechanics simulations of proteins and other globular macromolecules. It combines conventional finite element methods with stochastic thermal noise, and is appropriate for simulations of large proteins and protein complexes at the mesoscale (length-scales in the range of 5 nm to 1 μm), where there is currently a paucity of modelling tools. It requires 3D volumetric information as input, which can be low resolution structural information such as cryo-electron tomography (cryo-ET) maps or much higher resolution atomistic co-ordinates from which volumetric information can be extracted. In this article we introduce our open source software package for performing FFEA simulations which we have released under a GPLv3 license. The software package includes a C ++ implementation of FFEA, together with tools to assist the user to set up the system from Electron Microscopy Data Bank (EMDB) or Protein Data Bank (PDB) data files. We also provide a PyMOL plugin to perform basic visualisation and additional Python tools for the analysis of FFEA simulation trajectories. This manuscript provides a basic background to the FFEA method, describing the implementation of the core mechanical model and how intermolecular interactions and the solvent environment are included within this framework. We provide prospective FFEA users with a practical overview of how to set up an FFEA simulation with reference to our publicly available online tutorials and manuals that accompany this first release of the package. PMID:29570700

How does a three-dimensional continuum muscle model affect the kinematics and muscle strains of a finite element neck model compared to a discrete muscle model in rear-end, frontal, and lateral impacts.

PubMed

Hedenstierna, Sofia; Halldin, Peter

2008-04-15

A finite element (FE) model of the human neck with incorporated continuum or discrete muscles was used to simulate experimental impacts in rear, frontal, and lateral directions. The aim of this study was to determine how a continuum muscle model influences the impact behavior of a FE human neck model compared with a discrete muscle model. Most FE neck models used for impact analysis today include a spring element musculature and are limited to discrete geometries and nodal output results. A solid-element muscle model was thought to improve the behavior of the model by adding properties such as tissue inertia and compressive stiffness and by improving the geometry. It would also predict the strain distribution within the continuum elements. A passive continuum muscle model with nonlinear viscoelastic materials was incorporated into the KTH neck model together with active spring muscles and used in impact simulations. The resulting head and vertebral kinematics was compared with the results from a discrete muscle model as well as volunteer corridors. The muscle strain prediction was compared between the 2 muscle models. The head and vertebral kinematics were within the volunteer corridors for both models when activated. The continuum model behaved more stiffly than the discrete model and needed less active force to fit the experimental results. The largest difference was seen in the rear impact. The strain predicted by the continuum model was lower than for the discrete model. The continuum muscle model stiffened the response of the KTH neck model compared with a discrete model, and the strain prediction in the muscles was improved.

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

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

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

Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

NASA Astrophysics Data System (ADS)

Wang, Zhi-Gang; Gao, Rui-Mei; Fan, Xiao-Ming; Han, Qi-Xing

2014-09-01

We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ0, a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ0, when the stochastic system obeys some conditions and ℛ0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations.

Efficient coarse simulation of a growing avascular tumor

PubMed Central

Kavousanakis, Michail E.; Liu, Ping; Boudouvis, Andreas G.; Lowengrub, John; Kevrekidis, Ioannis G.

2013-01-01

The subject of this work is the development and implementation of algorithms which accelerate the simulation of early stage tumor growth models. Among the different computational approaches used for the simulation of tumor progression, discrete stochastic models (e.g., cellular automata) have been widely used to describe processes occurring at the cell and subcell scales (e.g., cell-cell interactions and signaling processes). To describe macroscopic characteristics (e.g., morphology) of growing tumors, large numbers of interacting cells must be simulated. However, the high computational demands of stochastic models make the simulation of large-scale systems impractical. Alternatively, continuum models, which can describe behavior at the tumor scale, often rely on phenomenological assumptions in place of rigorous upscaling of microscopic models. This limits their predictive power. In this work, we circumvent the derivation of closed macroscopic equations for the growing cancer cell populations; instead, we construct, based on the so-called “equation-free” framework, a computational superstructure, which wraps around the individual-based cell-level simulator and accelerates the computations required for the study of the long-time behavior of systems involving many interacting cells. The microscopic model, e.g., a cellular automaton, which simulates the evolution of cancer cell populations, is executed for relatively short time intervals, at the end of which coarse-scale information is obtained. These coarse variables evolve on slower time scales than each individual cell in the population, enabling the application of forward projection schemes, which extrapolate their values at later times. This technique is referred to as coarse projective integration. Increasing the ratio of projection times to microscopic simulator execution times enhances the computational savings. Crucial accuracy issues arising for growing tumors with radial symmetry are addressed by applying the coarse projective integration scheme in a cotraveling (cogrowing) frame. As a proof of principle, we demonstrate that the application of this scheme yields highly accurate solutions, while preserving the computational savings of coarse projective integration. PMID:22587128

Discrete Element Framework for Modelling Extracellular Matrix, Deformable Cells and Subcellular Components

PubMed Central

Gardiner, Bruce S.; Wong, Kelvin K. L.; Joldes, Grand R.; Rich, Addison J.; Tan, Chin Wee; Burgess, Antony W.; Smith, David W.

2015-01-01

This paper presents a framework for modelling biological tissues based on discrete particles. Cell components (e.g. cell membranes, cell cytoskeleton, cell nucleus) and extracellular matrix (e.g. collagen) are represented using collections of particles. Simple particle to particle interaction laws are used to simulate and control complex physical interaction types (e.g. cell-cell adhesion via cadherins, integrin basement membrane attachment, cytoskeletal mechanical properties). Particles may be given the capacity to change their properties and behaviours in response to changes in the cellular microenvironment (e.g., in response to cell-cell signalling or mechanical loadings). Each particle is in effect an ‘agent’, meaning that the agent can sense local environmental information and respond according to pre-determined or stochastic events. The behaviour of the proposed framework is exemplified through several biological problems of ongoing interest. These examples illustrate how the modelling framework allows enormous flexibility for representing the mechanical behaviour of different tissues, and we argue this is a more intuitive approach than perhaps offered by traditional continuum methods. Because of this flexibility, we believe the discrete modelling framework provides an avenue for biologists and bioengineers to explore the behaviour of tissue systems in a computational laboratory. PMID:26452000

Discrete Element Framework for Modelling Extracellular Matrix, Deformable Cells and Subcellular Components.

PubMed

Gardiner, Bruce S; Wong, Kelvin K L; Joldes, Grand R; Rich, Addison J; Tan, Chin Wee; Burgess, Antony W; Smith, David W

2015-10-01

This paper presents a framework for modelling biological tissues based on discrete particles. Cell components (e.g. cell membranes, cell cytoskeleton, cell nucleus) and extracellular matrix (e.g. collagen) are represented using collections of particles. Simple particle to particle interaction laws are used to simulate and control complex physical interaction types (e.g. cell-cell adhesion via cadherins, integrin basement membrane attachment, cytoskeletal mechanical properties). Particles may be given the capacity to change their properties and behaviours in response to changes in the cellular microenvironment (e.g., in response to cell-cell signalling or mechanical loadings). Each particle is in effect an 'agent', meaning that the agent can sense local environmental information and respond according to pre-determined or stochastic events. The behaviour of the proposed framework is exemplified through several biological problems of ongoing interest. These examples illustrate how the modelling framework allows enormous flexibility for representing the mechanical behaviour of different tissues, and we argue this is a more intuitive approach than perhaps offered by traditional continuum methods. Because of this flexibility, we believe the discrete modelling framework provides an avenue for biologists and bioengineers to explore the behaviour of tissue systems in a computational laboratory.

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

Stochastic Lanchester Air-to-Air Campaign Model: Model Description and Users Guides

DTIC Science & Technology

2009-01-01

STOCHASTIC LANCHESTER AIR-TO-AIR CAMPAIGN MODEL MODEL DESCRIPTION AND USERS GUIDES—2009 REPORT PA702T1 Rober t V. Hemm Jr. Dav id A . Lee...LMI © 2009. ALL RIGHTS RESERVED. Stochastic Lanchester Air-to-Air Campaign Model: Model Description and Users Guides—2009 PA702T1/JANUARY...2009 Executive Summary This report documents the latest version of the Stochastic Lanchester Air-to-Air Campaign Model (SLAACM), developed by LMI for

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

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Equivalent-Continuum Modeling of Nano-Structured Materials

NASA Technical Reports Server (NTRS)

Odegard, Gregory M.; Gates, Thomas S.; Nicholson, Lee M.; Wise, Kristopher E.

2001-01-01

A method has been developed for modeling structure-property relationships of nano-structured materials. This method serves as a link between computational chemistry and solid mechanics by substituting discrete molecular structures with an equivalent-continuum model. It has been shown that this substitution may be accomplished by equating the vibrational potential energy of a nano-structured material with the strain energy of representative truss and continuum models. As an important example with direct application to the development and characterization of single-walled carbon nanotubes, the model has been applied to determine the effective continuum geometry of a graphene sheet. A representative volume element of the equivalent-continuum model has been developed with an effective thickness. This effective thickness has been shown to be similar to, but slightly smaller than, the interatomic spacing of graphite.

Prediction of Size Effects in Notched Laminates Using Continuum Damage Mechanics

NASA Technical Reports Server (NTRS)

Camanho, D. P.; Maimi, P.; Davila, C. G.

2007-01-01

This paper examines the use of a continuum damage model to predict strength and size effects in notched carbon-epoxy laminates. The effects of size and the development of a fracture process zone before final failure are identified in an experimental program. The continuum damage model is described and the resulting predictions of size effects are compared with alternative approaches: the point stress and the inherent flaw models, the Linear-Elastic Fracture Mechanics approach, and the strength of materials approach. The results indicate that the continuum damage model is the most accurate technique to predict size effects in composites. Furthermore, the continuum damage model does not require any calibration and it is applicable to general geometries and boundary conditions.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

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

Effects of continuum breakdown on hypersonic aerothermodynamics for reacting flow

NASA Astrophysics Data System (ADS)

Holman, Timothy D.; Boyd, Iain D.

2011-02-01

This study investigates the effects of continuum breakdown on the surface aerothermodynamic properties (pressure, stress, and heat transfer rate) of a sphere in a Mach 25 flow of reacting air in regimes varying from continuum to a rarefied gas. Results are generated using both continuum [computational fluid dynamics (CFD)] and particle [direct simulation Monte Carlo (DSMC)] approaches. The DSMC method utilizes a chemistry model that calculates the backward rates from an equilibrium constant. A preferential dissociation model is modified in the CFD method to better compare with the vibrationally favored dissociation model that is utilized in the DSMC method. Tests of these models are performed to confirm their validity and to compare the chemistry models in both numerical methods. This study examines the effect of reacting air flow on continuum breakdown and the surface properties of the sphere. As the global Knudsen number increases, the amount of continuum breakdown in the flow and on the surface increases. This increase in continuum breakdown significantly affects the surface properties, causing an increase in the differences between CFD and DSMC. Explanations are provided for the trends observed.

Revisiting the continuum model of tendon pathology: what is its merit in clinical practice and research?

PubMed Central

Cook, J L; Rio, E; Purdam, C R; Docking, S I

2016-01-01

The pathogenesis of tendinopathy and the primary biological change in the tendon that precipitates pathology have generated several pathoaetiological models in the literature. The continuum model of tendon pathology, proposed in 2009, synthesised clinical and laboratory-based research to guide treatment choices for the clinical presentations of tendinopathy. While the continuum has been cited extensively in the literature, its clinical utility has yet to be fully elucidated. The continuum model proposed a model for staging tendinopathy based on the changes and distribution of disorganisation within the tendon. However, classifying tendinopathy based on structure in what is primarily a pain condition has been challenged. The interplay between structure, pain and function is not yet fully understood, which has partly contributed to the complex clinical picture of tendinopathy. Here we revisit and assess the merit of the continuum model in the context of new evidence. We (1) summarise new evidence in tendinopathy research in the context of the continuum, (2) discuss tendon pain and the relevance of a model based on structure and (3) describe relevant clinical elements (pain, function and structure) to begin to build a better understanding of the condition. Our goal is that the continuum model may help guide targeted treatments and improved patient outcomes. PMID:27127294

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

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

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

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.

Conceptual uncertainty in crystalline bedrock: Is simple evaluation the only practical approach?

USGS Publications Warehouse

Geier, J.; Voss, C.I.; Dverstorp, B.

2002-01-01

A simple evaluation can be used to characterize the capacity of crystalline bedrock to act as a barrier to release radionuclides from a nuclear waste repository. Physically plausible bounds on groundwater flow and an effective transport-resistance parameter are estimated based on fundamental principles and idealized models of pore geometry. Application to an intensively characterized site in Sweden shows that, due to high spatial variability and uncertainty regarding properties of transport paths, the uncertainty associated with the geological barrier is too high to allow meaningful discrimination between good and poor performance. Application of more complex (stochastic-continuum and discrete-fracture-network) models does not yield a significant improvement in the resolution of geological barrier performance. Comparison with seven other less intensively characterized crystalline study sites in Sweden leads to similar results, raising a question as to what extent the geological barrier function can be characterized by state-of-the art site investigation methods prior to repository construction. A simple evaluation provides a simple and robust practical approach for inclusion in performance assessment.

Conceptual uncertainty in crystalline bedrock: Is simple evaluation the only practical approach?

USGS Publications Warehouse

Geier, J.; Voss, C.I.; Dverstorp, B.

2002-01-01

A simple evaluation can be used to characterise the capacity of crystalline bedrock to act as a barrier to releases of radionuclides from a nuclear waste repository. Physically plausible bounds on groundwater flow and an effective transport-resistance parameter are estimated based on fundamental principles and idealised models of pore geometry. Application to an intensively characterised site in Sweden shows that, due to high spatial variability and uncertainty regarding properties of transport paths, the uncertainty associated with the geological barrier is too high to allow meaningful discrimination between good and poor performance. Application of more complex (stochastic-continuum and discrete-fracture-network) models does not yield a significant improvement in the resolution of geologic-barrier performance. Comparison with seven other less intensively characterised crystalline study sites in Sweden leads to similar results, raising a question as to what extent the geological barrier function can be characterised by state-of-the art site investigation methods prior to repository construction. A simple evaluation provides a simple and robust practical approach for inclusion in performance assessment.

Development of morphogen gradient: The role of dimension and discreteness

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

Teimouri, Hamid; Kolomeisky, Anatoly B.

2014-02-28

The fundamental processes of biological development are governed by multiple signaling molecules that create non-uniform concentration profiles known as morphogen gradients. It is widely believed that the establishment of morphogen gradients is a result of complex processes that involve diffusion and degradation of locally produced signaling molecules. We developed a multi-dimensional discrete-state stochastic approach for investigating the corresponding reaction-diffusion models. It provided a full analytical description for stationary profiles and for important dynamic properties such as local accumulation times, variances, and mean first-passage times. The role of discreteness in developing of morphogen gradients is analyzed by comparing with available continuummore » descriptions. It is found that the continuum models prediction about multiple time scales near the source region in two-dimensional and three-dimensional systems is not supported in our analysis. Using ideas that view the degradation process as an effective potential, the effect of dimensionality on establishment of morphogen gradients is also discussed. In addition, we investigated how these reaction-diffusion processes are modified with changing the size of the source region.« less

Persistence and extinction of a stochastic single-species model under regime switching in a polluted environment II.

PubMed

Liu, Meng; Wang, Ke

2010-12-07

This is a continuation of our paper [Liu, M., Wang, K., 2010. Persistence and extinction of a stochastic single-species model under regime switching in a polluted environment, J. Theor. Biol. 264, 934-944]. Taking both white noise and colored noise into account, a stochastic single-species model under regime switching in a polluted environment is studied. Sufficient conditions for extinction, stochastic nonpersistence in the mean, stochastic weak persistence and stochastic permanence are established. The threshold between stochastic weak persistence and extinction is obtained. The results show that a different type of noise has a different effect on the survival results. Copyright © 2010 Elsevier Ltd. All rights reserved.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

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

2015-10-15

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

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.

Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2017-03-01

In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

PubMed

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

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.

Improved ensemble-mean forecasting of ENSO events by a zero-mean stochastic error model of an intermediate coupled model

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

How to design a reliable ensemble prediction strategy with considering the major uncertainties of a forecasting system is a crucial issue for performing an ensemble forecast. In this study, a new stochastic perturbation technique is developed to improve the prediction skills of El Niño-Southern Oscillation (ENSO) through using an intermediate coupled model. We first estimate and analyze the model uncertainties from the ensemble Kalman filter analysis results through assimilating the observed sea surface temperatures. Then, based on the pre-analyzed properties of model errors, we develop a zero-mean stochastic model-error model to characterize the model uncertainties mainly induced by the missed physical processes of the original model (e.g., stochastic atmospheric forcing, extra-tropical effects, Indian Ocean Dipole). Finally, we perturb each member of an ensemble forecast at each step by the developed stochastic model-error model during the 12-month forecasting process, and add the zero-mean perturbations into the physical fields to mimic the presence of missing processes and high-frequency stochastic noises. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr hindcast experiments, which are initialized from the same initial conditions and differentiated by whether they consider the stochastic perturbations. The comparison results show that the stochastic perturbations have a significant effect on improving the ensemble-mean prediction skills during the entire 12-month forecasting process. This improvement occurs mainly because the nonlinear terms in the model can form a positive ensemble-mean from a series of zero-mean perturbations, which reduces the forecasting biases and then corrects the forecast through this nonlinear heating mechanism.

NASA Workshop on Distributed Parameter Modeling and Control of Flexible Aerospace Systems

NASA Technical Reports Server (NTRS)

Marks, Virginia B. (Compiler); Keckler, Claude R. (Compiler)

1994-01-01

Although significant advances have been made in modeling and controlling flexible systems, there remains a need for improvements in model accuracy and in control performance. The finite element models of flexible systems are unduly complex and are almost intractable to optimum parameter estimation for refinement using experimental data. Distributed parameter or continuum modeling offers some advantages and some challenges in both modeling and control. Continuum models often result in a significantly reduced number of model parameters, thereby enabling optimum parameter estimation. The dynamic equations of motion of continuum models provide the advantage of allowing the embedding of the control system dynamics, thus forming a complete set of system dynamics. There is also increased insight provided by the continuum model approach.

Simple rules for a "simple" nervous system? Molecular and biomathematical approaches to enteric nervous system formation and malformation.

PubMed

Newgreen, Donald F; Dufour, Sylvie; Howard, Marthe J; Landman, Kerry A

2013-10-01

We review morphogenesis of the enteric nervous system from migratory neural crest cells, and defects of this process such as Hirschsprung disease, centering on cell motility and assembly, and cell adhesion and extracellular matrix molecules, along with cell proliferation and growth factors. We then review continuum and agent-based (cellular automata) models with rules of cell movement and logistical proliferation. Both movement and proliferation at the individual cell level are modeled with stochastic components from which stereotyped outcomes emerge at the population level. These models reproduced the wave-like colonization of the intestine by enteric neural crest cells, and several new properties emerged, such as colonization by frontal expansion, which were later confirmed biologically. These models predict a surprising level of clonal heterogeneity both in terms of number and distribution of daughter cells. Biologically, migrating cells form stable chains made up of unstable cells, but this is not seen in the initial model. We outline additional rules for cell differentiation into neurons, axon extension, cell-axon and cell-cell adhesions, chemotaxis and repulsion which can reproduce chain migration. After the migration stage, the cells re-arrange as a network of ganglia. Changes in cell adhesion molecules parallel this, and we describe additional rules based on Steinberg's Differential Adhesion Hypothesis, reflecting changing levels of adhesion in neural crest cells and neurons. This was able to reproduce enteric ganglionation in a model. Mouse mutants with disturbances of enteric nervous system morphogenesis are discussed, and these suggest future refinement of the models. The modeling suggests a relatively simple set of cell behavioral rules could account for complex patterns of morphogenesis. The model has allowed the proposal that Hirschsprung disease is mostly an enteric neural crest cell proliferation defect, not a defect of cell migration. In addition, the model suggests an explanations for zonal and skip segment variants of Hirschsprung disease, and also gives a novel stochastic explanation for the observed discordancy of Hirschsprung disease in identical twins. © 2013 Elsevier Inc. All rights reserved.

Nucleation and growth kinetics for intercalated islands during deposition on layered materials with isolated pointlike surface defects

DOE PAGES

Han, Yong; Lii-Rosales, A.; Zhou, Y.; ...

2017-10-13

Theory and stochastic lattice-gas modeling is developed for the formation of intercalated metal islands in the gallery between the top layer and the underlying layer at the surface of layered materials. Our model for this process involves deposition of atoms, some fraction of which then enter the gallery through well-separated pointlike defects in the top layer. Subsequently, these atoms diffuse within the subsurface gallery leading to nucleation and growth of intercalated islands nearby the defect point source. For the case of a single point defect, continuum diffusion equation analysis provides insight into the nucleation kinetics. However, complementary tailored lattice-gas modelingmore » produces a more comprehensive and quantitative characterization. We analyze the large spread in nucleation times and positions relative to the defect for the first nucleated island. We also consider the formation of subsequent islands and the evolution of island growth shapes. The shapes reflect in part our natural adoption of a hexagonal close-packed island structure. As a result, motivation and support for the model is provided by scanning tunneling microscopy observations of the formation of intercalated metal islands in highly-ordered pyrolytic graphite at higher temperatures.« less

Effects of stochastic sodium channels on extracellular excitation of myelinated nerve fibers.

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

The effects of the stochastic gating properties of sodium channels on the extracellular excitation properties of mammalian nerve fibers was determined by computer simulation. To reduce computation time, a hybrid multicompartment cable model including five central nodes of Ranvier containing stochastic sodium channels and 16 flanking nodes containing detenninistic membrane dynamics was developed. The excitation properties of the hybrid cable model were comparable with those of a full stochastic cable model including 21 nodes of Ranvier containing stochastic sodium channels, indicating the validity of the hybrid cable model. The hybrid cable model was used to investigate whether or not the excitation properties of extracellularly activated fibers were influenced by the stochastic gating of sodium channels, including spike latencies, strength-duration (SD), current-distance (IX), and recruitment properties. The stochastic properties of the sodium channels in the hybrid cable model had the greatest impact when considering the temporal dynamics of nerve fibers, i.e., a large variability in latencies, while they did not influence the SD, IX, or recruitment properties as compared with those of the conventional deterministic cable model. These findings suggest that inclusion of stochastic nodes is not important for model-based design of stimulus waveforms for activation of motor nerve fibers. However, in cases where temporal fine structure is important, for example in sensory neural prostheses in the auditory and visual systems, the stochastic properties of the sodium channels may play a key role in the design of stimulus waveforms.

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

2009-06-15

Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

Analysis of a novel stochastic SIRS epidemic model with two different saturated incidence rates

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

This paper presents a stochastic SIRS epidemic model with two different nonlinear incidence rates and double epidemic asymmetrical hypothesis, and we devote to develop a mathematical method to obtain the threshold of the stochastic epidemic model. We firstly investigate the boundness and extinction of the stochastic system. Furthermore, we use Ito's formula, the comparison theorem and some new inequalities techniques of stochastic differential systems to discuss persistence in mean of two diseases on three cases. The results indicate that stochastic fluctuations can suppress the disease outbreak. Finally, numerical simulations about different noise disturbance coefficients are carried out to illustrate the obtained theoretical results.

The significance of turbulent flow representation in single-continuum models

USGS Publications Warehouse

Reimann, T.; Rehrl, C.; Shoemaker, W.B.; Geyer, T.; Birk, S.

2011-01-01

Karst aquifers exhibit highly conductive features caused from rock dissolution processes. Flow within these structures can become turbulent and therefore can be expressed by nonlinear gradient functions. One way to account for these effects is by coupling a continuum model with a conduit network. Alternatively, turbulent flow can be considered by adapting the hydraulic conductivity within the continuum model. Consequently, the significance of turbulent flow on the dynamic behavior of karst springs is investigated by an enhanced single-continuum model that results in conduit-type flow in continuum cells (CTFC). The single-continuum approach CTFC represents laminar and turbulent flow as well as more complex hybrid models that require additional programming and numerical efforts. A parameter study is conducted to investigate the effects of turbulent flow on the response of karst springs to recharge events using the new CTFC approach, existing hybrid models, and MODFLOW-2005. Results reflect the importance of representing (1) turbulent flow in karst conduits and (2) the exchange between conduits and continuum cells. More specifically, laminar models overestimate maximum spring discharge and underestimate hydraulic gradients within the conduit. It follows that aquifer properties inferred from spring hydrographs are potentially impaired by ignoring flow effects due to turbulence. The exchange factor used for hybrid models is necessary to account for the scale dependency between hydraulic properties of the matrix continuum and conduits. This functionality, which is not included in CTFC, can be mimicked by appropriate use of the Horizontal Flow Barrier package for MODFLOW. Copyright 2011 by the American Geophysical Union.

Mesoscopic model for filament orientation in growing actin networks: the role of obstacle geometry

NASA Astrophysics Data System (ADS)

Weichsel, Julian; Schwarz, Ulrich S.

2013-03-01

Propulsion by growing actin networks is a universal mechanism used in many different biological systems, ranging from the sheet-like lamellipodium of crawling animal cells to the actin comet tails induced by certain bacteria and viruses in order to move within their host cells. Although the core molecular machinery for actin network growth is well preserved in all of these cases, the geometry of the propelled obstacle varies considerably. During recent years, filament orientation distribution has emerged as an important observable characterizing the structure and dynamical state of the growing network. Here we derive several continuum equations for the orientation distribution of filaments growing behind stiff obstacles of various shapes and validate the predicted steady state orientation patterns by stochastic computer simulations based on discrete filaments. We use an ordinary differential equation approach to demonstrate that for flat obstacles of finite size, two fundamentally different orientation patterns peaked at either ±35° or +70°/0°/ - 70° exhibit mutually exclusive stability, in agreement with earlier results for flat obstacles of very large lateral extension. We calculate and validate phase diagrams as a function of model parameters and show how this approach can be extended to obstacles with piecewise straight contours. For curved obstacles, we arrive at a partial differential equation in the continuum limit, which again is in good agreement with the computer simulations. In all cases, we can identify the same two fundamentally different orientation patterns, but only within an appropriate reference frame, which is adjusted to the local orientation of the obstacle contour. Our results suggest that two fundamentally different network architectures compete with each other in growing actin networks, irrespective of obstacle geometry, and clarify how simulated and electron tomography data have to be analyzed for non-flat obstacle geometries.

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

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

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

Application of Mortar Coupling in Multiscale Modelling of Coupled Flow, Transport, and Biofilm Growth in Porous Media

NASA Astrophysics Data System (ADS)

Laleian, A.; Valocchi, A. J.; Werth, C. J.

2017-12-01

Multiscale models of reactive transport in porous media are capable of capturing complex pore-scale processes while leveraging the efficiency of continuum-scale models. In particular, porosity changes caused by biofilm development yield complex feedbacks between transport and reaction that are difficult to quantify at the continuum scale. Pore-scale models, needed to accurately resolve these dynamics, are often impractical for applications due to their computational cost. To address this challenge, we are developing a multiscale model of biofilm growth in which non-overlapping regions at pore and continuum spatial scales are coupled with a mortar method providing continuity at interfaces. We explore two decompositions of coupled pore-scale and continuum-scale regions to study biofilm growth in a transverse mixing zone. In the first decomposition, all reaction is confined to a pore-scale region extending the transverse mixing zone length. Only solute transport occurs in the surrounding continuum-scale regions. Relative to a fully pore-scale result, we find the multiscale model with this decomposition has a reduced run time and consistent result in terms of biofilm growth and solute utilization. In the second decomposition, reaction occurs in both an up-gradient pore-scale region and a down-gradient continuum-scale region. To quantify clogging, the continuum-scale model implements empirical relations between porosity and continuum-scale parameters, such as permeability and the transverse dispersion coefficient. Solutes are sufficiently mixed at the end of the pore-scale region, such that the initial reaction rate is accurately computed using averaged concentrations in the continuum-scale region. Relative to a fully pore-scale result, we find accuracy of biomass growth in the multiscale model with this decomposition improves as the interface between pore-scale and continuum-scale regions moves downgradient where transverse mixing is more fully developed. Also, this decomposition poses additional challenges with respect to mortar coupling. We explore these challenges and potential solutions. While recent work has demonstrated growing interest in multiscale models, further development is needed for their application to field-scale subsurface contaminant transport and remediation.

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

2017-06-01

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

A stochastic multi-strain SIS epidemic model is formulated by introducing Lévy noise into the disease transmission rate of each strain. First, we prove that the stochastic model admits a unique global positive solution, and, by the comparison theorem, we show that the solution remains within a positively invariant set almost surely. Next we investigate stochastic stability of the disease-free equilibrium, including stability in probability and pth moment asymptotic stability. Then sufficient conditions for persistence in the mean of the disease are established. Finally, based on an Euler scheme for Lévy-driven stochastic differential equations, numerical simulations for a stochastic two-strain model are carried out to verify the theoretical results. Moreover, numerical comparison results of the stochastic two-strain model and the deterministic version are also given. Lévy noise can cause the two strains to become extinct almost surely, even though there is a dominant strain that persists in the deterministic model. It can be concluded that the introduction of Lévy noise reduces the disease extinction threshold, which indicates that Lévy noise may suppress the disease outbreak.

Stochastic dynamics of melt ponds and sea ice-albedo climate feedback

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

Evolution of melt ponds on the Arctic sea surface is a complicated stochastic process. We suggest a low-order model with ice-albedo feedback which describes stochastic dynamics of melt ponds geometrical characteristics. The model is a stochastic dynamical system model of energy balance in the climate system. We describe the equilibria in this model. We conclude the transition in fractal dimension of melt ponds affects the shape of the sea ice albedo curve.

Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

NSWC-PCD has made considerable improvements to their pedestrian flow modeling . In addition to the linear paths, the 2011 version now includes...using stochastic paths. 2.2 Linear Paths vs. Stochastic Paths 2.2.1 Linear Paths and Direct Maximum Pd Calculation Modeling pedestrian traffic flow...as a stochastic process begins with the linear path model . Let the detec- tion area be R x C voxels. This creates C 2 total linear paths, path(Cs

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

PubMed

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

2016-12-01

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

Coupling discrete and continuum concentration particle models for multiscale and hybrid molecular-continuum simulations

NASA Astrophysics Data System (ADS)

Petsev, Nikolai D.; Leal, L. Gary; Shell, M. Scott

2017-12-01

Hybrid molecular-continuum simulation techniques afford a number of advantages for problems in the rapidly burgeoning area of nanoscale engineering and technology, though they are typically quite complex to implement and limited to single-component fluid systems. We describe an approach for modeling multicomponent hydrodynamic problems spanning multiple length scales when using particle-based descriptions for both the finely resolved (e.g., molecular dynamics) and coarse-grained (e.g., continuum) subregions within an overall simulation domain. This technique is based on the multiscale methodology previously developed for mesoscale binary fluids [N. D. Petsev, L. G. Leal, and M. S. Shell, J. Chem. Phys. 144, 084115 (2016)], simulated using a particle-based continuum method known as smoothed dissipative particle dynamics. An important application of this approach is the ability to perform coupled molecular dynamics (MD) and continuum modeling of molecularly miscible binary mixtures. In order to validate this technique, we investigate multicomponent hybrid MD-continuum simulations at equilibrium, as well as non-equilibrium cases featuring concentration gradients.

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

PubMed

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

2015-11-23

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

Effects of thermal noise on the transitional dynamics of an inextensible elastic filament in stagnation flow.

PubMed

Deng, Mingge; Grinberg, Leopold; Caswell, Bruce; Karniadakis, George Em

2015-06-28

We investigate the dynamics of a single inextensible elastic filament subject to anisotropic friction in a viscous stagnation-point flow, by employing both a continuum model represented by Langevin type stochastic partial differential equations (SPDEs) and a dissipative particle dynamics (DPD) method. Unlike previous works, the filament is free to rotate and the tension along the filament is determined by the local inextensible constraint. The kinematics of the filament is recorded and studied with normal modes analysis. The results show that the filament displays an instability induced by negative tension, which is analogous to Euler buckling of a beam. Symmetry breaking of normal modes dynamics and stretch-coil transitions are observed above the threshold of the buckling instability point. Furthermore, both temporal and spatial noise are amplified resulting from the interaction of thermal fluctuations and nonlinear filament dynamics. Specifically, the spatial noise is amplified with even normal modes being excited due to symmetry breaking, while the temporal noise is amplified with increasing time correlation length and variance.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

This paper presents the definition, solution and validation of a stochastic model of the budding yeast cell cycle, based on Stochastic Petri Nets (SPN). A specific family of SPNs is selected for building a stochastic version of a well-established deterministic model. We describe the procedure followed in defining the SPN model from the deterministic ODE model, a procedure that can be largely automated. The validation of the SPN model is conducted with respect to both the results provided by the deterministic one and the experimental results available from literature. The SPN model catches the behavior of the wild type budding yeast cells and a variety of mutants. We show that the stochastic model matches some characteristics of budding yeast cells that cannot be found with the deterministic model. The SPN model fine-tunes the simulation results, enriching the breadth and the quality of its outcome.

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.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

Study on individual stochastic model of GNSS observations for precise kinematic applications

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Applicability of the Continuum-Shell Theories to the Mechanics of Carbon Nanotubes

NASA Technical Reports Server (NTRS)

Harik, V. M.; Gates, T. S.; Nemeth, M. P.

2002-01-01

Validity of the assumptions relating the applicability of continuum shell theories to the global mechanical behavior of carbon nanotubes is examined. The present study focuses on providing a basis that can be used to qualitatively assess the appropriateness of continuum-shell models for nanotubes. To address the effect of nanotube structure on their deformation, all nanotube geometries are divided into four major classes that require distinct models. Criteria for the applicability of continuum models are presented. The key parameters that control the buckling strains and deformation modes of these classes of nanotubes are determined. In an analogy with continuum mechanics, mechanical laws of geometric similitude are presented. A parametric map is constructed for a variety of nanotube geometries as a guide for the applicability of different models. The continuum assumptions made in representing a nanotube as a homogeneous thin shell are analyzed to identify possible limitations of applying shell theories and using their bifurcation-buckling equations at the nano-scale.

Some Stochastic-Duel Models of Combat.

DTIC Science & Technology

1983-03-01

AD-R127 879 SOME STOCHASTIC- DUEL MODELS OF CONBAT(U) NAVAL - / POSTGRADUATE SCHOOL MONTEREY CA J S CHOE MAR 83 UNCLASSiIED FC1/Ehhh1; F/ 12/ ,iE...SCHOOL Monterey, California DTIC ELECTE :MAY 10 1983 "T !H ES IS SOME STOCHASTIC- DUEL MODELS OF COMBAT by Jum Soo Choe March 1983 Thesis Advisor: J. G...TYPE OF RETORT a PERIOD COVIOCe Master’s Thesis Some Stochastic- Duel Models of Combat March 1983 S. PERFORINGi *no. 44POOi umet 7. AUTHORW.) a

Considerations for the Development of a Substance-Related Care and Prevention Continuum Model

PubMed Central

Perlman, David C.; Jordan, Ashly E.

2017-01-01

There are significant gaps in the identification and engagement in care and prevention services of people who use illicit substances. Care continuum models have proven to be useful tools in the evaluation of care for HIV and other conditions; numerous issues in substance-related care and prevention resemble those identified in other continua models. Systems of care for substance misuse and substance use disorders (SUDs) can be viewed as consisting of a prevention and care continuum, reflecting incidence and prevalence of substance misuse and SUDs, screening and identification, medical and psychosocial evaluation for treatment, engagement in evidence-based treatment, treatment retention, relapse prevention, timeliness of step completion, and measures of overall and substance use-related specific morbidity and mortality. Care and prevention continuum models could potentially be applied at program, local, regional, state, and national levels. We discuss important lessons that can be drawn from applications of continuum models in other fields. The development and use of a substance-related care and prevention continuum may yield significant patient care, program evaluation and improvement, and population-level benefits. PMID:28770195

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

A spatial stochastic programming model for timber and core area management under risk of stand-replacing fire

Treesearch

Dung Tuan Nguyen

2012-01-01

Forest harvest scheduling has been modeled using deterministic and stochastic programming models. Past models seldom address explicit spatial forest management concerns under the influence of natural disturbances. In this research study, we employ multistage full recourse stochastic programming models to explore the challenges and advantages of building spatial...

A spatial stochastic programming model for timber and core area management under risk of fires

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

Previous stochastic models in harvest scheduling seldom address explicit spatial management concerns under the influence of natural disturbances. We employ multistage stochastic programming models to explore the challenges and advantages of building spatial optimization models that account for the influences of random stand-replacing fires. Our exploratory test models...

Numerical modeling of flow and transport in the far-field of a generic nuclear waste repository in fractured crystalline rock using updated fracture continuum model

NASA Astrophysics Data System (ADS)

Hadgu, T.; Kalinina, E.; Klise, K. A.; Wang, Y.

2016-12-01

Disposal of high-level radioactive waste in a deep geological repository in crystalline host rock is one of the potential options for long term isolation. Characterization of the natural barrier system is an important component of the disposal option. In this study we present numerical modeling of flow and transport in fractured crystalline rock using an updated fracture continuum model (FCM). The FCM is a stochastic method that maps the permeability of discrete fractures onto a regular grid. The original method by McKenna and Reeves (2005) has been updated to provide capabilities that enhance representation of fractured rock. As reported in Hadgu et al. (2015) the method was first modified to include fully three-dimensional representations of anisotropic permeability, multiple independent fracture sets, and arbitrary fracture dips and orientations, and spatial correlation. More recently the FCM has been extended to include three different methods. (1) The Sequential Gaussian Simulation (SGSIM) method uses spatial correlation to generate fractures and define their properties for FCM (2) The ELLIPSIM method randomly generates a specified number of ellipses with properties defined by probability distributions. Each ellipse represents a single fracture. (3) Direct conversion of discrete fracture network (DFN) output. Test simulations were conducted to simulate flow and transport using ELLIPSIM and direct conversion of DFN methods. The simulations used a 1 km x 1km x 1km model domain and a structured with grid block of size of 10 m x 10m x 10m, resulting in a total of 106 grid blocks. Distributions of fracture parameters were used to generate a selected number of realizations. For each realization, the different methods were applied to generate representative permeability fields. The PFLOTRAN (Hammond et al., 2014) code was used to simulate flow and transport in the domain. Simulation results and analysis are presented. The results indicate that the FCM approach is a viable method to model fractured crystalline rocks. The FCM is a computationally efficient way to generate realistic representation of complex fracture systems. This approach is of interest for nuclear waste disposal models applied over large domains. SAND2016-7509 A

Realistic Gamow shell model for resonance and continuum in atomic nuclei

NASA Astrophysics Data System (ADS)

Xu, F. R.; Sun, Z. H.; Wu, Q.; Hu, B. S.; Dai, S. J.

2018-02-01

The Gamow shell model can describe resonance and continuum for atomic nuclei. The model is established in the complex-moment (complex-k) plane of the Berggren coordinates in which bound, resonant and continuum states are treated on equal footing self-consistently. In the present work, the realistic nuclear force, CD Bonn, has been used. We have developed the full \\hat{Q}-box folded-diagram method to derive the realistic effective interaction in the model space which is nondegenerate and contains resonance and continuum channels. The CD-Bonn potential is renormalized using the V low-k method. With choosing 16O as the inert core, we have applied the Gamow shell model to oxygen isotopes.

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

PubMed Central

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

2016-01-01

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

Hybrid plasma modeling.

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

Hopkins, Matthew Morgan; DeChant, Lawrence Justin.; Piekos, Edward Stanley

2009-02-01

This report summarizes the work completed during FY2007 and FY2008 for the LDRD project ''Hybrid Plasma Modeling''. The goal of this project was to develop hybrid methods to model plasmas across the non-continuum-to-continuum collisionality spectrum. The primary methodology to span these regimes was to couple a kinetic method (e.g., Particle-In-Cell) in the non-continuum regions to a continuum PDE-based method (e.g., finite differences) in continuum regions. The interface between the two would be adjusted dynamically ased on statistical sampling of the kinetic results. Although originally a three-year project, it became clear during the second year (FY2008) that there were not sufficientmore » resources to complete the project and it was terminated mid-year.« less

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

Discrete-to-continuum modelling of weakly interacting incommensurate two-dimensional lattices.

PubMed

Español, Malena I; Golovaty, Dmitry; Wilber, J Patrick

2018-01-01

In this paper, we derive a continuum variational model for a two-dimensional deformable lattice of atoms interacting with a two-dimensional rigid lattice. The starting point is a discrete atomistic model for the two lattices which are assumed to have slightly different lattice parameters and, possibly, a small relative rotation. This is a prototypical example of a three-dimensional system consisting of a graphene sheet suspended over a substrate. We use a discrete-to-continuum procedure to obtain the continuum model which recovers both qualitatively and quantitatively the behaviour observed in the corresponding discrete model. The continuum model predicts that the deformable lattice develops a network of domain walls characterized by large shearing, stretching and bending deformation that accommodates the misalignment and/or mismatch between the deformable and rigid lattices. Two integer-valued parameters, which can be identified with the components of a Burgers vector, describe the mismatch between the lattices and determine the geometry and the details of the deformation associated with the domain walls.

Persistence and extinction of a stochastic single-specie model under regime switching in a polluted environment.

PubMed

Liu, Meng; Wang, Ke

2010-06-07

A new single-species model disturbed by both white noise and colored noise in a polluted environment is developed and analyzed. Sufficient criteria for extinction, stochastic nonpersistence in the mean, stochastic weak persistence in the mean, stochastic strong persistence in the mean and stochastic permanence of the species are established. The threshold between stochastic weak persistence in the mean and extinction is obtained. The results show that both white and colored environmental noises have sufficient effect to the survival results. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Model selection for integrated pest management with stochasticity.

PubMed

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

Applications of Artificial Neural Networks in Structural Engineering with Emphasis on Continuum Models

NASA Technical Reports Server (NTRS)

Kapania, Rakesh K.; Liu, Youhua

1998-01-01

The use of continuum models for the analysis of discrete built-up complex aerospace structures is an attractive idea especially at the conceptual and preliminary design stages. But the diversity of available continuum models and hard-to-use qualities of these models have prevented them from finding wide applications. In this regard, Artificial Neural Networks (ANN or NN) may have a great potential as these networks are universal approximators that can realize any continuous mapping, and can provide general mechanisms for building models from data whose input-output relationship can be highly nonlinear. The ultimate aim of the present work is to be able to build high fidelity continuum models for complex aerospace structures using the ANN. As a first step, the concepts and features of ANN are familiarized through the MATLAB NN Toolbox by simulating some representative mapping examples, including some problems in structural engineering. Then some further aspects and lessons learned about the NN training are discussed, including the performances of Feed-Forward and Radial Basis Function NN when dealing with noise-polluted data and the technique of cross-validation. Finally, as an example of using NN in continuum models, a lattice structure with repeating cells is represented by a continuum beam whose properties are provided by neural networks.

Analysis of novel stochastic switched SILI epidemic models with continuous and impulsive control

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

In this paper, we establish two new stochastic switched epidemic models with continuous and impulsive control. The stochastic perturbations are considered for the natural death rate in each equation of the models. Firstly, a stochastic switched SILI model with continuous control schemes is investigated. By using Lyapunov-Razumikhin method, the sufficient conditions for extinction in mean are established. Our result shows that the disease could be die out theoretically if threshold value R is less than one, regardless of whether the disease-free solutions of the corresponding subsystems are stable or unstable. Then, a stochastic switched SILI model with continuous control schemes and pulse vaccination is studied. The threshold value R is derived. The global attractivity of the model is also obtained. At last, numerical simulations are carried out to support our results.

Stochastic and deterministic models for agricultural production networks.

PubMed

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

2007-07-01

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

From Complex to Simple: Interdisciplinary Stochastic Models

ERIC Educational Resources Information Center

Mazilu, D. A.; Zamora, G.; Mazilu, I.

2012-01-01

We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions…

One-Week Module on Stochastic Groundwater Modeling

ERIC Educational Resources Information Center

Mays, David C.

2010-01-01

This article describes a one-week introduction to stochastic groundwater modeling, intended for the end of a first course on groundwater hydrology, or the beginning of a second course on stochastic hydrogeology or groundwater modeling. The motivation for this work is to strengthen groundwater education, which has been identified among the factors…

Nonlinear modeling of crystal system transition of black phosphorus using continuum-DFT model.

PubMed

Setoodeh, A R; Farahmand, H

2018-01-24

In this paper, the nonlinear behavior of black phosphorus crystals is investigated in tandem with dispersion-corrected density functional theory (DFT-D) analysis under uniaxial loadings. From the identified anisotropic behavior of black phosphorus due to its morphological anisotropy, a hyperelastic anisotropic (HA) model named continuum-DFT is established to predict the nonlinear behavior of the material. In this respect, uniaxial Cauchy stresses are employed on both the DFT-D and HA models along the zig-zag and armchair directions. Simultaneously, the transition of the crystal system is recognized at about 4.5 GPa of the applied uniaxial tensile stress along the zig-zag direction on the DFT-D simulation in the nonlinear region. In order to develop the nonlinear continuum model, unknown constants are surveyed with the optimized least square technique. In this regard, the continuum model is obtained to reproduce the Cauchy stress-stretch and density of strain-stretch results of the DFT-D simulation. Consequently, the modified HA model is introduced to characterize the nonlinear behavior of black phosphorus along the zig-zag direction. More importantly, the specific transition of the crystal system is successfully predicted in the new modified continuum-DFT model. The results reveal that the multiscale continuum-DFT model is well defined to replicate the nonlinear behavior of black phosphorus along the zig-zag and armchair directions.

A Stochastic Tick-Borne Disease Model: Exploring the Probability of Pathogen Persistence.

PubMed

Maliyoni, Milliward; Chirove, Faraimunashe; Gaff, Holly D; Govinder, Keshlan S

2017-09-01

We formulate and analyse a stochastic epidemic model for the transmission dynamics of a tick-borne disease in a single population using a continuous-time Markov chain approach. The stochastic model is based on an existing deterministic metapopulation tick-borne disease model. We compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in tick-borne disease dynamics. The probability of disease extinction and that of a major outbreak are computed and approximated using the multitype Galton-Watson branching process and numerical simulations, respectively. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that a disease outbreak is more likely if the disease is introduced by infected deer as opposed to infected ticks. These insights demonstrate the importance of host movement in the expansion of tick-borne diseases into new geographic areas.

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

Over half a century ago, the Harvard Water Program introduced the field of operational or synthetic hydrology providing stochastic streamflow models (SSMs), which could generate ensembles of synthetic streamflow traces useful for hydrologic risk management. The application of SSMs, based on streamflow observations alone, revolutionized water resources planning activities, yet has fallen out of favor due, in part, to their inability to account for the now nearly ubiquitous anthropogenic influences on streamflow. This commentary advances the modern equivalent of SSMs, termed `stochastic watershed models' (SWMs) useful as input to nearly all modern risk based water resource decision making approaches. SWMs are deterministic watershed models implemented using stochastic meteorological series, model parameters and model errors, to generate ensembles of streamflow traces that represent the variability in possible future streamflows. SWMs combine deterministic watershed models, which are ideally suited to accounting for anthropogenic influences, with recent developments in uncertainty analysis and principles of stochastic simulation

Coupling discrete and continuum concentration particle models for multiscale and hybrid molecular-continuum simulations

DOE PAGES

Petsev, Nikolai Dimitrov; Leal, L. Gary; Shell, M. Scott

2017-12-21

Hybrid molecular-continuum simulation techniques afford a number of advantages for problems in the rapidly burgeoning area of nanoscale engineering and technology, though they are typically quite complex to implement and limited to single-component fluid systems. We describe an approach for modeling multicomponent hydrodynamic problems spanning multiple length scales when using particle-based descriptions for both the finely-resolved (e.g. molecular dynamics) and coarse-grained (e.g. continuum) subregions within an overall simulation domain. This technique is based on the multiscale methodology previously developed for mesoscale binary fluids [N. D. Petsev, L. G. Leal, and M. S. Shell, J. Chem. Phys. 144, 84115 (2016)], simulatedmore » using a particle-based continuum method known as smoothed dissipative particle dynamics (SDPD). An important application of this approach is the ability to perform coupled molecular dynamics (MD) and continuum modeling of molecularly miscible binary mixtures. In order to validate this technique, we investigate multicomponent hybrid MD-continuum simulations at equilibrium, as well as non-equilibrium cases featuring concentration gradients.« less

Coupling discrete and continuum concentration particle models for multiscale and hybrid molecular-continuum simulations

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

Petsev, Nikolai Dimitrov; Leal, L. Gary; Shell, M. Scott

Hybrid molecular-continuum simulation techniques afford a number of advantages for problems in the rapidly burgeoning area of nanoscale engineering and technology, though they are typically quite complex to implement and limited to single-component fluid systems. We describe an approach for modeling multicomponent hydrodynamic problems spanning multiple length scales when using particle-based descriptions for both the finely-resolved (e.g. molecular dynamics) and coarse-grained (e.g. continuum) subregions within an overall simulation domain. This technique is based on the multiscale methodology previously developed for mesoscale binary fluids [N. D. Petsev, L. G. Leal, and M. S. Shell, J. Chem. Phys. 144, 84115 (2016)], simulatedmore » using a particle-based continuum method known as smoothed dissipative particle dynamics (SDPD). An important application of this approach is the ability to perform coupled molecular dynamics (MD) and continuum modeling of molecularly miscible binary mixtures. In order to validate this technique, we investigate multicomponent hybrid MD-continuum simulations at equilibrium, as well as non-equilibrium cases featuring concentration gradients.« less

On the origin of the water vapor continuum absorption within rotational and fundamental vibrational bands

NASA Astrophysics Data System (ADS)

Serov, E. A.; Odintsova, T. A.; Tretyakov, M. Yu.; Semenov, V. E.

2017-05-01

Analysis of the continuum absorption in water vapor at room temperature within the purely rotational and fundamental ro-vibrational bands shows that a significant part (up to a half) of the observed absorption cannot be explained within the framework of the existing concepts of the continuum. Neither of the two most prominent mechanisms of continuum originating, namely, the far wings of monomer lines and the dimers, cannot reproduce the currently available experimental data adequately. We propose a new approach to developing a physically based model of the continuum. It is demonstrated that water dimers and wings of monomer lines may contribute equally to the continuum within the bands, and their contribution should be taken into account in the continuum model. We propose a physical mechanism giving missing justification for the super-Lorentzian behavior of the intermediate line wing. The qualitative validation of the proposed approach is given on the basis of a simple empirical model. The obtained results are directly indicative of the necessity to reconsider the existing line wing theory and can guide this consideration.

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

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to the social sciences, yet they are notoriously difficult to simulate and calibrate to observational data. Here we use ideas from statistical physics and machine learning to provide a solution to the inverse problem of learning a stochastic reaction-diffusion process from data. Our solution relies on a non-trivial connection between stochastic reaction-diffusion processes and spatio-temporal Cox processes, a well-studied class of models from computational statistics. This connection leads to an efficient and flexible algorithm for parameter inference and model selection. Our approach shows excellent accuracy on numeric and real data examples from systems biology and epidemiology. Our work provides both insights into spatio-temporal stochastic systems, and a practical solution to a long-standing problem in computational modelling.

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.

A continuum theory for multicomponent chromatography modeling.

PubMed

Pfister, David; Morbidelli, Massimo; Nicoud, Roger-Marc

2016-05-13

A continuum theory is proposed for modeling multicomponent chromatographic systems under linear conditions. The model is based on the description of complex mixtures, possibly involving tens or hundreds of solutes, by a continuum. The present approach is shown to be very efficient when dealing with a large number of similar components presenting close elution behaviors and whose individual analytical characterization is impossible. Moreover, approximating complex mixtures by continuous distributions of solutes reduces the required number of model parameters to the few ones specific to the characterization of the selected continuous distributions. Therefore, in the frame of the continuum theory, the simulation of large multicomponent systems gets simplified and the computational effectiveness of the chromatographic model is thus dramatically improved. Copyright © 2016 Elsevier B.V. All rights reserved.

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.

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

Du, Qiang

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

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-10-01

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

Hybrid approaches for multiple-species stochastic reaction-diffusion models.

PubMed

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K; Byrne, Helen

2015-10-15

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. PMID:26478601

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Cell survival fraction estimation based on the probability densities of domain and cell nucleus specific energies using improved microdosimetric kinetic models.

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

Estimation of the survival fractions of cells irradiated with various particles over a wide linear energy transfer (LET) range is of great importance in the treatment planning of charged-particle therapy. Two computational models were developed for estimating survival fractions based on the concept of the microdosimetric kinetic model. They were designated as the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models. The former model takes into account the stochastic natures of both domain and cell nucleus specific energies, whereas the latter model represents the stochastic nature of domain specific energy by its approximated mean value and variance to reduce the computational time. The probability densities of the domain and cell nucleus specific energies are the fundamental quantities for expressing survival fractions in these models. These densities are calculated using the microdosimetric and LET-estimator functions implemented in the Particle and Heavy Ion Transport code System (PHITS) in combination with the convolution or database method. Both the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models can reproduce the measured survival fractions for high-LET and high-dose irradiations, whereas a previously proposed microdosimetric kinetic model predicts lower values for these fractions, mainly due to intrinsic ignorance of the stochastic nature of cell nucleus specific energies in the calculation. The models we developed should contribute to a better understanding of the mechanism of cell inactivation, as well as improve the accuracy of treatment planning of charged-particle therapy.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

A CONTINUUM HARD-SPHERE MODEL OF PROTEIN ADSORPTION

PubMed Central

Finch, Craig; Clarke, Thomas; Hickman, James J.

2012-01-01

Protein adsorption plays a significant role in biological phenomena such as cell-surface interactions and the coagulation of blood. Two-dimensional random sequential adsorption (RSA) models are widely used to model the adsorption of proteins on solid surfaces. Continuum equations have been developed so that the results of RSA simulations can be used to predict the kinetics of adsorption. Recently, Brownian dynamics simulations have become popular for modeling protein adsorption. In this work a continuum model was developed to allow the results from a Brownian dynamics simulation to be used as the boundary condition in a computational fluid dynamics (CFD) simulation. Brownian dynamics simulations were used to model the diffusive transport of hard-sphere particles in a liquid and the adsorption of the particles onto a solid surface. The configuration of the adsorbed particles was analyzed to quantify the chemical potential near the surface, which was found to be a function of the distance from the surface and the fractional surface coverage. The near-surface chemical potential was used to derive a continuum model of adsorption that incorporates the results from the Brownian dynamics simulations. The equations of the continuum model were discretized and coupled to a CFD simulation of diffusive transport to the surface. The kinetics of adsorption predicted by the continuum model closely matched the results from the Brownian dynamics simulation. This new model allows the results from mesoscale simulations to be incorporated into micro- or macro-scale CFD transport simulations of protein adsorption in practical devices. PMID:23729843

Gradient Models in Molecular Biophysics: Progress, Challenges, Opportunities

PubMed Central

Bardhan, Jaydeep P.

2014-01-01

In the interest of developing a bridge between researchers modeling materials and those modeling biological molecules, we survey recent progress in developing nonlocal-dielectric continuum models for studying the behavior of proteins and nucleic acids. As in other areas of science, continuum models are essential tools when atomistic simulations (e.g. molecular dynamics) are too expensive. Because biological molecules are essentially all nanoscale systems, the standard continuum model, involving local dielectric response, has basically always been dubious at best. The advanced continuum theories discussed here aim to remedy these shortcomings by adding features such as nonlocal dielectric response, and nonlinearities resulting from dielectric saturation. We begin by describing the central role of electrostatic interactions in biology at the molecular scale, and motivate the development of computationally tractable continuum models using applications in science and engineering. For context, we highlight some of the most important challenges that remain and survey the diverse theoretical formalisms for their treatment, highlighting the rigorous statistical mechanics that support the use and improvement of continuum models. We then address the development and implementation of nonlocal dielectric models, an approach pioneered by Dogonadze, Kornyshev, and their collaborators almost forty years ago. The simplest of these models is just a scalar form of gradient elasticity, and here we use ideas from gradient-based modeling to extend the electrostatic model to include additional length scales. The paper concludes with a discussion of open questions for model development, highlighting the many opportunities for the materials community to leverage its physical, mathematical, and computational expertise to help solve one of the most challenging questions in molecular biology and biophysics. PMID:25505358

Gradient Models in Molecular Biophysics: Progress, Challenges, Opportunities.

PubMed

Bardhan, Jaydeep P

2013-12-01

In the interest of developing a bridge between researchers modeling materials and those modeling biological molecules, we survey recent progress in developing nonlocal-dielectric continuum models for studying the behavior of proteins and nucleic acids. As in other areas of science, continuum models are essential tools when atomistic simulations (e.g. molecular dynamics) are too expensive. Because biological molecules are essentially all nanoscale systems, the standard continuum model, involving local dielectric response, has basically always been dubious at best. The advanced continuum theories discussed here aim to remedy these shortcomings by adding features such as nonlocal dielectric response, and nonlinearities resulting from dielectric saturation. We begin by describing the central role of electrostatic interactions in biology at the molecular scale, and motivate the development of computationally tractable continuum models using applications in science and engineering. For context, we highlight some of the most important challenges that remain and survey the diverse theoretical formalisms for their treatment, highlighting the rigorous statistical mechanics that support the use and improvement of continuum models. We then address the development and implementation of nonlocal dielectric models, an approach pioneered by Dogonadze, Kornyshev, and their collaborators almost forty years ago. The simplest of these models is just a scalar form of gradient elasticity, and here we use ideas from gradient-based modeling to extend the electrostatic model to include additional length scales. The paper concludes with a discussion of open questions for model development, highlighting the many opportunities for the materials community to leverage its physical, mathematical, and computational expertise to help solve one of the most challenging questions in molecular biology and biophysics.

Gradient models in molecular biophysics: progress, challenges, opportunities

NASA Astrophysics Data System (ADS)

Bardhan, Jaydeep P.

2013-12-01

In the interest of developing a bridge between researchers modeling materials and those modeling biological molecules, we survey recent progress in developing nonlocal-dielectric continuum models for studying the behavior of proteins and nucleic acids. As in other areas of science, continuum models are essential tools when atomistic simulations (e.g., molecular dynamics) are too expensive. Because biological molecules are essentially all nanoscale systems, the standard continuum model, involving local dielectric response, has basically always been dubious at best. The advanced continuum theories discussed here aim to remedy these shortcomings by adding nonlocal dielectric response. We begin by describing the central role of electrostatic interactions in biology at the molecular scale, and motivate the development of computationally tractable continuum models using applications in science and engineering. For context, we highlight some of the most important challenges that remain, and survey the diverse theoretical formalisms for their treatment, highlighting the rigorous statistical mechanics that support the use and improvement of continuum models. We then address the development and implementation of nonlocal dielectric models, an approach pioneered by Dogonadze, Kornyshev, and their collaborators almost 40 years ago. The simplest of these models is just a scalar form of gradient elasticity, and here we use ideas from gradient-based modeling to extend the electrostatic model to include additional length scales. The review concludes with a discussion of open questions for model development, highlighting the many opportunities for the materials community to leverage its physical, mathematical, and computational expertise to help solve one of the most challenging questions in molecular biology and biophysics.

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

Cooper, Fenwick; Andrejczuk, Miroslaw; Juricke, Stephan; Zanna, Laure; Palmer, Tim

2015-04-01

Over seasonal time scales, our aim is to compare the relative impact of ocean initial condition and model uncertainty, upon the ocean forecast skill and reliability. Over seasonal timescales we compare four oceanic stochastic parameterisation schemes applied in a 1x1 degree ocean model (NEMO) with a fully coupled T159 atmosphere (ECMWF IFS). The relative impacts upon the ocean of the resulting eddy induced activity, wind forcing and typical initial condition perturbations are quantified. Following the historical success of stochastic parameterisation in the atmosphere, two of the parameterisations tested were multiplicitave in nature: A stochastic variation of the Gent-McWilliams scheme and a stochastic diffusion scheme. We also consider a surface flux parameterisation (similar to that introduced by Williams, 2012), and stochastic perturbation of the equation of state (similar to that introduced by Brankart, 2013). The amplitude of the stochastic term in the Williams (2012) scheme was set to the physically reasonable amplitude considered in that paper. The amplitude of the stochastic term in each of the other schemes was increased to the limits of model stability. As expected, variability was increased. Up to 1 month after initialisation, ensemble spread induced by stochastic parameterisation is greater than that induced by the atmosphere, whilst being smaller than the initial condition perturbations currently used at ECMWF. After 1 month, the wind forcing becomes the dominant source of model ocean variability, even at depth.

Progress toward bridging from atomistic to continuum modeling to predict nuclear waste glass dissolution.

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

Zapol, Peter; Bourg, Ian; Criscenti, Louise Jacqueline

2011-10-01

This report summarizes research performed for the Nuclear Energy Advanced Modeling and Simulation (NEAMS) Subcontinuum and Upscaling Task. The work conducted focused on developing a roadmap to include molecular scale, mechanistic information in continuum-scale models of nuclear waste glass dissolution. This information is derived from molecular-scale modeling efforts that are validated through comparison with experimental data. In addition to developing a master plan to incorporate a subcontinuum mechanistic understanding of glass dissolution into continuum models, methods were developed to generate constitutive dissolution rate expressions from quantum calculations, force field models were selected to generate multicomponent glass structures and gel layers,more » classical molecular modeling was used to study diffusion through nanopores analogous to those in the interfacial gel layer, and a micro-continuum model (K{mu}C) was developed to study coupled diffusion and reaction at the glass-gel-solution interface.« less

Validation of the Poisson Stochastic Radiative Transfer Model

NASA Technical Reports Server (NTRS)

Zhuravleva, Tatiana; Marshak, Alexander

2004-01-01

A new approach to validation of the Poisson stochastic radiative transfer method is proposed. In contrast to other validations of stochastic models, the main parameter of the Poisson model responsible for cloud geometrical structure - cloud aspect ratio - is determined entirely by matching measurements and calculations of the direct solar radiation. If the measurements of the direct solar radiation is unavailable, it was shown that there is a range of the aspect ratios that allows the stochastic model to accurately approximate the average measurements of surface downward and cloud top upward fluxes. Realizations of the fractionally integrated cascade model are taken as a prototype of real measurements.

Analytical pricing formulas for hybrid variance swaps with regime-switching

NASA Astrophysics Data System (ADS)

Roslan, Teh Raihana Nazirah; Cao, Jiling; Zhang, Wenjun

2017-11-01

The problem of pricing discretely-sampled variance swaps under stochastic volatility, stochastic interest rate and regime-switching is being considered in this paper. An extension of the Heston stochastic volatility model structure is done by adding the Cox-Ingersoll-Ross (CIR) stochastic interest rate model. In addition, the parameters of the model are permitted to have transitions following a Markov chain process which is continuous and discoverable. This hybrid model can be used to illustrate certain macroeconomic conditions, for example the changing phases of business stages. The outcome of our regime-switching hybrid model is presented in terms of analytical pricing formulas for variance swaps.

Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

Catalytic conversion reactions mediated by single-file diffusion in linear nanopores: hydrodynamic versus stochastic behavior.

PubMed

Ackerman, David M; Wang, Jing; Wendel, Joseph H; Liu, Da-Jiang; Pruski, Marek; Evans, James W

2011-03-21

We analyze the spatiotemporal behavior of species concentrations in a diffusion-mediated conversion reaction which occurs at catalytic sites within linear pores of nanometer diameter. Diffusion within the pores is subject to a strict single-file (no passing) constraint. Both transient and steady-state behavior is precisely characterized by kinetic Monte Carlo simulations of a spatially discrete lattice-gas model for this reaction-diffusion process considering various distributions of catalytic sites. Exact hierarchical master equations can also be developed for this model. Their analysis, after application of mean-field type truncation approximations, produces discrete reaction-diffusion type equations (mf-RDE). For slowly varying concentrations, we further develop coarse-grained continuum hydrodynamic reaction-diffusion equations (h-RDE) incorporating a precise treatment of single-file diffusion in this multispecies system. The h-RDE successfully describe nontrivial aspects of transient behavior, in contrast to the mf-RDE, and also correctly capture unreactive steady-state behavior in the pore interior. However, steady-state reactivity, which is localized near the pore ends when those regions are catalytic, is controlled by fluctuations not incorporated into the hydrodynamic treatment. The mf-RDE partly capture these fluctuation effects, but cannot describe scaling behavior of the reactivity.

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.

Analysis of an optimization-based atomistic-to-continuum coupling method for point defects

DOE PAGES

Olson, Derek; Shapeev, Alexander V.; Bochev, Pavel B.; ...

2015-11-16

Here, we formulate and analyze an optimization-based Atomistic-to-Continuum (AtC) coupling method for problems with point defects. Application of a potential-based atomistic model near the defect core enables accurate simulation of the defect. Away from the core, where site energies become nearly independent of the lattice position, the method switches to a more efficient continuum model. The two models are merged by minimizing the mismatch of their states on an overlap region, subject to the atomistic and continuum force balance equations acting independently in their domains. We prove that the optimization problem is well-posed and establish error estimates.

Nanoindentation of virus capsids in a molecular model

NASA Astrophysics Data System (ADS)

Cieplak, Marek; Robbins, Mark O.

2010-01-01

A molecular-level model is used to study the mechanical response of empty cowpea chlorotic mottle virus (CCMV) and cowpea mosaic virus (CPMV) capsids. The model is based on the native structure of the proteins that constitute the capsids and is described in terms of the Cα atoms. Nanoindentation by a large tip is modeled as compression between parallel plates. Plots of the compressive force versus plate separation for CCMV are qualitatively consistent with continuum models and experiments, showing an elastic region followed by an irreversible drop in force. The mechanical response of CPMV has not been studied, but the molecular model predicts an order of magnitude higher stiffness and a much shorter elastic region than for CCMV. These large changes result from small structural changes that increase the number of bonds by only 30% and would be difficult to capture in continuum models. Direct comparison of local deformations in continuum and molecular models of CCMV shows that the molecular model undergoes a gradual symmetry breaking rotation and accommodates more strain near the walls than the continuum model. The irreversible drop in force at small separations is associated with rupturing nearly all of the bonds between capsid proteins in the molecular model, while a buckling transition is observed in continuum models.

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

The application of stochastic modelling for learning the behaviour of a multibody dynamics (MBD) models is investigated. Post-processing data from a simulation run are used to train the stochastic model that estimates the relationship between model inputs (suspension relative displacement and velocity) and the output (sum of suspension forces). The stochastic model can be used to reduce the computational burden of the MBD model by replacing a computationally expensive subsystem in the model (suspension subsystem). With minor changes, the stochastic modelling technique is able to learn the behaviour of a physical system and integrate its behaviour within MBD models. The technique is highly advantageous for MBD models where real-time simulations are necessary, or with models that have a large number of repeated substructures, e.g. modelling a train with a large number of railcars. The fact that the training data are acquired prior to the development of the stochastic model discards the conventional sampling plan strategies like Latin Hypercube sampling plans where simulations are performed using the inputs dictated by the sampling plan. Since the sampling plan greatly influences the overall accuracy and efficiency of the stochastic predictions, a sampling plan suitable for the process is developed where the most space-filling subset of the acquired data with ? number of sample points that best describes the dynamic behaviour of the system under study is selected as the training data.

Continuum model of tensile fracture of metal melts and its application to a problem of high-current electron irradiation of metals

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

Mayer, Alexander E., E-mail: mayer@csu.ru, E-mail: mayer.al.evg@gmail.com; Mayer, Polina N.

2015-07-21

A continuum model of the metal melt fracture is formulated on the basis of the continuum mechanics and theory of metastable liquid. A character of temperature and strain rate dependences of the tensile strength that is predicted by the continuum model is verified, and parameters of the model are fitted with the use of the results of the molecular dynamics simulations for ultra-high strain rates (≥1–10/ns). A comparison with experimental data from literature is also presented for Al and Ni melts. Using the continuum model, the dynamic tensile strength of initially uniform melts of Al, Cu, Ni, Fe, Ti, andmore » Pb within a wide range of strain rates (from 1–10/ms to 100/ns) and temperatures (from melting temperature up to 70–80% of critical temperature) is calculated. The model is applied to numerical investigation of a problem of the high-current electron irradiation of Al, Cu, and Fe targets.« less

Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis

NASA Astrophysics Data System (ADS)

Xiao, Di; Wang, Jun

2012-10-01

The continuum percolation system is developed to model a random stock price process in this work. Recent empirical research has demonstrated various statistical features of stock price changes, the financial model aiming at understanding price fluctuations needs to define a mechanism for the formation of the price, in an attempt to reproduce and explain this set of empirical facts. The continuum percolation model is usually referred to as a random coverage process or a Boolean model, the local interaction or influence among traders is constructed by the continuum percolation, and a cluster of continuum percolation is applied to define the cluster of traders sharing the same opinion about the market. We investigate and analyze the statistical behaviors of normalized returns of the price model by some analysis methods, including power-law tail distribution analysis, chaotic behavior analysis and Zipf analysis. Moreover, we consider the daily returns of Shanghai Stock Exchange Composite Index from January 1997 to July 2011, and the comparisons of return behaviors between the actual data and the simulation data are exhibited.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

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

PubMed

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

2018-01-01

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

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

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

A stochastic SIS epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming

2017-11-01

In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s < 1, under some mild extra conditions, there exists a disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.

Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

A problem of mathematical modeling of complex stochastic processes in macroeconomics is discussed. For the description of dynamics of income and capital stock, the well-known Kaldor model of business cycles is used as a basic example. The aim of the paper is to give an overview of the variety of stochastic phenomena which occur in Kaldor model forced by additive and parametric random noise. We study a generation of small- and large-amplitude stochastic oscillations, and their mixed-mode intermittency. To analyze these phenomena, we suggest a constructive approach combining the study of the peculiarities of deterministic phase portrait, and stochastic sensitivity of attractors. We show how parametric noise can stabilize the unstable equilibrium and transform dynamics of Kaldor system from order to chaos.

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

NASA Astrophysics Data System (ADS)

Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin

2017-01-01

Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.

Numerical simulation of freshwater/seawater interaction in a dual-permeability karst system with conduits: the development of discrete-continuum VDFST-CFP model

NASA Astrophysics Data System (ADS)

Xu, Zexuan; Hu, Bill

2016-04-01

Dual-permeability karst aquifers of porous media and conduit networks with significant different hydrological characteristics are widely distributed in the world. Discrete-continuum numerical models, such as MODFLOW-CFP and CFPv2, have been verified as appropriate approaches to simulate groundwater flow and solute transport in numerical modeling of karst hydrogeology. On the other hand, seawater intrusion associated with fresh groundwater resources contamination has been observed and investigated in numbers of coastal aquifers, especially under conditions of sea level rise. Density-dependent numerical models including SEAWAT are able to quantitatively evaluate the seawater/freshwater interaction processes. A numerical model of variable-density flow and solute transport - conduit flow process (VDFST-CFP) is developed to provide a better description of seawater intrusion and submarine groundwater discharge in a coastal karst aquifer with conduits. The coupling discrete-continuum VDFST-CFP model applies Darcy-Weisbach equation to simulate non-laminar groundwater flow in the conduit system in which is conceptualized and discretized as pipes, while Darcy equation is still used in continuum porous media. Density-dependent groundwater flow and solute transport equations with appropriate density terms in both conduit and porous media systems are derived and numerically solved using standard finite difference method with an implicit iteration procedure. Synthetic horizontal and vertical benchmarks are created to validate the newly developed VDFST-CFP model by comparing with other numerical models such as variable density SEAWAT, couplings of constant density groundwater flow and solute transport MODFLOW/MT3DMS and discrete-continuum CFPv2/UMT3D models. VDFST-CFP model improves the simulation of density dependent seawater/freshwater mixing processes and exchanges between conduit and matrix. Continuum numerical models greatly overestimated the flow rate under turbulent flow condition but discrete-continuum models provide more accurate results. Parameters sensitivities analysis indicates that conduit diameter and friction factor, matrix hydraulic conductivity and porosity are important parameters that significantly affect variable-density flow and solute transport simulation. The pros and cons of model assumptions, conceptual simplifications and numerical techniques in VDFST-CFP are discussed. In general, the development of VDFST-CFP model is an innovation in numerical modeling methodology and could be applied to quantitatively evaluate the seawater/freshwater interaction in coastal karst aquifers. Keywords: Discrete-continuum numerical model; Variable density flow and transport; Coastal karst aquifer; Non-laminar flow

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.

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

this paper, we introduce a formal analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to quantify the...Additional Key Words and Phrases: Proactive adaptation, Stochastic multiplayer games , Latency 1. INTRODUCTION When planning how to adapt, self-adaptive...contribution of this paper is twofold: (1) A novel analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to

Microscopic to Macroscopic Dynamical Models of Sociality

NASA Astrophysics Data System (ADS)

Solis Salas, Citlali; Woolley, Thomas; Pearce, Eiluned; Dunbar, Robin; Maini, Philip; Social; Evolutionary Neuroscience Research Group (Senrg) Collaboration

To help them survive, social animals, such as humans, need to share knowledge and responsibilities with other members of the species. The larger their social network, the bigger the pool of knowledge available to them. Since time is a limited resource, a way of optimising its use is meeting amongst individuals whilst fulfilling other necessities. In this sense it is useful to know how many, and how often, early humans could meet during a given period of time whilst performing other necessary tasks, such as food gathering. Using a simplified model of these dynamics, which comprehend encounter and memory, we aim at producing a lower-bound to the number of meetings hunter-gatherers could have during a year. We compare the stochastic agent-based model to its mean-field approximation and explore some of the features necessary for the difference between low population dynamics and its continuum limit. We observe an emergent property that could have an inference in the layered structure seen in each person's social organisation. This could give some insight into hunter-gatherer's lives and the development of the social layered structure we have today. With support from the Mexican Council for Science and Technology (CONACyT), the Public Education Secretariat (SEP), and the Mexican National Autonomous University's Foundation (Fundacion UNAM).

Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

In this paper, a new stochastic nonautonomous SIRI epidemic model is formulated. Given that the incidence rates of diseases may change with the environment, we propose a novel type of transmission function. The main aim of this paper is to obtain the thresholds of the stochastic SIRI epidemic model. To this end, we investigate the dynamics of the stochastic system and establish the conditions for extinction and persistence in mean of the disease by constructing some suitable Lyapunov functions and using stochastic analysis technique. Furthermore, we show that the stochastic system has at least one nontrivial positive periodic solution. Finally, numerical simulations are introduced to illustrate our results.

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.

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.

Translational research: understanding the continuum from bench to bedside.

PubMed

Drolet, Brian C; Lorenzi, Nancy M

2011-01-01

The process of translating basic scientific discoveries to clinical applications, and ultimately to public health improvements, has emerged as an important, but difficult, objective in biomedical research. The process is best described as a "translation continuum" because various resources and actions are involved in this progression of knowledge, which advances discoveries from the bench to the bedside. The current model of this continuum focuses primarily on translational research, which is merely one component of the overall translation process. This approach is ineffective. A revised model to address the entire continuum would provide a methodology to identify and describe all translational activities (eg, implementation, adoption translational research, etc) as well their place within the continuum. This manuscript reviews and synthesizes the literature to provide an overview of the current terminology and model for translation. A modification of the existing model is proposed to create a framework called the Biomedical Research Translation Continuum, which defines the translation process and describes the progression of knowledge from laboratory to health gains. This framework clarifies translation for readers who have not followed the evolving and complicated models currently described. Authors and researchers may use the continuum to understand and describe their research better as well as the translational activities within a conceptual framework. Additionally, the framework may increase the advancement of knowledge by refining discussions of translation and allowing more precise identification of barriers to progress. Copyright © 2011 Mosby, Inc. All rights reserved.

A Comparison of Coarse-Grained and Continuum Models for Membrane Bending in Lipid Bilayer Fusion Pores

PubMed Central

Yoo, Jejoong; Jackson, Meyer B.; Cui, Qiang

2013-01-01

To establish the validity of continuum mechanics models quantitatively for the analysis of membrane remodeling processes, we compare the shape and energies of the membrane fusion pore predicted by coarse-grained (MARTINI) and continuum mechanics models. The results at these distinct levels of resolution give surprisingly consistent descriptions for the shape of the fusion pore, and the deviation between the continuum and coarse-grained models becomes notable only when the radius of curvature approaches the thickness of a monolayer. Although slow relaxation beyond microseconds is observed in different perturbative simulations, the key structural features (e.g., dimension and shape of the fusion pore near the pore center) are consistent among independent simulations. These observations provide solid support for the use of coarse-grained and continuum models in the analysis of membrane remodeling. The combined coarse-grained and continuum analysis confirms the recent prediction of continuum models that the fusion pore is a metastable structure and that its optimal shape is neither toroidal nor catenoidal. Moreover, our results help reveal a new, to our knowledge, bowing feature in which the bilayers close to the pore axis separate more from one another than those at greater distances from the pore axis; bowing helps reduce the curvature and therefore stabilizes the fusion pore structure. The spread of the bilayer deformations over distances of hundreds of nanometers and the substantial reduction in energy of fusion pore formation provided by this spread indicate that membrane fusion can be enhanced by allowing a larger area of membrane to participate and be deformed. PMID:23442963

Modeling the lake eutrophication stochastic ecosystem and the research of its stability.

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

In the reality, the lake system will be disturbed by stochastic factors including the external and internal factors. By adding the additive noise and the multiplicative noise to the right-hand sides of the model equation, the additive stochastic model and the multiplicative stochastic model are established respectively in order to reduce model errors induced by the absence of some physical processes. For both the two kinds of stochastic ecosystems, the authors studied the bifurcation characteristics with the FPK equation and the Lyapunov exponent method based on the Stratonovich-Khasminiskii stochastic average principle. Results show that, for the additive stochastic model, when control parameter (i.e., nutrient loading rate) falls into the interval [0.388644, 0.66003825], there exists bistability for the ecosystem and the additive noise intensities cannot make the bifurcation point drift. In the region of the bistability, the external stochastic disturbance which is one of the main triggers causing the lake eutrophication, may make the ecosystem unstable and induce a transition. When control parameter (nutrient loading rate) falls into the interval (0,  0.388644) and (0.66003825,  1.0), there only exists a stable equilibrium state and the additive noise intensity could not change it. For the multiplicative stochastic model, there exists more complex bifurcation performance and the multiplicative ecosystem will be broken by the multiplicative noise. Also, the multiplicative noise could reduce the extent of the bistable region, ultimately, the bistable region vanishes for sufficiently large noise. What's more, both the nutrient loading rate and the multiplicative noise will make the ecosystem have a regime shift. On the other hand, for the two kinds of stochastic ecosystems, the authors also discussed the evolution of the ecological variable in detail by using the Four-stage Runge-Kutta method of strong order γ=1.5. The numerical method was found to be capable of effectively explaining the regime shift theory and agreed with the realistic analyze. These conclusions also confirms the two paths for the system to move from one stable state to another proposed by Beisner et al. [3], which may help understand the occurrence mechanism related to the lake eutrophication from the view point of the stochastic model and mathematical analysis. Copyright © 2018 Elsevier Inc. All rights reserved.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

Aim of this paper is proposing a stochastic model for vesicle release process, a part of neuro-spike communication. Hence, we study biological events occurring in this process and use microphysiological simulations to observe functionality of these events. Since the most important source of variability in vesicle release probability is opening of voltage dependent calcium channels (VDCCs) followed by influx of calcium ions through these channels, we propose a stochastic model for this event, while using a deterministic model for other variability sources. To capture the stochasticity of calcium influx to pre-synaptic neuron in our model, we study its statistics and find that it can be modeled by a distribution defined based on Normal and Logistic distributions.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Ranges of Applicability for the Continuum-beam Model in the Constitutive Analysis of Carbon Nanotubes: Nanotubes or Nano-beams?

NASA Technical Reports Server (NTRS)

Harik, Vasyl Michael; Bushnell, Dennis M. (Technical Monitor)

2001-01-01

Ranges of validity for the continuum-beam model, the length-scale effects and continuum assumptions are analyzed in the framework of scaling analysis of NT structure. Two coupled criteria for the applicability of the continuum model are presented. Scaling analysis of NT buckling and geometric parameters (e.g., diameter and length) is carried out to determine the key non-dimensional parameters that control the buckling strains and modes of NT buckling. A model applicability map, which represents two classes of NTs, is constructed in the space of non-dimensional parameters. In an analogy with continuum mechanics, a mechanical law of geometric similitude is presented for two classes of beam-like NTs having different geometries. Expressions for the critical buckling loads and strains are tailored for the distinct groups of NTs and compared with the data provided by the molecular dynamics simulations. Implications for molecular dynamics simulations and the NT-based scanning probes are discussed.

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

Stochastic versions of stability equations are developed in order to develop integrated models of transition and turbulence and to understand the effects of uncertain initial conditions on disturbance growth. Stochastic forms of the resonant triad equations, a high Reynolds number asymptotic theory, and the parabolized stability equations are developed.

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

This paper proposes a stochastic procedure for modeling consumer preferences via LOGIT analysis. First, a simple, non-technical exposition of the use of a stochastic approach in health care marketing is presented. Second, a study illustrating the application of the LOGIT model in assessing consumer preferences for hospitals is given. The paper concludes with several implications of the proposed approach.

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

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

The threshold of a stochastic avian-human influenza epidemic model with psychological effect

NASA Astrophysics Data System (ADS)

Zhang, Fengrong; Zhang, Xinhong

2018-02-01

In this paper, a stochastic avian-human influenza epidemic model with psychological effect in human population and saturation effect within avian population is investigated. This model describes the transmission of avian influenza among avian population and human population in random environments. For stochastic avian-only system, persistence in the mean and extinction of the infected avian population are studied. For the avian-human influenza epidemic system, sufficient conditions for the existence of an ergodic stationary distribution are obtained. Furthermore, a threshold of this stochastic model which determines the outcome of the disease is obtained. Finally, numerical simulations are given to support the theoretical results.

Coevolution Maintains Diversity in the Stochastic "Kill the Winner" Model

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

The "kill the winner" hypothesis is an attempt to address the problem of diversity in biology. It argues that host-specific predators control the population of each prey, preventing a winner from emerging and thus maintaining the coexistence of all species in the system. We develop a stochastic model for the kill the winner paradigm and show that the stable coexistence state of the deterministic kill the winner model is destroyed by demographic stochasticity, through a cascade of extinction events. We formulate an individual-level stochastic model in which predator-prey coevolution promotes the high diversity of the ecosystem by generating a persistent population flux of species.

Stochastic mixed-mode oscillations in a three-species predator-prey model

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

A Micro-Mechanism-Based Continuum Corrosion Fatigue Damage Model for Steels

NASA Astrophysics Data System (ADS)

Sun, Bin; Li, Zhaoxia

2018-05-01

A micro-mechanism-based corrosion fatigue damage model is developed for studying the high-cycle corrosion fatigue of steel from multi-scale viewpoint. The developed physical corrosion fatigue damage model establishes micro-macro relationships between macroscopic continuum damage evolution and collective evolution behavior of microscopic pits and cracks, which can be used to describe the multi-scale corrosion fatigue process of steel. As a case study, the model is used to predict continuum damage evolution and number density of the corrosion pit and short crack of steel component in 5% NaCl water under constant stress amplitude at 20 kHz, and the numerical results are compared with experimental results. It shows that the model is effective and can be used to evaluate the continuum macroscopic corrosion fatigue damage and study microscopic corrosion fatigue mechanisms of steel.

A Micro-Mechanism-Based Continuum Corrosion Fatigue Damage Model for Steels

NASA Astrophysics Data System (ADS)

Sun, Bin; Li, Zhaoxia

2018-04-01

A micro-mechanism-based corrosion fatigue damage model is developed for studying the high-cycle corrosion fatigue of steel from multi-scale viewpoint. The developed physical corrosion fatigue damage model establishes micro-macro relationships between macroscopic continuum damage evolution and collective evolution behavior of microscopic pits and cracks, which can be used to describe the multi-scale corrosion fatigue process of steel. As a case study, the model is used to predict continuum damage evolution and number density of the corrosion pit and short crack of steel component in 5% NaCl water under constant stress amplitude at 20 kHz, and the numerical results are compared with experimental results. It shows that the model is effective and can be used to evaluate the continuum macroscopic corrosion fatigue damage and study microscopic corrosion fatigue mechanisms of steel.

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

The devastating consequences of the 2004 Indian Ocean and 2011 Japan tsunamis have led to increased research into many different aspects of the tsunami phenomenon. In this entry, we review research related to the observed complexity and uncertainty associated with tsunami generation, propagation, and occurrence described and analyzed using a variety of stochastic methods. In each case, seismogenic tsunamis are primarily considered. Stochastic models are developed from the physical theories that govern tsunami evolution combined with empirical models fitted to seismic and tsunami observations, as well as tsunami catalogs. These stochastic methods are key to providing probabilistic forecasts and hazard assessments for tsunamis. The stochastic methods described here are similar to those described for earthquakes (Vere-Jones 2013) and volcanoes (Bebbington 2013) in this encyclopedia.

Micropolar continuum modelling of bi-dimensional tetrachiral lattices

PubMed Central

Chen, Y.; Liu, X. N.; Hu, G. K.; Sun, Q. P.; Zheng, Q. S.

2014-01-01

The in-plane behaviour of tetrachiral lattices should be characterized by bi-dimensional orthotropic material owing to the existence of two orthogonal axes of rotational symmetry. Moreover, the constitutive model must also represent the chirality inherent in the lattices. To this end, a bi-dimensional orthotropic chiral micropolar model is developed based on the theory of irreducible orthogonal tensor decomposition. The obtained constitutive tensors display a hierarchy structure depending on the symmetry of the underlying microstructure. Eight additional material constants, in addition to five for the hemitropic case, are introduced to characterize the anisotropy under Z2 invariance. The developed continuum model is then applied to a tetrachiral lattice, and the material constants of the continuum model are analytically derived by a homogenization process. By comparing with numerical simulations for the discrete lattice, it is found that the proposed continuum model can correctly characterize the static and wave properties of the tetrachiral lattice. PMID:24808754

A continuum model for pressure-flow relationship in human pulmonary circulation.

PubMed

Huang, Wei; Zhou, Qinlian; Gao, Jian; Yen, R T

2011-06-01

A continuum model was introduced to analyze the pressure-flow relationship for steady flow in human pulmonary circulation. The continuum approach was based on the principles of continuum mechanics in conjunction with detailed measurement of vascular geometry, vascular elasticity and blood rheology. The pulmonary arteries and veins were considered as elastic tubes and the "fifth-power law" was used to describe the pressure-flow relationship. For pulmonary capillaries, the "sheet-flow" theory was employed and the pressure-flow relationship was represented by the "fourth-power law". In this paper, the pressure-flow relationship for the whole pulmonary circulation and the longitudinal pressure distribution along the streamlines were studied. Our computed data showed general agreement with the experimental data for the normal subjects and the patients with mitral stenosis and chronic bronchitis in the literature. In conclusion, our continuum model can be used to predict the changes of steady flow in human pulmonary circulation.

Dynamical discrete/continuum linear response shells theory of solvation: convergence test for NH4+ and OH- ions in water solution using DFT and DFTB methods.

PubMed

de Lima, Guilherme Ferreira; Duarte, Hélio Anderson; Pliego, Josefredo R

2010-12-09

A new dynamical discrete/continuum solvation model was tested for NH(4)(+) and OH(-) ions in water solvent. The method is similar to continuum solvation models in a sense that the linear response approximation is used. However, different from pure continuum models, explicit solvent molecules are included in the inner shell, which allows adequate treatment of specific solute-solvent interactions present in the first solvation shell, the main drawback of continuum models. Molecular dynamics calculations coupled with SCC-DFTB method are used to generate the configurations of the solute in a box with 64 water molecules, while the interaction energies are calculated at the DFT level. We have tested the convergence of the method using a variable number of explicit water molecules and it was found that even a small number of waters (as low as 14) are able to produce converged values. Our results also point out that the Born model, often used for long-range correction, is not reliable and our method should be applied for more accurate calculations.

Mathematics for understanding disease.

PubMed

Bies, R R; Gastonguay, M R; Schwartz, S L

2008-06-01

The application of mathematical models to reflect the organization and activity of biological systems can be viewed as a continuum of purpose. The far left of the continuum is solely the prediction of biological parameter values, wherein an understanding of the underlying biological processes is irrelevant to the purpose. At the far right of the continuum are mathematical models, the purposes of which are a precise understanding of those biological processes. No models in present use fall at either end of the continuum. Without question, however, the emphasis in regards to purpose has been on prediction, e.g., clinical trial simulation and empirical disease progression modeling. Clearly the model that ultimately incorporates a universal understanding of biological organization will also precisely predict biological events, giving the continuum the logical form of a tautology. Currently that goal lies at an immeasurable distance. Nonetheless, the motive here is to urge movement in the direction of that goal. The distance traveled toward understanding naturally depends upon the nature of the scientific question posed with respect to comprehending and/or predicting a particular disease process. A move toward mathematical models implies a move away from static empirical modeling and toward models that focus on systems biology, wherein modeling entails the systematic study of the complex pattern of organization inherent in biological systems.

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.

Moving Contact Lines: Linking Molecular Dynamics and Continuum-Scale Modeling.

PubMed

Smith, Edward R; Theodorakis, Panagiotis E; Craster, Richard V; Matar, Omar K

2018-05-17

Despite decades of research, the modeling of moving contact lines has remained a formidable challenge in fluid dynamics whose resolution will impact numerous industrial, biological, and daily life applications. On the one hand, molecular dynamics (MD) simulation has the ability to provide unique insight into the microscopic details that determine the dynamic behavior of the contact line, which is not possible with either continuum-scale simulations or experiments. On the other hand, continuum-based models provide a link to the macroscopic description of the system. In this Feature Article, we explore the complex range of physical factors, including the presence of surfactants, which governs the contact line motion through MD simulations. We also discuss links between continuum- and molecular-scale modeling and highlight the opportunities for future developments in this area.

Solar radio continuum storms and a breathing magnetic field model

NASA Technical Reports Server (NTRS)

1975-01-01

Radio noise continuum emissions observed in metric and decametric wave frequencies are, in general, associated with actively varying sunspot groups accompanied by the S-component of microwave radio emissions. These continuum emission sources, often called type I storm sources, are often associated with type III burst storm activity from metric to hectometric wave frequencies. This storm activity is, therefore, closely connected with the development of these continuum emission sources. It is shown that the S-component emission in microwave frequencies generally precedes, by several days, the emission of these noise continuum storms of lower frequencies. In order for these storms to develop, the growth of sunspot groups into complex types is very important in addition to the increase of the average magnetic field intensity and area of these groups. After giving a review on the theory of these noise continuum storm emissions, a model is briefly considered to explain the relation of the emissions to the storms.

Models of collective cell spreading with variable cell aspect ratio: a motivation for degenerate diffusion models.

PubMed

Simpson, Matthew J; Baker, Ruth E; McCue, Scott W

2011-02-01

Continuum diffusion models are often used to represent the collective motion of cell populations. Most previous studies have simply used linear diffusion to represent collective cell spreading, while others found that degenerate nonlinear diffusion provides a better match to experimental cell density profiles. In the cell modeling literature there is no guidance available with regard to which approach is more appropriate for representing the spreading of cell populations. Furthermore, there is no knowledge of particular experimental measurements that can be made to distinguish between situations where these two models are appropriate. Here we provide a link between individual-based and continuum models using a multiscale approach in which we analyze the collective motion of a population of interacting agents in a generalized lattice-based exclusion process. For round agents that occupy a single lattice site, we find that the relevant continuum description of the system is a linear diffusion equation, whereas for elongated rod-shaped agents that occupy L adjacent lattice sites we find that the relevant continuum description is connected to the porous media equation (PME). The exponent in the nonlinear diffusivity function is related to the aspect ratio of the agents. Our work provides a physical connection between modeling collective cell spreading and the use of either the linear diffusion equation or the PME to represent cell density profiles. Results suggest that when using continuum models to represent cell population spreading, we should take care to account for variations in the cell aspect ratio because different aspect ratios lead to different continuum models.

Mirrored continuum and molecular scale simulations of the ignition of gamma phase RDX

NASA Astrophysics Data System (ADS)

Stewart, D. Scott; Chaudhuri, Santanu; Joshi, Kaushik; Lee, Kibaek

2017-01-01

We describe the ignition of an explosive crystal of gamma-phase RDX due to a thermal hot spot with reactive molecular dynamics (RMD), with first-principles trained, reactive force field based molecular potentials that represents an extremely complex reaction network. The RMD simulation is analyzed by sorting molecular product fragments into high and low molecular weight groups, to represent identifiable components that can be interpreted by a continuum model. A continuum model based on a Gibbs formulation has a single temperature and stress state for the mixture. The continuum simulation that mirrors the atomistic simulation allows us to study the atomistic simulation in the familiar physical chemistry framework and provides an essential, continuum/atomistic link.

Reply to "Comment on 'Hydrodynamics of fractal continuum flow' and 'Map of fluid flow in fractal porous medium into fractal continuum flow'".

PubMed

Balankin, Alexander S; Elizarraraz, Benjamin Espinoza

2013-11-01

The aim of this Reply is to elucidate the difference between the fractal continuum models used in the preceding Comment and the models of fractal continuum flow which were put forward in our previous articles [Phys. Rev. E 85, 025302(R) (2012); 85, 056314 (2012)]. In this way, some drawbacks of the former models are highlighted. Specifically, inconsistencies in the definitions of the fractal derivative, the Jacobian of transformation, the displacement vector, and angular momentum are revealed. The proper forms of the Reynolds' transport theorem and angular momentum principle for the fractal continuum are reaffirmed in a more illustrative manner. Consequently, we emphasize that in the absence of any internal angular momentum, body couples, and couple stresses, the Cauchy stress tensor in the fractal continuum should be symmetric. Furthermore, we stress that the approach based on the Cartesian product measured and used in the preceding Comment cannot be employed to study the path-connected fractals, such as a flow in a fractally permeable medium. Thus, all statements of our previous works remain unchallenged.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

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

A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.

PubMed

Hu, Jingwen; Klinich, Kathleen D; Miller, Carl S; Rupp, Jonathan D; Nazmi, Giseli; Pearlman, Mark D; Schneider, Lawrence W

2011-03-01

Placental abruption is the most common cause of fetal deaths in motor-vehicle crashes, but studies on the mechanical properties of human placenta are rare. This study presents a new method of developing a stochastic visco-hyperelastic material model of human placenta tissue using a combination of uniaxial tensile testing, specimen-specific finite element (FE) modeling, and stochastic optimization techniques. In our previous study, uniaxial tensile tests of 21 placenta specimens have been performed using a strain rate of 12/s. In this study, additional uniaxial tensile tests were performed using strain rates of 1/s and 0.1/s on 25 placenta specimens. Response corridors for the three loading rates were developed based on the normalized data achieved by test reconstructions of each specimen using specimen-specific FE models. Material parameters of a visco-hyperelastic model and their associated standard deviations were tuned to match both the means and standard deviations of all three response corridors using a stochastic optimization method. The results show a very good agreement between the tested and simulated response corridors, indicating that stochastic analysis can improve estimation of variability in material model parameters. The proposed method can be applied to develop stochastic material models of other biological soft tissues.

Weak Galilean invariance as a selection principle for coarse-grained diffusive models.

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

How does the mathematical description of a system change in different reference frames? Galilei first addressed this fundamental question by formulating the famous principle of Galilean invariance. It prescribes that the equations of motion of closed systems remain the same in different inertial frames related by Galilean transformations, thus imposing strong constraints on the dynamical rules. However, real world systems are often described by coarse-grained models integrating complex internal and external interactions indistinguishably as friction and stochastic forces. Since Galilean invariance is then violated, there is seemingly no alternative principle to assess a priori the physical consistency of a given stochastic model in different inertial frames. Here, starting from the Kac-Zwanzig Hamiltonian model generating Brownian motion, we show how Galilean invariance is broken during the coarse-graining procedure when deriving stochastic equations. Our analysis leads to a set of rules characterizing systems in different inertial frames that have to be satisfied by general stochastic models, which we call "weak Galilean invariance." Several well-known stochastic processes are invariant in these terms, except the continuous-time random walk for which we derive the correct invariant description. Our results are particularly relevant for the modeling of biological systems, as they provide a theoretical principle to select physically consistent stochastic models before a validation against experimental data.

Time-Resolved Properties and Global Trends in dMe Flares from Simultaneous Photometry and Spectra

NASA Astrophysics Data System (ADS)

Kowalski, Adam F.

We present a homogeneous survey of near-ultraviolet (NUV) /optical line and continuum emission during twenty M dwarf flares with simultaneous, high cadence photometry and spectra. These data were obtained to study the white-light continuum components to the blue and red of the Balmer jump to break the degeneracy with fitting emission mechanisms to broadband colors and to provide constraints for radiative-hydrodynamic flare models that seek to reproduce the white-light flare emission. The main results from the continuum analysis are the following: 1) the detection of Balmer continuum (in emission) that is present during all flares, with a wide range of relative contribution to the continuum flux in the NUV; 2) a blue continuum at the peak of the photometry that is linear with wavelength from λ = 4000 - 4800Å, matched by the spectral shape of hot, blackbody emission with typical temperatures of 10 000 - 12 000 K; 3) a redder continuum apparent at wavelengths longer than Hβ; this continuum becomes relatively more important to the energy budget during the late gradual phase. The hot blackbody component and redder continuum component (which we call "the conundruum") have been detected in previous UBVR colorimetry studies of flares. With spectra, one can compare the properties and detailed timings of all three components. Using time-resolved spectra during the rise phase of three flares, we calculate the speed of an expanding flare region assuming a simple geometry; the speeds are found to be ~5- 10 km s-1 and 50 - 120 km s -1, which are strikingly consistent with the speeds at which two-ribbon flares develop on the Sun. The main results from the emission line analysis are 1) the presentation of the "time-decrement", a relation between the timescales of the Balmer series; 2) a Neupert-like relation between Ca \\pcy K and the blackbody continuum, and 3) the detection of absorption wings in the Hydrogen Balmer lines during times of peak continuum emission, indicative of hot-star spectra forming during the flare. A byproduct of this study is a new method for deriving absolute fluxes during M dwarf flare observations obtained from narrow-slit spectra or during variable weather conditions. This technique allows us to analyze the spectra and photometry independently of one another, in order to connect the spectral properties to the rise, peak, and decay phases of broadband light curve morphology. We classify the light curve morphology according to an "impulsiveness index" and find that the fast (impulsive) flares have less Balmer continuum at peak emission than the slow (gradual) flares. In the gradual phase, the energy budget of the flare spectrum during almost all flares has a larger contribution from the Hydrogen Balmer component than in the impulsive phase, suggesting that the heating and cooling processes evolve over the course of a flare. We find that, in general, the evolution of the hot blackbody is rapid, and that the blackbody temperature decreases to ~8000 K in the gradual phase. The Balmer continuum evolves more slowly than the blackbody ¨C similar to the higher order Balmer lines but faster than the lower order Balmer lines. The height of the Balmer jump increases during the gradual decay phase. We model the Balmer continuum emission using the RHD F11 model spectrum from Allred et al. (2006), but we discuss several important systematic uncertainties in relating the apparent amount of Balmer continuum to a given RHD beam model. Good fits to the shape of the RHD F11 model spectrum are not obtained at peak times, in contrast to the gradual phase. We model the blackbody component using model hot star atmospheres from Castelli & Kurucz (2004) in order to account for the effects of flux redistribution in the flare atmosphere. This modeling is motivated by observations during a secondary flare in the decay phase of a megaflare, when the newly formed flare spectrum resembled that of Vega with the Balmer continuum and lines in absorption. We model this continuum phenomenologically with the RH code using hot spots placed at high column mass in the M dwarf quiescent atmosphere; a superposition of hot spot models and the RHD model are used to explain the anti-correlation in the apparent amount of Balmer continuum in emission and the U-band light curve. We attempt to reproduce the blackbody component in self-consistent 1D radiative hydrodynamic flare models using the RADYN code. We simulate the flare using a solar-type nonthermal electron beam heating function with a total energy flux of 1012 ergs cm-2 s-1 (F12) for a duration of 5 seconds and a subsequent gradual phase. Although there is a larger amount of NUV backwarming at log mc/(1g cm-2)~0 than in the F11 model, the resulting flare continuum shape is similar to the F11 model spectrum with a larger Balmer jump and a much redder spectral shape than is seen in the observations. We do not find evidence of white-light emitting chromospheric condensations, in contrast to the previous F12 model of Livshits et al. (1981). We discuss future avenues for RHD modeling in order to produce a hot blackbody component, including the treatment of nonthermal protons in M dwarf flares.

Dynamics of a stochastic HIV-1 infection model with logistic growth

NASA Astrophysics Data System (ADS)

Jiang, Daqing; Liu, Qun; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed; Xia, Peiyan

2017-03-01

This paper is concerned with a stochastic HIV-1 infection model with logistic growth. Firstly, by constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of ergodic stationary distribution of the solution to the HIV-1 infection model. Then we obtain sufficient conditions for extinction of the infection. The stationary distribution shows that the infection can become persistent in vivo.

Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for Detection System Design

DTIC Science & Technology

2013-11-01

STOCHASTIC RADIATIVE TRANSFER MODEL FOR CONTAMINATED ROUGH SURFACES: A...of law, no person shall be subject to any penalty for failing to comply with a collection of information if it does not display a currently valid ...COVERED (From - To) Jan 2013 - Sep 2013 4. TITLE AND SUBTITLE Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

THE BINARY BLACK HOLE MODEL FOR MRK 231 BITES THE DUST

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

Leighly, Karen M.; Terndrup, Donald M.; Gallagher, Sarah C.

2016-09-20

Mrk 231 is a nearby quasar with an unusually red near-UV-to-optical continuum, generally explained as heavy reddening by dust. Yan et al. proposed that Mrk 231 is a milliparsec black hole binary with little intrinsic reddening. We show that if the observed FUV continuum is intrinsic, as assumed by Yan et al., it fails by a factor of about 100 in powering the observed strength of the near-infrared emission lines and the thermal near and mid-infrared continuum. In contrast, the line and continuum strengths are typical for a reddened AGN spectral energy distribution (SED). We find that the He i*/Pmore » β ratio is sensitive to the SED for a one-zone model. If this sensitivity is maintained in general broadline region models, then this ratio may prove a useful diagnostic for heavily reddened quasars. Analysis of archival Hubble Space Telescope STIS and Faint Object Camera data revealed evidence that the far-UV continuum emission is resolved on size scales of ∼40 pc. The lack of broad absorption lines in the far-UV continuum might be explained if it were not coincident with the central engine. One possibility is that it is the central engine continuum reflected from the receding wind on the far side of the quasar.« less

Evaluation of Stochastic Rainfall Models in Capturing Climate Variability for Future Drought and Flood Risk Assessment

NASA Astrophysics Data System (ADS)

Chowdhury, A. F. M. K.; Lockart, N.; Willgoose, G. R.; Kuczera, G. A.; Kiem, A.; Nadeeka, P. M.

2016-12-01

One of the key objectives of stochastic rainfall modelling is to capture the full variability of climate system for future drought and flood risk assessment. However, it is not clear how well these models can capture the future climate variability when they are calibrated to Global/Regional Climate Model data (GCM/RCM) as these datasets are usually available for very short future period/s (e.g. 20 years). This study has assessed the ability of two stochastic daily rainfall models to capture climate variability by calibrating them to a dynamically downscaled RCM dataset in an east Australian catchment for 1990-2010, 2020-2040, and 2060-2080 epochs. The two stochastic models are: (1) a hierarchical Markov Chain (MC) model, which we developed in a previous study and (2) a semi-parametric MC model developed by Mehrotra and Sharma (2007). Our hierarchical model uses stochastic parameters of MC and Gamma distribution, while the semi-parametric model uses a modified MC process with memory of past periods and kernel density estimation. This study has generated multiple realizations of rainfall series by using parameters of each model calibrated to the RCM dataset for each epoch. The generated rainfall series are used to generate synthetic streamflow by using a SimHyd hydrology model. Assessing the synthetic rainfall and streamflow series, this study has found that both stochastic models can incorporate a range of variability in rainfall as well as streamflow generation for both current and future periods. However, the hierarchical model tends to overestimate the multiyear variability of wet spell lengths (therefore, is less likely to simulate long periods of drought and flood), while the semi-parametric model tends to overestimate the mean annual rainfall depths and streamflow volumes (hence, simulated droughts are likely to be less severe). Sensitivity of these limitations of both stochastic models in terms of future drought and flood risk assessment will be discussed.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) 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 is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using all three stochastic approaches to address model uncertainty. Results from the stochastic perturbation testing were compared to a baseline multi-physics control ensemble. For probabilistic forecast performance the Model Evaluation Tools (MET) verification package was used.

Partial ASL extensions for stochastic programming.

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

Gay, David

2010-03-31

partially completed extensions for stochastic programming to the AMPL/solver interface library (ASL).modeling and experimenting with stochastic recourse problems. This software is not primarily for military applications

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes.

PubMed

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes

NASA Astrophysics Data System (ADS)

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V.

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

Multiscale volatility duration characteristics on financial multi-continuum percolation dynamics

NASA Astrophysics Data System (ADS)

Wang, Min; Wang, Jun

A random stock price model based on the multi-continuum percolation system is developed to investigate the nonlinear dynamics of stock price volatility duration, in an attempt to explain various statistical facts found in financial data, and have a deeper understanding of mechanisms in the financial market. The continuum percolation system is usually referred to be a random coverage process or a Boolean model, it is a member of a class of statistical physics systems. In this paper, the multi-continuum percolation (with different values of radius) is employed to model and reproduce the dispersal of information among the investors. To testify the rationality of the proposed model, the nonlinear analyses of return volatility duration series are preformed by multifractal detrending moving average analysis and Zipf analysis. The comparison empirical results indicate the similar nonlinear behaviors for the proposed model and the actual Chinese stock market.

Variational formulation for Black-Scholes equations in stochastic volatility models

NASA Astrophysics Data System (ADS)

Gyulov, Tihomir B.; Valkov, Radoslav L.

2012-11-01

In this note we prove existence and uniqueness of weak solutions to a boundary value problem arising from stochastic volatility models in financial mathematics. Our settings are variational in weighted Sobolev spaces. Nevertheless, as it will become apparent our variational formulation agrees well with the stochastic part of the problem.

Temperature variation effects on stochastic characteristics for low-cost MEMS-based inertial sensor error

NASA Astrophysics Data System (ADS)

El-Diasty, M.; El-Rabbany, A.; Pagiatakis, S.

2007-11-01

We examine the effect of varying the temperature points on MEMS inertial sensors' noise models using Allan variance and least-squares spectral analysis (LSSA). Allan variance is a method of representing root-mean-square random drift error as a function of averaging times. LSSA is an alternative to the classical Fourier methods and has been applied successfully by a number of researchers in the study of the noise characteristics of experimental series. Static data sets are collected at different temperature points using two MEMS-based IMUs, namely MotionPakII and Crossbow AHRS300CC. The performance of the two MEMS inertial sensors is predicted from the Allan variance estimation results at different temperature points and the LSSA is used to study the noise characteristics and define the sensors' stochastic model parameters. It is shown that the stochastic characteristics of MEMS-based inertial sensors can be identified using Allan variance estimation and LSSA and the sensors' stochastic model parameters are temperature dependent. Also, the Kaiser window FIR low-pass filter is used to investigate the effect of de-noising stage on the stochastic model. It is shown that the stochastic model is also dependent on the chosen cut-off frequency.

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

Stochasticity ubiquitously inevitably appears at all levels from molecular traits to multicellular, morphological traits. Intrinsic stochasticity in biochemical reactions underlies the typical intercellular distributions of chemical concentrations, e.g., morphogen gradients, which can give rise to stochastic morphogenesis. While the universal statistics and mechanisms underlying the stochasticity at the biochemical level have been widely analyzed, those at the morphological level have not. Such morphological stochasticity is found in foral organ numbers. Although the floral organ number is a hallmark of floral species, it can distribute stochastically even within an individual plant. The probability distribution of the floral organ number within a population is usually asymmetric, i.e., it is more likely to increase rather than decrease from the modal value, or vice versa. We combined field observations, statistical analysis, and mathematical modeling to study the developmental basis of the variation in floral organ numbers among 50 species mainly from Ranunculaceae and several other families from core eudicots. We compared six hypothetical mechanisms and found that a modified error function reproduced much of the asymmetric variation found in eudicot floral organ numbers. The error function is derived from mathematical modeling of floral organ positioning, and its parameters represent measurable distances in the floral bud morphologies. The model predicts two developmental sources of the organ-number distributions: stochastic shifts in the expression boundaries of homeotic genes and a semi-concentric (whorled-type) organ arrangement. Other models species- or organ-specifically reproduced different types of distributions that reflect different developmental processes. The organ-number variation could be an indicator of stochasticity in organ fate determination and organ positioning. PMID:25404932

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

In contemporary image and vision analysis, stochastic approaches demonstrate great flexibility in representing and modeling complex phenomena, while variational-PDE methods gain enormous computational advantages over Monte Carlo or other stochastic algorithms. In combination, the two can lead to much more powerful novel models and efficient algorithms. In the current work, we propose a stochastic-variational model for soft (or fuzzy) Mumford-Shah segmentation of mixture image patterns. Unlike the classical hard Mumford-Shah segmentation, the new model allows each pixel to belong to each image pattern with some probability. Soft segmentation could lead to hard segmentation, and hence is more general. The modeling procedure, mathematical analysis on the existence of optimal solutions, and computational implementation of the new model are explored in detail, and numerical examples of both synthetic and natural images are presented. PMID:23165059

Studying Resist Stochastics with the Multivariate Poisson Propagation Model

DOE PAGES

Naulleau, Patrick; Anderson, Christopher; Chao, Weilun; ...

2014-01-01

Progress in the ultimate performance of extreme ultraviolet resist has arguably decelerated in recent years suggesting an approach to stochastic limits both in photon counts and material parameters. Here we report on the performance of a variety of leading extreme ultraviolet resist both with and without chemical amplification. The measured performance is compared to stochastic modeling results using the Multivariate Poisson Propagation Model. The results show that the best materials are indeed nearing modeled performance limits.

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.

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Phase-Space Transport of Stochastic Chaos in Population Dynamics of Virus Spread

NASA Astrophysics Data System (ADS)

Billings, Lora; Bollt, Erik M.; Schwartz, Ira B.

2002-06-01

A general way to classify stochastic chaos is presented and applied to population dynamics models. A stochastic dynamical theory is used to develop an algorithmic tool to measure the transport across basin boundaries and predict the most probable regions of transport created by noise. The results of this tool are illustrated on a model of virus spread in a large population, where transport regions reveal how noise completes the necessary manifold intersections for the creation of emerging stochastic chaos.

Bipotential continuum models for granular mechanics

NASA Astrophysics Data System (ADS)

Goddard, Joe

2014-03-01

Most currently popular continuum models for granular media are special cases of a generalized Maxwell fluid model, which describes the evolution of stress and internal variables such as granular particle fraction and fabric,in terms of imposed strain rate. It is shown how such models can be obtained from two scalar potentials, a standard elastic free energy and a ``dissipation potential'' given rigorously by the mathematical theory of Edelen. This allows for a relatively easy derivation of properly invariant continuum models for granular media and fluid-particle suspensions within a thermodynamically consistent framework. The resulting continuum models encompass all the prominent regimes of granular flow, ranging from the quasi-static to rapidly sheared, and are readily extended to include higher-gradient or Cosserat effects. Models involving stress diffusion, such as that proposed recently by Kamrin and Koval (PRL 108 178301), provide an alternative approach that is mentioned in passing. This paper provides a brief overview of a forthcoming review articles by the speaker (The Princeton Companion to Applied Mathematics, and Appl. Mech. Rev.,in the press, 2013).

Improvements in continuum modeling for biomolecular systems

NASA Astrophysics Data System (ADS)

Yu, Qiao; Ben-Zhuo, Lu

2016-01-01

Modeling of biomolecular systems plays an essential role in understanding biological processes, such as ionic flow across channels, protein modification or interaction, and cell signaling. The continuum model described by the Poisson- Boltzmann (PB)/Poisson-Nernst-Planck (PNP) equations has made great contributions towards simulation of these processes. However, the model has shortcomings in its commonly used form and cannot capture (or cannot accurately capture) some important physical properties of the biological systems. Considerable efforts have been made to improve the continuum model to account for discrete particle interactions and to make progress in numerical methods to provide accurate and efficient simulations. This review will summarize recent main improvements in continuum modeling for biomolecular systems, with focus on the size-modified models, the coupling of the classical density functional theory and the PNP equations, the coupling of polar and nonpolar interactions, and numerical progress. Project supported by the National Natural Science Foundation of China (Grant No. 91230106) and the Chinese Academy of Sciences Program for Cross & Cooperative Team of the Science & Technology Innovation.

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

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

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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

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

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

Arabagi, Veaceslav; Behkam, Bahareh; Cheung, Eugene; Sitti, Metin

2011-06-01

This work proposes a stochastic dynamic model of bacteria propelled spherical microbeads as potential swimming microrobotic bodies. Small numbers of S. marcescens bacteria are attached with their bodies to surfaces of spherical microbeads. Average-behavior stochastic models that are normally adopted when studying such biological systems are generally not effective for cases in which a small number of agents are interacting in a complex manner, hence a stochastic model is proposed to simulate the behavior of 8-41 bacteria assembled on a curved surface. Flexibility of the flagellar hook is studied via comparing simulated and experimental results for scenarios of increasing bead size and the number of attached bacteria on a bead. Although requiring more experimental data to yield an exact, certain flagellar hook stiffness value, the examined results favor a stiffer flagella. The stochastic model is intended to be used as a design and simulation tool for future potential targeted drug delivery and disease diagnosis applications of bacteria propelled microrobots.

Ground motion simulation for the 23 August 2011, Mineral, Virginia earthquake using physics-based and stochastic broadband methods

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

Three broadband simulation methods are used to generate synthetic ground motions for the 2011 Mineral, Virginia, earthquake and compare with observed motions. The methods include a physics‐based model by Hartzell et al. (1999, 2005), a stochastic source‐based model by Boore (2009), and a stochastic site‐based model by Rezaeian and Der Kiureghian (2010, 2012). The ground‐motion dataset consists of 40 stations within 600 km of the epicenter. Several metrics are used to validate the simulations: (1) overall bias of response spectra and Fourier spectra (from 0.1 to 10 Hz); (2) spatial distribution of residuals for GMRotI50 peak ground acceleration (PGA), peak ground velocity, and pseudospectral acceleration (PSA) at various periods; (3) comparison with ground‐motion prediction equations (GMPEs) for the eastern United States. Our results show that (1) the physics‐based model provides satisfactory overall bias from 0.1 to 10 Hz and produces more realistic synthetic waveforms; (2) the stochastic site‐based model also yields more realistic synthetic waveforms and performs superiorly for frequencies greater than about 1 Hz; (3) the stochastic source‐based model has larger bias at lower frequencies (<0.5  Hz) and cannot reproduce the varying frequency content in the time domain. The spatial distribution of GMRotI50 residuals shows that there is no obvious pattern with distance in the simulation bias, but there is some azimuthal variability. The comparison between synthetics and GMPEs shows similar fall‐off with distance for all three models, comparable PGA and PSA amplitudes for the physics‐based and stochastic site‐based models, and systematic lower amplitudes for the stochastic source‐based model at lower frequencies (<0.5  Hz).

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

Effects of Thermal Noise on the Transitional Dynamics of an Inextensible Elastic Filament in Stagnation Flow

PubMed Central

Deng, Mingge; Grinberg, Leopold; Caswell, Bruce

2015-01-01

We investigate the dynamics of a single inextensible elastic filament subject to anisotropic friction in a viscous stagnation-point flow, by employing both a continuum model represented by Langevin type stochastic partial differential equations (SPDEs) and a Dissipative Particle Dynamics (DPD) method. Unlike previous works1, the filament is free to rotate and the tension along the filament is determined by the local inextensible constraint. The kinematics of the filament is recorded and studied with normal modes analysis. The results show that the filament displays an instability induced by negative tension, which is analogous to Euler buckling of a beam. Symmetry breaking of normal modes dynamics and stretch-coil transitions are observed above the threshold of the buckling instability point. Furthermore, both temporal and spatial noise are amplified resulting from the interaction of thermal fluctuations and nonlinear filament dynamics. Specifically, the spatial noise is amplified with even normal modes being excited due to symmetry breaking, while the temporal noise is amplified with increasing time correlation length and variance. PMID:26023834

A note on the discrete approach for generalized continuum models

NASA Astrophysics Data System (ADS)

Kalampakas, Antonios; Aifantis, Elias C.

2014-12-01

Generalized continuum theories for materials and processes have been introduced in order to account in a phenomenological manner for microstructural effects. Their drawback mainly rests in the determination of the extra phenomenological coefficients through experiments and simulations. It is shown here that a graphical representation of the local topology describing deformation models can be used to deduce restrictions on the phenomenological coefficients of the gradient elasticity continuum theories.

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Stochastic 3D modeling of Ostwald ripening at ultra-high volume fractions of the coarsening phase

NASA Astrophysics Data System (ADS)

Spettl, A.; Wimmer, R.; Werz, T.; Heinze, M.; Odenbach, S.; Krill, C. E., III; Schmidt, V.

2015-09-01

We present a (dynamic) stochastic simulation model for 3D grain morphologies undergoing a grain coarsening phenomenon known as Ostwald ripening. For low volume fractions of the coarsening phase, the classical LSW theory predicts a power-law evolution of the mean particle size and convergence toward self-similarity of the particle size distribution; experiments suggest that this behavior holds also for high volume fractions. In the present work, we have analyzed 3D images that were recorded in situ over time in semisolid Al-Cu alloys manifesting ultra-high volume fractions of the coarsening (solid) phase. Using this information we developed a stochastic simulation model for the 3D morphology of the coarsening grains at arbitrary time steps. Our stochastic model is based on random Laguerre tessellations and is by definition self-similar—i.e. it depends only on the mean particle diameter, which in turn can be estimated at each point in time. For a given mean diameter, the stochastic model requires only three additional scalar parameters, which influence the distribution of particle sizes and their shapes. An evaluation shows that even with this minimal information the stochastic model yields an excellent representation of the statistical properties of the experimental data.

Modified Continuum Mechanics Modeling on Size-Dependent Properties of Piezoelectric Nanomaterials: A Review

PubMed Central

Yan, Zhi; Jiang, Liying

2017-01-01

Piezoelectric nanomaterials (PNs) are attractive for applications including sensing, actuating, energy harvesting, among others in nano-electro-mechanical-systems (NEMS) because of their excellent electromechanical coupling, mechanical and physical properties. However, the properties of PNs do not coincide with their bulk counterparts and depend on the particular size. A large amount of efforts have been devoted to studying the size-dependent properties of PNs by using experimental characterization, atomistic simulation and continuum mechanics modeling with the consideration of the scale features of the nanomaterials. This paper reviews the recent progresses and achievements in the research on the continuum mechanics modeling of the size-dependent mechanical and physical properties of PNs. We start from the fundamentals of the modified continuum mechanics models for PNs, including the theories of surface piezoelectricity, flexoelectricity and non-local piezoelectricity, with the introduction of the modified piezoelectric beam and plate models particularly for nanostructured piezoelectric materials with certain configurations. Then, we give a review on the investigation of the size-dependent properties of PNs by using the modified continuum mechanics models, such as the electromechanical coupling, bending, vibration, buckling, wave propagation and dynamic characteristics. Finally, analytical modeling and analysis of nanoscale actuators and energy harvesters based on piezoelectric nanostructures are presented. PMID:28336861

Modified Continuum Mechanics Modeling on Size-Dependent Properties of Piezoelectric Nanomaterials: A Review.

PubMed

Yan, Zhi; Jiang, Liying

2017-01-26

Piezoelectric nanomaterials (PNs) are attractive for applications including sensing, actuating, energy harvesting, among others in nano-electro-mechanical-systems (NEMS) because of their excellent electromechanical coupling, mechanical and physical properties. However, the properties of PNs do not coincide with their bulk counterparts and depend on the particular size. A large amount of efforts have been devoted to studying the size-dependent properties of PNs by using experimental characterization, atomistic simulation and continuum mechanics modeling with the consideration of the scale features of the nanomaterials. This paper reviews the recent progresses and achievements in the research on the continuum mechanics modeling of the size-dependent mechanical and physical properties of PNs. We start from the fundamentals of the modified continuum mechanics models for PNs, including the theories of surface piezoelectricity, flexoelectricity and non-local piezoelectricity, with the introduction of the modified piezoelectric beam and plate models particularly for nanostructured piezoelectric materials with certain configurations. Then, we give a review on the investigation of the size-dependent properties of PNs by using the modified continuum mechanics models, such as the electromechanical coupling, bending, vibration, buckling, wave propagation and dynamic characteristics. Finally, analytical modeling and analysis of nanoscale actuators and energy harvesters based on piezoelectric nanostructures are presented.

Inflow forecasting model construction with stochastic time series for coordinated dam operation

NASA Astrophysics Data System (ADS)

Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

2014-12-01

Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Influence of stochastic sea ice parametrization on climate and the role of atmosphere–sea ice–ocean interaction

PubMed Central

Juricke, Stephan; Jung, Thomas

2014-01-01

The influence of a stochastic sea ice strength parametrization on the mean climate is investigated in a coupled atmosphere–sea ice–ocean model. The results are compared with an uncoupled simulation with a prescribed atmosphere. It is found that the stochastic sea ice parametrization causes an effective weakening of the sea ice. In the uncoupled model this leads to an Arctic sea ice volume increase of about 10–20% after an accumulation period of approximately 20–30 years. In the coupled model, no such increase is found. Rather, the stochastic perturbations lead to a spatial redistribution of the Arctic sea ice thickness field. A mechanism involving a slightly negative atmospheric feedback is proposed that can explain the different responses in the coupled and uncoupled system. Changes in integrated Antarctic sea ice quantities caused by the stochastic parametrization are generally small, as memory is lost during the melting season because of an almost complete loss of sea ice. However, stochastic sea ice perturbations affect regional sea ice characteristics in the Southern Hemisphere, both in the uncoupled and coupled model. Remote impacts of the stochastic sea ice parametrization on the mean climate of non-polar regions were found to be small. PMID:24842027

Peridynamics with LAMMPS : a user guide.

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

Lehoucq, Richard B.; Silling, Stewart Andrew; Seleson, Pablo

Peridynamics is a nonlocal extension of classical continuum mechanics. The discrete peridynamic model has the same computational structure as a molecular dynamics model. This document provides a brief overview of the peridynamic model of a continuum, then discusses how the peridynamic model is discretized within LAMMPS. An example problem is also included.

Outdoor Program Models: Placing Cooperative Adventure and Adventure Education Models on the Continuum.

ERIC Educational Resources Information Center

Guthrie, Steven P.

In two articles on outdoor programming models, Watters distinguished four models on a continuum ranging from the common adventure model, with minimal organizational structure and leadership control, to the guide service model, in which leaders are autocratic and trips are highly structured. Club programs and instructional programs were in between,…

Simulation and theory of spontaneous TAE frequency sweeping

NASA Astrophysics Data System (ADS)

Wang, Ge; Berk, H. L.

2012-09-01

A simulation model, based on the linear tip model of Rosenbluth, Berk and Van Dam (RBV), is developed to study frequency sweeping of toroidal Alfvén eigenmodes (TAEs). The time response of the background wave in the RBV model is given by a Volterra integral equation. This model captures the properties of TAE waves both in the gap and in the continuum. The simulation shows that phase space structures form spontaneously at frequencies close to the linearly predicted frequency, due to resonant particle-wave interactions and background dissipation. The frequency sweeping signals are found to chirp towards the upper and lower continua. However, the chirping signals penetrate only the lower continuum, whereupon the frequency chirps and mode amplitude increases in synchronism to produce an explosive solution. An adiabatic theory describing the evolution of a chirping signal is developed which replicates the chirping dynamics of the simulation in the lower continuum. This theory predicts that a decaying chirping signal will terminate at the upper continuum though in the numerical simulation the hole disintegrates before the upper continuum is reached.

Spin waves, vortices, fermions, and duality in the Ising and Baxter models

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

Ogilvie, M.C.

1981-10-15

Field-theoretic methods are applied to a number of two-dimensional lattice models with Abelian symmetry groups. It is shown, using a vortex+spin-wave decomposition, that the Z/sub p/-Villain models are related to a class of continuum field theories with analogous duality properties. Fermion operators for these field theories are discussed. In the case of the Ising model, the vortices and spin-waves conspire to produce a free, massive Majorana field theory in the continuum limit. The continuum limit of the Baxter model is also studied, and the recent results of Kadanoff and Brown are rederived and extended.

Modeling of Continuum Manipulators Using Pythagorean Hodograph Curves.

PubMed

Singh, Inderjeet; Amara, Yacine; Melingui, Achille; Mani Pathak, Pushparaj; Merzouki, Rochdi

2018-05-10

Research on continuum manipulators is increasingly developing in the context of bionic robotics because of their many advantages over conventional rigid manipulators. Due to their soft structure, they have inherent flexibility, which makes it a huge challenge to control them with high performances. Before elaborating a control strategy of such robots, it is essential to reconstruct first the behavior of the robot through development of an approximate behavioral model. This can be kinematic or dynamic depending on the conditions of operation of the robot itself. Kinematically, two types of modeling methods exist to describe the robot behavior; quantitative methods describe a model-based method, and qualitative methods describe a learning-based method. In kinematic modeling of continuum manipulator, the assumption of constant curvature is often considered to simplify the model formulation. In this work, a quantitative modeling method is proposed, based on the Pythagorean hodograph (PH) curves. The aim is to obtain a three-dimensional reconstruction of the shape of the continuum manipulator with variable curvature, allowing the calculation of its inverse kinematic model (IKM). It is noticed that the performances of the PH-based kinematic modeling of continuum manipulators are considerable regarding position accuracy, shape reconstruction, and time/cost of the model calculation, than other kinematic modeling methods, for two cases: free load manipulation and variable load manipulation. This modeling method is applied to the compact bionic handling assistant (CBHA) manipulator for validation. The results are compared with other IKMs developed in case of CBHA manipulator.

Chemical event chain model of coupled genetic oscillators.

PubMed

Jörg, David J; Morelli, Luis G; Jülicher, Frank

2018-03-01

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.

Chemical event chain model of coupled genetic oscillators

NASA Astrophysics Data System (ADS)

Jörg, David J.; Morelli, Luis G.; Jülicher, Frank

2018-03-01

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.

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.

On the physically based modeling of surface tension and moving contact lines with dynamic contact angles on the continuum scale

NASA Astrophysics Data System (ADS)

Huber, M.; Keller, F.; Säckel, W.; Hirschler, M.; Kunz, P.; Hassanizadeh, S. M.; Nieken, U.

2016-04-01

The description of wetting phenomena is a challenging problem on every considerable length-scale. The behavior of interfaces and contact lines on the continuum scale is caused by intermolecular interactions like the Van der Waals forces. Therefore, to describe surface tension and the resulting dynamics of interfaces and contact lines on the continuum scale, appropriate formulations must be developed. While the Continuum Surface Force (CSF) model is well-engineered for the description of interfaces, there is still a lack of treatment of contact lines, which are defined by the intersection of an ending fluid interface and a solid boundary surface. In our approach we use a balance equation for the contact line and extend the Navier-Stokes equations in analogy to the extension of a two-phase interface in the CSF model. Since this model depicts a physically motivated approach on the continuum scale, no fitting parameters are introduced and the deterministic description leads to a dynamical evolution of the system. As verification of our theory, we show a Smoothed Particle Hydrodynamics (SPH) model and simulate the evolution of droplet shapes and their corresponding contact angles.

Hydration and conformational equilibria of simple hydrophobic and amphiphilic solutes.

PubMed Central

Ashbaugh, H S; Kaler, E W; Paulaitis, M E

1998-01-01

We consider whether the continuum model of hydration optimized to reproduce vacuum-to-water transfer free energies simultaneously describes the hydration free energy contributions to conformational equilibria of the same solutes in water. To this end, transfer and conformational free energies of idealized hydrophobic and amphiphilic solutes in water are calculated from explicit water simulations and compared to continuum model predictions. As benchmark hydrophobic solutes, we examine the hydration of linear alkanes from methane through hexane. Amphiphilic solutes were created by adding a charge of +/-1e to a terminal methyl group of butane. We find that phenomenological continuum parameters fit to transfer free energies are significantly different from those fit to conformational free energies of our model solutes. This difference is attributed to continuum model parameters that depend on solute conformation in water, and leads to effective values for the free energy/surface area coefficient and Born radii that best describe conformational equilibrium. In light of these results, we believe that continuum models of hydration optimized to fit transfer free energies do not accurately capture the balance between hydrophobic and electrostatic contributions that determines the solute conformational state in aqueous solution. PMID:9675177

Stochastic modelling of intermittency.

PubMed

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

2010-01-13

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

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

Majda, based on earlier theoretical work. 1. Dynamic Stochastic Superresolution of sparseley observed turbulent systems M. Branicki (Post doc...of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by...resolving subgridscale turbulence through Dynamic Stochastic Superresolution utilizing aliased grids is a potential breakthrough for practical online

Nontrivial periodic solution of a stochastic non-autonomous SISV epidemic model

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2016-11-01

In this paper, we consider a stochastic non-autonomous SISV epidemic model. For the non-autonomous periodic system, firstly, we get the threshold of the system which determines whether the epidemic occurs or not. Then in the case of persistence, we show that there exists at least one nontrivial positive periodic solution of the stochastic system.

Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

NASA Astrophysics Data System (ADS)

Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

2005-12-01

Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

Appropriate Domain Size for Groundwater Flow Modeling with a Discrete Fracture Network Model.

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

When a discrete fracture network (DFN) is constructed from statistical conceptualization, uncertainty in simulating the hydraulic characteristics of a fracture network can arise due to the domain size. In this study, the appropriate domain size, where less significant uncertainty in the stochastic DFN model is expected, was suggested for the Korea Atomic Energy Research Institute Underground Research Tunnel (KURT) site. The stochastic DFN model for the site was established, and the appropriate domain size was determined with the density of the percolating cluster and the percolation probability using the stochastically generated DFNs for various domain sizes. The applicability of the appropriate domain size to our study site was evaluated by comparing the statistical properties of stochastically generated fractures of varying domain sizes and estimating the uncertainty in the equivalent permeability of the generated DFNs. Our results show that the uncertainty of the stochastic DFN model is acceptable when the modeling domain is larger than the determined appropriate domain size, and the appropriate domain size concept is applicable to our study site. © 2016, National Ground Water Association.

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.

2018-02-01

A hydrological impact analysis concerns the study of the consequences of certain scenarios on one or more variables or fluxes in the hydrological cycle. In such an exercise, discharge is often considered, as floods originating from extremely high discharges often cause damage. Investigating the impact of extreme discharges generally requires long time series of precipitation and evapotranspiration to be used to force a rainfall-runoff model. However, such kinds of data may not be available and one should resort to stochastically generated time series, even though the impact of using such data on the overall discharge, and especially on the extreme discharge events, is not well studied. In this paper, stochastically generated rainfall and corresponding evapotranspiration time series, generated by means of vine copulas, are used to force a simple conceptual hydrological model. The results obtained are comparable to the modelled discharge using observed forcing data. Yet, uncertainties in the modelled discharge increase with an increasing number of stochastically generated time series used. Notwithstanding this finding, it can be concluded that using a coupled stochastic rainfall-evapotranspiration model has great potential for hydrological impact analysis.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Passing waves from atomistic to continuum

NASA Astrophysics Data System (ADS)

Chen, Xiang; Diaz, Adrian; Xiong, Liming; McDowell, David L.; Chen, Youping

2018-02-01

Progress in the development of coupled atomistic-continuum methods for simulations of critical dynamic material behavior has been hampered by a spurious wave reflection problem at the atomistic-continuum interface. This problem is mainly caused by the difference in material descriptions between the atomistic and continuum models, which results in a mismatch in phonon dispersion relations. In this work, we introduce a new method based on atomistic dynamics of lattice coupled with a concurrent atomistic-continuum method to enable a full phonon representation in the continuum description. This permits the passage of short-wavelength, high-frequency phonon waves from the atomistic to continuum regions. The benchmark examples presented in this work demonstrate that the new scheme enables the passage of all allowable phonons through the atomistic-continuum interface; it also preserves the wave coherency and energy conservation after phonons transport across multiple atomistic-continuum interfaces. This work is the first step towards developing a concurrent atomistic-continuum simulation tool for non-equilibrium phonon-mediated thermal transport in materials with microstructural complexity.

Explicitly Representing the Solvation Shell in Continuum Solvent Calculations

PubMed Central

Svendsen, Hallvard F.; Merz, Kenneth M.

2009-01-01

A method is presented to explicitly represent the first solvation shell in continuum solvation calculations. Initial solvation shell geometries were generated with classical molecular dynamics simulations. Clusters consisting of solute and 5 solvent molecules were fully relaxed in quantum mechanical calculations. The free energy of solvation of the solute was calculated from the free energy of formation of the cluster and the solvation free energy of the cluster calculated with continuum solvation models. The method has been implemented with two continuum solvation models, a Poisson-Boltzmann model and the IEF-PCM model. Calculations were carried out for a set of 60 ionic species. Implemented with the Poisson-Boltzmann model the method gave an unsigned average error of 2.1 kcal/mol and a RMSD of 2.6 kcal/mol for anions, for cations the unsigned average error was 2.8 kcal/mol and the RMSD 3.9 kcal/mol. Similar results were obtained with the IEF-PCM model. PMID:19425558

Deterministic and stochastic models for middle east respiratory syndrome (MERS)

NASA Astrophysics Data System (ADS)

Suryani, Dessy Rizki; Zevika, Mona; Nuraini, Nuning

2018-03-01

World Health Organization (WHO) data stated that since September 2012, there were 1,733 cases of Middle East Respiratory Syndrome (MERS) with 628 death cases that occurred in 27 countries. MERS was first identified in Saudi Arabia in 2012 and the largest cases of MERS outside Saudi Arabia occurred in South Korea in 2015. MERS is a disease that attacks the respiratory system caused by infection of MERS-CoV. MERS-CoV transmission occurs directly through direct contact between infected individual with non-infected individual or indirectly through contaminated object by the free virus. Suspected, MERS can spread quickly because of the free virus in environment. Mathematical modeling is used to illustrate the transmission of MERS disease using deterministic model and stochastic model. Deterministic model is used to investigate the temporal dynamic from the system to analyze the steady state condition. Stochastic model approach using Continuous Time Markov Chain (CTMC) is used to predict the future states by using random variables. From the models that were built, the threshold value for deterministic models and stochastic models obtained in the same form and the probability of disease extinction can be computed by stochastic model. Simulations for both models using several of different parameters are shown, and the probability of disease extinction will be compared with several initial conditions.

Mirrored continuum and molecular scale simulations of the ignition of gamma phase RDX

NASA Astrophysics Data System (ADS)

Stewart, D. Scott; Chaudhuri, Santanu; Joshi, Kaushik; Lee, Kiabek

2015-06-01

We consider the ignition of a high-pressure gamma-phase of an explosive crystal of RDX which forms during overdriven shock initiation. Molecular dynamics (MD), with first-principles based or reactive force field based molecular potentials, provides a description of the chemistry as an extremely complex reaction network. The results of the molecular simulation is analyzed by sorting molecular product fragments into high and low molecular groups, to represent identifiable components that can be interpreted by a continuum model. A continuum model based on a Gibbs formulation, that has a single temperature and stress state for the mixture is used to represent the same RDX material and its chemistry. Each component in the continuum model has a corresponding Gibbs continuum potential, that are in turn inferred from molecular MD informed equation of state libraries such as CHEETAH, or are directly simulated by Monte Carlo MD simulations. Information about transport, kinetic rates and diffusion are derived from the MD simulation and the growth of a reactive hot spot in the RDX is studied with both simulations that mirror the other results to provide an essential, continuum/atomistic link. Supported by N000014-12-1-0555, subaward-36561937 (ONR).

Reducing Actuator Requirements in Continuum Robots Through Optimized Cable Routing.

PubMed

Case, Jennifer C; White, Edward L; SunSpiral, Vytas; Kramer-Bottiglio, Rebecca

2018-02-01

Continuum manipulators offer many advantages compared to their rigid-linked counterparts, such as increased degrees of freedom and workspace volume. Inspired by biological systems, such as elephant trunks and octopus tentacles, many continuum manipulators are made of multiple segments that allow large-scale deformations to be distributed throughout the body. Most continuum manipulators currently control each segment individually. For example, a planar cable-driven system is typically controlled by a pair of cables for each segment, which implies two actuators per segment. In this article, we demonstrate how highly coupled crossing cable configurations can reduce both actuator count and actuator torque requirements in a planar continuum manipulator, while maintaining workspace reachability and manipulability. We achieve highly coupled actuation by allowing cables to cross through the manipulator to create new cable configurations. We further derive an analytical model to predict the underactuated manipulator workspace and experimentally verify the model accuracy with a physical system. We use this model to compare crossing cable configurations to the traditional cable configuration using workspace performance metrics. Our work here focuses on a simplified planar robot, both in simulation and in hardware, with the goal of extending this to spiraling-cable configurations on full 3D continuum robots in future work.

Stochastic modeling of experimental chaotic time series.

PubMed

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

2007-01-26

Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.

Discrete and continuum modelling of soil cutting

NASA Astrophysics Data System (ADS)

Coetzee, C. J.

2014-12-01

Both continuum and discrete methods are used to investigate the soil cutting process. The Discrete Element Method ( dem) is used for the discrete modelling and the Material-Point Method ( mpm) is used for continuum modelling. M pmis a so-called particle method or meshless finite element method. Standard finite element methods have difficulty in modelling the entire cutting process due to large displacements and deformation of the mesh. The use of meshless methods overcomes this problem. M pm can model large deformations, frictional contact at the soil-tool interface, and dynamic effects (inertia forces). In granular materials the discreteness of the system is often important and rotational degrees of freedom are active, which might require enhanced theoretical approaches like polar continua. In polar continuum theories, the material points are considered to possess orientations. A material point has three degrees-of-freedom for rigid rotations, in addition to the three classic translational degrees-of-freedom. The Cosserat continuum is the most transparent and straightforward extension of the nonpolar (classic) continuum. Two-dimensional dem and mpm (polar and nonpolar) simulations of the cutting problem are compared to experiments. The drag force and flow patterns are compared using cohesionless corn grains as material. The corn macro (continuum) and micro ( dem) properties were obtained from shear and oedometer tests. Results show that the dilatancy angle plays a significant role in the flow of material but has less of an influence on the draft force. Nonpolar mpm is the most accurate in predicting blade forces, blade-soil interface stresses and the position and orientation of shear bands. Polar mpm fails in predicting the orientation of the shear band, but is less sensitive to mesh size and mesh orientation compared to nonpolar mpm. dem simulations show less material dilation than observed during experiments.

Mirrored continuum and molecular scale simulations of the ignition of high-pressure phases of RDX

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

Lee, Kibaek; Stewart, D. Scott, E-mail: santc@illinois.edu, E-mail: dss@illinois.edu; Joshi, Kaushik

2016-05-14

We present a mirrored atomistic and continuum framework that is used to describe the ignition of energetic materials, and a high-pressure phase of RDX in particular. The continuum formulation uses meaningful averages of thermodynamic properties obtained from the atomistic simulation and a simplification of enormously complex reaction kinetics. In particular, components are identified based on molecular weight bin averages and our methodology assumes that both the averaged atomistic and continuum simulations are represented on the same time and length scales. The atomistic simulations of thermally initiated ignition of RDX are performed using reactive molecular dynamics (RMD). The continuum model ismore » based on multi-component thermodynamics and uses a kinetics scheme that describes observed chemical changes of the averaged atomistic simulations. Thus the mirrored continuum simulations mimic the rapid change in pressure, temperature, and average molecular weight of species in the reactive mixture. This mirroring enables a new technique to simplify the chemistry obtained from reactive MD simulations while retaining the observed features and spatial and temporal scales from both the RMD and continuum model. The primary benefit of this approach is a potentially powerful, but familiar way to interpret the atomistic simulations and understand the chemical events and reaction rates. The approach is quite general and thus can provide a way to model chemistry based on atomistic simulations and extend the reach of those simulations.« less

Kinematics and the implementation of an elephant's trunk manipulator and other continuum style robots.

PubMed

Hannan, Michael W; Walker, Ian D

2003-02-01

Traditionally, robot manipulators have been a simple arrangement of a small number of serially connected links and actuated joints. Though these manipulators prove to be very effective for many tasks, they are not without their limitations, due mainly to their lack of maneuverability or total degrees of freedom. Continuum style (i.e., continuous "back-bone") robots, on the other hand, exhibit a wide range of maneuverability, and can have a large number of degrees of freedom. The motion of continuum style robots is generated through the bending of the robot over a given section; unlike traditional robots where the motion occurs in discrete locations, i.e., joints. The motion of continuum manipulators is often compared to that of biological manipulators such as trunks and tentacles. These continuum style robots can achieve motions that could only be obtainable by a conventionally designed robot with many more degrees of freedom. In this paper we present a detailed formulation and explanation of a novel kinematic model for continuum style robots. The design, construction, and implementation of our continuum style robot called the elephant trunk manipulator is presented. Experimental results are then provided to verify the legitimacy of our model when applied to our physical manipulator. We also provide a set of obstacle avoidance experiments that help to exhibit the practical implementation of both our manipulator and our kinematic model. c2003 Wiley Periodicals, Inc.

Kinematics and the implementation of an elephant's trunk manipulator and other continuum style robots

NASA Technical Reports Server (NTRS)

Hannan, Michael W.; Walker, Ian D.

2003-01-01

Traditionally, robot manipulators have been a simple arrangement of a small number of serially connected links and actuated joints. Though these manipulators prove to be very effective for many tasks, they are not without their limitations, due mainly to their lack of maneuverability or total degrees of freedom. Continuum style (i.e., continuous "back-bone") robots, on the other hand, exhibit a wide range of maneuverability, and can have a large number of degrees of freedom. The motion of continuum style robots is generated through the bending of the robot over a given section; unlike traditional robots where the motion occurs in discrete locations, i.e., joints. The motion of continuum manipulators is often compared to that of biological manipulators such as trunks and tentacles. These continuum style robots can achieve motions that could only be obtainable by a conventionally designed robot with many more degrees of freedom. In this paper we present a detailed formulation and explanation of a novel kinematic model for continuum style robots. The design, construction, and implementation of our continuum style robot called the elephant trunk manipulator is presented. Experimental results are then provided to verify the legitimacy of our model when applied to our physical manipulator. We also provide a set of obstacle avoidance experiments that help to exhibit the practical implementation of both our manipulator and our kinematic model. c2003 Wiley Periodicals, Inc.

Doubly stochastic Poisson processes in artificial neural learning.

PubMed

Card, H C

1998-01-01

This paper investigates neuron activation statistics in artificial neural networks employing stochastic arithmetic. It is shown that a doubly stochastic Poisson process is an appropriate model for the signals in these circuits.

Stochastic receding horizon control: application to an octopedal robot

NASA Astrophysics Data System (ADS)

Shah, Shridhar K.; Tanner, Herbert G.

2013-06-01

Miniature autonomous systems are being developed under ARL's Micro Autonomous Systems and Technology (MAST). These systems can only be fitted with a small-size processor, and their motion behavior is inherently uncertain due to manufacturing and platform-ground interactions. One way to capture this uncertainty is through a stochastic model. This paper deals with stochastic motion control design and implementation for MAST- specific eight-legged miniature crawling robots, which have been kinematically modeled as systems exhibiting the behavior of a Dubin's car with stochastic noise. The control design takes the form of stochastic receding horizon control, and is implemented on a Gumstix Overo Fire COM with 720 MHz processor and 512 MB RAM, weighing 5.5 g. The experimental results show the effectiveness of this control law for miniature autonomous systems perturbed by stochastic noise.

Pathophysiological Progression Model for Selected Toxicological Endpoints

EPA Science Inventory

The existing continuum paradigms are effective models to organize toxicological data associated with endpoints used in human health assessments. A compendium of endpoints characterized along a pathophysiological continuum would serve to: weigh the relative importance of effects o...

Continuum Modeling and Control of Large Nonuniform Wireless Networks via Nonlinear Partial Differential Equations

DOE PAGES

Zhang, Yang; Chong, Edwin K. P.; Hannig, Jan; ...

2013-01-01

We inmore » troduce a continuum modeling method to approximate a class of large wireless networks by nonlinear partial differential equations (PDEs). This method is based on the convergence of a sequence of underlying Markov chains of the network indexed by N , the number of nodes in the network. As N goes to infinity, the sequence converges to a continuum limit, which is the solution of a certain nonlinear PDE. We first describe PDE models for networks with uniformly located nodes and then generalize to networks with nonuniformly located, and possibly mobile, nodes. Based on the PDE models, we develop a method to control the transmissions in nonuniform networks so that the continuum limit is invariant under perturbations in node locations. This enables the networks to maintain stable global characteristics in the presence of varying node locations.« less

On the influence of pseudoelastic material behaviour in planar shape-memory tubular continuum structures

NASA Astrophysics Data System (ADS)

Greiner-Petter, Christoph; Sattel, Thomas

2017-12-01

For planar tubular continuum structures based on precurved shape memory alloy tubes a beam model with respect to the pseudoelastic material behaviour of NiTi is derived. Thereunto a constitutive material law respecting tension-compression asymmetry as well as hysteresis is used. The beam model is then employed to calculate equilibrium curvatures of concentric tube assemblies without clearance between the tubes. In a second step, the influence of clearance is approximated to account for non-concentric tube assemblies. These elastokinematic results are integrated into a purely kinematic model to describe the cannula path under the presence of material hysteresis and clearance. Finally a photogrammetric measurement system is used to track the path of an exemplary two-tube continuum structure to examine the accuracy of the proposed model. It is shown that material hysteresis leads to a hysteresis phenomena in the path of the tubular continuum structure.

Constant-pH molecular dynamics using stochastic titration

NASA Astrophysics Data System (ADS)

Baptista, António M.; Teixeira, Vitor H.; Soares, Cláudio M.

2002-09-01

A new method is proposed for performing constant-pH molecular dynamics (MD) simulations, that is, MD simulations where pH is one of the external thermodynamic parameters, like the temperature or the pressure. The protonation state of each titrable site in the solute is allowed to change during a molecular mechanics (MM) MD simulation, the new states being obtained from a combination of continuum electrostatics (CE) calculations and Monte Carlo (MC) simulation of protonation equilibrium. The coupling between the MM/MD and CE/MC algorithms is done in a way that ensures a proper Markov chain, sampling from the intended semigrand canonical distribution. This stochastic titration method is applied to succinic acid, aimed at illustrating the method and examining the choice of its adjustable parameters. The complete titration of succinic acid, using constant-pH MD simulations at different pH values, gives a clear picture of the coupling between the trans/gauche isomerization and the protonation process, making it possible to reconcile some apparently contradictory results of previous studies. The present constant-pH MD method is shown to require a moderate increase of computational cost when compared to the usual MD method.

Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the probability of extinction for the stochastic model.

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

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

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

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

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

2018-06-01

In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

Simulating biological processes: stochastic physics from whole cells to colonies.

PubMed

Earnest, Tyler M; Cole, John A; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a 'minimal cell'. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

Simulating biological processes: stochastic physics from whole cells to colonies

NASA Astrophysics Data System (ADS)

Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Modes of interconnected lattice trusses using continuum models, part 1

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1991-01-01

This represents a continuing systematic attempt to explore the use of continuum models--in contrast to the Finite Element Models currently universally in use--to develop feedback control laws for stability enhancement of structures, particularly large structures, for deployment in space. We shall show that for the control objective, continuum models do offer unique advantages. It must be admitted of course that developing continuum models for arbitrary structures is no easy task. In this paper we take advantage of the special nature of current Large Space Structures--typified by the NASA-LaRC Evolutionary Model which will be our main concern--which consists of interconnected orthogonal lattice trusses each with identical bays. Using an equivalent one-dimensional Timoshenko beam model, we develop an almost complete continuum model for the evolutionary structure. We do this in stages, beginning only with the main bus as flexible and then going on to make all the appendages also flexible-except for the antenna structure. Based on these models we proceed to develop formulas for mode frequencies and shapes. These are shown to be the roots of the determinant of a matrix of small dimension compared with mode calculations using Finite Element Models, even though the matrix involves transcendental functions. The formulas allow us to study asymptotic properties of the modes and how they evolve as we increase the number of bodies which are treated as flexible. The asymptotics, in fact, become simpler.

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

PubMed

Zimmer, Christoph

2016-01-01

Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

Stochastic Parameterization: Toward a New View of Weather and Climate Models

DOE PAGES

Berner, Judith; Achatz, Ulrich; Batté, Lauriane; ...

2017-03-31

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

Stochastic Parameterization: Toward a New View of Weather and Climate Models

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

Continuum Thinking and the Contexts of Personal Information Management

ERIC Educational Resources Information Center

Huvila, Isto; Eriksen, Jon; Häusner, Eva-Maria; Jansson, Ina-Maria

2014-01-01

Introduction: Recent personal information management literature has underlined the significance of the contextuality of personal information and its use. The present article discusses the applicability of the records continuum model and its generalisation, continuum thinking, as a theoretical framework for explicating the overlap and evolution of…

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

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

PubMed

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

2012-12-01

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

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Stochastic models of the Social Security trust funds.

PubMed

Burdick, Clark; Manchester, Joyce

Each year in March, the Board of Trustees of the Social Security trust funds reports on the current and projected financial condition of the Social Security programs. Those programs, which pay monthly benefits to retired workers and their families, to the survivors of deceased workers, and to disabled workers and their families, are financed through the Old-Age, Survivors, and Disability Insurance (OASDI) Trust Funds. In their 2003 report, the Trustees present, for the first time, results from a stochastic model of the combined OASDI trust funds. Stochastic modeling is an important new tool for Social Security policy analysis and offers the promise of valuable new insights into the financial status of the OASDI trust funds and the effects of policy changes. The results presented in this article demonstrate that several stochastic models deliver broadly consistent results even though they use very different approaches and assumptions. However, they also show that the variation in trust fund outcomes differs as the approach and assumptions are varied. Which approach and assumptions are best suited for Social Security policy analysis remains an open question. Further research is needed before the promise of stochastic modeling is fully realized. For example, neither parameter uncertainty nor variability in ultimate assumption values is recognized explicitly in the analyses. Despite this caveat, stochastic modeling results are already shedding new light on the range and distribution of trust fund outcomes that might occur in the future.

Amerciamysis bahia Stochastic Matrix Population Model for Laboratory Populations

EPA Science Inventory

The population model described here is a stochastic, density-independent matrix model for integrating the effects of toxicants on survival and reproduction of the marine invertebrate, Americamysis bahia. The model was constructed using Microsoft® Excel 2003. The focus of the mode...

Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-08-01

The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Threshold for extinction and survival in stochastic tumor immune system

NASA Astrophysics Data System (ADS)

Li, Dongxi; Cheng, Fangjuan

2017-10-01

This paper mainly investigates the stochastic character of tumor growth and extinction in the presence of immune response of a host organism. Firstly, the mathematical model describing the interaction and competition between the tumor cells and immune system is established based on the Michaelis-Menten enzyme kinetics. Then, the threshold conditions for extinction, weak persistence and stochastic persistence of tumor cells are derived by the rigorous theoretical proofs. Finally, stochastic simulation are taken to substantiate and illustrate the conclusion we have derived. The modeling results will be beneficial to understand to concept of immunoediting, and develop the cancer immunotherapy. Besides, our simple theoretical model can help to obtain new insight into the complexity of tumor growth.

Digital hardware implementation of a stochastic two-dimensional neuron model.

PubMed

Grassia, F; Kohno, T; Levi, T

2016-11-01

This study explores the feasibility of stochastic neuron simulation in digital systems (FPGA), which realizes an implementation of a two-dimensional neuron model. The stochasticity is added by a source of current noise in the silicon neuron using an Ornstein-Uhlenbeck process. This approach uses digital computation to emulate individual neuron behavior using fixed point arithmetic operation. The neuron model's computations are performed in arithmetic pipelines. It was designed in VHDL language and simulated prior to mapping in the FPGA. The experimental results confirmed the validity of the developed stochastic FPGA implementation, which makes the implementation of the silicon neuron more biologically plausible for future hybrid experiments. Copyright © 2017 Elsevier Ltd. All rights reserved.

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

A new computational approach to simulate pattern formation in Paenibacillus dendritiformis bacterial colonies

NASA Astrophysics Data System (ADS)

Tucker, Laura Jane

Under the harsh conditions of limited nutrient and hard growth surface, Paenibacillus dendritiformis in agar plates form two classes of patterns (morphotypes). The first class, called the dendritic morphotype, has radially directed branches. The second class, called the chiral morphotype, exhibits uniform handedness. The dendritic morphotype has been modeled successfully using a continuum model on a regular lattice; however, a suitable computational approach was not known to solve a continuum chiral model. This work details a new computational approach to solving the chiral continuum model of pattern formation in P. dendritiformis. The approach utilizes a random computational lattice and new methods for calculating certain derivative terms found in the model.

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Bar-Shalom, Y.

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

The metastable zone width (MSZW) and the induction time, measured for a large sample (say>0.1 L) are reproducible and deterministic, while, for a small sample (say<1 mL), these values are irreproducible and stochastic. Such behaviors of MSZW and induction time were theoretically discussed both with stochastic and deterministic models. Equations for the distribution of stochastic MSZW and induction time were derived. The average values of stochastic MSZW and induction time both decreased with an increase in sample volume, while, the deterministic MSZW and induction time remained unchanged. Such different behaviors with variation in sample volume were explained in terms of detection sensitivity of crystallization events. The average values of MSZW and induction time in the stochastic model were compared with the deterministic MSZW and induction time, respectively. Literature data reported for paracetamol aqueous solution were explained theoretically with the presented models.

Landau-Zener transitions and Dykhne formula in a simple continuum model

NASA Astrophysics Data System (ADS)

Dunham, Yujin; Garmon, Savannah

The Landau-Zener model describing the interaction between two linearly driven discrete levels is useful in describing many simple dynamical systems; however, no system is completely isolated from the surrounding environment. Here we examine a generalizations of the original Landau-Zener model to study simple environmental influences. We consider a model in which one of the discrete levels is replaced with a energy continuum, in which we find that the survival probability for the initially occupied diabatic level is unaffected by the presence of the continuum. This result can be predicted by assuming that each step in the evolution for the diabatic state evolves independently according to the Landau-Zener formula, even in the continuum limit. We also show that, at least for the simplest model, this result can also be predicted with the natural generalization of the Dykhne formula for open systems. We also observe dissipation as the non-escape probability from the discrete levels is no longer equal to one.

Continuum mesoscopic framework for multiple interacting species and processes on multiple site types and/or crystallographic planes.

PubMed

Chatterjee, Abhijit; Vlachos, Dionisios G

2007-07-21

While recently derived continuum mesoscopic equations successfully bridge the gap between microscopic and macroscopic physics, so far they have been derived only for simple lattice models. In this paper, general deterministic continuum mesoscopic equations are derived rigorously via nonequilibrium statistical mechanics to account for multiple interacting surface species and multiple processes on multiple site types and/or different crystallographic planes. Adsorption, desorption, reaction, and surface diffusion are modeled. It is demonstrated that contrary to conventional phenomenological continuum models, microscopic physics, such as the interaction potential, determines the final form of the mesoscopic equation. Models of single component diffusion and binary diffusion of interacting particles on single-type site lattice and of single component diffusion on complex microporous materials' lattices consisting of two types of sites are derived, as illustrations of the mesoscopic framework. Simplification of the diffusion mesoscopic model illustrates the relation to phenomenological models, such as the Fickian and Maxwell-Stefan transport models. It is demonstrated that the mesoscopic equations are in good agreement with lattice kinetic Monte Carlo simulations for several prototype examples studied.

A kinetic Monte Carlo approach to study fluid transport in pore networks

NASA Astrophysics Data System (ADS)

Apostolopoulou, M.; Day, R.; Hull, R.; Stamatakis, M.; Striolo, A.

2017-10-01

The mechanism of fluid migration in porous networks continues to attract great interest. Darcy's law (phenomenological continuum theory), which is often used to describe macroscopically fluid flow through a porous material, is thought to fail in nano-channels. Transport through heterogeneous and anisotropic systems, characterized by a broad distribution of pores, occurs via a contribution of different transport mechanisms, all of which need to be accounted for. The situation is likely more complicated when immiscible fluid mixtures are present. To generalize the study of fluid transport through a porous network, we developed a stochastic kinetic Monte Carlo (KMC) model. In our lattice model, the pore network is represented as a set of connected finite volumes (voxels), and transport is simulated as a random walk of molecules, which "hop" from voxel to voxel. We simulated fluid transport along an effectively 1D pore and we compared the results to those expected by solving analytically the diffusion equation. The KMC model was then implemented to quantify the transport of methane through hydrated micropores, in which case atomistic molecular dynamic simulation results were reproduced. The model was then used to study flow through pore networks, where it was able to quantify the effect of the pore length and the effect of the network's connectivity. The results are consistent with experiments but also provide additional physical insights. Extension of the model will be useful to better understand fluid transport in shale rocks.

Kinematics optimization and static analysis of a modular continuum robot used for minimally invasive surgery.

PubMed

Qi, Fei; Ju, Feng; Bai, Dong Ming; Chen, Bai

2018-02-01

For the outstanding compliance and dexterity of continuum robot, it is increasingly used in minimally invasive surgery. The wide workspace, high dexterity and strong payload capacity are essential to the continuum robot. In this article, we investigate the workspace of a cable-driven continuum robot that we proposed. The influence of section number on the workspace is discussed when robot is operated in narrow environment. Meanwhile, the structural parameters of this continuum robot are optimized to achieve better kinematic performance. Moreover, an indicator based on the dexterous solid angle for evaluating the dexterity of robot is introduced and the distal end dexterity is compared for the three-section continuum robot with different range of variables. Results imply that the wider range of variables achieve the better dexterity. Finally, the static model of robot based on the principle of virtual work is derived to analyze the relationship between the bending shape deformation and the driven force. The simulations and experiments for plane and spatial motions are conducted to validate the feasibility of model, respectively. Results of this article can contribute to the real-time control and movement and can be a design reference for cable-driven continuum robot.

Dynamics of electronic transport in spatially-extended systems with negative differential conductivity

NASA Astrophysics Data System (ADS)

Xu, Huidong

Negative differential conductivity (NDC) is a nonlinear property of electronic transport for high electric field strength found in materials and devices such as semiconductor superlattices, bulk GaAs and Gunn diodes. In spatially extended systems, NDC can cause rich dynamics such as static and mobile field domains and moving charge fronts. In this thesis, these phenomena are studied theoretically and numerically for semiconductor superlattices. Two classes of models are considered: a discrete model based on sequential resonant tunneling between neighboring quantum wells is used to described charge transport in weakly-coupled superlattices, and a continuum model based on the miniband transport is used to describe charge transport strongly-coupled superlattices. The superlattice is a spatially extended nonlinear system consisting a periodic arrangement of quantum wells (e.g., GaAs) and barriers (e.g., AlAs). Using a discrete model and only considering one spatial dimension, we find that the boundary condition at the injecting contact has a great influence on the dynamical behavior for both fixed voltage and transient response. Static or moving field domains are usually inevitable in this system. In order to suppress field domains, we add a side shunting layer parallel to the growth direction of the superlattice. In this case, the model includes both vertical and lateral spatial degrees of freedom. We first study a shunted weakly-coupled superlattice for a wide range of material parameters. The field domains are found to be suppressed for superlattices with small lateral size and good connection between the shunt and the quantum wells of the superlattice. As the lateral size of the superlattice increases, the uniform field configuration loses its stability to either static or dynamic field domains, regardless of shunt properties. A lower quality shunt generally leads to regular and chaotic current oscillations and complex spatio-temporal dynamics in the field profile. Bifurcations separating static and dynamic behaviors are characterized and found to be dependent on the shunt properties. Then we adopt the model to study the shunted strongly-coupled superlattice with the continuum model. Key structural parameters associated with both the shunt layer and SL are identified for which the shunt layer stabilizes a uniform electric field profile. These results support the possibility to realize a SL-based THz oscillator with a carefully designed structure. Another important behavior of the static field domains in the weakly-coupled superlattice is bistability, i.e., two possible states (i.e., electric field configurations) for a single voltage. Noise can drive the system from one of these states (the metastable state) to the other one (the globally stable state). The process of escape from the metastable state can be viewed as a stochastic first-passage process in a high-dimensional system that possesses complex stability eigenvalues and for which a global potential energy function does not exist. This process is simulated using a stochastic differential equation system which incorporates shot noise. The mean switching time tau is fitted to an exponential expression e1DVth -Va, where Vth denotes the voltage at the end of the current branch. The exponent alpha in the fitting curve deviates from 1.5 which is predicted for a generic one dimensional system. We develop an algorithm to determine an effective locally valid potential. Principal component analysis is applied to find the most probable path for switching from the metastable current state.

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

PubMed

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

2016-09-01

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

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

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

2017-01-01

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

Dynamics of a stochastic cell-to-cell HIV-1 model with distributed delay

NASA Astrophysics Data System (ADS)

Ji, Chunyan; Liu, Qun; Jiang, Daqing

2018-02-01

In this paper, we consider a stochastic cell-to-cell HIV-1 model with distributed delay. Firstly, we show that there is a global positive solution of this model before exploring its long-time behavior. Then sufficient conditions for extinction of the disease are established. Moreover, we obtain sufficient conditions for the existence of an ergodic stationary distribution of the model by constructing a suitable stochastic Lyapunov function. The stationary distribution implies that the disease is persistent in the mean. Finally, we provide some numerical examples to illustrate theoretical results.

Mathematical and Computational Aspects of Multiscale Materials Modeling, Mathematics-Numerical analysis, Section II.A.a.3.4, Conference and symposia organization II.A.2.a

DTIC Science & Technology

2015-02-04

dislocation dynamics models ( DDD ), continuum representations). Coupling of these models is difficult. Coupling of atomistics and DDD models has been...explored to some extent, but the coupling between DDD and continuum models of the evolution of large populations of dislocations is essentially unexplored

A stochastic chemostat model with an inhibitor and noise independent of population sizes

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

In this paper, a stochastic chemostat model with an inhibitor is considered, here the inhibitor is input from an external source and two organisms in chemostat compete for a nutrient. Firstly, we show that the system has a unique global positive solution. Secondly, by constructing some suitable Lyapunov functions, we investigate that the average in time of the second moment of the solutions of the stochastic model is bounded for a relatively small noise. That is, the asymptotic behaviors of the stochastic system around the equilibrium points of the deterministic system are studied. However, the sufficient large noise can make the microorganisms become extinct with probability one, although the solutions to the original deterministic model may be persistent. Finally, the obtained analytical results are illustrated by computer simulations.

Dynamics of stochastic SEIS epidemic model with varying population size

NASA Astrophysics Data System (ADS)

Liu, Jiamin; Wei, Fengying

2016-12-01

We introduce the stochasticity into a deterministic model which has state variables susceptible-exposed-infected with varying population size in this paper. The infected individuals could return into susceptible compartment after recovering. We show that the stochastic model possesses a unique global solution under building up a suitable Lyapunov function and using generalized Itô's formula. The densities of the exposed and infected tend to extinction when some conditions are being valid. Moreover, the conditions of persistence to a global solution are derived when the parameters are subject to some simple criteria. The stochastic model admits a stationary distribution around the endemic equilibrium, which means that the disease will prevail. To check the validity of the main results, numerical simulations are demonstrated as end of this contribution.

Study on the threshold of a stochastic SIR epidemic model and its extensions

NASA Astrophysics Data System (ADS)

Zhao, Dianli

2016-09-01

This paper provides a simple but effective method for estimating the threshold of a class of the stochastic epidemic models by use of the nonnegative semimartingale convergence theorem. Firstly, the threshold R0SIR is obtained for the stochastic SIR model with a saturated incidence rate, whose value is below 1 or above 1 will completely determine the disease to go extinct or prevail for any size of the white noise. Besides, when R0SIR > 1 , the system is proved to be convergent in time mean. Then, the threshold of the stochastic SIVS models with or without saturated incidence rate are also established by the same method. Comparing with the previously-known literatures, the related results are improved, and the method is simpler than before.

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.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localized clusters, suggesting a simple mechanism for sympatric speciation. Here we study the role of demographic stochasticity in a model of competing organisms subject to assortative mating. We find that in models with sexual reproduction, noise can also lead to the formation of phenotypic clusters in parameter ranges where deterministic models would lead to a homogeneous distribution. In some cases, noise can have a sizable effect, rendering the deterministic modeling insufficient to understand the phenotypic distribution.

Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.

ERIC Educational Resources Information Center

Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.

1997-01-01

Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)

Continuum theory of edge states of topological insulators: variational principle and boundary conditions.

PubMed

Medhi, Amal; Shenoy, Vijay B

2012-09-05

We develop a continuum theory to model low energy excitations of a generic four-band time reversal invariant electronic system with boundaries. We propose a variational energy functional for the wavefunctions which allows us to derive natural boundary conditions valid for such systems. Our formulation is particularly suited for developing a continuum theory of the protected edge/surface excitations of topological insulators both in two and three dimensions. By a detailed comparison of our analytical formulation with tight binding calculations of ribbons of topological insulators modelled by the Bernevig-Hughes-Zhang (BHZ) Hamiltonian, we show that the continuum theory with a natural boundary condition provides an appropriate description of the low energy physics.

Stochastic analysis of future vehicle populations

DOT National Transportation Integrated Search

1979-05-01

The purpose of this study was to build a stochastic model of future vehicle populations. Such a model can be used to investigate the uncertainties inherent in Future Vehicle Populations. The model, which is called the Future Automobile Population Sto...

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

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.

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

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

Water vapour foreign-continuum absorption in near-infrared windows from laboratory measurements.

PubMed

Ptashnik, Igor V; McPheat, Robert A; Shine, Keith P; Smith, Kevin M; Williams, R Gary

2012-06-13

For a long time, it has been believed that atmospheric absorption of radiation within wavelength regions of relatively high infrared transmittance (so-called 'windows') was dominated by the water vapour self-continuum, that is, spectrally smooth absorption caused by H(2)O--H(2)O pair interaction. Absorption due to the foreign continuum (i.e. caused mostly by H(2)O--N(2) bimolecular absorption in the Earth's atmosphere) was considered to be negligible in the windows. We report new retrievals of the water vapour foreign continuum from high-resolution laboratory measurements at temperatures between 350 and 430 K in four near-infrared windows between 1.1 and 5 μm (9000-2000 cm(-1)). Our results indicate that the foreign continuum in these windows has a very weak temperature dependence and is typically between one and two orders of magnitude stronger than that given in representations of the continuum currently used in many climate and weather prediction models. This indicates that absorption owing to the foreign continuum may be comparable to the self-continuum under atmospheric conditions in the investigated windows. The calculated global-average clear-sky atmospheric absorption of solar radiation is increased by approximately 0.46 W m(-2) (or 0.6% of the total clear-sky absorption) by using these new measurements when compared with calculations applying the widely used MTCKD (Mlawer-Tobin-Clough-Kneizys-Davies) foreign-continuum model.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

Quantifying sampling noise and parametric uncertainty in atomistic-to-continuum simulations using surrogate models

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

Salloum, Maher N.; Sargsyan, Khachik; Jones, Reese E.

2015-08-11

We present a methodology to assess the predictive fidelity of multiscale simulations by incorporating uncertainty in the information exchanged between the components of an atomistic-to-continuum simulation. We account for both the uncertainty due to finite sampling in molecular dynamics (MD) simulations and the uncertainty in the physical parameters of the model. Using Bayesian inference, we represent the expensive atomistic component by a surrogate model that relates the long-term output of the atomistic simulation to its uncertain inputs. We then present algorithms to solve for the variables exchanged across the atomistic-continuum interface in terms of polynomial chaos expansions (PCEs). We alsomore » consider a simple Couette flow where velocities are exchanged between the atomistic and continuum components, while accounting for uncertainty in the atomistic model parameters and the continuum boundary conditions. Results show convergence of the coupling algorithm at a reasonable number of iterations. As a result, the uncertainty in the obtained variables significantly depends on the amount of data sampled from the MD simulations and on the width of the time averaging window used in the MD simulations.« less

A comparison of FE beam and continuum elements for typical nitinol stent geometries

NASA Astrophysics Data System (ADS)

Ballew, Wesley; Seelecke, Stefan

2009-03-01

With interest in improved efficiency and a more complete description of the SMA material, this paper compares finite element (FE) simulations of typical stent geometries using two different constitutive models and two different element types. Typically, continuum elements are used for the simulation of stents, for example the commercial FE software ANSYS offers a continuum element based on Auricchio's SMA model. Almost every stent geometry, however, is made up of long and slender components and can be modeled more efficiently, in the computational sense, with beam elements. Using the ANSYS user programmable material feature, we implement the free energy based SMA model developed by Mueller and Seelecke into the ANSYS beam element 188. Convergence behavior for both, beam and continuum formulations, is studied in terms of element and layer number, respectively. This is systematically illustrated first for the case of a straight cantilever beam under end loading, and subsequently for a section of a z-bend wire, a typical stent sub-geometry. It is shown that the computation times for the beam element are reduced to only one third of those of the continuum element, while both formulations display a comparable force/displacement response.

The influence of ligament modelling strategies on the predictive capability of finite element models of the human knee joint.

PubMed

Naghibi Beidokhti, Hamid; Janssen, Dennis; van de Groes, Sebastiaan; Hazrati, Javad; Van den Boogaard, Ton; Verdonschot, Nico

2017-12-08

In finite element (FE) models knee ligaments can represented either by a group of one-dimensional springs, or by three-dimensional continuum elements based on segmentations. Continuum models closer approximate the anatomy, and facilitate ligament wrapping, while spring models are computationally less expensive. The mechanical properties of ligaments can be based on literature, or adjusted specifically for the subject. In the current study we investigated the effect of ligament modelling strategy on the predictive capability of FE models of the human knee joint. The effect of literature-based versus specimen-specific optimized material parameters was evaluated. Experiments were performed on three human cadaver knees, which were modelled in FE models with ligaments represented either using springs, or using continuum representations. In spring representation collateral ligaments were each modelled with three and cruciate ligaments with two single-element bundles. Stiffness parameters and pre-strains were optimized based on laxity tests for both approaches. Validation experiments were conducted to evaluate the outcomes of the FE models. Models (both spring and continuum) with subject-specific properties improved the predicted kinematics and contact outcome parameters. Models incorporating literature-based parameters, and particularly the spring models (with the representations implemented in this study), led to relatively high errors in kinematics and contact pressures. Using a continuum modelling approach resulted in more accurate contact outcome variables than the spring representation with two (cruciate ligaments) and three (collateral ligaments) single-element-bundle representations. However, when the prediction of joint kinematics is of main interest, spring ligament models provide a faster option with acceptable outcome. Copyright © 2017 Elsevier Ltd. All rights reserved.

Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

Treesearch

Mo Zhou; Joseph Buongiorno

2011-01-01

Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

Development of a multiaxial viscoelastoplastic continuum damage model for asphalt mixtures.

DOT National Transportation Integrated Search

2009-09-01

This report highlights findings from the FHWA DTFH61-05-H-00019 project, which focused on the development of the multiaxial viscoelastoplastic continuum damage model for asphalt concrete in both compression and tension. Asphalt concrete pavement, one...

Sensitivity of the Properties of Ruthenium “Blue Dimer” to Method, Basis Set, and Continuum Model

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

Ozkanlar, Abdullah; Clark, Aurora E.

2012-05-23

The ruthenium “blue dimer” [(bpy)2RuIIIOH2]2O4+ is best known as the first well-defined molecular catalyst for water oxidation. It has been subject to numerous computational studies primarily employing density functional theory. However, those studies have been limited in the functionals, basis sets, and continuum models employed. The controversy in the calculated electronic structure and the reaction energetics of this catalyst highlights the necessity of benchmark calculations that explore the role of density functionals, basis sets, and continuum models upon the essential features of blue-dimer reactivity. In this paper, we report Kohn-Sham complete basis set (KS-CBS) limit extrapolations of the electronic structuremore » of “blue dimer” using GGA (BPW91 and BP86), hybrid-GGA (B3LYP), and meta-GGA (M06-L) density functionals. The dependence of solvation free energy corrections on the different cavity types (UFF, UA0, UAHF, UAKS, Bondi, and Pauling) within polarizable and conductor-like polarizable continuum model has also been investigated. The most common basis sets of double-zeta quality are shown to yield results close to the KS-CBS limit; however, large variations are observed in the reaction energetics as a function of density functional and continuum cavity model employed.« less

Modal kinematics for multisection continuum arms.

PubMed

Godage, Isuru S; Medrano-Cerda, Gustavo A; Branson, David T; Guglielmino, Emanuele; Caldwell, Darwin G

2015-05-13

This paper presents a novel spatial kinematic model for multisection continuum arms based on mode shape functions (MSF). Modal methods have been used in many disciplines from finite element methods to structural analysis to approximate complex and nonlinear parametric variations with simple mathematical functions. Given certain constraints and required accuracy, this helps to simplify complex phenomena with numerically efficient implementations leading to fast computations. A successful application of the modal approximation techniques to develop a new modal kinematic model for general variable length multisection continuum arms is discussed. The proposed method solves the limitations associated with previous models and introduces a new approach for readily deriving exact, singularity-free and unique MSF's that simplifies the approach and avoids mode switching. The model is able to simulate spatial bending as well as straight arm motions (i.e., pure elongation/contraction), and introduces inverse position and orientation kinematics for multisection continuum arms. A kinematic decoupling feature, splitting position and orientation inverse kinematics is introduced. This type of decoupling has not been presented for these types of robotic arms before. The model also carefully accounts for physical constraints in the joint space to provide enhanced insight into practical mechanics and impose actuator mechanical limitations onto the kinematics thus generating fully realizable results. The proposed method is easily applicable to a broad spectrum of continuum arm designs.

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

An ensemble model of competitive multi-factor binding of the genome

PubMed Central

Wasson, Todd; Hartemink, Alexander J.

2009-01-01

Hundreds of different factors adorn the eukaryotic genome, binding to it in large number. These DNA binding factors (DBFs) include nucleosomes, transcription factors (TFs), and other proteins and protein complexes, such as the origin recognition complex (ORC). DBFs compete with one another for binding along the genome, yet many current models of genome binding do not consider different types of DBFs together simultaneously. Additionally, binding is a stochastic process that results in a continuum of binding probabilities at any position along the genome, but many current models tend to consider positions as being either binding sites or not. Here, we present a model that allows a multitude of DBFs, each at different concentrations, to compete with one another for binding sites along the genome. The result is an “occupancy profile,” a probabilistic description of the DNA occupancy of each factor at each position. We implement our model efficiently as the software package COMPETE. We demonstrate genome-wide and at specific loci how modeling nucleosome binding alters TF binding, and vice versa, and illustrate how factor concentration influences binding occupancy. Binding cooperativity between nearby TFs arises implicitly via mutual competition with nucleosomes. Our method applies not only to TFs, but also recapitulates known occupancy profiles of a well-studied replication origin with and without ORC binding. Importantly, the sequence preferences our model takes as input are derived from in vitro experiments. This ensures that the calculated occupancy profiles are the result of the forces of competition represented explicitly in our model and the inherent sequence affinities of the constituent DBFs. PMID:19720867

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

Modeling the elastic energy of alloys: Potential pitfalls of continuum treatments.

PubMed

Baskaran, Arvind; Ratsch, Christian; Smereka, Peter

2015-12-01

Some issues that arise when modeling elastic energy for binary alloys are discussed within the context of a Keating model and density-functional calculations. The Keating model is a simplified atomistic formulation based on modeling elastic interactions of a binary alloy with harmonic springs whose equilibrium length is species dependent. It is demonstrated that the continuum limit for the strain field are the usual equations of linear elasticity for alloys and that they correctly capture the coarse-grained behavior of the displacement field. In addition, it is established that Euler-Lagrange equation of the continuum limit of the elastic energy will yield the same strain field equation. This is the same energy functional that is often used to model elastic effects in binary alloys. However, a direct calculation of the elastic energy atomistic model reveals that the continuum expression for the elastic energy is both qualitatively and quantitatively incorrect. This is because it does not take atomistic scale compositional nonuniformity into account. Importantly, this result also shows that finely mixed alloys tend to have more elastic energy than segregated systems, which is the exact opposite of predictions made by some continuum theories. It is also shown that for strained thin films the traditionally used effective misfit for alloys systematically underestimate the strain energy. In some models, this drawback is handled by including an elastic contribution to the enthalpy of mixing, which is characterized in terms of the continuum concentration. The direct calculation of the atomistic model reveals that this approach suffers serious difficulties. It is demonstrated that elastic contribution to the enthalpy of mixing is nonisotropic and scale dependent. It is also shown that such effects are present in density-functional theory calculations for the Si-Ge system. This work demonstrates that it is critical to include the microscopic arrangements in any elastic model to achieve even qualitatively correct behavior.

Comparing a discrete and continuum model of the intestinal crypt

PubMed Central

Murray, Philip J.; Walter, Alex; Fletcher, Alex G.; Edwards, Carina M.; Tindall, Marcus J.; Maini, Philip K.

2011-01-01

The integration of processes at different scales is a key problem in the modelling of cell populations. Owing to increased computational resources and the accumulation of data at the cellular and subcellular scales, the use of discrete, cell-level models, which are typically solved using numerical simulations, has become prominent. One of the merits of this approach is that important biological factors, such as cell heterogeneity and noise, can be easily incorporated. However, it can be difficult to efficiently draw generalisations from the simulation results, as, often, many simulation runs are required to investigate model behaviour in typically large parameter spaces. In some cases, discrete cell-level models can be coarse-grained, yielding continuum models whose analysis can lead to the development of insight into the underlying simulations. In this paper we apply such an approach to the case of a discrete model of cell dynamics in the intestinal crypt. An analysis of the resulting continuum model demonstrates that there is a limited region of parameter space within which steady-state (and hence biologically realistic) solutions exist. Continuum model predictions show good agreement with corresponding results from the underlying simulations and experimental data taken from murine intestinal crypts. PMID:21411869

Price sensitive demand with random sales price - a newsboy problem

NASA Astrophysics Data System (ADS)

Sankar Sana, Shib

2012-03-01

Up to now, many newsboy problems have been considered in the stochastic inventory literature. Some assume that stochastic demand is independent of selling price (p) and others consider the demand as a function of stochastic shock factor and deterministic sales price. This article introduces a price-dependent demand with stochastic selling price into the classical Newsboy problem. The proposed model analyses the expected average profit for a general distribution function of p and obtains an optimal order size. Finally, the model is discussed for various appropriate distribution functions of p and illustrated with numerical examples.

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.

Simple and Hierarchical Models for Stochastic Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

1993-01-01

Test misgrading is treated as a stochastic process. The expected number of misgradings, inter-occurrence time of misgradings, and waiting time for the "n"th misgrading are discussed based on a simple Poisson model and a hierarchical Beta-Poisson model. Examples of model construction are given. (SLD)

AUTOMATIC CALIBRATION OF A STOCHASTIC-LAGRANGIAN TRANSPORT MODEL (SLAM)

EPA Science Inventory

Numerical models are a useful tool in evaluating and designing NAPL remediation systems. Traditional constitutive finite difference and finite element models are complex and expensive to apply. For this reason, this paper presents the application of a simplified stochastic-Lagran...

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

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.

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

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.

Mind the Gap: A Semicontinuum Model for Discrete Electrical Propagation in Cardiac Tissue.

PubMed

Costa, Caroline Mendonca; Silva, Pedro Andre Arroyo; dos Santos, Rodrigo Weber

2016-04-01

Electrical propagation in cardiac tissue is a discrete or discontinuous phenomenon that reflects the complexity of the anatomical structures and their organization in the heart, such as myocytes, gap junctions, microvessels, and extracellular matrix, just to name a few. Discrete models or microscopic and discontinuous models are, so far, the best options to accurately study how structural properties of cardiac tissue influence electrical propagation. These models are, however, inappropriate in the context of large scale simulations, which have been traditionally performed by the use of continuum and macroscopic models, such as the monodomain and the bidomain models. However, continuum models may fail to reproduce many important physiological and physiopathological aspects of cardiac electrophysiology, for instance, those related to slow conduction. In this study, we develop a new mathematical model that combines characteristics of both continuum and discrete models. The new model was evaluated in scenarios of low gap-junctional coupling, where slow conduction is observed, and was able to reproduce conduction block, increase of the maximum upstroke velocity and of the repolarization dispersion. None of these features can be captured by continuum models. In addition, the model overcomes a great disadvantage of discrete models, as it allows variation of the spatial resolution within a certain range.

Persistence and ergodicity of a stochastic single species model with Allee effect under regime switching

NASA Astrophysics Data System (ADS)

Yu, Xingwang; Yuan, Sanling; Zhang, Tonghua

2018-06-01

Allee effect can interact with environment stochasticity and is active when population numbers are small. Our goal of this paper is to investigate such effect on population dynamics. More precisely, we develop and investigate a stochastic single species model with Allee effect under regime switching. We first prove the existence of global positive solution of the model. Then, we perform the survival analysis to seek sufficient conditions for the extinction, non-persistence in mean, persistence in mean and stochastic permanence. By constructing a suitable Lyapunov function, we show that the model is positive recurrent and ergodic. Our results indicate that the regime switching can suppress the extinction of the species. Finally, numerical simulations are carried out to illustrate the obtained theoretical results, where a real-life example is also discussed showing the inclusion of Allee effect in the model provides a better match to the data.

A stochastic spatiotemporal model of a response-regulator network in the Caulobacter crescentus cell cycle

NASA Astrophysics Data System (ADS)

Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang

2016-06-01

The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.

Monolayers of hard rods on planar substrates. II. Growth

NASA Astrophysics Data System (ADS)

Klopotek, M.; Hansen-Goos, H.; Dixit, M.; Schilling, T.; Schreiber, F.; Oettel, M.

2017-02-01

Growth of hard-rod monolayers via deposition is studied in a lattice model using rods with discrete orientations and in a continuum model with hard spherocylinders. The lattice model is treated with kinetic Monte Carlo simulations and dynamic density functional theory while the continuum model is studied by dynamic Monte Carlo simulations equivalent to diffusive dynamics. The evolution of nematic order (excess of upright particles, "standing-up" transition) is an entropic effect and is mainly governed by the equilibrium solution, rendering a continuous transition [Paper I, M. Oettel et al., J. Chem. Phys. 145, 074902 (2016)]. Strong non-equilibrium effects (e.g., a noticeable dependence on the ratio of rates for translational and rotational moves) are found for attractive substrate potentials favoring lying rods. Results from the lattice and the continuum models agree qualitatively if the relevant characteristic times for diffusion, relaxation of nematic order, and deposition are matched properly. Applicability of these monolayer results to multilayer growth is discussed for a continuum-model realization in three dimensions where spherocylinders are deposited continuously onto a substrate via diffusion.

Calculating pKa values for substituted phenols and hydration energies for other compounds with the first-order Fuzzy-Border continuum solvation model

PubMed Central

Sharma, Ity; Kaminski, George A.

2012-01-01

We have computed pKa values for eleven substituted phenol compounds using the continuum Fuzzy-Border (FB) solvation model. Hydration energies for 40 other compounds, including alkanes, alkenes, alkynes, ketones, amines, alcohols, ethers, aromatics, amides, heterocycles, thiols, sulfides and acids have been calculated. The overall average unsigned error in the calculated acidity constant values was equal to 0.41 pH units and the average error in the solvation energies was 0.076 kcal/mol. We have also reproduced pKa values of propanoic and butanoic acids within ca. 0.1 pH units from the experimental values by fitting the solvation parameters for carboxylate ion carbon and oxygen atoms. The FB model combines two distinguishing features. First, it limits the amount of noise which is common in numerical treatment of continuum solvation models by using fixed-position grid points. Second, it employs either second- or first-order approximation for the solvent polarization, depending on a particular implementation. These approximations are similar to those used for solute and explicit solvent fast polarization treatment which we developed previously. This article describes results of employing the first-order technique. This approximation places the presented methodology between the Generalized Born and Poisson-Boltzmann continuum solvation models with respect to their accuracy of reproducing the many-body effects in modeling a continuum solvent. PMID:22815192

Dynamics of electrical double layer formation in room-temperature ionic liquids under constant-current charging conditions

NASA Astrophysics Data System (ADS)

Jiang, Xikai; Huang, Jingsong; Zhao, Hui; Sumpter, Bobby G.; Qiao, Rui

2014-07-01

We report detailed simulation results on the formation dynamics of an electrical double layer (EDL) inside an electrochemical cell featuring room-temperature ionic liquids (RTILs) enclosed between two planar electrodes. Under relatively small charging currents, the evolution of cell potential from molecular dynamics (MD) simulations during charging can be suitably predicted by the Landau-Ginzburg-type continuum model proposed recently (Bazant et al 2011 Phys. Rev. Lett. 106 046102). Under very large charging currents, the cell potential from MD simulations shows pronounced oscillation during the initial stage of charging, a feature not captured by the continuum model. Such oscillation originates from the sequential growth of the ionic space charge layers near the electrode surface. This allows the evolution of EDLs in RTILs with time, an atomistic process difficult to visualize experimentally, to be studied by analyzing the cell potential under constant-current charging conditions. While the continuum model cannot predict the potential oscillation under such far-from-equilibrium charging conditions, it can nevertheless qualitatively capture the growth of cell potential during the later stage of charging. Improving the continuum model by introducing frequency-dependent dielectric constant and density-dependent ion diffusion coefficients may help to further extend the applicability of the model. The evolution of ion density profiles is also compared between the MD and the continuum model, showing good agreement.

Dynamics of electrical double layer formation in room-temperature ionic liquids under constant-current charging conditions.

PubMed

Jiang, Xikai; Huang, Jingsong; Zhao, Hui; Sumpter, Bobby G; Qiao, Rui

2014-07-16

We report detailed simulation results on the formation dynamics of an electrical double layer (EDL) inside an electrochemical cell featuring room-temperature ionic liquids (RTILs) enclosed between two planar electrodes. Under relatively small charging currents, the evolution of cell potential from molecular dynamics (MD) simulations during charging can be suitably predicted by the Landau-Ginzburg-type continuum model proposed recently (Bazant et al 2011 Phys. Rev. Lett. 106 046102). Under very large charging currents, the cell potential from MD simulations shows pronounced oscillation during the initial stage of charging, a feature not captured by the continuum model. Such oscillation originates from the sequential growth of the ionic space charge layers near the electrode surface. This allows the evolution of EDLs in RTILs with time, an atomistic process difficult to visualize experimentally, to be studied by analyzing the cell potential under constant-current charging conditions. While the continuum model cannot predict the potential oscillation under such far-from-equilibrium charging conditions, it can nevertheless qualitatively capture the growth of cell potential during the later stage of charging. Improving the continuum model by introducing frequency-dependent dielectric constant and density-dependent ion diffusion coefficients may help to further extend the applicability of the model. The evolution of ion density profiles is also compared between the MD and the continuum model, showing good agreement.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

Creating a Simple Single Computational Approach to Modeling Rarefied and Continuum Flow About Aerospace Vehicles

NASA Technical Reports Server (NTRS)

Goldstein, David B.; Varghese, Philip L.

1997-01-01

We proposed to create a single computational code incorporating methods that can model both rarefied and continuum flow to enable the efficient simulation of flow about space craft and high altitude hypersonic aerospace vehicles. The code was to use a single grid structure that permits a smooth transition between the continuum and rarefied portions of the flow. Developing an appropriate computational boundary between the two regions represented a major challenge. The primary approach chosen involves coupling a four-speed Lattice Boltzmann model for the continuum flow with the DSMC method in the rarefied regime. We also explored the possibility of using a standard finite difference Navier Stokes solver for the continuum flow. With the resulting code we will ultimately investigate three-dimensional plume impingement effects, a subject of critical importance to NASA and related to the work of Drs. Forrest Lumpkin, Steve Fitzgerald and Jay Le Beau at Johnson Space Center. Below is a brief background on the project and a summary of the results as of the end of the grant.

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

PubMed

Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

2014-01-01

Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

On the continuum mechanics approach for the analysis of single walled carbon nanotubes

NASA Astrophysics Data System (ADS)

Chaudhry, M. S.; Czekanski, A.

2016-04-01

Today carbon nanotubes have found various applications in structural, thermal and almost every field of engineering. Carbon nanotubes provide great strength, stiffness resilience properties. Evaluating the structural behavior of nanoscale materials is an important task. In order to understand the materialistic behavior of nanotubes, atomistic models provide a basis for continuum mechanics modelling. Although the properties of bulk materials are consistent with the size and depends mainly on the material but the properties when we are in Nano-range, continuously change with the size. Such models start from the modelling of interatomic interaction. Modelling and simulation has advantage of cost saving when compared with the experiments. So in this project our aim is to use a continuum mechanics model of carbon nanotubes from atomistic perspective and analyses some structural behaviors of nanotubes. It is generally recognized that mechanical properties of nanotubes are dependent upon their structural details. The properties of nanotubes vary with the varying with the interatomic distance, angular orientation, radius of the tube and many such parameters. Based on such models one can analyses the variation of young's modulus, strength, deformation behavior, vibration behavior and thermal behavior. In this study some of the structural behaviors of the nanotubes are analyzed with the help of continuum mechanics models. Using the properties derived from the molecular mechanics model a Finite Element Analysis of carbon nanotubes is performed and results are verified. This study provides the insight on continuum mechanics modelling of nanotubes and hence the scope to study the effect of various parameters on some structural behavior of nanotubes.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

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

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

2018-01-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

2018-06-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Didactic discussion of stochastic resonance effects and weak signals

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

Adair, R.K.

1996-12-01

A simple, paradigmatic, model is used to illustrate some general properties of effects subsumed under the label stochastic resonance. In particular, analyses of the transparent model show that (1) a small amount of noise added to a much larger signal can greatly increase the response to the signal, but (2) a weak signal added to much larger noise will not generate a substantial added response. The conclusions drawn from the model illustrate the general result that stochastic resonance effects do not provide an avenue for signals that are much smaller than noise to affect biology. A further analysis demonstrates themore » effects of small signals in the shifting of biologically important chemical equilibria under conditions where stochastic resonance effects are significant.« less

Airborne and satellite remote sensing of the mid-infrared water vapour continuum.

PubMed

Newman, Stuart M; Green, Paul D; Ptashnik, Igor V; Gardiner, Tom D; Coleman, Marc D; McPheat, Robert A; Smith, Kevin M

2012-06-13

Remote sensing of the atmosphere from space plays an increasingly important role in weather forecasting. Exploiting observations from the latest generation of weather satellites relies on an accurate knowledge of fundamental spectroscopy, including the water vapour continuum absorption. Field campaigns involving the Facility for Airborne Atmospheric Measurements research aircraft have collected a comprehensive dataset, comprising remotely sensed infrared radiance observations collocated with accurate measurements of the temperature and humidity structure of the atmosphere. These field measurements have been used to validate the strength of the infrared water vapour continuum in comparison with the latest laboratory measurements. The recent substantial changes to self-continuum coefficients in the widely used MT_CKD (Mlawer-Tobin-Clough-Kneizys-Davies) model between 2400 and 3200 cm(-1) are shown to be appropriate and in agreement with field measurements. Results for the foreign continuum in the 1300-2000 cm(-1) band suggest a weak temperature dependence that is not currently included in atmospheric models. A one-dimensional variational retrieval experiment is performed that shows a small positive benefit from using new laboratory-derived continuum coefficients for humidity retrievals.

Continuum-Kinetic Models and Numerical Methods for Multiphase Applications

NASA Astrophysics Data System (ADS)

Nault, Isaac Michael

This thesis presents a continuum-kinetic approach for modeling general problems in multiphase solid mechanics. In this context, a continuum model refers to any model, typically on the macro-scale, in which continuous state variables are used to capture the most important physics: conservation of mass, momentum, and energy. A kinetic model refers to any model, typically on the meso-scale, which captures the statistical motion and evolution of microscopic entitites. Multiphase phenomena usually involve non-negligible micro or meso-scopic effects at the interfaces between phases. The approach developed in the thesis attempts to combine the computational performance benefits of a continuum model with the physical accuracy of a kinetic model when applied to a multiphase problem. The approach is applied to modeling a single particle impact in Cold Spray, an engineering process that intimately involves the interaction of crystal grains with high-magnitude elastic waves. Such a situation could be classified a multiphase application due to the discrete nature of grains on the spatial scale of the problem. For this application, a hyper elasto-plastic model is solved by a finite volume method with approximate Riemann solver. The results of this model are compared for two types of plastic closure: a phenomenological macro-scale constitutive law, and a physics-based meso-scale Crystal Plasticity model.

On Local Homogeneity and Stochastically Ordered Mixed Rasch Models

ERIC Educational Resources Information Center

Kreiner, Svend; Hansen, Mogens; Hansen, Carsten Rosenberg

2006-01-01

Mixed Rasch models add latent classes to conventional Rasch models, assuming that the Rasch model applies within each class and that relative difficulties of items are different in two or more latent classes. This article considers a family of stochastically ordered mixed Rasch models, with ordinal latent classes characterized by increasing total…

Simple Estimators for the Simple Latent Class Mastery Testing Model. Twente Educational Memorandum No. 19.

ERIC Educational Resources Information Center

van der Linden, Wim J.

Latent class models for mastery testing differ from continuum models in that they do not postulate a latent mastery continuum but conceive mastery and non-mastery as two latent classes, each characterized by different probabilities of success. Several researchers use a simple latent class model that is basically a simultaneous application of the…

Kinetic theory of age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) 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 Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. 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.

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

Stochastic Approximation Methods for Latent Regression Item Response Models

ERIC Educational Resources Information Center

von Davier, Matthias; Sinharay, Sandip

2010-01-01

This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

Polarizable Force Fields and Polarizable Continuum Model: A Fluctuating Charges/PCM Approach. 1. Theory and Implementation.

PubMed

Lipparini, Filippo; Barone, Vincenzo

2011-11-08

We present a combined fluctuating charges-polarizable continuum model approach to describe molecules in solution. Both static and dynamic approaches are discussed: analytical first and second derivatives are shown as well as an extended lagrangian for molecular dynamics simluations. In particular, we use the polarizable continuum model to provide nonperiodic boundary conditions for molecular dynamics simulations of aqueous solutions. The extended lagrangian method is extensively discussed, with specific reference to the fluctuating charge model, from a numerical point of view by means of several examples, and a rationalization of the behavior found is presented. Several prototypical applications are shown, especially regarding solvation of ions and polar molecules in water.

Possible role of interference, protein noise, and sink effects in nonphotochemical quenching in photosynthetic complexes.

PubMed

Berman, Gennady P; Nesterov, Alexander I; Gurvitz, Shmuel; Sayre, Richard T

2017-01-01

We analyze theoretically a simple and consistent quantum mechanical model that reveals the possible role of quantum interference, protein noise, and sink effects in the nonphotochemical quenching (NPQ) in light-harvesting complexes (LHCs). The model consists of a network of five interconnected sites (excitonic states of light-sensitive molecules) responsible for the NPQ mechanism. The model also includes the "damaging" and the dissipative channels. The damaging channel is responsible for production of singlet oxygen and other destructive outcomes. In our model, both damaging and "dissipative" charge transfer channels are described by discrete electron energy levels attached to their sinks, that mimic the continuum part of electron energy spectrum. All five excitonic sites interact with the protein environment that is modeled using a stochastic process. Our approach allowed us to derive the exact and closed system of linear ordinary differential equations for the reduced density matrix and its first momentums. These equations are solved numerically including for strong interactions between the light-sensitive molecules and protein environment. As an example, we apply our model to demonstrate possible contributions of quantum interference, protein noise, and sink effects in the NPQ mechanism in the CP29 minor LHC. The numerical simulations show that using proper combination of quantum interference effects, properties of noise, and sinks, one can significantly suppress the damaging channel. Our findings demonstrate the possible role of interference, protein noise, and sink effects for modeling, engineering, and optimizing the performance of the NPQ processes in both natural and artificial light-harvesting complexes.

Possible role of interference, protein noise, and sink effects in nonphotochemical quenching in photosynthetic complexes

DOE PAGES

Berman, Gennady P.; Nesterov, Alexander I.; Gurvitz, Shmuel; ...

2016-04-30

Here, we analyze theoretically a simple and consistent quantum mechanical model that reveals the possible role of quantum interference, protein noise, and sink effects in the nonphotochemical quenching (NPQ) in light-harvesting complexes (LHCs). The model consists of a network of five interconnected sites (excitonic states of light-sensitive molecules) responsible for the NPQ mechanism. The model also includes the “damaging” and the dissipative channels. The damaging channel is responsible for production of singlet oxygen and other destructive outcomes. In this model, both damaging and “dissipative” charge transfer channels are described by discrete electron energy levels attached to their sinks, that mimicmore » the continuum part of electron energy spectrum. All five excitonic sites interact with the protein environment that is modeled using a stochastic process. Our approach allowed us to derive the exact and closed system of linear ordinary differential equations for the reduced density matrix and its first momentums. Moreover, these equations are solved numerically including for strong interactions between the light-sensitive molecules and protein environment. As an example, we apply our model to demonstrate possible contributions of quantum interference, protein noise, and sink effects in the NPQ mechanism in the CP29 minor LHC. The numerical simulations show that using proper combination of quantum interference effects, properties of noise, and sinks, one can significantly suppress the damaging channel. Finally, our findings demonstrate the possible role of interference, protein noise, and sink effects for modeling, engineering, and optimizing the performance of the NPQ processes in both natural and artificial light-harvesting complexes.« less

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

Stochastic cellular automata model of cell migration, proliferation and differentiation: validation with in vitro cultures of muscle satellite cells.

PubMed

Garijo, N; Manzano, R; Osta, R; Perez, M A

2012-12-07

Cell migration and proliferation has been modelled in the literature as a process similar to diffusion. However, using diffusion models to simulate the proliferation and migration of cells tends to create a homogeneous distribution in the cell density that does not correlate to empirical observations. In fact, the mechanism of cell dispersal is not diffusion. Cells disperse by crawling or proliferation, or are transported in a moving fluid. The use of cellular automata, particle models or cell-based models can overcome this limitation. This paper presents a stochastic cellular automata model to simulate the proliferation, migration and differentiation of cells. These processes are considered as completely stochastic as well as discrete. The model developed was applied to predict the behaviour of in vitro cell cultures performed with adult muscle satellite cells. Moreover, non homogeneous distribution of cells has been observed inside the culture well and, using the above mentioned stochastic cellular automata model, we have been able to predict this heterogeneous cell distribution and compute accurate quantitative results. Differentiation was also incorporated into the computational simulation. The results predicted the myotube formation that typically occurs with adult muscle satellite cells. In conclusion, we have shown how a stochastic cellular automata model can be implemented and is capable of reproducing the in vitro behaviour of adult muscle satellite cells. Copyright © 2012 Elsevier Ltd. All rights reserved.

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Stochastic modeling of Lagrangian accelerations

NASA Astrophysics Data System (ADS)

Reynolds, Andy

2002-11-01

It is shown how Sawford's second-order Lagrangian stochastic model (Phys. Fluids A 3, 1577-1586, 1991) for fluid-particle accelerations can be combined with a model for the evolution of the dissipation rate (Pope and Chen, Phys. Fluids A 2, 1437-1449, 1990) to produce a Lagrangian stochastic model that is consistent with both the measured distribution of Lagrangian accelerations (La Porta et al., Nature 409, 1017-1019, 2001) and Kolmogorov's similarity theory. The later condition is found not to be satisfied when a constant dissipation rate is employed and consistency with prescribed acceleration statistics is enforced through fulfilment of a well-mixed condition.

Dynamical behavior of a stochastic SVIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-10-01

In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

Modeling Soft Tissue Damage and Failure Using a Combined Particle/Continuum Approach.

PubMed

Rausch, M K; Karniadakis, G E; Humphrey, J D

2017-02-01

Biological soft tissues experience damage and failure as a result of injury, disease, or simply age; examples include torn ligaments and arterial dissections. Given the complexity of tissue geometry and material behavior, computational models are often essential for studying both damage and failure. Yet, because of the need to account for discontinuous phenomena such as crazing, tearing, and rupturing, continuum methods are limited. Therefore, we model soft tissue damage and failure using a particle/continuum approach. Specifically, we combine continuum damage theory with Smoothed Particle Hydrodynamics (SPH). Because SPH is a meshless particle method, and particle connectivity is determined solely through a neighbor list, discontinuities can be readily modeled by modifying this list. We show, for the first time, that an anisotropic hyperelastic constitutive model commonly employed for modeling soft tissue can be conveniently implemented within a SPH framework and that SPH results show excellent agreement with analytical solutions for uniaxial and biaxial extension as well as finite element solutions for clamped uniaxial extension in 2D and 3D. We further develop a simple algorithm that automatically detects damaged particles and disconnects the spatial domain along rupture lines in 2D and rupture surfaces in 3D. We demonstrate the utility of this approach by simulating damage and failure under clamped uniaxial extension and in a peeling experiment of virtual soft tissue samples. In conclusion, SPH in combination with continuum damage theory may provide an accurate and efficient framework for modeling damage and failure in soft tissues.

Modeling Soft Tissue Damage and Failure Using a Combined Particle/Continuum Approach

PubMed Central

Rausch, M. K.; Karniadakis, G. E.; Humphrey, J. D.

2016-01-01

Biological soft tissues experience damage and failure as a result of injury, disease, or simply age; examples include torn ligaments and arterial dissections. Given the complexity of tissue geometry and material behavior, computational models are often essential for studying both damage and failure. Yet, because of the need to account for discontinuous phenomena such as crazing, tearing, and rupturing, continuum methods are limited. Therefore, we model soft tissue damage and failure using a particle/continuum approach. Specifically, we combine continuum damage theory with Smoothed Particle Hydrodynamics (SPH). Because SPH is a meshless particle method, and particle connectivity is determined solely through a neighbor list, discontinuities can be readily modeled by modifying this list. We show, for the first time, that an anisotropic hyperelastic constitutive model commonly employed for modeling soft tissue can be conveniently implemented within a SPH framework and that SPH results show excellent agreement with analytical solutions for uniaxial and biaxial extension as well as finite element solutions for clamped uniaxial extension in 2D and 3D. We further develop a simple algorithm that automatically detects damaged particles and disconnects the spatial domain along rupture lines in 2D and rupture surfaces in 3D. We demonstrate the utility of this approach by simulating damage and failure under clamped uniaxial extension and in a peeling experiment of virtual soft tissue samples. In conclusion, SPH in combination with continuum damage theory may provide an accurate and efficient framework for modeling damage and failure in soft tissues. PMID:27538848

Universality in stochastic exponential growth.

PubMed

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

2014-07-11

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

An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

PubMed

Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

2015-02-01

Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

Universality in Stochastic Exponential Growth

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

Continuum of Medical Education in Obstetrics and Gynecology.

ERIC Educational Resources Information Center

Dohner, Charles W.; Hunter, Charles A., Jr.

1980-01-01

Over the past eight years the obstetric and gynecology specialty has applied a system model of instructional planning to the continuum of medical education. The systems model of needs identification, preassessment, instructional objectives, instructional materials, learning experiences; and evaluation techniques directly related to objectives was…

Issues and Methods for Standard-Setting.

ERIC Educational Resources Information Center

Hambleton, Ronald K.; And Others

Issues involved in standard setting along with methods for standard setting are reviewed, with specific reference to their relevance for criterion referenced testing. Definitions are given of continuum and state models, and traditional and normative standard setting procedures. Since continuum models are considered more appropriate for criterion…

Quantum mechanical/molecular mechanical/continuum style solvation model: linear response theory, variational treatment, and nuclear gradients.

PubMed

Li, Hui

2009-11-14

Linear response and variational treatment are formulated for Hartree-Fock (HF) and Kohn-Sham density functional theory (DFT) methods and combined discrete-continuum solvation models that incorporate self-consistently induced dipoles and charges. Due to the variational treatment, analytic nuclear gradients can be evaluated efficiently for these discrete and continuum solvation models. The forces and torques on the induced point dipoles and point charges can be evaluated using simple electrostatic formulas as for permanent point dipoles and point charges, in accordance with the electrostatic nature of these methods. Implementation and tests using the effective fragment potential (EFP, a polarizable force field) method and the conductorlike polarizable continuum model (CPCM) show that the nuclear gradients are as accurate as those in the gas phase HF and DFT methods. Using B3LYP/EFP/CPCM and time-dependent-B3LYP/EFP/CPCM methods, acetone S(0)-->S(1) excitation in aqueous solution is studied. The results are close to those from full B3LYP/CPCM calculations.

Experimental verification of a progressive damage model for composite laminates based on continuum damage mechanics. M.S. Thesis Final Report

NASA Technical Reports Server (NTRS)

Coats, Timothy William

1994-01-01

Progressive failure is a crucial concern when using laminated composites in structural design. Therefore the ability to model damage and predict the life of laminated composites is vital. The purpose of this research was to experimentally verify the application of the continuum damage model, a progressive failure theory utilizing continuum damage mechanics, to a toughened material system. Damage due to tension-tension fatigue was documented for the IM7/5260 composite laminates. Crack density and delamination surface area were used to calculate matrix cracking and delamination internal state variables, respectively, to predict stiffness loss. A damage dependent finite element code qualitatively predicted trends in transverse matrix cracking, axial splits and local stress-strain distributions for notched quasi-isotropic laminates. The predictions were similar to the experimental data and it was concluded that the continuum damage model provided a good prediction of stiffness loss while qualitatively predicting damage growth in notched laminates.

Self-consistent continuum solvation for optical absorption of complex molecular systems in solution

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

Timrov, Iurii; Biancardi, Alessandro; Andreussi, Oliviero

2015-01-21

We introduce a new method to compute the optical absorption spectra of complex molecular systems in solution, based on the Liouville approach to time-dependent density-functional perturbation theory and the revised self-consistent continuum solvation model. The former allows one to obtain the absorption spectrum over a whole wide frequency range, using a recently proposed Lanczos-based technique, or selected excitation energies, using the Casida equation, without having to ever compute any unoccupied molecular orbitals. The latter is conceptually similar to the polarizable continuum model and offers the further advantages of allowing an easy computation of atomic forces via the Hellmann-Feynman theorem andmore » a ready implementation in periodic-boundary conditions. The new method has been implemented using pseudopotentials and plane-wave basis sets, benchmarked against polarizable continuum model calculations on 4-aminophthalimide, alizarin, and cyanin and made available through the QUANTUM ESPRESSO distribution of open-source codes.« less

Continuum Mean-Field Theories for Molecular Fluids, and Their Validity at the Nanoscale

NASA Astrophysics Data System (ADS)

Hanna, C. B.; Peyronel, F.; MacDougall, C.; Marangoni, A.; Pink, D. A.; AFMNet-NCE Collaboration

2011-03-01

We present a calculation of the physical properties of solid triglyceride particles dispersed in an oil phase, using atomic- scale molecular dynamics. Significant equilibrium density oscillations in the oil appear when the interparticle distance, d , becomes sufficiently small, with a global minimum in the free energy found at d ~ 1.4 nm. We compare the simulation values of the Hamaker coefficient with those of models which assume that the oil is a homogeneous continuum: (i) Lifshitz theory, (ii) the Fractal Model, and (iii) a Lennard-Jones 6-12 potential model. The last-named yields a minimum in the free energy at d ~ 0.26 nm. We conclude that, at the nanoscale, continuum Lifshitz theory and other continuum mean-field theories based on the assumption of homogeneous fluid density can lead to erroneous conclusions. CBH supported by NSF DMR-0906618. DAP supported by NSERC. This work supported by AFMNet-NCE.

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

Onić, D.; Urošević, D.; Leahy, D., E-mail: donic@matf.bg.ac.rs

Recent observations of the microwave sky, by space telescopes such as the Wilkinson Microwave Anisotropy Probe and Planck , have opened a new window into the analysis of continuum emission from supernova remnants (SNRs). In this paper, different emission models that can explain the characteristic shape of currently known integrated radio/microwave continuum spectrum of the Galactic SNR IC 443 are tested and discussed. In particular, the possibility is emphasized that the slight bump in the integrated continuum of this remnant around 20–70 GHz is genuine and that it can be explained by the contribution of an additional emission mechanism suchmore » as spinning dust. We find that adding a spinning dust component to the emission model improves the fit of the integrated spectrum of this SNR while at the same time preserving the physically probable parameter values. Finally, models that include the high-frequency synchrotron bending of the IC 443 radio to microwave continuum are favored.« less

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

PubMed

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

2015-07-10

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

A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

A study about the existence of the leverage effect in stochastic volatility models

NASA Astrophysics Data System (ADS)

Florescu, Ionuţ; Pãsãricã, Cristian Gabriel

2009-02-01

The empirical relationship between the return of an asset and the volatility of the asset has been well documented in the financial literature. Named the leverage effect or sometimes risk-premium effect, it is observed in real data that, when the return of the asset decreases, the volatility increases and vice versa. Consequently, it is important to demonstrate that any formulated model for the asset price is capable of generating this effect observed in practice. Furthermore, we need to understand the conditions on the parameters present in the model that guarantee the apparition of the leverage effect. In this paper we analyze two general specifications of stochastic volatility models and their capability of generating the perceived leverage effect. We derive conditions for the apparition of leverage effect in both of these stochastic volatility models. We exemplify using stochastic volatility models used in practice and we explicitly state the conditions for the existence of the leverage effect in these examples.

Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

PubMed

Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

2017-10-01

Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

Stochastic Spectral Descent for Discrete Graphical Models

DOE PAGES

Carlson, David; Hsieh, Ya-Ping; Collins, Edo; ...

2015-12-14

Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted asmore » gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.« less

A continuum-based structural modeling approach for cellulose nanocrystals (CNCs)

Treesearch

Mehdi Shishehbor; Fernando L. Dri; Robert J. Moon; Pablo D. Zavattieri

2018-01-01

We present a continuum-based structural model to study the mechanical behavior of cel- lulose nanocrystals (CNCs), and analyze the effect of bonded and non-bonded interactions on the mechanical properties under various loading conditions. In particular, this model assumes the uncoupling between the bonded and non-bonded interactions and their be- havior is obtained...

Peridynamics with LAMMPS : a user guide.

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

Lehoucq, Richard B.; Silling, Stewart Andrew; Plimpton, Steven James

2008-01-01

Peridynamics is a nonlocal formulation of continuum mechanics. The discrete peridynamic model has the same computational structure as a molecular dynamic model. This document details the implementation of a discrete peridynamic model within the LAMMPS molecular dynamic code. This document provides a brief overview of the peridynamic model of a continuum, then discusses how the peridynamic model is discretized, and overviews the LAMMPS implementation. A nontrivial example problem is also included.

Performance of stochastic approaches for forecasting river water quality.

PubMed

Ahmad, S; Khan, I H; Parida, B P

2001-12-01

This study analysed water quality data collected from the river Ganges in India from 1981 to 1990 for forecasting using stochastic models. Initially the box and whisker plots and Kendall's tau test were used to identify the trends during the study period. For detecting the possible intervention in the data the time series plots and cusum charts were used. The three approaches of stochastic modelling which account for the effect of seasonality in different ways. i.e. multiplicative autoregressive integrated moving average (ARIMA) model. deseasonalised model and Thomas-Fiering model were used to model the observed pattern in water quality. The multiplicative ARIMA model having both nonseasonal and seasonal components were, in general, identified as appropriate models. In the deseasonalised modelling approach, the lower order ARIMA models were found appropriate for the stochastic component. The set of Thomas-Fiering models were formed for each month for all water quality parameters. These models were then used to forecast the future values. The error estimates of forecasts from the three approaches were compared to identify the most suitable approach for the reliable forecast. The deseasonalised modelling approach was recommended for forecasting of water quality parameters of a river.

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

The threshold of a stochastic delayed SIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2016-11-01

In this paper, we study the threshold dynamics of a stochastic delayed SIR epidemic model with vaccination. We obtain sufficient conditions for extinction and persistence in the mean of the epidemic. The threshold between persistence in the mean and extinction of the stochastic system is also obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number Rbar0 of the deterministic system. Results show that time delay has important effects on the persistence and extinction of the epidemic.

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Development and validation of a stochastic model for potential growth of Listeria monocytogenes in naturally contaminated lightly preserved seafood.

PubMed

Mejlholm, Ole; Bøknæs, Niels; Dalgaard, Paw

2015-02-01

A new stochastic model for the simultaneous growth of Listeria monocytogenes and lactic acid bacteria (LAB) was developed and validated on data from naturally contaminated samples of cold-smoked Greenland halibut (CSGH) and cold-smoked salmon (CSS). During industrial processing these samples were added acetic and/or lactic acids. The stochastic model was developed from an existing deterministic model including the effect of 12 environmental parameters and microbial interaction (O. Mejlholm and P. Dalgaard, Food Microbiology, submitted for publication). Observed maximum population density (MPD) values of L. monocytogenes in naturally contaminated samples of CSGH and CSS were accurately predicted by the stochastic model based on measured variability in product characteristics and storage conditions. Results comparable to those from the stochastic model were obtained, when product characteristics of the least and most preserved sample of CSGH and CSS were used as input for the existing deterministic model. For both modelling approaches, it was shown that lag time and the effect of microbial interaction needs to be included to accurately predict MPD values of L. monocytogenes. Addition of organic acids to CSGH and CSS was confirmed as a suitable mitigation strategy against the risk of growth by L. monocytogenes as both types of products were in compliance with the EU regulation on ready-to-eat foods. Copyright © 2014 Elsevier Ltd. All rights reserved.

A Hybrid Stochastic-Neuro-Fuzzy Model-Based System for In-Flight Gas Turbine Engine Diagnostics

DTIC Science & Technology

2001-04-05

Margin (ADM) and (ii) Fault Detection Margin (FDM). Key Words: ANFIS, Engine Health Monitoring , Gas Path Analysis, and Stochastic Analysis Adaptive Network...The paper illustrates the application of a hybrid Stochastic- Fuzzy -Inference Model-Based System (StoFIS) to fault diagnostics and prognostics for both...operational history monitored on-line by the engine health management (EHM) system. To capture the complex functional relationships between different

Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

NASA Astrophysics Data System (ADS)

Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.

2018-02-01

In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

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

2017-09-21

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

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

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

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

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

Applications of discrete element method in modeling of grain postharvest operations

USDA-ARS?s Scientific Manuscript database

Grain kernels are finite and discrete materials. Although flowing grain can behave like a continuum fluid at times, the discontinuous behavior exhibited by grain kernels cannot be simulated solely with conventional continuum-based computer modeling such as finite-element or finite-difference methods...

Inducing Tropical Cyclones to Undergo Brownian Motion

NASA Astrophysics Data System (ADS)

Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.

2014-12-01

Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.

Investigation of Coupled model of Pore network and Continuum in shale gas

NASA Astrophysics Data System (ADS)

Cao, G.; Lin, M.

2016-12-01

Flow in shale spanning over many scales, makes the majority of conventional treatment methods disabled. For effectively simulating, a coupled model of pore-scale and continuum-scale was proposed in this paper. Based on the SEM image, we decompose organic-rich-shale into two subdomains: kerogen and inorganic matrix. In kerogen, the nanoscale pore-network is the main storage space and migration pathway so that the molecular phenomena (slip and diffusive transport) is significant. Whereas, inorganic matrix, with relatively large pores and micro fractures, the flow is approximate to Darcy. We use pore-scale network models (PNM) to represent kerogen and continuum-scale models (FVM or FEM) to represent matrix. Finite element mortars are employed to couple pore- and continuum-scale models by enforcing continuity of pressures and fluxes at shared boundary interfaces. In our method, the process in the coupled model is described by pressure square equation, and uses Dirichlet boundary conditions. We discuss several problems: the optimal element number of mortar faces, two categories boundary faces of pore network, the difference between 2D and 3D models, and the difference between continuum models FVM and FEM in mortars. We conclude that: (1) too coarse mesh in mortars will decrease the accuracy, while too fine mesh will lead to an ill-condition even singular system, the optimal element number is depended on boundary pores and nodes number. (2) pore network models are adjacent to two different mortar faces (PNM to PNM, PNM to continuum model), incidental repeated mortar nodes must be deleted. (3) 3D models can be replaced by 2D models under certain condition. (4) FVM is more convenient than FEM, for its simplicity in assigning interface nodes pressure and calculating interface fluxes. This work is supported by the Strategic Priority Research Program of the Chinese Academy of Sciences (XDB10020302), the 973 Program (2014CB239004), the Key Instrument Developing Project of the CAS (ZDYZ2012-1-08-02), the National Natural Science Foundation of China (41574129).

Stochastic spectral projection of electrochemical thermal model for lithium-ion cell state estimation

NASA Astrophysics Data System (ADS)

Tagade, Piyush; Hariharan, Krishnan S.; Kolake, Subramanya Mayya; Song, Taewon; Oh, Dukjin

2017-03-01

A novel approach for integrating a pseudo-two dimensional electrochemical thermal (P2D-ECT) model and data assimilation algorithm is presented for lithium-ion cell state estimation. This approach refrains from making any simplifications in the P2D-ECT model while making it amenable for online state estimation. Though deterministic, uncertainty in the initial states induces stochasticity in the P2D-ECT model. This stochasticity is resolved by spectrally projecting the stochastic P2D-ECT model on a set of orthogonal multivariate Hermite polynomials. Volume averaging in the stochastic dimensions is proposed for efficient numerical solution of the resultant model. A state estimation framework is developed using a transformation of the orthogonal basis to assimilate the measurables with this system of equations. Effectiveness of the proposed method is first demonstrated by assimilating the cell voltage and temperature data generated using a synthetic test bed. This validated method is used with the experimentally observed cell voltage and temperature data for state estimation at different operating conditions and drive cycle protocols. The results show increased prediction accuracy when the data is assimilated every 30s. High accuracy of the estimated states is exploited to infer temperature dependent behavior of the lithium-ion cell.

Stochastic simulation of the spray formation assisted by a high pressure

NASA Astrophysics Data System (ADS)

Gorokhovski, M.; Chtab-Desportes, A.; Voloshina, I.; Askarova, A.

2010-03-01

The stochastic model of spray formation in the vicinity of the injector and in the far-field has been described and assessed by comparison with measurements in Diesel-like conditions. In the proposed mesh-free approach, the 3D configuration of continuous liquid core is simulated stochastically by ensemble of spatial trajectories of the specifically introduced stochastic particles. The parameters of the stochastic process are presumed from the physics of primary atomization. The spray formation model consists in computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region. This model is combined with KIVA II computation of atomizing Diesel spray in two-ways. First, simultaneously with the gas phase RANS computation, the ensemble of stochastic particles is tracking and the probability field of their positions is calculated, which is used for sampling of initial locations of primary blobs. Second, the velocity increment of the gas due to the liquid injection is computed from the mean volume fraction of the simulated liquid core. Two novelties are proposed in the secondary atomization modeling. The first one is due to unsteadiness of the injection velocity. When the injection velocity increment in time is decreasing, the supplementary breakup may be induced. Therefore the critical Weber number is based on such increment. Second, a new stochastic model of the secondary atomization is proposed, in which the intermittent turbulent stretching is taken into account as the main mechanism. The measurements reported by Arcoumanis et al. (time-history of the mean axial centre-line velocity of droplet, and of the centre-line Sauter Mean Diameter), are compared with computations.

Option pricing, stochastic volatility, singular dynamics and constrained path integrals

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Hojman, Sergio A.

2014-01-01

Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation parameter ρ which relates the two Brownian motions that drive the stochastic dynamics associated to the volatility and the underlying asset. Solutions to the Heston model in the context of option pricing, using a path integral approach, are found in Lemmens et al. (2008) [21] while in Baaquie (2007,1997) [12,13] propagators for different stochastic volatility models are constructed. In all previous cases, the propagator is not defined for extreme cases ρ=±1. It is therefore necessary to obtain a solution for these extreme cases and also to understand the origin of the divergence of the propagator. In this paper we study in detail a general class of stochastic volatility models for extreme values ρ=±1 and show that in these two cases, the associated classical dynamics corresponds to a system with second class constraints, which must be dealt with using Dirac’s method for constrained systems (Dirac, 1958,1967) [22,23] in order to properly obtain the propagator in the form of a Euclidean Hamiltonian path integral (Henneaux and Teitelboim, 1992) [25]. After integrating over momenta, one gets an Euclidean Lagrangian path integral without constraints, which in the case of the Heston model corresponds to a path integral of a repulsive radial harmonic oscillator. In all the cases studied, the price of the underlying asset is completely determined by one of the second class constraints in terms of volatility and plays no active role in the path integral.

Generalised filtering and stochastic DCM for fMRI.

PubMed

Li, Baojuan; Daunizeau, Jean; Stephan, Klaas E; Penny, Will; Hu, Dewen; Friston, Karl

2011-09-15

This paper is about the fitting or inversion of dynamic causal models (DCMs) of fMRI time series. It tries to establish the validity of stochastic DCMs that accommodate random fluctuations in hidden neuronal and physiological states. We compare and contrast deterministic and stochastic DCMs, which do and do not ignore random fluctuations or noise on hidden states. We then compare stochastic DCMs, which do and do not ignore conditional dependence between hidden states and model parameters (generalised filtering and dynamic expectation maximisation, respectively). We first characterise state-noise by comparing the log evidence of models with different a priori assumptions about its amplitude, form and smoothness. Face validity of the inversion scheme is then established using data simulated with and without state-noise to ensure that DCM can identify the parameters and model that generated the data. Finally, we address construct validity using real data from an fMRI study of internet addiction. Our analyses suggest the following. (i) The inversion of stochastic causal models is feasible, given typical fMRI data. (ii) State-noise has nontrivial amplitude and smoothness. (iii) Stochastic DCM has face validity, in the sense that Bayesian model comparison can distinguish between data that have been generated with high and low levels of physiological noise and model inversion provides veridical estimates of effective connectivity. (iv) Relaxing conditional independence assumptions can have greater construct validity, in terms of revealing group differences not disclosed by variational schemes. Finally, we note that the ability to model endogenous or random fluctuations on hidden neuronal (and physiological) states provides a new and possibly more plausible perspective on how regionally specific signals in fMRI are generated. Copyright © 2011. Published by Elsevier Inc.

Stochastic Models of Quality Control on Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

Stochastic models are developed in this article to examine the rate of test misgrading in educational and psychological measurement. The estimation of inadvertent grading errors can serve as a basis for quality control in measurement. Limitations of traditional Poisson models have been reviewed to highlight the need to introduce new models using…

Fundamentals of continuum mechanics – classical approaches and new trends

NASA Astrophysics Data System (ADS)

Altenbach, H.

2018-04-01

Continuum mechanics is a branch of mechanics that deals with the analysis of the mechanical behavior of materials modeled as a continuous manifold. Continuum mechanics models begin mostly by introducing of three-dimensional Euclidean space. The points within this region are defined as material points with prescribed properties. Each material point is characterized by a position vector which is continuous in time. Thus, the body changes in a way which is realistic, globally invertible at all times and orientation-preserving, so that the body cannot intersect itself and as transformations which produce mirror reflections are not possible in nature. For the mathematical formulation of the model it is also assumed to be twice continuously differentiable, so that differential equations describing the motion may be formulated. Finally, the kinematical relations, the balance equations, the constitutive and evolution equations and the boundary and/or initial conditions should be defined. If the physical fields are non-smooth jump conditions must be taken into account. The basic equations of continuum mechanics are presented following a short introduction. Additionally, some examples of solid deformable continua will be discussed within the presentation. Finally, advanced models of continuum mechanics will be introduced. The paper is dedicated to Alexander Manzhirov’s 60th birthday.

The phenotypic equilibrium of cancer cells: From average-level stability to path-wise convergence.

PubMed

Niu, Yuanling; Wang, Yue; Zhou, Da

2015-12-07

The phenotypic equilibrium, i.e. heterogeneous population of cancer cells tending to a fixed equilibrium of phenotypic proportions, has received much attention in cancer biology very recently. In the previous literature, some theoretical models were used to predict the experimental phenomena of the phenotypic equilibrium, which were often explained by different concepts of stabilities of the models. Here we present a stochastic multi-phenotype branching model by integrating conventional cellular hierarchy with phenotypic plasticity mechanisms of cancer cells. Based on our model, it is shown that: (i) our model can serve as a framework to unify the previous models for the phenotypic equilibrium, and then harmonizes the different kinds of average-level stabilities proposed in these models; and (ii) path-wise convergence of our model provides a deeper understanding to the phenotypic equilibrium from stochastic point of view. That is, the emergence of the phenotypic equilibrium is rooted in the stochastic nature of (almost) every sample path, the average-level stability just follows from it by averaging stochastic samples. Copyright © 2015 Elsevier Ltd. All rights reserved.

Approaches for modeling within subject variability in pharmacometric count data analysis: dynamic inter-occasion variability and stochastic differential equations.

PubMed

Deng, Chenhui; Plan, Elodie L; Karlsson, Mats O

2016-06-01

Parameter variation in pharmacometric analysis studies can be characterized as within subject parameter variability (WSV) in pharmacometric models. WSV has previously been successfully modeled using inter-occasion variability (IOV), but also stochastic differential equations (SDEs). In this study, two approaches, dynamic inter-occasion variability (dIOV) and adapted stochastic differential equations, were proposed to investigate WSV in pharmacometric count data analysis. These approaches were applied to published count models for seizure counts and Likert pain scores. Both approaches improved the model fits significantly. In addition, stochastic simulation and estimation were used to explore further the capability of the two approaches to diagnose and improve models where existing WSV is not recognized. The results of simulations confirmed the gain in introducing WSV as dIOV and SDEs when parameters vary randomly over time. Further, the approaches were also informative as diagnostics of model misspecification, when parameters changed systematically over time but this was not recognized in the structural model. The proposed approaches in this study offer strategies to characterize WSV and are not restricted to count data.

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

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

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