Sample records for stochastic simulation framework

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

    PubMed

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

    2008-08-29

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

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

    PubMed

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

    2010-02-21

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

  3. A Framework for the Optimization of Discrete-Event Simulation Models

    NASA Technical Reports Server (NTRS)

    Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.

    1996-01-01

    With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

  4. 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.

  5. Multiscale stochastic simulations of chemical reactions with regulated scale separation

    NASA Astrophysics Data System (ADS)

    Koumoutsakos, Petros; Feigelman, Justin

    2013-07-01

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

  6. Noise in Neuronal and Electronic Circuits: A General Modeling Framework and Non-Monte Carlo Simulation Techniques.

    PubMed

    Kilinc, Deniz; Demir, Alper

    2017-08-01

    The brain is extremely energy efficient and remarkably robust in what it does despite the considerable variability and noise caused by the stochastic mechanisms in neurons and synapses. Computational modeling is a powerful tool that can help us gain insight into this important aspect of brain mechanism. A deep understanding and computational design tools can help develop robust neuromorphic electronic circuits and hybrid neuroelectronic systems. In this paper, we present a general modeling framework for biological neuronal circuits that systematically captures the nonstationary stochastic behavior of ion channels and synaptic processes. In this framework, fine-grained, discrete-state, continuous-time Markov chain models of both ion channels and synaptic processes are treated in a unified manner. Our modeling framework features a mechanism for the automatic generation of the corresponding coarse-grained, continuous-state, continuous-time stochastic differential equation models for neuronal variability and noise. Furthermore, we repurpose non-Monte Carlo noise analysis techniques, which were previously developed for analog electronic circuits, for the stochastic characterization of neuronal circuits both in time and frequency domain. We verify that the fast non-Monte Carlo analysis methods produce results with the same accuracy as computationally expensive Monte Carlo simulations. We have implemented the proposed techniques in a prototype simulator, where both biological neuronal and analog electronic circuits can be simulated together in a coupled manner.

  7. 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.

  8. 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

  9. 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.

  10. 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

  11. 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.

  12. Stochastic simulation of ecohydrological interactions between vegetation and groundwater

    NASA Astrophysics Data System (ADS)

    Dwelle, M. C.; Ivanov, V. Y.; Sargsyan, K.

    2017-12-01

    The complex interactions between groundwater and vegetation in the Amazon rainforest may yield vital ecophysiological interactions in specific landscape niches such as buffering plant water stress during dry season or suppression of water uptake due to anoxic conditions. Representation of such processes is greatly impacted by both external and internal sources of uncertainty: inaccurate data and subjective choice of model representation. The models that can simulate these processes are complex and computationally expensive, and therefore make it difficult to address uncertainty using traditional methods. We use the ecohydrologic model tRIBS+VEGGIE and a novel uncertainty quantification framework applied to the ZF2 watershed near Manaus, Brazil. We showcase the capability of this framework for stochastic simulation of vegetation-hydrology dynamics. This framework is useful for simulation with internal and external stochasticity, but this work will focus on internal variability of groundwater depth distribution and model parameterizations. We demonstrate the capability of this framework to make inferences on uncertain states of groundwater depth from limited in situ data, and how the realizations of these inferences affect the ecohydrological interactions between groundwater dynamics and vegetation function. We place an emphasis on the probabilistic representation of quantities of interest and how this impacts the understanding and interpretation of the dynamics at the groundwater-vegetation interface.

  13. 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.

  14. A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

    NASA Astrophysics Data System (ADS)

    Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

    2014-04-01

    In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

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

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

    Liang, Faming; Cheng, Yichen; Lin, Guang

    2014-06-13

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

  16. 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

  17. A Stochastic Simulation Framework for the Prediction of Strategic Noise Mapping and Occupational Noise Exposure Using the Random Walk Approach

    PubMed Central

    Haron, Zaiton; Bakar, Suhaimi Abu; Dimon, Mohamad Ngasri

    2015-01-01

    Strategic noise mapping provides important information for noise impact assessment and noise abatement. However, producing reliable strategic noise mapping in a dynamic, complex working environment is difficult. This study proposes the implementation of the random walk approach as a new stochastic technique to simulate noise mapping and to predict the noise exposure level in a workplace. A stochastic simulation framework and software, namely RW-eNMS, were developed to facilitate the random walk approach in noise mapping prediction. This framework considers the randomness and complexity of machinery operation and noise emission levels. Also, it assesses the impact of noise on the workers and the surrounding environment. For data validation, three case studies were conducted to check the accuracy of the prediction data and to determine the efficiency and effectiveness of this approach. The results showed high accuracy of prediction results together with a majority of absolute differences of less than 2 dBA; also, the predicted noise doses were mostly in the range of measurement. Therefore, the random walk approach was effective in dealing with environmental noises. It could predict strategic noise mapping to facilitate noise monitoring and noise control in the workplaces. PMID:25875019

  18. Conditional Stochastic Models in Reduced Space: Towards Efficient Simulation of Tropical Cyclone Precipitation Patterns

    NASA Astrophysics Data System (ADS)

    Dodov, B.

    2017-12-01

    Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon seasons implemented in a flood risk model for Japan.

  19. URDME: a modular framework for stochastic simulation of reaction-transport processes in complex geometries.

    PubMed

    Drawert, Brian; Engblom, Stefan; Hellander, Andreas

    2012-06-22

    Experiments in silico using stochastic reaction-diffusion models have emerged as an important tool in molecular systems biology. Designing computational software for such applications poses several challenges. Firstly, realistic lattice-based modeling for biological applications requires a consistent way of handling complex geometries, including curved inner- and outer boundaries. Secondly, spatiotemporal stochastic simulations are computationally expensive due to the fast time scales of individual reaction- and diffusion events when compared to the biological phenomena of actual interest. We therefore argue that simulation software needs to be both computationally efficient, employing sophisticated algorithms, yet in the same time flexible in order to meet present and future needs of increasingly complex biological modeling. We have developed URDME, a flexible software framework for general stochastic reaction-transport modeling and simulation. URDME uses Unstructured triangular and tetrahedral meshes to resolve general geometries, and relies on the Reaction-Diffusion Master Equation formalism to model the processes under study. An interface to a mature geometry and mesh handling external software (Comsol Multiphysics) provides for a stable and interactive environment for model construction. The core simulation routines are logically separated from the model building interface and written in a low-level language for computational efficiency. The connection to the geometry handling software is realized via a Matlab interface which facilitates script computing, data management, and post-processing. For practitioners, the software therefore behaves much as an interactive Matlab toolbox. At the same time, it is possible to modify and extend URDME with newly developed simulation routines. Since the overall design effectively hides the complexity of managing the geometry and meshes, this means that newly developed methods may be tested in a realistic setting already at an early stage of development. In this paper we demonstrate, in a series of examples with high relevance to the molecular systems biology community, that the proposed software framework is a useful tool for both practitioners and developers of spatial stochastic simulation algorithms. Through the combined efforts of algorithm development and improved modeling accuracy, increasingly complex biological models become feasible to study through computational methods. URDME is freely available at http://www.urdme.org.

  20. A stochastic agent-based model of pathogen propagation in dynamic multi-relational social networks

    PubMed Central

    Khan, Bilal; Dombrowski, Kirk; Saad, Mohamed

    2015-01-01

    We describe a general framework for modeling and stochastic simulation of epidemics in realistic dynamic social networks, which incorporates heterogeneity in the types of individuals, types of interconnecting risk-bearing relationships, and types of pathogens transmitted across them. Dynamism is supported through arrival and departure processes, continuous restructuring of risk relationships, and changes to pathogen infectiousness, as mandated by natural history; dynamism is regulated through constraints on the local agency of individual nodes and their risk behaviors, while simulation trajectories are validated using system-wide metrics. To illustrate its utility, we present a case study that applies the proposed framework towards a simulation of HIV in artificial networks of intravenous drug users (IDUs) modeled using data collected in the Social Factors for HIV Risk survey. PMID:25859056

  1. Parallel stochastic simulation of macroscopic calcium currents.

    PubMed

    González-Vélez, Virginia; González-Vélez, Horacio

    2007-06-01

    This work introduces MACACO, a macroscopic calcium currents simulator. It provides a parameter-sweep framework which computes macroscopic Ca(2+) currents from the individual aggregation of unitary currents, using a stochastic model for L-type Ca(2+) channels. MACACO uses a simplified 3-state Markov model to simulate the response of each Ca(2+) channel to different voltage inputs to the cell. In order to provide an accurate systematic view for the stochastic nature of the calcium channels, MACACO is composed of an experiment generator, a central simulation engine and a post-processing script component. Due to the computational complexity of the problem and the dimensions of the parameter space, the MACACO simulation engine employs a grid-enabled task farm. Having been designed as a computational biology tool, MACACO heavily borrows from the way cell physiologists conduct and report their experimental work.

  2. Stochastic hybrid systems for studying biochemical processes.

    PubMed

    Singh, Abhyudai; Hespanha, João P

    2010-11-13

    Many protein and mRNA species occur at low molecular counts within cells, and hence are subject to large stochastic fluctuations in copy numbers over time. Development of computationally tractable frameworks for modelling stochastic fluctuations in population counts is essential to understand how noise at the cellular level affects biological function and phenotype. We show that stochastic hybrid systems (SHSs) provide a convenient framework for modelling the time evolution of population counts of different chemical species involved in a set of biochemical reactions. We illustrate recently developed techniques that allow fast computations of the statistical moments of the population count, without having to run computationally expensive Monte Carlo simulations of the biochemical reactions. Finally, we review different examples from the literature that illustrate the benefits of using SHSs for modelling biochemical processes.

  3. 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.

  4. StochKit2: software for discrete stochastic simulation of biochemical systems with events.

    PubMed

    Sanft, Kevin R; Wu, Sheng; Roh, Min; Fu, Jin; Lim, Rone Kwei; Petzold, Linda R

    2011-09-01

    StochKit2 is the first major upgrade of the popular StochKit stochastic simulation software package. StochKit2 provides highly efficient implementations of several variants of Gillespie's stochastic simulation algorithm (SSA), and tau-leaping with automatic step size selection. StochKit2 features include automatic selection of the optimal SSA method based on model properties, event handling, and automatic parallelism on multicore architectures. The underlying structure of the code has been completely updated to provide a flexible framework for extending its functionality. StochKit2 runs on Linux/Unix, Mac OS X and Windows. It is freely available under GPL version 3 and can be downloaded from http://sourceforge.net/projects/stochkit/. petzold@engineering.ucsb.edu.

  5. Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

    PubMed

    Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

    2017-03-14

    Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

  6. Impacts of a Stochastic Ice Mass-Size Relationship on Squall Line Ensemble Simulations

    NASA Astrophysics Data System (ADS)

    Stanford, M.; Varble, A.; Morrison, H.; Grabowski, W.; McFarquhar, G. M.; Wu, W.

    2017-12-01

    Cloud and precipitation structure, evolution, and cloud radiative forcing of simulated mesoscale convective systems (MCSs) are significantly impacted by ice microphysics parameterizations. Most microphysics schemes assume power law relationships with constant parameters for ice particle mass, area, and terminal fallspeed relationships as a function of size, despite observations showing that these relationships vary in both time and space. To account for such natural variability, a stochastic representation of ice microphysical parameters was developed using the Predicted Particle Properties (P3) microphysics scheme in the Weather Research and Forecasting model, guided by in situ aircraft measurements from a number of field campaigns. Here, the stochastic framework is applied to the "a" and "b" parameters of the unrimed ice mass-size (m-D) relationship (m=aDb) with co-varying "a" and "b" values constrained by observational distributions tested over a range of spatiotemporal autocorrelation scales. Diagnostically altering a-b pairs in three-dimensional (3D) simulations of the 20 May 2011 Midlatitude Continental Convective Clouds Experiment (MC3E) squall line suggests that these parameters impact many important characteristics of the simulated squall line, including reflectivity structure (particularly in the anvil region), surface rain rates, surface and top of atmosphere radiative fluxes, buoyancy and latent cooling distributions, and system propagation speed. The stochastic a-b P3 scheme is tested using two frameworks: (1) a large ensemble of two-dimensional idealized squall line simulations and (2) a smaller ensemble of 3D simulations of the 20 May 2011 squall line, for which simulations are evaluated using observed radar reflectivity and radial velocity at multiple wavelengths, surface meteorology, and surface and satellite measured longwave and shortwave radiative fluxes. Ensemble spreads are characterized and compared against initial condition ensemble spreads for a range of variables.

  7. ASSESSING POPULATION EXPOSURES TO MULTIPLE AIR POLLUTANTS USING A MECHANISTIC SOURCE-TO-DOSE MODELING FRAMEWORK

    EPA Science Inventory

    The Modeling Environment for Total Risks studies (MENTOR) system, combined with an extension of the SHEDS (Stochastic Human Exposure and Dose Simulation) methodology, provide a mechanistically consistent framework for conducting source-to-dose exposure assessments of multiple pol...

  8. A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

    DOE PAGES

    Hagos, Samson; Feng, Zhe; Plant, Robert S.; ...

    2018-02-20

    A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

  9. A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

    NASA Astrophysics Data System (ADS)

    Hagos, Samson; Feng, Zhe; Plant, Robert S.; Houze, Robert A.; Xiao, Heng

    2018-02-01

    A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii) the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. In addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.

  10. A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

    Hagos, Samson; Feng, Zhe; Plant, Robert S.

    A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

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

    Coleman, Justin; Slaughter, Andrew; Veeraraghavan, Swetha

    Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) is a finite element application that aims at analyzing the response of 3-D soil-structure systems to natural and man-made hazards such as earthquakes, floods and fire. MASTODON currently focuses on the simulation of seismic events and has the capability to perform extensive ‘source-to-site’ simulations including earthquake fault rupture, nonlinear wave propagation and nonlinear soil-structure interaction (NLSSI) analysis. MASTODON is being developed to be a dynamic probabilistic risk assessment framework that enables analysts to not only perform deterministic analyses, but also easily perform probabilistic or stochastic simulations for the purpose of risk assessment.

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

    PubMed

    Dhar, Amrit; Minin, Vladimir N

    2017-05-01

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

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

    PubMed Central

    Dhar, Amrit

    2017-01-01

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

  14. A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

    Hagos, Samson; Feng, Zhe; Plant, Robert S.

    A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The approach used follows the non-equilibrium statistical mechanical approach through a master equation. The aim is to represent the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and mass flux is a non-linear function of convective cell area, mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated mass flux variability under diurnally varying forcing. Besides its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to be capable of providing alternative, non-equilibrium, closure formulations for spectral mass flux parameterizations.« less

  15. 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.

  16. Sequential state estimation of nonlinear/non-Gaussian systems with stochastic input for turbine degradation estimation

    NASA Astrophysics Data System (ADS)

    Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

    2016-05-01

    Health state estimation of inaccessible components in complex systems necessitates effective state estimation techniques using the observable variables of the system. The task becomes much complicated when the system is nonlinear/non-Gaussian and it receives stochastic input. In this work, a novel sequential state estimation framework is developed based on particle filtering (PF) scheme for state estimation of general class of nonlinear dynamical systems with stochastic input. Performance of the developed framework is then validated with simulation on a Bivariate Non-stationary Growth Model (BNGM) as a benchmark. In the next step, three-year operating data of an industrial gas turbine engine (GTE) are utilized to verify the effectiveness of the developed framework. A comprehensive thermodynamic model for the GTE is therefore developed to formulate the relation of the observable parameters and the dominant degradation symptoms of the turbine, namely, loss of isentropic efficiency and increase of the mass flow. The results confirm the effectiveness of the developed framework for simultaneous estimation of multiple degradation symptoms in complex systems with noisy measured inputs.

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

    NASA Technical Reports Server (NTRS)

    Bednarcyk, Brett A.; Arnold, Steven M.

    2006-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Bednarcyk, Brett A.; Arnold, Steven M.

    2007-01-01

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

  19. Accurate reaction-diffusion operator splitting on tetrahedral meshes for parallel stochastic molecular simulations

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

    Hepburn, I.; De Schutter, E., E-mail: erik@oist.jp; Theoretical Neurobiology & Neuroengineering, University of Antwerp, Antwerp 2610

    Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, which has led to the development of parallel methods that can take advantage of the power of modern supercomputers in recent years. We systematically test suggested components of stochastic reaction-diffusion operator splitting in the literature and discuss their effects on accuracy. We introduce an operator splitting implementation for irregular meshes that enhances accuracy with minimal performance cost. We test a range of models in small-scale MPI simulations from simple diffusion models to realisticmore » biological models and find that multi-dimensional geometry partitioning is an important consideration for optimum performance. We demonstrate performance gains of 1-3 orders of magnitude in the parallel implementation, with peak performance strongly dependent on model specification.« less

  20. A Framework to Analyze the Performance of Load Balancing Schemes for Ensembles of Stochastic Simulations

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

    Ahn, Tae-Hyuk; Sandu, Adrian; Watson, Layne T.

    2015-08-01

    Ensembles of simulations are employed to estimate the statistics of possible future states of a system, and are widely used in important applications such as climate change and biological modeling. Ensembles of runs can naturally be executed in parallel. However, when the CPU times of individual simulations vary considerably, a simple strategy of assigning an equal number of tasks per processor can lead to serious work imbalances and low parallel efficiency. This paper presents a new probabilistic framework to analyze the performance of dynamic load balancing algorithms for ensembles of simulations where many tasks are mapped onto each processor, andmore » where the individual compute times vary considerably among tasks. Four load balancing strategies are discussed: most-dividing, all-redistribution, random-polling, and neighbor-redistribution. Simulation results with a stochastic budding yeast cell cycle model are consistent with the theoretical analysis. It is especially significant that there is a provable global decrease in load imbalance for the local rebalancing algorithms due to scalability concerns for the global rebalancing algorithms. The overall simulation time is reduced by up to 25 %, and the total processor idle time by 85 %.« less

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

    PubMed

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

    2010-03-26

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

  2. Exploring information transmission in gene networks using stochastic simulation and machine learning

    NASA Astrophysics Data System (ADS)

    Park, Kyemyung; Prüstel, Thorsten; Lu, Yong; Narayanan, Manikandan; Martins, Andrew; Tsang, John

    How gene regulatory networks operate robustly despite environmental fluctuations and biochemical noise is a fundamental question in biology. Mathematically the stochastic dynamics of a gene regulatory network can be modeled using chemical master equation (CME), but nonlinearity and other challenges render analytical solutions of CMEs difficult to attain. While approaches of approximation and stochastic simulation have been devised for simple models, obtaining a more global picture of a system's behaviors in high-dimensional parameter space without simplifying the system substantially remains a major challenge. Here we present a new framework for understanding and predicting the behaviors of gene regulatory networks in the context of information transmission among genes. Our approach uses stochastic simulation of the network followed by machine learning of the mapping between model parameters and network phenotypes such as information transmission behavior. We also devised ways to visualize high-dimensional phase spaces in intuitive and informative manners. We applied our approach to several gene regulatory circuit motifs, including both feedback and feedforward loops, to reveal underexplored aspects of their operational behaviors. This work is supported by the Intramural Program of NIAID/NIH.

  3. Stochastic simulation of enzyme-catalyzed reactions with disparate timescales.

    PubMed

    Barik, Debashis; Paul, Mark R; Baumann, William T; Cao, Yang; Tyson, John J

    2008-10-01

    Many physiological characteristics of living cells are regulated by protein interaction networks. Because the total numbers of these protein species can be small, molecular noise can have significant effects on the dynamical properties of a regulatory network. Computing these stochastic effects is made difficult by the large timescale separations typical of protein interactions (e.g., complex formation may occur in fractions of a second, whereas catalytic conversions may take minutes). Exact stochastic simulation may be very inefficient under these circumstances, and methods for speeding up the simulation without sacrificing accuracy have been widely studied. We show that the "total quasi-steady-state approximation" for enzyme-catalyzed reactions provides a useful framework for efficient and accurate stochastic simulations. The method is applied to three examples: a simple enzyme-catalyzed reaction where enzyme and substrate have comparable abundances, a Goldbeter-Koshland switch, where a kinase and phosphatase regulate the phosphorylation state of a common substrate, and coupled Goldbeter-Koshland switches that exhibit bistability. Simulations based on the total quasi-steady-state approximation accurately capture the steady-state probability distributions of all components of these reaction networks. In many respects, the approximation also faithfully reproduces time-dependent aspects of the fluctuations. The method is accurate even under conditions of poor timescale separation.

  4. Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

    NASA Astrophysics Data System (ADS)

    Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

    2017-12-01

    Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.

  5. Multi-Algorithm Particle Simulations with Spatiocyte.

    PubMed

    Arjunan, Satya N V; Takahashi, Koichi

    2017-01-01

    As quantitative biologists get more measurements of spatially regulated systems such as cell division and polarization, simulation of reaction and diffusion of proteins using the data is becoming increasingly relevant to uncover the mechanisms underlying the systems. Spatiocyte is a lattice-based stochastic particle simulator for biochemical reaction and diffusion processes. Simulations can be performed at single molecule and compartment spatial scales simultaneously. Molecules can diffuse and react in 1D (filament), 2D (membrane), and 3D (cytosol) compartments. The implications of crowded regions in the cell can be investigated because each diffusing molecule has spatial dimensions. Spatiocyte adopts multi-algorithm and multi-timescale frameworks to simulate models that simultaneously employ deterministic, stochastic, and particle reaction-diffusion algorithms. Comparison of light microscopy images to simulation snapshots is supported by Spatiocyte microscopy visualization and molecule tagging features. Spatiocyte is open-source software and is freely available at http://spatiocyte.org .

  6. 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.

  7. A framework for discrete stochastic simulation on 3D moving boundary domains

    DOE PAGES

    Drawert, Brian; Hellander, Stefan; Trogdon, Michael; ...

    2016-11-14

    We have developed a method for modeling spatial stochastic biochemical reactions in complex, three-dimensional, and time-dependent domains using the reaction-diffusion master equation formalism. In particular, we look to address the fully coupled problems that arise in systems biology where the shape and mechanical properties of a cell are determined by the state of the biochemistry and vice versa. To validate our method and characterize the error involved, we compare our results for a carefully constructed test problem to those of a microscale implementation. Finally, we demonstrate the effectiveness of our method by simulating a model of polarization and shmoo formationmore » during the mating of yeast. The method is generally applicable to problems in systems biology where biochemistry and mechanics are coupled, and spatial stochastic effects are critical.« less

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

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

    Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

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

  9. Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

    PubMed

    Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

    2006-03-01

    The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

  10. Algorithms and analyses for stochastic optimization for turbofan noise reduction using parallel reduced-order modeling

    NASA Astrophysics Data System (ADS)

    Yang, Huanhuan; Gunzburger, Max

    2017-06-01

    Simulation-based optimization of acoustic liner design in a turbofan engine nacelle for noise reduction purposes can dramatically reduce the cost and time needed for experimental designs. Because uncertainties are inevitable in the design process, a stochastic optimization algorithm is posed based on the conditional value-at-risk measure so that an ideal acoustic liner impedance is determined that is robust in the presence of uncertainties. A parallel reduced-order modeling framework is developed that dramatically improves the computational efficiency of the stochastic optimization solver for a realistic nacelle geometry. The reduced stochastic optimization solver takes less than 500 seconds to execute. In addition, well-posedness and finite element error analyses of the state system and optimization problem are provided.

  11. A robust nonparametric framework for reconstruction of stochastic differential equation models

    NASA Astrophysics Data System (ADS)

    Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza

    2016-05-01

    In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.

  12. A Numerical Method for the Simulation of Skew Brownian Motion and its Application to Diffusive Shock Acceleration of Charged Particles

    NASA Astrophysics Data System (ADS)

    McEvoy, Erica L.

    Stochastic differential equations are becoming a popular tool for modeling the transport and acceleration of cosmic rays in the heliosphere. In diffusive shock acceleration, cosmic rays diffuse across a region of discontinuity where the up- stream diffusion coefficient abruptly changes to the downstream value. Because the method of stochastic integration has not yet been developed to handle these types of discontinuities, I utilize methods and ideas from probability theory to develop a conceptual framework for the treatment of such discontinuities. Using this framework, I then produce some simple numerical algorithms that allow one to incorporate and simulate a variety of discontinuities (or boundary conditions) using stochastic integration. These algorithms were then modified to create a new algorithm which incorporates the discontinuous change in diffusion coefficient found in shock acceleration (known as Skew Brownian Motion). The originality of this algorithm lies in the fact that it is the first of its kind to be statistically exact, so that one obtains accuracy without the use of approximations (other than the machine precision error). I then apply this algorithm to model the problem of diffusive shock acceleration, modifying it to incorporate the additional effect of the discontinuous flow speed profile found at the shock. A steady-state solution is obtained that accurately simulates this phenomenon. This result represents a significant improvement over previous approximation algorithms, and will be useful for the simulation of discontinuous diffusion processes in other fields, such as biology and finance.

  13. Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

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

    Yin, George; Wang, Le Yi; Zhang, Hongwei

    2014-12-10

    Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

  14. Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

    NASA Astrophysics Data System (ADS)

    Curran, Thomas; Denner, Fabian; van Wachem, Berend

    2017-11-01

    The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

  15. Data Analysis Approaches for the Risk-Informed Safety Margins Characterization Toolkit

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

    Mandelli, Diego; Alfonsi, Andrea; Maljovec, Daniel P.

    2016-09-01

    In the past decades, several numerical simulation codes have been employed to simulate accident dynamics (e.g., RELAP5-3D, RELAP-7, MELCOR, MAAP). In order to evaluate the impact of uncertainties into accident dynamics, several stochastic methodologies have been coupled with these codes. These stochastic methods range from classical Monte-Carlo and Latin Hypercube sampling to stochastic polynomial methods. Similar approaches have been introduced into the risk and safety community where stochastic methods (such as RAVEN, ADAPT, MCDET, ADS) have been coupled with safety analysis codes in order to evaluate the safety impact of timing and sequencing of events. These approaches are usually calledmore » Dynamic PRA or simulation-based PRA methods. These uncertainties and safety methods usually generate a large number of simulation runs (database storage may be on the order of gigabytes or higher). The scope of this paper is to present a broad overview of methods and algorithms that can be used to analyze and extract information from large data sets containing time dependent data. In this context, “extracting information” means constructing input-output correlations, finding commonalities, and identifying outliers. Some of the algorithms presented here have been developed or are under development within the RAVEN statistical framework.« less

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

    NASA Astrophysics Data System (ADS)

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

    2012-12-01

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

  17. A PROBABILISTIC MODELING FRAMEWORK FOR PREDICTING POPULATION EXPOSURES TO BENZENE

    EPA Science Inventory

    The US Environmental Protection Agency (EPA) is modifying their probabilistic Stochastic Human Exposure Dose Simulation (SHEDS) model to assess aggregate exposures to air toxics. Air toxics include urban Hazardous Air Pollutants (HAPS) such as benzene from mobile sources, part...

  18. Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach.

    PubMed

    Perez-Acle, Tomas; Fuenzalida, Ignacio; Martin, Alberto J M; Santibañez, Rodrigo; Avaria, Rodrigo; Bernardin, Alejandro; Bustos, Alvaro M; Garrido, Daniel; Dushoff, Jonathan; Liu, James H

    2018-03-29

    Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, these techniques make several assumptions which, when it comes to biological processes, could often lead to unrealistic models. Among others, model approaches based on differential equations entangle kinetics and causality, failing when complexity increases, separating knowledge from models, and assuming that the average behavior of the population encompasses any individual deviation. To overcome these limitations, simulations based on the Stochastic Simulation Algorithm (SSA) appear as a suitable approach to model complex biological systems. In this work, we review three different models executed in PISKaS: a rule-based framework to produce multiscale stochastic simulations of complex systems. These models span multiple time and spatial scales ranging from gene regulation up to Game Theory. In the first example, we describe a model of the core regulatory network of gene expression in Escherichia coli highlighting the continuous model improvement capacities of PISKaS. The second example describes a hypothetical outbreak of the Ebola virus occurring in a compartmentalized environment resembling cities and highways. Finally, in the last example, we illustrate a stochastic model for the prisoner's dilemma; a common approach from social sciences describing complex interactions involving trust within human populations. As whole, these models demonstrate the capabilities of PISKaS providing fertile scenarios where to explore the dynamics of complex systems. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

  19. InterSpread Plus: a spatial and stochastic simulation model of disease in animal populations.

    PubMed

    Stevenson, M A; Sanson, R L; Stern, M W; O'Leary, B D; Sujau, M; Moles-Benfell, N; Morris, R S

    2013-04-01

    We describe the spatially explicit, stochastic simulation model of disease spread, InterSpread Plus, in terms of its epidemiological framework, operation, and mode of use. The input data required by the model, the method for simulating contact and infection spread, and methods for simulating disease control measures are described. Data and parameters that are essential for disease simulation modelling using InterSpread Plus are distinguished from those that are non-essential, and it is suggested that a rational approach to simulating disease epidemics using this tool is to start with core data and parameters, adding additional layers of complexity if and when the specific requirements of the simulation exercise require it. We recommend that simulation models of disease are best developed as part of epidemic contingency planning so decision makers are familiar with model outputs and assumptions and are well-positioned to evaluate their strengths and weaknesses to make informed decisions in times of crisis. Copyright © 2012 Elsevier B.V. All rights reserved.

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

    NASA Astrophysics Data System (ADS)

    Dib, Alain; Kavvas, M. Levent

    2018-03-01

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

  1. Consistent Simulation Framework for Efficient Mass Discharge and Source Depletion Time Predictions of DNAPL Contaminants in Heterogeneous Aquifers Under Uncertainty

    NASA Astrophysics Data System (ADS)

    Nowak, W.; Koch, J.

    2014-12-01

    Predicting DNAPL fate and transport in heterogeneous aquifers is challenging and subject to an uncertainty that needs to be quantified. Models for this task needs to be equipped with an accurate source zone description, i.e., the distribution of mass of all partitioning phases (DNAPL, water, and soil) in all possible states ((im)mobile, dissolved, and sorbed), mass-transfer algorithms, and the simulation of transport processes in the groundwater. Such detailed models tend to be computationally cumbersome when used for uncertainty quantification. Therefore, a selective choice of the relevant model states, processes, and scales are both sensitive and indispensable. We investigate the questions: what is a meaningful level of model complexity and how to obtain an efficient model framework that is still physically and statistically consistent. In our proposed model, aquifer parameters and the contaminant source architecture are conceptualized jointly as random space functions. The governing processes are simulated in a three-dimensional, highly-resolved, stochastic, and coupled model that can predict probability density functions of mass discharge and source depletion times. We apply a stochastic percolation approach as an emulator to simulate the contaminant source formation, a random walk particle tracking method to simulate DNAPL dissolution and solute transport within the aqueous phase, and a quasi-steady-state approach to solve for DNAPL depletion times. Using this novel model framework, we test whether and to which degree the desired model predictions are sensitive to simplifications often found in the literature. With this we identify that aquifer heterogeneity, groundwater flow irregularity, uncertain and physically-based contaminant source zones, and their mutual interlinkages are indispensable components of a sound model framework.

  2. A damage analysis for brittle materials using stochastic micro-structural information

    NASA Astrophysics Data System (ADS)

    Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue

    2016-03-01

    In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.

  3. H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

    PubMed

    Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

    2018-03-01

    This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  4. Bayesian methods for characterizing unknown parameters of material models

    DOE PAGES

    Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

    2016-02-04

    A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

  5. Bayesian methods for characterizing unknown parameters of material models

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

    Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

    A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

  6. Conserving the linear momentum in stochastic dynamics: Dissipative particle dynamics as a general strategy to achieve local thermostatization in molecular dynamics simulations.

    PubMed

    Passler, Peter P; Hofer, Thomas S

    2017-02-15

    Stochastic dynamics is a widely employed strategy to achieve local thermostatization in molecular dynamics simulation studies; however, it suffers from an inherent violation of momentum conservation. Although this short-coming has little impact on structural and short-time dynamic properties, it can be shown that dynamics in the long-time limit such as diffusion is strongly dependent on the respective thermostat setting. Application of the methodically similar dissipative particle dynamics (DPD) provides a simple, effective strategy to ensure the advantages of local, stochastic thermostatization while at the same time the linear momentum of the system remains conserved. In this work, the key parameters to employ the DPD thermostats in the framework of periodic boundary conditions are investigated, in particular the dependence of the system properties on the size of the DPD-region as well as the treatment of forces near the cutoff. Structural and dynamical data for light and heavy water as well as a Lennard-Jones fluid have been compared to simulations executed via stochastic dynamics as well as via use of the widely employed Nose-Hoover chain and Berendsen thermostats. It is demonstrated that a small size of the DPD region is sufficient to achieve local thermalization, while at the same time artifacts in the self-diffusion characteristic for stochastic dynamics are eliminated. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

  7. Effluent trading in river systems through stochastic decision-making process: a case study.

    PubMed

    Zolfagharipoor, Mohammad Amin; Ahmadi, Azadeh

    2017-09-01

    The objective of this paper is to provide an efficient framework for effluent trading in river systems. The proposed framework consists of two pessimistic and optimistic decision-making models to increase the executability of river water quality trading programs. The models used for this purpose are (1) stochastic fallback bargaining (SFB) to reach an agreement among wastewater dischargers and (2) stochastic multi-criteria decision-making (SMCDM) to determine the optimal treatment strategy. The Monte-Carlo simulation method is used to incorporate the uncertainty into analysis. This uncertainty arises from stochastic nature and the errors in the calculation of wastewater treatment costs. The results of river water quality simulation model are used as the inputs of models. The proposed models are used in a case study on the Zarjoub River in northern Iran to determine the best solution for the pollution load allocation. The best treatment alternatives selected by each model are imported, as the initial pollution discharge permits, into an optimization model developed for trading of pollution discharge permits among pollutant sources. The results show that the SFB-based water pollution trading approach reduces the costs by US$ 14,834 while providing a relative consensus among pollutant sources. Meanwhile, the SMCDM-based water pollution trading approach reduces the costs by US$ 218,852, but it is less acceptable by pollutant sources. Therefore, it appears that giving due attention to stability, or in other words acceptability of pollution trading programs for all pollutant sources, is an essential element of their success.

  8. An imaging-based stochastic model for simulation of tumour vasculature

    NASA Astrophysics Data System (ADS)

    Adhikarla, Vikram; Jeraj, Robert

    2012-10-01

    A mathematical model which reconstructs the structure of existing vasculature using patient-specific anatomical, functional and molecular imaging as input was developed. The vessel structure is modelled according to empirical vascular parameters, such as the mean vessel branching angle. The model is calibrated such that the resultant oxygen map modelled from the simulated microvasculature stochastically matches the input oxygen map to a high degree of accuracy (R2 ≈ 1). The calibrated model was successfully applied to preclinical imaging data. Starting from the anatomical vasculature image (obtained from contrast-enhanced computed tomography), a representative map of the complete vasculature was stochastically simulated as determined by the oxygen map (obtained from hypoxia [64Cu]Cu-ATSM positron emission tomography). The simulated microscopic vasculature and the calculated oxygenation map successfully represent the imaged hypoxia distribution (R2 = 0.94). The model elicits the parameters required to simulate vasculature consistent with imaging and provides a key mathematical relationship relating the vessel volume to the tissue oxygen tension. Apart from providing an excellent framework for visualizing the imaging gap between the microscopic and macroscopic imagings, the model has the potential to be extended as a tool to study the dynamics between the tumour and the vasculature in a patient-specific manner and has an application in the simulation of anti-angiogenic therapies.

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

    Malikopoulos, Andreas; Djouadi, Seddik M; Kuruganti, Teja

    We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to thosemore » studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.« less

  10. Can a microscopic stochastic model explain the emergence of pain cycles in patients?

    NASA Astrophysics Data System (ADS)

    Di Patti, Francesca; Fanelli, Duccio

    2009-01-01

    A stochastic model is introduced here to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is explicitly accounted for. Finite size effects inevitably perturb the mean-field dynamics: oscillations in the amount of bound receptors are spontaneously manifested, driven by the noise which is intrinsic to the system under scrutiny. These effects are investigated both numerically, via stochastic simulations, and analytically, through a large size expansion. The claim that our findings could provide a consistent interpretative framework for explaining the emergence of cyclic behaviors in response to analgesic treatments is substantiated.

  11. Comparison of SVAT models for simulating and optimizing deficit irrigation systems in arid and semi-arid countries under climate variability

    NASA Astrophysics Data System (ADS)

    Kloss, Sebastian; Schuetze, Niels; Schmitz, Gerd H.

    2010-05-01

    The strong competition for fresh water in order to fulfill the increased demand for food worldwide has led to a renewed interest in techniques to improve water use efficiency (WUE) such as controlled deficit irrigation. Furthermore, as the implementation of crop models into complex decision support systems becomes more and more common, it is imperative to reliably predict the WUE as ratio of water consumption and yield. The objective of this paper is the assessment of the problems the crop models - such as FAO-33, DAISY, and APSIM in this study - face when maximizing the WUE. We applied these crop models for calculating the risk in yield reduction in view of different sources of uncertainty (e.g. climate) employing a stochastic framework for decision support for the planning of water supply in irrigation. The stochastic framework consists of: (i) a weather generator for simulating regional impacts of climate change; (ii) a new tailor-made evolutionary optimization algorithm for optimal irrigation scheduling with limited water supply; and (iii) the above mentioned models for simulating water transport and crop growth in a sound manner. The results present stochastic crop water production functions (SCWPF) for different crops which can be used as basic tools for assessing the impact of climate variability on the risk for the potential yield. Case studies from India, Oman, Malawi, and France are presented to assess the differences in modeling water stress and yield response for the different crop models.

  12. 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.

  13. A Model of Yeast Cell-Cycle Regulation Based on a Standard Component Modeling Strategy for Protein Regulatory Networks.

    PubMed

    Laomettachit, Teeraphan; Chen, Katherine C; Baumann, William T; Tyson, John J

    2016-01-01

    To understand the molecular mechanisms that regulate cell cycle progression in eukaryotes, a variety of mathematical modeling approaches have been employed, ranging from Boolean networks and differential equations to stochastic simulations. Each approach has its own characteristic strengths and weaknesses. In this paper, we propose a "standard component" modeling strategy that combines advantageous features of Boolean networks, differential equations and stochastic simulations in a framework that acknowledges the typical sorts of reactions found in protein regulatory networks. Applying this strategy to a comprehensive mechanism of the budding yeast cell cycle, we illustrate the potential value of standard component modeling. The deterministic version of our model reproduces the phenotypic properties of wild-type cells and of 125 mutant strains. The stochastic version of our model reproduces the cell-to-cell variability of wild-type cells and the partial viability of the CLB2-dbΔ clb5Δ mutant strain. Our simulations show that mathematical modeling with "standard components" can capture in quantitative detail many essential properties of cell cycle control in budding yeast.

  14. A Model of Yeast Cell-Cycle Regulation Based on a Standard Component Modeling Strategy for Protein Regulatory Networks

    PubMed Central

    Laomettachit, Teeraphan; Chen, Katherine C.; Baumann, William T.

    2016-01-01

    To understand the molecular mechanisms that regulate cell cycle progression in eukaryotes, a variety of mathematical modeling approaches have been employed, ranging from Boolean networks and differential equations to stochastic simulations. Each approach has its own characteristic strengths and weaknesses. In this paper, we propose a “standard component” modeling strategy that combines advantageous features of Boolean networks, differential equations and stochastic simulations in a framework that acknowledges the typical sorts of reactions found in protein regulatory networks. Applying this strategy to a comprehensive mechanism of the budding yeast cell cycle, we illustrate the potential value of standard component modeling. The deterministic version of our model reproduces the phenotypic properties of wild-type cells and of 125 mutant strains. The stochastic version of our model reproduces the cell-to-cell variability of wild-type cells and the partial viability of the CLB2-dbΔ clb5Δ mutant strain. Our simulations show that mathematical modeling with “standard components” can capture in quantitative detail many essential properties of cell cycle control in budding yeast. PMID:27187804

  15. On the reach of perturbative descriptions for dark matter displacement fields

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

    Baldauf, Tobias; Zaldarriaga, Matias; Schaan, Emmanuel, E-mail: baldauf@ias.edu, E-mail: eschaan@astro.princeton.edu, E-mail: matiasz@ias.edu

    We study Lagrangian Perturbation Theory (LPT) and its regularization in the Effective Field Theory (EFT) approach. We evaluate the LPT displacement with the same phases as a corresponding N-body simulation, which allows us to compare perturbation theory to the non-linear simulation with significantly reduced cosmic variance, and provides a more stringent test than simply comparing power spectra. We reliably detect a non-vanishing leading order EFT coefficient and a stochastic displacement term, uncorrelated with the LPT terms. This stochastic term is expected in the EFT framework, and, to the best of our understanding, is not an artifact of numerical errors ormore » transients in our simulations. This term constitutes a limit to the accuracy of perturbative descriptions of the displacement field and its phases, corresponding to a 1% error on the non-linear power spectrum at k = 0.2 h{sup −1}Mpc at z = 0. Predicting the displacement power spectrum to higher accuracy or larger wavenumbers thus requires a model for the stochastic displacement.« less

  16. Chemical Memory Reactions Induced Bursting Dynamics in Gene Expression

    PubMed Central

    Tian, Tianhai

    2013-01-01

    Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems. PMID:23349679

  17. Chemical memory reactions induced bursting dynamics in gene expression.

    PubMed

    Tian, Tianhai

    2013-01-01

    Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems.

  18. Modeling and simulation of high dimensional stochastic multiscale PDE systems at the exascale

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

    Zabaras, Nicolas J.

    2016-11-08

    Predictive Modeling of multiscale and Multiphysics systems requires accurate data driven characterization of the input uncertainties, and understanding of how they propagate across scales and alter the final solution. This project develops a rigorous mathematical framework and scalable uncertainty quantification algorithms to efficiently construct realistic low dimensional input models, and surrogate low complexity systems for the analysis, design, and control of physical systems represented by multiscale stochastic PDEs. The work can be applied to many areas including physical and biological processes, from climate modeling to systems biology.

  19. NEVESIM: event-driven neural simulation framework with a Python interface.

    PubMed

    Pecevski, Dejan; Kappel, David; Jonke, Zeno

    2014-01-01

    NEVESIM is a software package for event-driven simulation of networks of spiking neurons with a fast simulation core in C++, and a scripting user interface in the Python programming language. It supports simulation of heterogeneous networks with different types of neurons and synapses, and can be easily extended by the user with new neuron and synapse types. To enable heterogeneous networks and extensibility, NEVESIM is designed to decouple the simulation logic of communicating events (spikes) between the neurons at a network level from the implementation of the internal dynamics of individual neurons. In this paper we will present the simulation framework of NEVESIM, its concepts and features, as well as some aspects of the object-oriented design approaches and simulation strategies that were utilized to efficiently implement the concepts and functionalities of the framework. We will also give an overview of the Python user interface, its basic commands and constructs, and also discuss the benefits of integrating NEVESIM with Python. One of the valuable capabilities of the simulator is to simulate exactly and efficiently networks of stochastic spiking neurons from the recently developed theoretical framework of neural sampling. This functionality was implemented as an extension on top of the basic NEVESIM framework. Altogether, the intended purpose of the NEVESIM framework is to provide a basis for further extensions that support simulation of various neural network models incorporating different neuron and synapse types that can potentially also use different simulation strategies.

  20. NEVESIM: event-driven neural simulation framework with a Python interface

    PubMed Central

    Pecevski, Dejan; Kappel, David; Jonke, Zeno

    2014-01-01

    NEVESIM is a software package for event-driven simulation of networks of spiking neurons with a fast simulation core in C++, and a scripting user interface in the Python programming language. It supports simulation of heterogeneous networks with different types of neurons and synapses, and can be easily extended by the user with new neuron and synapse types. To enable heterogeneous networks and extensibility, NEVESIM is designed to decouple the simulation logic of communicating events (spikes) between the neurons at a network level from the implementation of the internal dynamics of individual neurons. In this paper we will present the simulation framework of NEVESIM, its concepts and features, as well as some aspects of the object-oriented design approaches and simulation strategies that were utilized to efficiently implement the concepts and functionalities of the framework. We will also give an overview of the Python user interface, its basic commands and constructs, and also discuss the benefits of integrating NEVESIM with Python. One of the valuable capabilities of the simulator is to simulate exactly and efficiently networks of stochastic spiking neurons from the recently developed theoretical framework of neural sampling. This functionality was implemented as an extension on top of the basic NEVESIM framework. Altogether, the intended purpose of the NEVESIM framework is to provide a basis for further extensions that support simulation of various neural network models incorporating different neuron and synapse types that can potentially also use different simulation strategies. PMID:25177291

  1. Mastodon

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

    Coleman, Justin Leigh; Veeraraghavan, Swetha; Bolisetti, Chandrakanth

    MASTODON has the capability to model stochastic nonlinear soil-structure interaction (NLSSI) in a dynamic probabilistic risk assessment framework. The NLSSI simulations include structural dynamics, time integration, dynamic porous media flow, nonlinear hysteretic soil constitutive models, geometric nonlinearities (gapping, sliding, and uplift). MASTODON is also the MOOSE based master application for dynamic PRA of external hazards.

  2. The role of stochastic storms on hillslope runoff generation and connectivity in a dryland basin

    NASA Astrophysics Data System (ADS)

    Michaelides, K.; Singer, M. B.; Mudd, S. M.

    2016-12-01

    Despite low annual rainfall, dryland basins can generate significant surface runoff during certain rainstorms, which can cause flash flooding and high rates of erosion. However, it remains challenging to anticipate the nature and frequency of runoff generation in hydrological systems which are driven by spatially and temporally stochastic rainstorms. In particular, the stochasticity of rainfall presents challenges to simulating the hydrological response of dryland basins and understanding flow connectivity from hillslopes to the channel. Here we simulate hillslope runoff generation using rainfall characteristics produced by a simple stochastic rainfall generator, which is based on a rich rainfall dataset from the Walnut Gulch Experimental Watershed (WGEW) in Arizona, USA. We assess hillslope runoff generation using the hydrological model, COUP2D, driven by a subset of characteristic output from multiple ensembles of decadal monsoonal rainfall from the stochastic rainfall generator. The rainfall generator operates across WGEW by simulating storms with areas smaller than the basin and enables explicit characterization of rainfall characteristics at any location. We combine the characteristics of rainfall intensity and duration with data on rainstorm area and location to model the surface runoff properties (depth, velocity, duration, distance downslope) on a range of hillslopes within the basin derived from LiDAR analysis. We also analyze connectivity of flow from hillslopes to the channel for various combinations of hillslopes and storms. This approach provides a framework for understanding spatial and temporal dynamics of runoff generation and connectivity that is faithful to the hydrological characteristics of dryland environments.

  3. Low-complexity stochastic modeling of wall-bounded shear flows

    NASA Astrophysics Data System (ADS)

    Zare, Armin

    Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

  4. Status on the Development of a Modeling and Simulation Framework for the Economic Assessment of Nuclear Hybrid Energy Systems

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

    Bragg-Sitton, Shannon Michelle; Rabiti, Cristian; Kinoshita, Robert Arthur

    An effort to design and build a modeling and simulation framework to assess the economic viability of Nuclear Hybrid Energy Systems (NHES) was undertaken in fiscal year 2015 (FY15). The purpose of this report is to document the various tasks associated with the development of such a framework and to provide a status on its progress. Several tasks have been accomplished. First, starting from a simulation strategy, a rigorous mathematical formulation has been achieved in which the economic optimization of a Nuclear Hybrid Energy System is presented as a constrained robust (under uncertainty) optimization problem. Some possible algorithms for themore » solution of the optimization problem are presented. A variation of the Simultaneous Perturbation Stochastic Approximation algorithm has been implemented in RAVEN and preliminary tests have been performed. The development of the software infrastructure to support the simulation of the whole NHES has also moved forward. The coupling between RAVEN and an implementation of the Modelica language (OpenModelica) has been implemented, migrated under several operating systems and tested using an adapted model of a desalination plant. In particular, this exercise was focused on testing the coupling of the different code systems; testing parallel, computationally expensive simulations on the INL cluster; and providing a proof of concept for the possibility of using surrogate models to represent the different NHES subsystems. Another important step was the porting of the RAVEN code under the Windows™ operating system. This accomplishment makes RAVEN compatible with the development environment that is being used for dynamic simulation of NHES components. A very simplified model of a NHES on the electric market has been built in RAVEN to confirm expectations on the analysis capability of RAVEN to provide insight into system economics and to test the capability of RAVEN to identify limit surfaces even for stochastic constraints. This capability will be needed in the future to enforce the stochastic constraints on the electric demand coverage from the NHES. The development team gained experience with many of the tools that are currently envisioned for use in the economic analysis of NHES and completed several important steps. Given the complexity of the project, preference has been given to a structural approach in which several independent efforts have been used to build the cornerstone of the simulation framework. While this is good approach in establishing such a complex framework, it may delay reaching more complete results on the performance of analyzed system configurations. The integration of the previously reported exergy analysis approach was initially proposed as part of this milestone. However, in reality, the exergy-based apportioning of cost will take place only in a second stage of the implementation since it will be used to properly allocate cost among the different NHES subsystems. Therefore, exergy does not appear at the level of the main drivers in the analysis framework; the latter development of the base framework is the focus of this report.« less

  5. On the physical realizability of quantum stochastic walks

    NASA Astrophysics Data System (ADS)

    Taketani, Bruno; Govia, Luke; Schuhmacher, Peter; Wilhelm, Frank

    Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The recently developed quantum stochastic walk combines the concepts of a quantum walk and a classical random walk through open system evolution of a quantum system, and have been shown to have applications in as far reaching fields as artificial intelligence. However, nature puts significant constraints on the kind of open system evolutions that can be realized in a physical experiment. In this work, we discuss the restrictions on the allowed open system evolution, and the physical assumptions underpinning them. We then introduce a way to circumvent some of these restrictions, and simulate a more general quantum stochastic walk on a quantum computer, using a technique we call quantum trajectories on a quantum computer. We finally describe a circuit QED approach to implement discrete time quantum stochastic walks.

  6. Hybrid stochastic simplifications for multiscale gene networks.

    PubMed

    Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

    2009-09-07

    Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

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

    PubMed

    Gu, Ming; Chakrabartty, Shantanu

    2013-08-01

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

  8. Evaluation of stochastic differential equation approximation of ion channel gating models.

    PubMed

    Bruce, Ian C

    2009-04-01

    Fox and Lu derived an algorithm based on stochastic differential equations for approximating the kinetics of ion channel gating that is simpler and faster than "exact" algorithms for simulating Markov process models of channel gating. However, the approximation may not be sufficiently accurate to predict statistics of action potential generation in some cases. The objective of this study was to develop a framework for analyzing the inaccuracies and determining their origin. Simulations of a patch of membrane with voltage-gated sodium and potassium channels were performed using an exact algorithm for the kinetics of channel gating and the approximate algorithm of Fox & Lu. The Fox & Lu algorithm assumes that channel gating particle dynamics have a stochastic term that is uncorrelated, zero-mean Gaussian noise, whereas the results of this study demonstrate that in many cases the stochastic term in the Fox & Lu algorithm should be correlated and non-Gaussian noise with a non-zero mean. The results indicate that: (i) the source of the inaccuracy is that the Fox & Lu algorithm does not adequately describe the combined behavior of the multiple activation particles in each sodium and potassium channel, and (ii) the accuracy does not improve with increasing numbers of channels.

  9. A Computational Framework for Bioimaging Simulation.

    PubMed

    Watabe, Masaki; Arjunan, Satya N V; Fukushima, Seiya; Iwamoto, Kazunari; Kozuka, Jun; Matsuoka, Satomi; Shindo, Yuki; Ueda, Masahiro; Takahashi, Koichi

    2015-01-01

    Using bioimaging technology, biologists have attempted to identify and document analytical interpretations that underlie biological phenomena in biological cells. Theoretical biology aims at distilling those interpretations into knowledge in the mathematical form of biochemical reaction networks and understanding how higher level functions emerge from the combined action of biomolecules. However, there still remain formidable challenges in bridging the gap between bioimaging and mathematical modeling. Generally, measurements using fluorescence microscopy systems are influenced by systematic effects that arise from stochastic nature of biological cells, the imaging apparatus, and optical physics. Such systematic effects are always present in all bioimaging systems and hinder quantitative comparison between the cell model and bioimages. Computational tools for such a comparison are still unavailable. Thus, in this work, we present a computational framework for handling the parameters of the cell models and the optical physics governing bioimaging systems. Simulation using this framework can generate digital images of cell simulation results after accounting for the systematic effects. We then demonstrate that such a framework enables comparison at the level of photon-counting units.

  10. Integrated communication and control systems. II - Design considerations

    NASA Technical Reports Server (NTRS)

    Ray, Asok; Halevi, Yoram

    1988-01-01

    The ICCS design issues for nonperiodic and stochastic delays are addressed and the framework for alternative design procedures is outlined. The impact of network-induced delays on system stability is investigated and their physical significance is demonstrated using a simulation. The negative effects of vacant sampling and message rejection at the controller are demonstrated.

  11. A MODELING FRAMEWORK FOR ESTIMATING CHILDREN'S RESIDENTIAL EXPOSURE AND DOSE TO CHLORPYRIFOS VIA DERMAL RESIDUE CONTACT AND NON-DIETARY INGESTION

    EPA Science Inventory

    To help address the Food Quality Protection Act of 1996, a physically-based probabilistic model (Residential Stochastic Human Exposure and Dose Simulation Model for Pesticides; Residential-SHEDS) has been developed to quantify and analyze dermal and non-dietary ingestion exposu...

  12. Economic-Oriented Stochastic Optimization in Advanced Process Control of Chemical Processes

    PubMed Central

    Dobos, László; Király, András; Abonyi, János

    2012-01-01

    Finding the optimal operating region of chemical processes is an inevitable step toward improving economic performance. Usually the optimal operating region is situated close to process constraints related to product quality or process safety requirements. Higher profit can be realized only by assuring a relatively low frequency of violation of these constraints. A multilevel stochastic optimization framework is proposed to determine the optimal setpoint values of control loops with respect to predetermined risk levels, uncertainties, and costs of violation of process constraints. The proposed framework is realized as direct search-type optimization of Monte-Carlo simulation of the controlled process. The concept is illustrated throughout by a well-known benchmark problem related to the control of a linear dynamical system and the model predictive control of a more complex nonlinear polymerization process. PMID:23213298

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

    NASA Astrophysics Data System (ADS)

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

    2017-04-01

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

  14. Fock space, symbolic algebra, and analytical solutions for small stochastic systems.

    PubMed

    Santos, Fernando A N; Gadêlha, Hermes; Gaffney, Eamonn A

    2015-12-01

    Randomness is ubiquitous in nature. From single-molecule biochemical reactions to macroscale biological systems, stochasticity permeates individual interactions and often regulates emergent properties of the system. While such systems are regularly studied from a modeling viewpoint using stochastic simulation algorithms, numerous potential analytical tools can be inherited from statistical and quantum physics, replacing randomness due to quantum fluctuations with low-copy-number stochasticity. Nevertheless, classical studies remained limited to the abstract level, demonstrating a more general applicability and equivalence between systems in physics and biology rather than exploiting the physics tools to study biological systems. Here the Fock space representation, used in quantum mechanics, is combined with the symbolic algebra of creation and annihilation operators to consider explicit solutions for the chemical master equations describing small, well-mixed, biochemical, or biological systems. This is illustrated with an exact solution for a Michaelis-Menten single enzyme interacting with limited substrate, including a consideration of very short time scales, which emphasizes when stiffness is present even for small copy numbers. Furthermore, we present a general matrix representation for Michaelis-Menten kinetics with an arbitrary number of enzymes and substrates that, following diagonalization, leads to the solution of this ubiquitous, nonlinear enzyme kinetics problem. For this, a flexible symbolic maple code is provided, demonstrating the prospective advantages of this framework compared to stochastic simulation algorithms. This further highlights the possibilities for analytically based studies of stochastic systems in biology and chemistry using tools from theoretical quantum physics.

  15. A framework for the direct evaluation of large deviations in non-Markovian processes

    NASA Astrophysics Data System (ADS)

    Cavallaro, Massimo; Harris, Rosemary J.

    2016-11-01

    We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the ‘cloning’ procedure of Giardiná et al (2006 Phys. Rev. Lett. 96 120603) to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the totally asymmetric exclusion process, recovering results obtainable by other means.

  16. A Two-Step Approach to Uncertainty Quantification of Core Simulators

    DOE PAGES

    Yankov, Artem; Collins, Benjamin; Klein, Markus; ...

    2012-01-01

    For the multiple sources of error introduced into the standard computational regime for simulating reactor cores, rigorous uncertainty analysis methods are available primarily to quantify the effects of cross section uncertainties. Two methods for propagating cross section uncertainties through core simulators are the XSUSA statistical approach and the “two-step” method. The XSUSA approach, which is based on the SUSA code package, is fundamentally a stochastic sampling method. Alternatively, the two-step method utilizes generalized perturbation theory in the first step and stochastic sampling in the second step. The consistency of these two methods in quantifying uncertainties in the multiplication factor andmore » in the core power distribution was examined in the framework of phase I-3 of the OECD Uncertainty Analysis in Modeling benchmark. With the Three Mile Island Unit 1 core as a base model for analysis, the XSUSA and two-step methods were applied with certain limitations, and the results were compared to those produced by other stochastic sampling-based codes. Based on the uncertainty analysis results, conclusions were drawn as to the method that is currently more viable for computing uncertainties in burnup and transient calculations.« less

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

    NASA Astrophysics Data System (ADS)

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

    2018-03-01

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

  18. Adaptive Fuzzy Output Constrained Control Design for Multi-Input Multioutput Stochastic Nonstrict-Feedback Nonlinear Systems.

    PubMed

    Li, Yongming; Tong, Shaocheng

    2017-12-01

    In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

  19. MCdevelop - a universal framework for Stochastic Simulations

    NASA Astrophysics Data System (ADS)

    Slawinska, M.; Jadach, S.

    2011-03-01

    We present MCdevelop, a universal computer framework for developing and exploiting the wide class of Stochastic Simulations (SS) software. This powerful universal SS software development tool has been derived from a series of scientific projects for precision calculations in high energy physics (HEP), which feature a wide range of functionality in the SS software needed for advanced precision Quantum Field Theory calculations for the past LEP experiments and for the ongoing LHC experiments at CERN, Geneva. MCdevelop is a "spin-off" product of HEP to be exploited in other areas, while it will still serve to develop new SS software for HEP experiments. Typically SS involve independent generation of large sets of random "events", often requiring considerable CPU power. Since SS jobs usually do not share memory it makes them easy to parallelize. The efficient development, testing and running in parallel SS software requires a convenient framework to develop software source code, deploy and monitor batch jobs, merge and analyse results from multiple parallel jobs, even before the production runs are terminated. Throughout the years of development of stochastic simulations for HEP, a sophisticated framework featuring all the above mentioned functionality has been implemented. MCdevelop represents its latest version, written mostly in C++ (GNU compiler gcc). It uses Autotools to build binaries (optionally managed within the KDevelop 3.5.3 Integrated Development Environment (IDE)). It uses the open-source ROOT package for histogramming, graphics and the mechanism of persistency for the C++ objects. MCdevelop helps to run multiple parallel jobs on any computer cluster with NQS-type batch system. Program summaryProgram title:MCdevelop Catalogue identifier: AEHW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 48 136 No. of bytes in distributed program, including test data, etc.: 355 698 Distribution format: tar.gz Programming language: ANSI C++ Computer: Any computer system or cluster with C++ compiler and UNIX-like operating system. Operating system: Most UNIX systems, Linux. The application programs were thoroughly tested under Ubuntu 7.04, 8.04 and CERN Scientific Linux 5. Has the code been vectorised or parallelised?: Tools (scripts) for optional parallelisation on a PC farm are included. RAM: 500 bytes Classification: 11.3 External routines: ROOT package version 5.0 or higher ( http://root.cern.ch/drupal/). Nature of problem: Developing any type of stochastic simulation program for high energy physics and other areas. Solution method: Object Oriented programming in C++ with added persistency mechanism, batch scripts for running on PC farms and Autotools.

  20. What Can We Learn from a Simple Physics-Based Earthquake Simulator?

    NASA Astrophysics Data System (ADS)

    Artale Harris, Pietro; Marzocchi, Warner; Melini, Daniele

    2018-03-01

    Physics-based earthquake simulators are becoming a popular tool to investigate on the earthquake occurrence process. So far, the development of earthquake simulators is commonly led by the approach "the more physics, the better". However, this approach may hamper the comprehension of the outcomes of the simulator; in fact, within complex models, it may be difficult to understand which physical parameters are the most relevant to the features of the seismic catalog at which we are interested. For this reason, here, we take an opposite approach and analyze the behavior of a purposely simple earthquake simulator applied to a set of California faults. The idea is that a simple simulator may be more informative than a complex one for some specific scientific objectives, because it is more understandable. Our earthquake simulator has three main components: the first one is a realistic tectonic setting, i.e., a fault data set of California; the second is the application of quantitative laws for earthquake generation on each single fault, and the last is the fault interaction modeling through the Coulomb Failure Function. The analysis of this simple simulator shows that: (1) the short-term clustering can be reproduced by a set of faults with an almost periodic behavior, which interact according to a Coulomb failure function model; (2) a long-term behavior showing supercycles of the seismic activity exists only in a markedly deterministic framework, and quickly disappears introducing a small degree of stochasticity on the recurrence of earthquakes on a fault; (3) faults that are strongly coupled in terms of Coulomb failure function model are synchronized in time only in a marked deterministic framework, and as before, such a synchronization disappears introducing a small degree of stochasticity on the recurrence of earthquakes on a fault. Overall, the results show that even in a simple and perfectly known earthquake occurrence world, introducing a small degree of stochasticity may blur most of the deterministic time features, such as long-term trend and synchronization among nearby coupled faults.

  1. Dynamic partitioning for hybrid simulation of the bistable HIV-1 transactivation network.

    PubMed

    Griffith, Mark; Courtney, Tod; Peccoud, Jean; Sanders, William H

    2006-11-15

    The stochastic kinetics of a well-mixed chemical system, governed by the chemical Master equation, can be simulated using the exact methods of Gillespie. However, these methods do not scale well as systems become more complex and larger models are built to include reactions with widely varying rates, since the computational burden of simulation increases with the number of reaction events. Continuous models may provide an approximate solution and are computationally less costly, but they fail to capture the stochastic behavior of small populations of macromolecules. In this article we present a hybrid simulation algorithm that dynamically partitions the system into subsets of continuous and discrete reactions, approximates the continuous reactions deterministically as a system of ordinary differential equations (ODE) and uses a Monte Carlo method for generating discrete reaction events according to a time-dependent propensity. Our approach to partitioning is improved such that we dynamically partition the system of reactions, based on a threshold relative to the distribution of propensities in the discrete subset. We have implemented the hybrid algorithm in an extensible framework, utilizing two rigorous ODE solvers to approximate the continuous reactions, and use an example model to illustrate the accuracy and potential speedup of the algorithm when compared with exact stochastic simulation. Software and benchmark models used for this publication can be made available upon request from the authors.

  2. A mechanistic pan-cancer pathway model informed by multi-omics data interprets stochastic cell fate responses to drugs and mitogens

    PubMed Central

    Bouhaddou, Mehdi; Koch, Rick J.; DiStefano, Matthew S.; Tan, Annie L.; Mertz, Alex E.

    2018-01-01

    Most cancer cells harbor multiple drivers whose epistasis and interactions with expression context clouds drug and drug combination sensitivity prediction. We constructed a mechanistic computational model that is context-tailored by omics data to capture regulation of stochastic proliferation and death by pan-cancer driver pathways. Simulations and experiments explore how the coordinated dynamics of RAF/MEK/ERK and PI-3K/AKT kinase activities in response to synergistic mitogen or drug combinations control cell fate in a specific cellular context. In this MCF10A cell context, simulations suggest that synergistic ERK and AKT inhibitor-induced death is likely mediated by BIM rather than BAD, which is supported by prior experimental studies. AKT dynamics explain S-phase entry synergy between EGF and insulin, but simulations suggest that stochastic ERK, and not AKT, dynamics seem to drive cell-to-cell proliferation variability, which in simulations is predictable from pre-stimulus fluctuations in C-Raf/B-Raf levels. Simulations suggest MEK alteration negligibly influences transformation, consistent with clinical data. Tailoring the model to an alternate cell expression and mutation context, a glioma cell line, allows prediction of increased sensitivity of cell death to AKT inhibition. Our model mechanistically interprets context-specific landscapes between driver pathways and cell fates, providing a framework for designing more rational cancer combination therapy. PMID:29579036

  3. A resilient and efficient CFD framework: Statistical learning tools for multi-fidelity and heterogeneous information fusion

    NASA Astrophysics Data System (ADS)

    Lee, Seungjoon; Kevrekidis, Ioannis G.; Karniadakis, George Em

    2017-09-01

    Exascale-level simulations require fault-resilient algorithms that are robust against repeated and expected software and/or hardware failures during computations, which may render the simulation results unsatisfactory. If each processor can share some global information about the simulation from a coarse, limited accuracy but relatively costless auxiliary simulator we can effectively fill-in the missing spatial data at the required times by a statistical learning technique - multi-level Gaussian process regression, on the fly; this has been demonstrated in previous work [1]. Based on the previous work, we also employ another (nonlinear) statistical learning technique, Diffusion Maps, that detects computational redundancy in time and hence accelerate the simulation by projective time integration, giving the overall computation a "patch dynamics" flavor. Furthermore, we are now able to perform information fusion with multi-fidelity and heterogeneous data (including stochastic data). Finally, we set the foundations of a new framework in CFD, called patch simulation, that combines information fusion techniques from, in principle, multiple fidelity and resolution simulations (and even experiments) with a new adaptive timestep refinement technique. We present two benchmark problems (the heat equation and the Navier-Stokes equations) to demonstrate the new capability that statistical learning tools can bring to traditional scientific computing algorithms. For each problem, we rely on heterogeneous and multi-fidelity data, either from a coarse simulation of the same equation or from a stochastic, particle-based, more "microscopic" simulation. We consider, as such "auxiliary" models, a Monte Carlo random walk for the heat equation and a dissipative particle dynamics (DPD) model for the Navier-Stokes equations. More broadly, in this paper we demonstrate the symbiotic and synergistic combination of statistical learning, domain decomposition, and scientific computing in exascale simulations.

  4. A framework for stochastic simulation of distribution practices for hotel reservations

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

    Halkos, George E.; Tsilika, Kyriaki D.

    The focus of this study is primarily on the Greek hotel industry. The objective is to design and develop a framework for stochastic simulation of reservation requests, reservation arrivals, cancellations and hotel occupancy with a planning horizon of a tourist season. In Greek hospitality industry there have been two competing policies for reservation planning process up to 2003: reservations coming directly from customers and a reservations management relying on tour operator(s). Recently the Internet along with other emerging technologies has offered the potential to disrupt enduring distribution arrangements. The focus of the study is on the choice of distribution intermediaries.more » We present an empirical model for the hotel reservation planning process that makes use of a symbolic simulation, Monte Carlo method, as, requests for reservations, cancellations, and arrival rates are all sources of uncertainty. We consider as a case study the problem of determining the optimal booking strategy for a medium size hotel in Skiathos Island, Greece. Probability distributions and parameters estimation result from the historical data available and by following suggestions made in the relevant literature. The results of this study may assist hotel managers define distribution strategies for hotel rooms and evaluate the performance of the reservations management system.« less

  5. On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs

    PubMed Central

    Truccolo, Wilson

    2017-01-01

    Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity. PMID:28234899

  6. On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs.

    PubMed

    Gerhard, Felipe; Deger, Moritz; Truccolo, Wilson

    2017-02-01

    Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity.

  7. A Simulation-Based Comparison of Several Stochastic Linear Regression Methods in the Presence of Outliers.

    ERIC Educational Resources Information Center

    Rule, David L.

    Several regression methods were examined within the framework of weighted structural regression (WSR), comparing their regression weight stability and score estimation accuracy in the presence of outlier contamination. The methods compared are: (1) ordinary least squares; (2) WSR ridge regression; (3) minimum risk regression; (4) minimum risk 2;…

  8. Assessing the expected effects of wildfire on vegetation condition on the Bridger-Teton National Forest, Wyoming, USA

    Treesearch

    J. H. Scott; D. J. Helmbrecht; M. P. Thompson

    2014-01-01

    Characterizing wildfire risk to a fire-adapted ecosystem presents particular challenges due to its broad spatial extent, inherent complexity, and the difficulty in defining wildfire-induced losses and benefits. Our approach couples stochastic wildfire simulation with a vegetation condition assessment framework to estimate the conditional and expected response of...

  9. Hybrid stochastic simplifications for multiscale gene networks

    PubMed Central

    Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

    2009-01-01

    Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach. PMID:19735554

  10. Optimal design and uncertainty quantification in blood flow simulations for congenital heart disease

    NASA Astrophysics Data System (ADS)

    Marsden, Alison

    2009-11-01

    Recent work has demonstrated substantial progress in capabilities for patient-specific cardiovascular flow simulations. Recent advances include increasingly complex geometries, physiological flow conditions, and fluid structure interaction. However inputs to these simulations, including medical image data, catheter-derived pressures and material properties, can have significant uncertainties associated with them. For simulations to predict clinically useful and reliable output information, it is necessary to quantify the effects of input uncertainties on outputs of interest. In addition, blood flow simulation tools can now be efficiently coupled to shape optimization algorithms for surgery design applications, and these tools should incorporate uncertainty information. We present a unified framework to systematically and efficient account for uncertainties in simulations using adaptive stochastic collocation. In addition, we present a framework for derivative-free optimization of cardiovascular geometries, and layer these tools to perform optimization under uncertainty. These methods are demonstrated using simulations and surgery optimization to improve hemodynamics in pediatric cardiology applications.

  11. On Designing Multicore-Aware Simulators for Systems Biology Endowed with OnLine Statistics

    PubMed Central

    Calcagno, Cristina; Coppo, Mario

    2014-01-01

    The paper arguments are on enabling methodologies for the design of a fully parallel, online, interactive tool aiming to support the bioinformatics scientists .In particular, the features of these methodologies, supported by the FastFlow parallel programming framework, are shown on a simulation tool to perform the modeling, the tuning, and the sensitivity analysis of stochastic biological models. A stochastic simulation needs thousands of independent simulation trajectories turning into big data that should be analysed by statistic and data mining tools. In the considered approach the two stages are pipelined in such a way that the simulation stage streams out the partial results of all simulation trajectories to the analysis stage that immediately produces a partial result. The simulation-analysis workflow is validated for performance and effectiveness of the online analysis in capturing biological systems behavior on a multicore platform and representative proof-of-concept biological systems. The exploited methodologies include pattern-based parallel programming and data streaming that provide key features to the software designers such as performance portability and efficient in-memory (big) data management and movement. Two paradigmatic classes of biological systems exhibiting multistable and oscillatory behavior are used as a testbed. PMID:25050327

  12. 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

  13. On designing multicore-aware simulators for systems biology endowed with OnLine statistics.

    PubMed

    Aldinucci, Marco; Calcagno, Cristina; Coppo, Mario; Damiani, Ferruccio; Drocco, Maurizio; Sciacca, Eva; Spinella, Salvatore; Torquati, Massimo; Troina, Angelo

    2014-01-01

    The paper arguments are on enabling methodologies for the design of a fully parallel, online, interactive tool aiming to support the bioinformatics scientists .In particular, the features of these methodologies, supported by the FastFlow parallel programming framework, are shown on a simulation tool to perform the modeling, the tuning, and the sensitivity analysis of stochastic biological models. A stochastic simulation needs thousands of independent simulation trajectories turning into big data that should be analysed by statistic and data mining tools. In the considered approach the two stages are pipelined in such a way that the simulation stage streams out the partial results of all simulation trajectories to the analysis stage that immediately produces a partial result. The simulation-analysis workflow is validated for performance and effectiveness of the online analysis in capturing biological systems behavior on a multicore platform and representative proof-of-concept biological systems. The exploited methodologies include pattern-based parallel programming and data streaming that provide key features to the software designers such as performance portability and efficient in-memory (big) data management and movement. Two paradigmatic classes of biological systems exhibiting multistable and oscillatory behavior are used as a testbed.

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

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

    Chen, Yi; Jakeman, John; Gittelson, Claude

    2015-01-08

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

  15. Exact event-driven implementation for recurrent networks of stochastic perfect integrate-and-fire neurons.

    PubMed

    Taillefumier, Thibaud; Touboul, Jonathan; Magnasco, Marcelo

    2012-12-01

    In vivo cortical recording reveals that indirectly driven neural assemblies can produce reliable and temporally precise spiking patterns in response to stereotyped stimulation. This suggests that despite being fundamentally noisy, the collective activity of neurons conveys information through temporal coding. Stochastic integrate-and-fire models delineate a natural theoretical framework to study the interplay of intrinsic neural noise and spike timing precision. However, there are inherent difficulties in simulating their networks' dynamics in silico with standard numerical discretization schemes. Indeed, the well-posedness of the evolution of such networks requires temporally ordering every neuronal interaction, whereas the order of interactions is highly sensitive to the random variability of spiking times. Here, we answer these issues for perfect stochastic integrate-and-fire neurons by designing an exact event-driven algorithm for the simulation of recurrent networks, with delayed Dirac-like interactions. In addition to being exact from the mathematical standpoint, our proposed method is highly efficient numerically. We envision that our algorithm is especially indicated for studying the emergence of polychronized motifs in networks evolving under spike-timing-dependent plasticity with intrinsic noise.

  16. Designer: A Knowledge-Based Graphic Design Assistant.

    DTIC Science & Technology

    1986-07-01

    pro- pulsion. The system consists of a color graphics interface to a mathematical simulation. One can view and manipulate this simulation at a number of...valve vaive graph 50- mufi -plot graph 100 4 0 80 6.. 30 60 4 20 .... 40 2 10 V 20 0 2 4 6 8 10 0 20 40 60 80 100 FIGURE 4. Icon Sampler. This view...in Computing Systems. New York: ACM, 1983. 8306. Paul Smolensky. Harmony Theory: A Mathematical Framework for Stochastic Parallel Pro- cessing

  17. Confinement and diffusion modulate bistability and stochastic switching in a reaction network with positive feedback

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

    Mlynarczyk, Paul J.; Pullen, Robert H.; Abel, Steven M., E-mail: abel@utk.edu

    2016-01-07

    Positive feedback is a common feature in signal transduction networks and can lead to phenomena such as bistability and signal propagation by domain growth. Physical features of the cellular environment, such as spatial confinement and the mobility of proteins, play important but inadequately understood roles in shaping the behavior of signaling networks. Here, we use stochastic, spatially resolved kinetic Monte Carlo simulations to explore a positive feedback network as a function of system size, system shape, and mobility of molecules. We show that these physical properties can markedly alter characteristics of bistability and stochastic switching when compared with well-mixed simulations.more » Notably, systems of equal volume but different shapes can exhibit qualitatively different behaviors under otherwise identical conditions. We show that stochastic switching to a state maintained by positive feedback occurs by cluster formation and growth. Additionally, the frequency at which switching occurs depends nontrivially on the diffusion coefficient, which can promote or suppress switching relative to the well-mixed limit. Taken together, the results provide a framework for understanding how confinement and protein mobility influence emergent features of the positive feedback network by modulating molecular concentrations, diffusion-influenced rate parameters, and spatiotemporal correlations between molecules.« less

  18. Sparse learning of stochastic dynamical equations

    NASA Astrophysics Data System (ADS)

    Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia

    2018-06-01

    With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

  19. Stochastic DT-MRI connectivity mapping on the GPU.

    PubMed

    McGraw, Tim; Nadar, Mariappan

    2007-01-01

    We present a method for stochastic fiber tract mapping from diffusion tensor MRI (DT-MRI) implemented on graphics hardware. From the simulated fibers we compute a connectivity map that gives an indication of the probability that two points in the dataset are connected by a neuronal fiber path. A Bayesian formulation of the fiber model is given and it is shown that the inversion method can be used to construct plausible connectivity. An implementation of this fiber model on the graphics processing unit (GPU) is presented. Since the fiber paths can be stochastically generated independently of one another, the algorithm is highly parallelizable. This allows us to exploit the data-parallel nature of the GPU fragment processors. We also present a framework for the connectivity computation on the GPU. Our implementation allows the user to interactively select regions of interest and observe the evolving connectivity results during computation. Results are presented from the stochastic generation of over 250,000 fiber steps per iteration at interactive frame rates on consumer-grade graphics hardware.

  20. Modeling dolomitized carbonate-ramp reservoirs: A case study of the Seminole San Andres unit. Part 2 -- Seismic modeling, reservoir geostatistics, and reservoir simulation

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

    Wang, F.P.; Dai, J.; Kerans, C.

    1998-11-01

    In part 1 of this paper, the authors discussed the rock-fabric/petrophysical classes for dolomitized carbonate-ramp rocks, the effects of rock fabric and pore type on petrophysical properties, petrophysical models for analyzing wireline logs, the critical scales for defining geologic framework, and 3-D geologic modeling. Part 2 focuses on geophysical and engineering characterizations, including seismic modeling, reservoir geostatistics, stochastic modeling, and reservoir simulation. Synthetic seismograms of 30 to 200 Hz were generated to study the level of seismic resolution required to capture the high-frequency geologic features in dolomitized carbonate-ramp reservoirs. Outcrop data were collected to investigate effects of sampling interval andmore » scale-up of block size on geostatistical parameters. Semivariogram analysis of outcrop data showed that the sill of log permeability decreases and the correlation length increases with an increase of horizontal block size. Permeability models were generated using conventional linear interpolation, stochastic realizations without stratigraphic constraints, and stochastic realizations with stratigraphic constraints. Simulations of a fine-scale Lawyer Canyon outcrop model were used to study the factors affecting waterflooding performance. Simulation results show that waterflooding performance depends strongly on the geometry and stacking pattern of the rock-fabric units and on the location of production and injection wells.« less

  1. A Computational Framework for Bioimaging Simulation

    PubMed Central

    Watabe, Masaki; Arjunan, Satya N. V.; Fukushima, Seiya; Iwamoto, Kazunari; Kozuka, Jun; Matsuoka, Satomi; Shindo, Yuki; Ueda, Masahiro; Takahashi, Koichi

    2015-01-01

    Using bioimaging technology, biologists have attempted to identify and document analytical interpretations that underlie biological phenomena in biological cells. Theoretical biology aims at distilling those interpretations into knowledge in the mathematical form of biochemical reaction networks and understanding how higher level functions emerge from the combined action of biomolecules. However, there still remain formidable challenges in bridging the gap between bioimaging and mathematical modeling. Generally, measurements using fluorescence microscopy systems are influenced by systematic effects that arise from stochastic nature of biological cells, the imaging apparatus, and optical physics. Such systematic effects are always present in all bioimaging systems and hinder quantitative comparison between the cell model and bioimages. Computational tools for such a comparison are still unavailable. Thus, in this work, we present a computational framework for handling the parameters of the cell models and the optical physics governing bioimaging systems. Simulation using this framework can generate digital images of cell simulation results after accounting for the systematic effects. We then demonstrate that such a framework enables comparison at the level of photon-counting units. PMID:26147508

  2. A stochastic differential equation model of diurnal cortisol patterns

    NASA Technical Reports Server (NTRS)

    Brown, E. N.; Meehan, P. M.; Dempster, A. P.

    2001-01-01

    Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.

  3. Formalization, implementation, and modeling of institutional controllers for distributed robotic systems.

    PubMed

    Pereira, José N; Silva, Porfírio; Lima, Pedro U; Martinoli, Alcherio

    2014-01-01

    The work described is part of a long term program of introducing institutional robotics, a novel framework for the coordination of robot teams that stems from institutional economics concepts. Under the framework, institutions are cumulative sets of persistent artificial modifications made to the environment or to the internal mechanisms of a subset of agents, thought to be functional for the collective order. In this article we introduce a formal model of institutional controllers based on Petri nets. We define executable Petri nets-an extension of Petri nets that takes into account robot actions and sensing-to design, program, and execute institutional controllers. We use a generalized stochastic Petri net view of the robot team controlled by the institutional controllers to model and analyze the stochastic performance of the resulting distributed robotic system. The ability of our formalism to replicate results obtained using other approaches is assessed through realistic simulations of up to 40 e-puck robots. In particular, we model a robot swarm and its institutional controller with the goal of maintaining wireless connectivity, and successfully compare our model predictions and simulation results with previously reported results, obtained by using finite state automaton models and controllers.

  4. Modeling disease transmission near eradication: An equation free approach

    NASA Astrophysics Data System (ADS)

    Williams, Matthew O.; Proctor, Joshua L.; Kutz, J. Nathan

    2015-01-01

    Although disease transmission in the near eradication regime is inherently stochastic, deterministic quantities such as the probability of eradication are of interest to policy makers and researchers. Rather than running large ensembles of discrete stochastic simulations over long intervals in time to compute these deterministic quantities, we create a data-driven and deterministic "coarse" model for them using the Equation Free (EF) framework. In lieu of deriving an explicit coarse model, the EF framework approximates any needed information, such as coarse time derivatives, by running short computational experiments. However, the choice of the coarse variables (i.e., the state of the coarse system) is critical if the resulting model is to be accurate. In this manuscript, we propose a set of coarse variables that result in an accurate model in the endemic and near eradication regimes, and demonstrate this on a compartmental model representing the spread of Poliomyelitis. When combined with adaptive time-stepping coarse projective integrators, this approach can yield over a factor of two speedup compared to direct simulation, and due to its lower dimensionality, could be beneficial when conducting systems level tasks such as designing eradication or monitoring campaigns.

  5. Global identification of stochastic dynamical systems under different pseudo-static operating conditions: The functionally pooled ARMAX case

    NASA Astrophysics Data System (ADS)

    Sakellariou, J. S.; Fassois, S. D.

    2017-01-01

    The identification of a single global model for a stochastic dynamical system operating under various conditions is considered. Each operating condition is assumed to have a pseudo-static effect on the dynamics and be characterized by a single measurable scheduling variable. Identification is accomplished within a recently introduced Functionally Pooled (FP) framework, which offers a number of advantages over Linear Parameter Varying (LPV) identification techniques. The focus of the work is on the extension of the framework to include the important FP-ARMAX model case. Compared to their simpler FP-ARX counterparts, FP-ARMAX models are much more general and offer improved flexibility in describing various types of stochastic noise, but at the same time lead to a more complicated, non-quadratic, estimation problem. Prediction Error (PE), Maximum Likelihood (ML), and multi-stage estimation methods are postulated, and the PE estimator optimality, in terms of consistency and asymptotic efficiency, is analytically established. The postulated estimators are numerically assessed via Monte Carlo experiments, while the effectiveness of the approach and its superiority over its FP-ARX counterpart are demonstrated via an application case study pertaining to simulated railway vehicle suspension dynamics under various mass loading conditions.

  6. The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

    NASA Astrophysics Data System (ADS)

    Huang, S. H.; Tsai, C.

    2017-12-01

    The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

  7. Hybrid modeling in biochemical systems theory by means of functional petri nets.

    PubMed

    Wu, Jialiang; Voit, Eberhard

    2009-02-01

    Many biological systems are genuinely hybrids consisting of interacting discrete and continuous components and processes that often operate at different time scales. It is therefore desirable to create modeling frameworks capable of combining differently structured processes and permitting their analysis over multiple time horizons. During the past 40 years, Biochemical Systems Theory (BST) has been a very successful approach to elucidating metabolic, gene regulatory, and signaling systems. However, its foundation in ordinary differential equations has precluded BST from directly addressing problems containing switches, delays, and stochastic effects. In this study, we extend BST to hybrid modeling within the framework of Hybrid Functional Petri Nets (HFPN). First, we show how the canonical GMA and S-system models in BST can be directly implemented in a standard Petri Net framework. In a second step we demonstrate how to account for different types of time delays as well as for discrete, stochastic, and switching effects. Using representative test cases, we validate the hybrid modeling approach through comparative analyses and simulations with other approaches and highlight the feasibility, quality, and efficiency of the hybrid method.

  8. Automatising the analysis of stochastic biochemical time-series

    PubMed Central

    2015-01-01

    Background Mathematical and computational modelling of biochemical systems has seen a lot of effort devoted to the definition and implementation of high-performance mechanistic simulation frameworks. Within these frameworks it is possible to analyse complex models under a variety of configurations, eventually selecting the best setting of, e.g., parameters for a target system. Motivation This operational pipeline relies on the ability to interpret the predictions of a model, often represented as simulation time-series. Thus, an efficient data analysis pipeline is crucial to automatise time-series analyses, bearing in mind that errors in this phase might mislead the modeller's conclusions. Results For this reason we have developed an intuitive framework-independent Python tool to automate analyses common to a variety of modelling approaches. These include assessment of useful non-trivial statistics for simulation ensembles, e.g., estimation of master equations. Intuitive and domain-independent batch scripts will allow the researcher to automatically prepare reports, thus speeding up the usual model-definition, testing and refinement pipeline. PMID:26051821

  9. Stochastic simulation of soil particle-size curves in heterogeneous aquifer systems through a Bayes space approach

    NASA Astrophysics Data System (ADS)

    Menafoglio, A.; Guadagnini, A.; Secchi, P.

    2016-08-01

    We address the problem of stochastic simulation of soil particle-size curves (PSCs) in heterogeneous aquifer systems. Unlike traditional approaches that focus solely on a few selected features of PSCs (e.g., selected quantiles), our approach considers the entire particle-size curves and can optionally include conditioning on available data. We rely on our prior work to model PSCs as cumulative distribution functions and interpret their density functions as functional compositions. We thus approximate the latter through an expansion over an appropriate basis of functions. This enables us to (a) effectively deal with the data dimensionality and constraints and (b) to develop a simulation method for PSCs based upon a suitable and well defined projection procedure. The new theoretical framework allows representing and reproducing the complete information content embedded in PSC data. As a first field application, we demonstrate the quality of unconditional and conditional simulations obtained with our methodology by considering a set of particle-size curves collected within a shallow alluvial aquifer in the Neckar river valley, Germany.

  10. Approximation and inference methods for stochastic biochemical kinetics—a tutorial review

    NASA Astrophysics Data System (ADS)

    Schnoerr, David; Sanguinetti, Guido; Grima, Ramon

    2017-03-01

    Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the chemical master equation. Despite its simple structure, no analytic solutions to the chemical master equation are known for most systems. Moreover, stochastic simulations are computationally expensive, making systematic analysis and statistical inference a challenging task. Consequently, significant effort has been spent in recent decades on the development of efficient approximation and inference methods. This article gives an introduction to basic modelling concepts as well as an overview of state of the art methods. First, we motivate and introduce deterministic and stochastic methods for modelling chemical networks, and give an overview of simulation and exact solution methods. Next, we discuss several approximation methods, including the chemical Langevin equation, the system size expansion, moment closure approximations, time-scale separation approximations and hybrid methods. We discuss their various properties and review recent advances and remaining challenges for these methods. We present a comparison of several of these methods by means of a numerical case study and highlight some of their respective advantages and disadvantages. Finally, we discuss the problem of inference from experimental data in the Bayesian framework and review recent methods developed the literature. In summary, this review gives a self-contained introduction to modelling, approximations and inference methods for stochastic chemical kinetics.

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

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

  12. Hydrogeologic unit flow characterization using transition probability geostatistics.

    PubMed

    Jones, Norman L; Walker, Justin R; Carle, Steven F

    2005-01-01

    This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has some advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upward sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids and/or grids with nonuniform cell thicknesses.

  13. Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession.

    PubMed

    Dini-Andreote, Francisco; Stegen, James C; van Elsas, Jan Dirk; Salles, Joana Falcão

    2015-03-17

    Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages--which provide a larger spatiotemporal scale relative to within stage analyses--revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended--and experimentally testable--conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems.

  14. Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession

    PubMed Central

    Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan Dirk; Salles, Joana Falcão

    2015-01-01

    Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages—which provide a larger spatiotemporal scale relative to within stage analyses—revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended—and experimentally testable—conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems. PMID:25733885

  15. Compartmental and Spatial Rule-Based Modeling with Virtual Cell.

    PubMed

    Blinov, Michael L; Schaff, James C; Vasilescu, Dan; Moraru, Ion I; Bloom, Judy E; Loew, Leslie M

    2017-10-03

    In rule-based modeling, molecular interactions are systematically specified in the form of reaction rules that serve as generators of reactions. This provides a way to account for all the potential molecular complexes and interactions among multivalent or multistate molecules. Recently, we introduced rule-based modeling into the Virtual Cell (VCell) modeling framework, permitting graphical specification of rules and merger of networks generated automatically (using the BioNetGen modeling engine) with hand-specified reaction networks. VCell provides a number of ordinary differential equation and stochastic numerical solvers for single-compartment simulations of the kinetic systems derived from these networks, and agent-based network-free simulation of the rules. In this work, compartmental and spatial modeling of rule-based models has been implemented within VCell. To enable rule-based deterministic and stochastic spatial simulations and network-free agent-based compartmental simulations, the BioNetGen and NFSim engines were each modified to support compartments. In the new rule-based formalism, every reactant and product pattern and every reaction rule are assigned locations. We also introduce the rule-based concept of molecular anchors. This assures that any species that has a molecule anchored to a predefined compartment will remain in this compartment. Importantly, in addition to formulation of compartmental models, this now permits VCell users to seamlessly connect reaction networks derived from rules to explicit geometries to automatically generate a system of reaction-diffusion equations. These may then be simulated using either the VCell partial differential equations deterministic solvers or the Smoldyn stochastic simulator. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  16. Effect of randomness on multi-frequency aeroelastic responses resolved by Unsteady Adaptive Stochastic Finite Elements

    NASA Astrophysics Data System (ADS)

    Witteveen, Jeroen A. S.; Bijl, Hester

    2009-10-01

    The Unsteady Adaptive Stochastic Finite Elements (UASFE) method resolves the effect of randomness in numerical simulations of single-mode aeroelastic responses with a constant accuracy in time for a constant number of samples. In this paper, the UASFE framework is extended to multi-frequency responses and continuous structures by employing a wavelet decomposition pre-processing step to decompose the sampled multi-frequency signals into single-frequency components. The effect of the randomness on the multi-frequency response is then obtained by summing the results of the UASFE interpolation at constant phase for the different frequency components. Results for multi-frequency responses and continuous structures show a three orders of magnitude reduction of computational costs compared to crude Monte Carlo simulations in a harmonically forced oscillator, a flutter panel problem, and the three-dimensional transonic AGARD 445.6 wing aeroelastic benchmark subject to random fields and random parameters with various probability distributions.

  17. A lava flow simulation model for the development of volcanic hazard maps for Mount Etna (Italy)

    NASA Astrophysics Data System (ADS)

    Damiani, M. L.; Groppelli, G.; Norini, G.; Bertino, E.; Gigliuto, A.; Nucita, A.

    2006-05-01

    Volcanic hazard assessment is of paramount importance for the safeguard of the resources exposed to volcanic hazards. In the paper we present ELFM, a lava flow simulation model for the evaluation of the lava flow hazard on Mount Etna (Sicily, Italy), the most important active volcano in Europe. The major contributions of the paper are: (a) a detailed specification of the lava flow simulation model and the specification of an algorithm implementing it; (b) the definition of a methodological framework for applying the model to the specific volcano. For what concerns the former issue, we propose an extended version of an existing stochastic model that has been applied so far only to the assessment of the volcanic hazard on Lanzarote and Tenerife (Canary Islands). Concerning the methodological framework, we claim model validation is definitely needed for assessing the effectiveness of the lava flow simulation model. To that extent a strategy has been devised for the generation of simulation experiments and evaluation of their outcomes.

  18. On the modeling of epidemics under the influence of risk perception

    NASA Astrophysics Data System (ADS)

    de Lillo, S.; Fioriti, G.; Prioriello, M. L.

    An epidemic spreading model is presented in the framework of the kinetic theory of active particles. The model is characterized by the influence of risk perception which can reduce the diffusion of infection. The evolution of the system is modeled through nonlinear interactions, whose output is described by stochastic games. The results of numerical simulations are discussed for different initial conditions.

  19. Hybrid stochastic framework predicts efficacy of prophylaxis against HIV: An example with different dolutegravir prophylaxis schemes.

    PubMed

    Duwal, Sulav; Dickinson, Laura; Khoo, Saye; von Kleist, Max

    2018-06-01

    To achieve the 90-90-90 goals set by UNAIDS, the number of new HIV infections needs to decrease to approximately 500,000 by 2020. One of the 'five pillars' to achieve this goal is pre-exposure prophylaxis (PrEP). Truvada (emtricitabine-tenofovir) is currently the only medication approved for PrEP. Despite its advantages, Truvada is costly and requires individuals to adhere to the once-daily regimen. To improve PrEP, many next-generation regimen, including long-acting formulations, are currently investigated. However, pre-clinical testing may not guide candidate selection, since it often fails to translate into clinical efficacy. On the other hand, quantifying prophylactic efficacy in the clinic is ethically problematic and requires to conduct long (years) and large (N>1000 individuals) trials, precluding systematic evaluation of candidates and deployment strategies. To prioritize- and help design PrEP regimen, tools are urgently needed that integrate pharmacological-, viral- and host factors determining prophylactic efficacy. Integrating the aforementioned factors, we developed an efficient and exact stochastic simulation approach to predict prophylactic efficacy, as an example for dolutegravir (DTG). Combining the population pharmacokinetics of DTG with the stochastic framework, we predicted that plasma concentrations of 145.18 and 722.23nM prevent 50- and 90% sexual transmissions respectively. We then predicted the reduction in HIV infection when DTG was used in PrEP, PrEP 'on demand' and post-exposure prophylaxis (PEP) before/after virus exposure. Once daily PrEP with 50mg oral DTG prevented 99-100% infections, and 85% of infections when 50% of dosing events were missed. PrEP 'on demand' prevented 79-84% infections and PEP >80% when initiated within 6 hours after virus exposure and continued for as long as possible. While the simulation framework can easily be adapted to other PrEP candidates, our simulations indicated that oral 50mg DTG is non-inferior to Truvada. Moreover, the predicted 90% preventive concentrations can guide release kinetics of currently developed DTG nano-formulations.

  20. Ultimate open pit stochastic optimization

    NASA Astrophysics Data System (ADS)

    Marcotte, Denis; Caron, Josiane

    2013-02-01

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

  1. Generalizing Gillespie’s Direct Method to Enable Network-Free Simulations

    DOE PAGES

    Suderman, Ryan T.; Mitra, Eshan David; Lin, Yen Ting; ...

    2018-03-28

    Gillespie’s direct method for stochastic simulation of chemical kinetics is a staple of computational systems biology research. However, the algorithm requires explicit enumeration of all reactions and all chemical species that may arise in the system. In many cases, this is not feasible due to the combinatorial explosion of reactions and species in biological networks. Rule-based modeling frameworks provide a way to exactly represent networks containing such combinatorial complexity, and generalizations of Gillespie’s direct method have been developed as simulation engines for rule-based modeling languages. Here, we provide both a high-level description of the algorithms underlying the simulation engines, termedmore » network-free simulation algorithms, and how they have been applied in systems biology research. We also define a generic rule-based modeling framework and describe a number of technical details required for adapting Gillespie’s direct method for network-free simulation. Lastly, we briefly discuss potential avenues for advancing network-free simulation and the role they continue to play in modeling dynamical systems in biology.« less

  2. Generalizing Gillespie’s Direct Method to Enable Network-Free Simulations

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

    Suderman, Ryan T.; Mitra, Eshan David; Lin, Yen Ting

    Gillespie’s direct method for stochastic simulation of chemical kinetics is a staple of computational systems biology research. However, the algorithm requires explicit enumeration of all reactions and all chemical species that may arise in the system. In many cases, this is not feasible due to the combinatorial explosion of reactions and species in biological networks. Rule-based modeling frameworks provide a way to exactly represent networks containing such combinatorial complexity, and generalizations of Gillespie’s direct method have been developed as simulation engines for rule-based modeling languages. Here, we provide both a high-level description of the algorithms underlying the simulation engines, termedmore » network-free simulation algorithms, and how they have been applied in systems biology research. We also define a generic rule-based modeling framework and describe a number of technical details required for adapting Gillespie’s direct method for network-free simulation. Lastly, we briefly discuss potential avenues for advancing network-free simulation and the role they continue to play in modeling dynamical systems in biology.« less

  3. Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning

    NASA Astrophysics Data System (ADS)

    Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

    2016-07-01

    Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

  4. Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning.

    PubMed

    Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

    2016-07-13

    Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

  5. Impact of deterministic and stochastic updates on network reciprocity in the prisoner's dilemma game

    NASA Astrophysics Data System (ADS)

    Tanimoto, Jun

    2014-08-01

    In 2 × 2 prisoner's dilemma games, network reciprocity is one mechanism for adding social viscosity, which leads to cooperative equilibrium. This study introduced an intriguing framework for the strategy update rule that allows any combination of a purely deterministic method, imitation max (IM), and a purely probabilistic one, pairwise Fermi (Fermi-PW). A series of simulations covering the whole range from IM to Fermi-PW reveals that, as a general tendency, the larger fractions of stochastic updating reduce network reciprocity, so long as the underlying lattice contains no noise in the degree of distribution. However, a small amount of stochastic flavor added to an otherwise perfectly deterministic update rule was actually found to enhance network reciprocity. This occurs because a subtle stochastic effect in the update rule improves the evolutionary trail in games having more stag-hunt-type dilemmas, although the same stochastic effect degenerates evolutionary trails in games having more chicken-type dilemmas. We explain these effects by dividing evolutionary trails into the enduring and expanding periods defined by Shigaki et al. [Phys. Rev. E 86, 031141 (2012), 10.1103/PhysRevE.86.031141].

  6. A unified stochastic formulation of dissipative quantum dynamics. I. Generalized hierarchical equations

    NASA Astrophysics Data System (ADS)

    Hsieh, Chang-Yu; Cao, Jianshu

    2018-01-01

    We extend a standard stochastic theory to study open quantum systems coupled to a generic quantum environment. We exemplify the general framework by studying a two-level quantum system coupled bilinearly to the three fundamental classes of non-interacting particles: bosons, fermions, and spins. In this unified stochastic approach, the generalized stochastic Liouville equation (SLE) formally captures the exact quantum dissipations when noise variables with appropriate statistics for different bath models are applied. Anharmonic effects of a non-Gaussian bath are precisely encoded in the bath multi-time correlation functions that noise variables have to satisfy. Starting from the SLE, we devise a family of generalized hierarchical equations by averaging out the noise variables and expand bath multi-time correlation functions in a complete basis of orthonormal functions. The general hierarchical equations constitute systems of linear equations that provide numerically exact simulations of quantum dynamics. For bosonic bath models, our general hierarchical equation of motion reduces exactly to an extended version of hierarchical equation of motion which allows efficient simulation for arbitrary spectral densities and temperature regimes. Similar efficiency and flexibility can be achieved for the fermionic bath models within our formalism. The spin bath models can be simulated with two complementary approaches in the present formalism. (I) They can be viewed as an example of non-Gaussian bath models and be directly handled with the general hierarchical equation approach given their multi-time correlation functions. (II) Alternatively, each bath spin can be first mapped onto a pair of fermions and be treated as fermionic environments within the present formalism.

  7. Systematic Evaluation of Stochastic Methods in Power System Scheduling and Dispatch with Renewable Energy

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

    Wang, Yishen; Zhou, Zhi; Liu, Cong

    2016-08-01

    As more wind power and other renewable resources are being integrated into the electric power grid, the forecast uncertainty brings operational challenges for the power system operators. In this report, different operational strategies for uncertainty management are presented and evaluated. A comprehensive and consistent simulation framework is developed to analyze the performance of different reserve policies and scheduling techniques under uncertainty in wind power. Numerical simulations are conducted on a modified version of the IEEE 118-bus system with a 20% wind penetration level, comparing deterministic, interval, and stochastic unit commitment strategies. The results show that stochastic unit commitment provides amore » reliable schedule without large increases in operational costs. Moreover, decomposition techniques, such as load shift factor and Benders decomposition, can help in overcoming the computational obstacles to stochastic unit commitment and enable the use of a larger scenario set to represent forecast uncertainty. In contrast, deterministic and interval unit commitment tend to give higher system costs as more reserves are being scheduled to address forecast uncertainty. However, these approaches require a much lower computational effort Choosing a proper lower bound for the forecast uncertainty is important for balancing reliability and system operational cost in deterministic and interval unit commitment. Finally, we find that the introduction of zonal reserve requirements improves reliability, but at the expense of higher operational costs.« less

  8. Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) to the steel process chain: case study.

    PubMed

    Bieda, Bogusław

    2014-05-15

    The purpose of the paper is to present the results of application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) data of Mittal Steel Poland (MSP) complex in Kraków, Poland. In order to assess the uncertainty, the software CrystalBall® (CB), which is associated with Microsoft® Excel spreadsheet model, is used. The framework of the study was originally carried out for 2005. The total production of steel, coke, pig iron, sinter, slabs from continuous steel casting (CSC), sheets from hot rolling mill (HRM) and blast furnace gas, collected in 2005 from MSP was analyzed and used for MC simulation of the LCI model. In order to describe random nature of all main products used in this study, normal distribution has been applied. The results of the simulation (10,000 trials) performed with the use of CB consist of frequency charts and statistical reports. The results of this study can be used as the first step in performing a full LCA analysis in the steel industry. Further, it is concluded that the stochastic approach is a powerful method for quantifying parameter uncertainty in LCA/LCI studies and it can be applied to any steel industry. The results obtained from this study can help practitioners and decision-makers in the steel production management. Copyright © 2013 Elsevier B.V. All rights reserved.

  9. Nemo: an evolutionary and population genetics programming framework.

    PubMed

    Guillaume, Frédéric; Rougemont, Jacques

    2006-10-15

    Nemo is an individual-based, genetically explicit and stochastic population computer program for the simulation of population genetics and life-history trait evolution in a metapopulation context. It comes as both a C++ programming framework and an executable program file. Its object-oriented programming design gives it the flexibility and extensibility needed to implement a large variety of forward-time evolutionary models. It provides developers with abstract models allowing them to implement their own life-history traits and life-cycle events. Nemo offers a large panel of population models, from the Island model to lattice models with demographic or environmental stochasticity and a variety of already implemented traits (deleterious mutations, neutral markers and more), life-cycle events (mating, dispersal, aging, selection, etc.) and output operators for saving data and statistics. It runs on all major computer platforms including parallel computing environments. The source code, binaries and documentation are available under the GNU General Public License at http://nemo2.sourceforge.net.

  10. Task-based image quality assessment in radiation therapy: initial characterization and demonstration with CT simulation images

    NASA Astrophysics Data System (ADS)

    Dolly, Steven R.; Anastasio, Mark A.; Yu, Lifeng; Li, Hua

    2017-03-01

    In current radiation therapy practice, image quality is still assessed subjectively or by utilizing physically-based metrics. Recently, a methodology for objective task-based image quality (IQ) assessment in radiation therapy was proposed by Barrett et al.1 In this work, we present a comprehensive implementation and evaluation of this new IQ assessment methodology. A modular simulation framework was designed to perform an automated, computer-simulated end-to-end radiation therapy treatment. A fully simulated framework was created that utilizes new learning-based stochastic object models (SOM) to obtain known organ boundaries, generates a set of images directly from the numerical phantoms created with the SOM, and automates the image segmentation and treatment planning steps of a radiation therapy work ow. By use of this computational framework, therapeutic operating characteristic (TOC) curves can be computed and the area under the TOC curve (AUTOC) can be employed as a figure-of-merit to guide optimization of different components of the treatment planning process. The developed computational framework is employed to optimize X-ray CT pre-treatment imaging. We demonstrate that use of the radiation therapy-based-based IQ measures lead to different imaging parameters than obtained by use of physical-based measures.

  11. A fuzzy stochastic framework for managing hydro-environmental and socio-economic interactions under uncertainty

    NASA Astrophysics Data System (ADS)

    Subagadis, Yohannes Hagos; Schütze, Niels; Grundmann, Jens

    2014-05-01

    An amplified interconnectedness between a hydro-environmental and socio-economic system brings about profound challenges of water management decision making. In this contribution, we present a fuzzy stochastic approach to solve a set of decision making problems, which involve hydrologically, environmentally, and socio-economically motivated criteria subjected to uncertainty and ambiguity. The proposed methodological framework combines objective and subjective criteria in a decision making procedure for obtaining an acceptable ranking in water resources management alternatives under different type of uncertainty (subjective/objective) and heterogeneous information (quantitative/qualitative) simultaneously. The first step of the proposed approach involves evaluating the performance of alternatives with respect to different types of criteria. The ratings of alternatives with respect to objective and subjective criteria are evaluated by simulation-based optimization and fuzzy linguistic quantifiers, respectively. Subjective and objective uncertainties related to the input information are handled through linking fuzziness and randomness together. Fuzzy decision making helps entail the linguistic uncertainty and a Monte Carlo simulation process is used to map stochastic uncertainty. With this framework, the overall performance of each alternative is calculated using an Order Weighted Averaging (OWA) aggregation operator accounting for decision makers' experience and opinions. Finally, ranking is achieved by conducting pair-wise comparison of management alternatives. This has been done on the basis of the risk defined by the probability of obtaining an acceptable ranking and mean difference in total performance for the pair of management alternatives. The proposed methodology is tested in a real-world hydrosystem, to find effective and robust intervention strategies for the management of a coastal aquifer system affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. The results show that the approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

  12. Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

    PubMed

    Zhou, Dapeng; Guo, Lei

    2017-11-18

    The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.

  13. Intrusive Method for Uncertainty Quantification in a Multiphase Flow Solver

    NASA Astrophysics Data System (ADS)

    Turnquist, Brian; Owkes, Mark

    2016-11-01

    Uncertainty quantification (UQ) is a necessary, interesting, and often neglected aspect of fluid flow simulations. To determine the significance of uncertain initial and boundary conditions, a multiphase flow solver is being created which extends a single phase, intrusive, polynomial chaos scheme into multiphase flows. Reliably estimating the impact of input uncertainty on design criteria can help identify and minimize unwanted variability in critical areas, and has the potential to help advance knowledge in atomizing jets, jet engines, pharmaceuticals, and food processing. Use of an intrusive polynomial chaos method has been shown to significantly reduce computational cost over non-intrusive collocation methods such as Monte-Carlo. This method requires transforming the model equations into a weak form through substitution of stochastic (random) variables. Ultimately, the model deploys a stochastic Navier Stokes equation, a stochastic conservative level set approach including reinitialization, as well as stochastic normals and curvature. By implementing these approaches together in one framework, basic problems may be investigated which shed light on model expansion, uncertainty theory, and fluid flow in general. NSF Grant Number 1511325.

  14. 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

  15. Kinetics of Thermal Unimolecular Decomposition of Acetic Anhydride: An Integrated Deterministic and Stochastic Model.

    PubMed

    Mai, Tam V-T; Duong, Minh V; Nguyen, Hieu T; Lin, Kuang C; Huynh, Lam K

    2017-04-27

    An integrated deterministic and stochastic model within the master equation/Rice-Ramsperger-Kassel-Marcus (ME/RRKM) framework was first used to characterize temperature- and pressure-dependent behaviors of thermal decomposition of acetic anhydride in a wide range of conditions (i.e., 300-1500 K and 0.001-100 atm). Particularly, using potential energy surface and molecular properties obtained from high-level electronic structure calculations at CCSD(T)/CBS, macroscopic thermodynamic properties and rate coefficients of the title reaction were derived with corrections for hindered internal rotation and tunneling treatments. Being in excellent agreement with the scattered experimental data, the results from deterministic and stochastic frameworks confirmed and complemented each other to reveal that the main decomposition pathway proceeds via a 6-membered-ring transition state with the 0 K barrier of 35.2 kcal·mol -1 . This observation was further understood and confirmed by the sensitivity analysis on the time-resolved species profiles and the derived rate coefficients with respect to the ab initio barriers. Such an agreement suggests the integrated model can be confidently used for a wide range of conditions as a powerful postfacto and predictive tool in detailed chemical kinetic modeling and simulation for the title reaction and thus can be extended to complex chemical reactions.

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

    NASA Astrophysics Data System (ADS)

    Verrier, Sébastien; Crépon, Michel; Thiria, Sylvie

    2014-09-01

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

  17. Stochastic Individual-Based Modeling of Bacterial Growth and Division Using Flow Cytometry.

    PubMed

    García, Míriam R; Vázquez, José A; Teixeira, Isabel G; Alonso, Antonio A

    2017-01-01

    A realistic description of the variability in bacterial growth and division is critical to produce reliable predictions of safety risks along the food chain. Individual-based modeling of bacteria provides the theoretical framework to deal with this variability, but it requires information about the individual behavior of bacteria inside populations. In this work, we overcome this problem by estimating the individual behavior of bacteria from population statistics obtained with flow cytometry. For this objective, a stochastic individual-based modeling framework is defined based on standard assumptions during division and exponential growth. The unknown single-cell parameters required for running the individual-based modeling simulations, such as cell size growth rate, are estimated from the flow cytometry data. Instead of using directly the individual-based model, we make use of a modified Fokker-Plank equation. This only equation simulates the population statistics in function of the unknown single-cell parameters. We test the validity of the approach by modeling the growth and division of Pediococcus acidilactici within the exponential phase. Estimations reveal the statistics of cell growth and division using only data from flow cytometry at a given time. From the relationship between the mother and daughter volumes, we also predict that P. acidilactici divide into two successive parallel planes.

  18. Optimal Search for an Astrophysical Gravitational-Wave Background

    NASA Astrophysics Data System (ADS)

    Smith, Rory; Thrane, Eric

    2018-04-01

    Roughly every 2-10 min, a pair of stellar-mass black holes merge somewhere in the Universe. A small fraction of these mergers are detected as individually resolvable gravitational-wave events by advanced detectors such as LIGO and Virgo. The rest contribute to a stochastic background. We derive the statistically optimal search strategy (producing minimum credible intervals) for a background of unresolved binaries. Our method applies Bayesian parameter estimation to all available data. Using Monte Carlo simulations, we demonstrate that the search is both "safe" and effective: it is not fooled by instrumental artifacts such as glitches and it recovers simulated stochastic signals without bias. Given realistic assumptions, we estimate that the search can detect the binary black hole background with about 1 day of design sensitivity data versus ≈40 months using the traditional cross-correlation search. This framework independently constrains the merger rate and black hole mass distribution, breaking a degeneracy present in the cross-correlation approach. The search provides a unified framework for population studies of compact binaries, which is cast in terms of hyperparameter estimation. We discuss a number of extensions and generalizations, including application to other sources (such as binary neutron stars and continuous-wave sources), simultaneous estimation of a continuous Gaussian background, and applications to pulsar timing.

  19. Modelling the protocol stack in NCS with deterministic and stochastic petri net

    NASA Astrophysics Data System (ADS)

    Hui, Chen; Chunjie, Zhou; Weifeng, Zhu

    2011-06-01

    Protocol stack is the basis of the networked control systems (NCS). Full or partial reconfiguration of protocol stack offers both optimised communication service and system performance. Nowadays, field testing is unrealistic to determine the performance of reconfigurable protocol stack; and the Petri net formal description technique offers the best combination of intuitive representation, tool support and analytical capabilities. Traditionally, separation between the different layers of the OSI model has been a common practice. Nevertheless, such a layered modelling analysis framework of protocol stack leads to the lack of global optimisation for protocol reconfiguration. In this article, we proposed a general modelling analysis framework for NCS based on the cross-layer concept, which is to establish an efficiency system scheduling model through abstracting the time constraint, the task interrelation, the processor and the bus sub-models from upper and lower layers (application, data link and physical layer). Cross-layer design can help to overcome the inadequacy of global optimisation based on information sharing between protocol layers. To illustrate the framework, we take controller area network (CAN) as a case study. The simulation results of deterministic and stochastic Petri-net (DSPN) model can help us adjust the message scheduling scheme and obtain better system performance.

  20. A conditional stochastic weather generator for seasonal to multi-decadal simulations

    NASA Astrophysics Data System (ADS)

    Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Podestá, Guillermo; Bert, Federico

    2018-01-01

    We present the application of a parametric stochastic weather generator within a nonstationary context, enabling simulations of weather sequences conditioned on interannual and multi-decadal trends. The generalized linear model framework of the weather generator allows any number of covariates to be included, such as large-scale climate indices, local climate information, seasonal precipitation and temperature, among others. Here we focus on the Salado A basin of the Argentine Pampas as a case study, but the methodology is portable to any region. We include domain-averaged (e.g., areal) seasonal total precipitation and mean maximum and minimum temperatures as covariates for conditional simulation. Areal covariates are motivated by a principal component analysis that indicates the seasonal spatial average is the dominant mode of variability across the domain. We find this modification to be effective in capturing the nonstationarity prevalent in interseasonal precipitation and temperature data. We further illustrate the ability of this weather generator to act as a spatiotemporal downscaler of seasonal forecasts and multidecadal projections, both of which are generally of coarse resolution.

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

    NASA Astrophysics Data System (ADS)

    Schuetze, Niels; Grundmann, Jens

    2014-05-01

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

  2. Framework to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas

    NASA Astrophysics Data System (ADS)

    Feyen, Luc; Gorelick, Steven M.

    2005-03-01

    We propose a framework that combines simulation optimization with Bayesian decision analysis to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas. A stochastic simulation optimization management model is employed to plan regionally distributed groundwater pumping while preserving the hydroecological balance in wetland areas. Because predictions made by an aquifer model are uncertain, groundwater supply systems operate below maximum yield. Collecting data from the groundwater system can potentially reduce predictive uncertainty and increase safe water production. The price paid for improvement in water management is the cost of collecting the additional data. Efficient data collection using Bayesian decision analysis proceeds in three stages: (1) The prior analysis determines the optimal pumping scheme and profit from water sales on the basis of known information. (2) The preposterior analysis estimates the optimal measurement locations and evaluates whether each sequential measurement will be cost-effective before it is taken. (3) The posterior analysis then revises the prior optimal pumping scheme and consequent profit, given the new information. Stochastic simulation optimization employing a multiple-realization approach is used to determine the optimal pumping scheme in each of the three stages. The cost of new data must not exceed the expected increase in benefit obtained in optimal groundwater exploitation. An example based on groundwater management practices in Florida aimed at wetland protection showed that the cost of data collection more than paid for itself by enabling a safe and reliable increase in production.

  3. On the use of a PM2.5 exposure simulator to explain birthweight

    PubMed Central

    Berrocal, Veronica J.; Gelfand, Alan E.; Holland, David M.; Burke, Janet; Miranda, Marie Lynn

    2010-01-01

    In relating pollution to birth outcomes, maternal exposure has usually been described using monitoring data. Such characterization provides a misrepresentation of exposure as it (i) does not take into account the spatial misalignment between an individual’s residence and monitoring sites, and (ii) it ignores the fact that individuals spend most of their time indoors and typically in more than one location. In this paper, we break with previous studies by using a stochastic simulator to describe personal exposure (to particulate matter) and then relate simulated exposures at the individual level to the health outcome (birthweight) rather than aggregating to a selected spatial unit. We propose a hierarchical model that, at the first stage, specifies a linear relationship between birthweight and personal exposure, adjusting for individual risk factors and introduces random spatial effects for the census tract of maternal residence. At the second stage, our hierarchical model specifies the distribution of each individual’s personal exposure using the empirical distribution yielded by the stochastic simulator as well as a model for the spatial random effects. We have applied our framework to analyze birthweight data from 14 counties in North Carolina in years 2001 and 2002. We investigate whether there are certain aspects and time windows of exposure that are more detrimental to birthweight by building different exposure metrics which we incorporate, one by one, in our hierarchical model. To assess the difference in relating ambient exposure to birthweight versus personal exposure to birthweight, we compare estimates of the effect of air pollution obtained from hierarchical models that linearly relate ambient exposure and birthweight versus those obtained from our modeling framework. Our analysis does not show a significant effect of PM2.5 on birthweight for reasons which we discuss. However, our modeling framework serves as a template for analyzing the relationship between personal exposure and longer term health endpoints. PMID:21691413

  4. A risk-based framework to assess long-term effects of policy and water supply changes on water resources systems

    NASA Astrophysics Data System (ADS)

    Hassanzadeh, Elmira; Elshorbagy, Amin; Wheater, Howard; Gober, Patricia

    2015-04-01

    Climate uncertainty can affect water resources availability and management decisions. Sustainable water resources management therefore requires evaluation of policy and management decisions under a wide range of possible future water supply conditions. This study proposes a risk-based framework to integrate water supply uncertainty into a forward-looking decision making context. To apply this framework, a stochastic reconstruction scheme is used to generate a large ensemble of flow series. For the Rocky Mountain basins considered here, two key characteristics of the annual hydrograph are its annual flow volume and the timing of the seasonal flood peak. These are perturbed to represent natural randomness and potential changes due to future climate. 30-year series of perturbed flows are used as input to the SWAMP model - an integrated water resources model that simulates regional water supply-demand system and estimates economic productivity of water and other sustainability indicators, including system vulnerability and resilience. The simulation results are used to construct 2D-maps of net revenue of a particular water sector; e.g., hydropower, or for all sectors combined. Each map cell represents a risk scenario of net revenue based on a particular annual flow volume, timing of the peak flow, and 200 stochastic realizations of flow series. This framework is demonstrated for a water resources system in the Saskatchewan River Basin (SaskRB) in Saskatchewan, Canada. Critical historical drought sequences, derived from tree-ring reconstructions of several hundred years of annual river flows, are used to evaluate the system's performance (net revenue risk) under extremely low flow conditions and also to locate them on the previously produced 2D risk maps. This simulation and analysis framework is repeated under various reservoir operation strategies (e.g., maximizing flood protection or maximizing water supply security); development proposals, such as irrigation expansion; and change in energy prices. Such risk-based analysis demonstrates relative reduction/increase of risk associated with management and policy decisions and allow decision makers to explore the relative importance of policy versus natural water supply change in a water resources system.

  5. Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

    PubMed

    Pahle, Jürgen

    2009-01-01

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

  6. Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

    PubMed Central

    2009-01-01

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

  7. Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

    NASA Astrophysics Data System (ADS)

    Barthel, Thomas; De Bacco, Caterina; Franz, Silvio

    2018-01-01

    We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.

  8. Performance Monitoring of Diabetic Patient Systems

    DTIC Science & Technology

    2001-10-25

    a process delay that is due to the dynamics of the glucose sensor. A. Bergman Model The Bergman and AIDA models both utilize a \\minimal model...approxima- tion of the process must be made to achieve reasonable performance. A rst order approximation, ~g(s), of both the Bergman and AIDA models is...Within the IMC framework, both the Bergman and AIDA models can be controlled within acceptable toler- ances. The simulated faults are stochastic

  9. Noise-induced bistability in the quasi-neutral coexistence of viral RNAs under different replication modes.

    PubMed

    Sardanyés, Josep; Arderiu, Andreu; Elena, Santiago F; Alarcón, Tomás

    2018-05-01

    Evolutionary and dynamical investigations into real viral populations indicate that RNA replication can range between the two extremes represented by so-called 'stamping machine replication' (SMR) and 'geometric replication' (GR). The impact of asymmetries in replication for single-stranded (+) sense RNA viruses has been mainly studied with deterministic models. However, viral replication should be better described by including stochasticity, as the cell infection process is typically initiated with a very small number of RNA macromolecules, and thus largely influenced by intrinsic noise. Under appropriate conditions, deterministic theoretical descriptions of viral RNA replication predict a quasi-neutral coexistence scenario, with a line of fixed points involving different strands' equilibrium ratios depending on the initial conditions. Recent research into the quasi-neutral coexistence in two competing populations reveals that stochastic fluctuations fundamentally alter the mean-field scenario, and one of the two species outcompetes the other. In this article, we study this phenomenon for viral RNA replication modes by means of stochastic simulations and a diffusion approximation. Our results reveal that noise has a strong impact on the amplification of viral RNAs, also causing the emergence of noise-induced bistability. We provide analytical criteria for the dominance of (+) sense strands depending on the initial populations on the line of equilibria, which are in agreement with direct stochastic simulation results. The biological implications of this noise-driven mechanism are discussed within the framework of the evolutionary dynamics of RNA viruses with different modes of replication. © 2018 The Author(s).

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

    PubMed

    Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

    2016-04-01

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

  11. MASTODON: A geosciences simulation tool built using the open-source framework MOOSE

    NASA Astrophysics Data System (ADS)

    Slaughter, A.

    2017-12-01

    The Department of Energy (DOE) is currently investing millions of dollars annually into various modeling and simulation tools for all aspects of nuclear energy. An important part of this effort includes developing applications based on the open-source Multiphysics Object Oriented Simulation Environment (MOOSE; mooseframework.org) from Idaho National Laboratory (INL).Thanks to the efforts of the DOE and outside collaborators, MOOSE currently contains a large set of physics modules, including phase field, level set, heat conduction, tensor mechanics, Navier-Stokes, fracture (extended finite-element method), and porous media, among others. The tensor mechanics and contact modules, in particular, are well suited for nonlinear geosciences problems. Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON; https://seismic-research.inl.gov/SitePages/Mastodon.aspx)--a MOOSE-based application--is capable of analyzing the response of 3D soil-structure systems to external hazards with current development focused on earthquakes. It is capable of simulating seismic events and can perform extensive "source-to-site" simulations including earthquake fault rupture, nonlinear wave propagation, and nonlinear soil-structure interaction analysis. MASTODON also includes a dynamic probabilistic risk assessment capability that enables analysts to not only perform deterministic analyses, but also easily perform probabilistic or stochastic simulations for the purpose of risk assessment. Although MASTODON has been developed for the nuclear industry, it can be used to assess the risk for any structure subjected to earthquakes.The geosciences community can learn from the nuclear industry and harness the enormous effort underway to build simulation tools that are open, modular, and share a common framework. In particular, MOOSE-based multiphysics solvers are inherently parallel, dimension agnostic, adaptive in time and space, fully coupled, and capable of interacting with other applications. The geosciences community could benefit from existing tools by enabling collaboration between researchers and practitioners throughout the world and advance the state-of-the-art in line with other scientific research efforts.

  12. Analysis of the Space Propulsion System Problem Using RAVEN

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

    diego mandelli; curtis smith; cristian rabiti

    This paper presents the solution of the space propulsion problem using a PRA code currently under development at Idaho National Laboratory (INL). RAVEN (Reactor Analysis and Virtual control ENviroment) is a multi-purpose Probabilistic Risk Assessment (PRA) software framework that allows dispatching different functionalities. It is designed to derive and actuate the control logic required to simulate the plant control system and operator actions (guided procedures) and to perform both Monte- Carlo sampling of random distributed events and Event Tree based analysis. In order to facilitate the input/output handling, a Graphical User Interface (GUI) and a post-processing data-mining module are available.more » RAVEN allows also to interface with several numerical codes such as RELAP5 and RELAP-7 and ad-hoc system simulators. For the space propulsion system problem, an ad-hoc simulator has been developed and written in python language and then interfaced to RAVEN. Such simulator fully models both deterministic (e.g., system dynamics and interactions between system components) and stochastic behaviors (i.e., failures of components/systems such as distribution lines and thrusters). Stochastic analysis is performed using random sampling based methodologies (i.e., Monte-Carlo). Such analysis is accomplished to determine both the reliability of the space propulsion system and to propagate the uncertainties associated to a specific set of parameters. As also indicated in the scope of the benchmark problem, the results generated by the stochastic analysis are used to generate risk-informed insights such as conditions under witch different strategy can be followed.« less

  13. Stochastic stability of sigma-point Unscented Predictive Filter.

    PubMed

    Cao, Lu; Tang, Yu; Chen, Xiaoqian; Zhao, Yong

    2015-07-01

    In this paper, the Unscented Predictive Filter (UPF) is derived based on unscented transformation for nonlinear estimation, which breaks the confine of conventional sigma-point filters by employing Kalman filter as subject investigated merely. In order to facilitate the new method, the algorithm flow of UPF is given firstly. Then, the theoretical analyses demonstrate that the estimate accuracy of the model error and system for the UPF is higher than that of the conventional PF. Moreover, the authors analyze the stochastic boundedness and the error behavior of Unscented Predictive Filter (UPF) for general nonlinear systems in a stochastic framework. In particular, the theoretical results present that the estimation error remains bounded and the covariance keeps stable if the system׳s initial estimation error, disturbing noise terms as well as the model error are small enough, which is the core part of the UPF theory. All of the results have been demonstrated by numerical simulations for a nonlinear example system. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  14. Multi-fidelity Gaussian process regression for prediction of random fields

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

    Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

    We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

  15. Natural Erosion of Sandstone as Shape Optimisation.

    PubMed

    Ostanin, Igor; Safonov, Alexander; Oseledets, Ivan

    2017-12-11

    Natural arches, pillars and other exotic sandstone formations have always been attracting attention for their unusual shapes and amazing mechanical balance that leave a strong impression of intelligent design rather than the result of a stochastic process. It has been recently demonstrated that these shapes could have been the result of the negative feedback between stress and erosion that originates in fundamental laws of friction between the rock's constituent particles. Here we present a deeper analysis of this idea and bridge it with the approaches utilized in shape and topology optimisation. It appears that the processes of natural erosion, driven by stochastic surface forces and Mohr-Coulomb law of dry friction, can be viewed within the framework of local optimisation for minimum elastic strain energy. Our hypothesis is confirmed by numerical simulations of the erosion using the topological-shape optimisation model. Our work contributes to a better understanding of stochastic erosion and feasible landscape formations that could be found on Earth and beyond.

  16. Artificial Neural Network Metamodels of Stochastic Computer Simulations

    DTIC Science & Technology

    1994-08-10

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

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

    PubMed

    Salis, Howard; Kaznessis, Yiannis

    2005-02-01

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

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

    PubMed

    Koh, Wonryull; Blackwell, Kim T

    2011-04-21

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

  19. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

  1. A framework to analyze the stochastic harmonics and resonance of wind energy grid interconnection

    DOE PAGES

    Cho, Youngho; Lee, Choongman; Hur, Kyeon; ...

    2016-08-31

    This study addresses a modeling and analysis methodology for investigating the stochastic harmonics and resonance concerns of wind power plants (WPPs). Wideband harmonics from modern wind turbines are observed to be stochastic, associated with real power production, and they may adversely interact with the grid impedance and cause unexpected harmonic resonance if not comprehensively addressed in the planning and commissioning of the WPPs. These issues should become more critical as wind penetration levels increase. We thus propose a planning study framework comprising the following functional steps: First, the best-fitted probability density functions (PDFs) of the harmonic components of interest inmore » the frequency domain are determined. In operations planning, maximum likelihood estimations followed by a chi-square test are used once field measurements or manufacturers' data are available. Second, harmonic currents from the WPP are represented by randomly-generating harmonic components based on their PDFs (frequency spectrum) and then synthesized for time-domain simulations via inverse Fourier transform. Finally, we conduct a comprehensive assessment by including the impacts of feeder configurations, harmonic filters, and the variability of parameters. We demonstrate the efficacy of the proposed study approach for a 100-MW offshore WPP consisting of 20 units of 5-MW full-converter turbines, a realistic benchmark system adapted from a WPP under development in Korea, and discuss lessons learned through this research.« less

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

    PubMed

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

    2016-10-21

    We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated proliferation rate. Our formulation is based on an age-dependent stochastic process. Cells within the population are characterised by their age (i.e. time elapsed since they were born). The age-dependent (oxygen-regulated) birth rate is given by a stochastic model of oxygen-dependent cell cycle progression. Once the birth rate is determined, we formulate an age-dependent birth-and-death process, which dictates the time evolution of the cell population. The population is under a feedback loop which controls its steady state size (carrying capacity): cells consume oxygen which in turn fuels cell proliferation. We show that our stochastic model of cell cycle progression allows for heterogeneity within the cell population induced by stochastic effects. Such heterogeneous behaviour is reflected in variations in the proliferation rate. Within this set-up, we have established three main results. First, we have shown that the age to the G1/S transition, which essentially determines the birth rate, exhibits a remarkably simple scaling behaviour. Besides the fact that this simple behaviour emerges from a rather complex model, this allows for a huge simplification of our numerical methodology. A further result is the observation that heterogeneous populations undergo an internal process of quasi-neutral competition. Finally, we investigated the effects of cell-cycle-phase dependent therapies (such as radiation therapy) on heterogeneous populations. In particular, we have studied the case in which the population contains a quiescent sub-population. Our mean-field analysis and numerical simulations confirm that, if the survival fraction of the therapy is too high, rescue of the quiescent population occurs. This gives rise to emergence of resistance to therapy since the rescued population is less sensitive to therapy. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

  3. Pricing foreign equity option with stochastic volatility

    NASA Astrophysics Data System (ADS)

    Sun, Qi; Xu, Weidong

    2015-11-01

    In this paper we propose a general foreign equity option pricing framework that unifies the vast foreign equity option pricing literature and incorporates the stochastic volatility into foreign equity option pricing. Under our framework, the time-changed Lévy processes are used to model the underlying assets price of foreign equity option and the closed form pricing formula is obtained through the use of characteristic function methodology. Numerical tests indicate that stochastic volatility has a dramatic effect on the foreign equity option prices.

  4. Stochastic simulation and analysis of biomolecular reaction networks

    PubMed Central

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

    2009-01-01

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

  5. 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

  6. Lagrangian Particle Tracking Simulation for Warm-Rain Processes in Quasi-One-Dimensional Domain

    NASA Astrophysics Data System (ADS)

    Kunishima, Y.; Onishi, R.

    2017-12-01

    Conventional cloud simulations are based on the Euler method and compute each microphysics process in a stochastic way assuming infinite numbers of particles within each numerical grid. They therefore cannot provide the Lagrangian statistics of individual particles in cloud microphysics (i.e., aerosol particles, cloud particles, and rain drops) nor discuss the statistical fluctuations due to finite number of particles. We here simulate the entire precipitation process of warm-rain, with tracking individual particles. We use the Lagrangian Cloud Simulator (LCS), which is based on the Euler-Lagrangian framework. In that framework, flow motion and scalar transportation are computed with the Euler method, and particle motion with the Lagrangian one. The LCS tracks particle motions and collision events individually with considering the hydrodynamic interaction between approaching particles with a superposition method, that is, it can directly represent the collisional growth of cloud particles. It is essential for trustworthy collision detection to take account of the hydrodynamic interaction. In this study, we newly developed a stochastic model based on the Twomey cloud condensation nuclei (CCN) activation for the Lagrangian tracking simulation and integrated it into the LCS. Coupling with the Euler computation for water vapour and temperature fields, the initiation and condensational growth of water droplets were computed in the Lagrangian way. We applied the integrated LCS for a kinematic simulation of warm-rain processes in a vertically-elongated domain of, at largest, 0.03×0.03×3000 (m3) with horizontal periodicity. Aerosol particles with a realistic number density, 5×107 (m3), were evenly distributed over the domain at the initial state. Prescribed updraft at the early stage initiated development of a precipitating cloud. We have confirmed that the obtained bulk statistics fairly agree with those from a conventional spectral-bin scheme for a vertical column domain. The centre of the discussion will be the Lagrangian statistics which is collected from the individual behaviour of the tracked particles.

  7. Selected-node stochastic simulation algorithm

    NASA Astrophysics Data System (ADS)

    Duso, Lorenzo; Zechner, Christoph

    2018-04-01

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

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

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

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

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

  9. Reservoir Modeling by Data Integration via Intermediate Spaces and Artificial Intelligence Tools in MPS Simulation Frameworks

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

    Ahmadi, Rouhollah, E-mail: rouhollahahmadi@yahoo.com; Khamehchi, Ehsan

    Conditioning stochastic simulations are very important in many geostatistical applications that call for the introduction of nonlinear and multiple-point data in reservoir modeling. Here, a new methodology is proposed for the incorporation of different data types into multiple-point statistics (MPS) simulation frameworks. Unlike the previous techniques that call for an approximate forward model (filter) for integration of secondary data into geologically constructed models, the proposed approach develops an intermediate space where all the primary and secondary data are easily mapped onto. Definition of the intermediate space, as may be achieved via application of artificial intelligence tools like neural networks andmore » fuzzy inference systems, eliminates the need for using filters as in previous techniques. The applicability of the proposed approach in conditioning MPS simulations to static and geologic data is verified by modeling a real example of discrete fracture networks using conventional well-log data. The training patterns are well reproduced in the realizations, while the model is also consistent with the map of secondary data.« less

  10. A framework for stochastic simulations and visualization of biological electron-transfer dynamics

    NASA Astrophysics Data System (ADS)

    Nakano, C. Masato; Byun, Hye Suk; Ma, Heng; Wei, Tao; El-Naggar, Mohamed Y.

    2015-08-01

    Electron transfer (ET) dictates a wide variety of energy-conversion processes in biological systems. Visualizing ET dynamics could provide key insight into understanding and possibly controlling these processes. We present a computational framework named VizBET to visualize biological ET dynamics, using an outer-membrane Mtr-Omc cytochrome complex in Shewanella oneidensis MR-1 as an example. Starting from X-ray crystal structures of the constituent cytochromes, molecular dynamics simulations are combined with homology modeling, protein docking, and binding free energy computations to sample the configuration of the complex as well as the change of the free energy associated with ET. This information, along with quantum-mechanical calculations of the electronic coupling, provides inputs to kinetic Monte Carlo (KMC) simulations of ET dynamics in a network of heme groups within the complex. Visualization of the KMC simulation results has been implemented as a plugin to the Visual Molecular Dynamics (VMD) software. VizBET has been used to reveal the nature of ET dynamics associated with novel nonequilibrium phase transitions in a candidate configuration of the Mtr-Omc complex due to electron-electron interactions.

  11. Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

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

    Kim, S.; Barua, A.; Zhou, M., E-mail: min.zhou@me.gatech.edu

    2014-05-07

    Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple setsmore » is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.« less

  12. Kassiopeia: a modern, extensible C++ particle tracking package

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

    Furse, Daniel; Groh, Stefan; Trost, Nikolaus

    The Kassiopeia particle tracking framework is an object-oriented software package using modern C++ techniques, written originally to meet the needs of the KATRIN collaboration. Kassiopeia features a new algorithmic paradigm for particle tracking simulations which targets experiments containing complex geometries and electromagnetic fields, with high priority put on calculation efficiency, customizability, extensibility, and ease-of-use for novice programmers. To solve Kassiopeia's target physics problem the software is capable of simulating particle trajectories governed by arbitrarily complex differential equations of motion, continuous physics processes that may in part be modeled as terms perturbing that equation of motion, stochastic processes that occur inmore » flight such as bulk scattering and decay, and stochastic surface processes occurring at interfaces, including transmission and reflection effects. This entire set of computations takes place against the backdrop of a rich geometry package which serves a variety of roles, including initialization of electromagnetic field simulations and the support of state-dependent algorithm-swapping and behavioral changes as a particle's state evolves. Thanks to the very general approach taken by Kassiopeia it can be used by other experiments facing similar challenges when calculating particle trajectories in electromagnetic fields. It is publicly available at https://github.com/KATRIN-Experiment/Kassiopeia.« less

  13. Kassiopeia: a modern, extensible C++ particle tracking package

    DOE PAGES

    Furse, Daniel; Groh, Stefan; Trost, Nikolaus; ...

    2017-05-16

    The Kassiopeia particle tracking framework is an object-oriented software package using modern C++ techniques, written originally to meet the needs of the KATRIN collaboration. Kassiopeia features a new algorithmic paradigm for particle tracking simulations which targets experiments containing complex geometries and electromagnetic fields, with high priority put on calculation efficiency, customizability, extensibility, and ease-of-use for novice programmers. To solve Kassiopeia's target physics problem the software is capable of simulating particle trajectories governed by arbitrarily complex differential equations of motion, continuous physics processes that may in part be modeled as terms perturbing that equation of motion, stochastic processes that occur inmore » flight such as bulk scattering and decay, and stochastic surface processes occurring at interfaces, including transmission and reflection effects. This entire set of computations takes place against the backdrop of a rich geometry package which serves a variety of roles, including initialization of electromagnetic field simulations and the support of state-dependent algorithm-swapping and behavioral changes as a particle's state evolves. Thanks to the very general approach taken by Kassiopeia it can be used by other experiments facing similar challenges when calculating particle trajectories in electromagnetic fields. It is publicly available at https://github.com/KATRIN-Experiment/Kassiopeia.« less

  14. Kassiopeia: a modern, extensible C++ particle tracking package

    NASA Astrophysics Data System (ADS)

    Furse, Daniel; Groh, Stefan; Trost, Nikolaus; Babutzka, Martin; Barrett, John P.; Behrens, Jan; Buzinsky, Nicholas; Corona, Thomas; Enomoto, Sanshiro; Erhard, Moritz; Formaggio, Joseph A.; Glück, Ferenc; Harms, Fabian; Heizmann, Florian; Hilk, Daniel; Käfer, Wolfgang; Kleesiek, Marco; Leiber, Benjamin; Mertens, Susanne; Oblath, Noah S.; Renschler, Pascal; Schwarz, Johannes; Slocum, Penny L.; Wandkowsky, Nancy; Wierman, Kevin; Zacher, Michael

    2017-05-01

    The Kassiopeia particle tracking framework is an object-oriented software package using modern C++ techniques, written originally to meet the needs of the KATRIN collaboration. Kassiopeia features a new algorithmic paradigm for particle tracking simulations which targets experiments containing complex geometries and electromagnetic fields, with high priority put on calculation efficiency, customizability, extensibility, and ease-of-use for novice programmers. To solve Kassiopeia's target physics problem the software is capable of simulating particle trajectories governed by arbitrarily complex differential equations of motion, continuous physics processes that may in part be modeled as terms perturbing that equation of motion, stochastic processes that occur in flight such as bulk scattering and decay, and stochastic surface processes occurring at interfaces, including transmission and reflection effects. This entire set of computations takes place against the backdrop of a rich geometry package which serves a variety of roles, including initialization of electromagnetic field simulations and the support of state-dependent algorithm-swapping and behavioral changes as a particle’s state evolves. Thanks to the very general approach taken by Kassiopeia it can be used by other experiments facing similar challenges when calculating particle trajectories in electromagnetic fields. It is publicly available at https://github.com/KATRIN-Experiment/Kassiopeia.

  15. Reconstructing the regulatory network controlling commitment and sporulation in Physarum polycephalum based on hierarchical Petri Net modelling and simulation.

    PubMed

    Marwan, Wolfgang; Sujatha, Arumugam; Starostzik, Christine

    2005-10-21

    We reconstruct the regulatory network controlling commitment and sporulation of Physarum polycephalum from experimental results using a hierarchical Petri Net-based modelling and simulation framework. The stochastic Petri Net consistently describes the structure and simulates the dynamics of the molecular network as analysed by genetic, biochemical and physiological experiments within a single coherent model. The Petri Net then is extended to simulate time-resolved somatic complementation experiments performed by mixing the cytoplasms of mutants altered in the sporulation response, to systematically explore the network structure and to probe its dynamics. This reverse engineering approach presumably can be employed to explore other molecular or genetic signalling systems where the activity of genes or their products can be experimentally controlled in a time-resolved manner.

  16. Post Pareto optimization-A case

    NASA Astrophysics Data System (ADS)

    Popov, Stoyan; Baeva, Silvia; Marinova, Daniela

    2017-12-01

    Simulation performance may be evaluated according to multiple quality measures that are in competition and their simultaneous consideration poses a conflict. In the current study we propose a practical framework for investigating such simulation performance criteria, exploring the inherent conflicts amongst them and identifying the best available tradeoffs, based upon multi-objective Pareto optimization. This approach necessitates the rigorous derivation of performance criteria to serve as objective functions and undergo vector optimization. We demonstrate the effectiveness of our proposed approach by applying it with multiple stochastic quality measures. We formulate performance criteria of this use-case, pose an optimization problem, and solve it by means of a simulation-based Pareto approach. Upon attainment of the underlying Pareto Frontier, we analyze it and prescribe preference-dependent configurations for the optimal simulation training.

  17. Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.

    PubMed

    Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P

    2014-03-04

    Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.

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

    ERIC Educational Resources Information Center

    Weiss, Charles J.

    2017-01-01

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

  19. Multi-tasking arbitration and behaviour design for human-interactive robots

    NASA Astrophysics Data System (ADS)

    Kobayashi, Yuichi; Onishi, Masaki; Hosoe, Shigeyuki; Luo, Zhiwei

    2013-05-01

    Robots that interact with humans in household environments are required to handle multiple real-time tasks simultaneously, such as carrying objects, collision avoidance and conversation with human. This article presents a design framework for the control and recognition processes to meet these requirements taking into account stochastic human behaviour. The proposed design method first introduces a Petri net for synchronisation of multiple tasks. The Petri net formulation is converted to Markov decision processes and processed in an optimal control framework. Three tasks (safety confirmation, object conveyance and conversation) interact and are expressed by the Petri net. Using the proposed framework, tasks that normally tend to be designed by integrating many if-then rules can be designed in a systematic manner in a state estimation and optimisation framework from the viewpoint of the shortest time optimal control. The proposed arbitration method was verified by simulations and experiments using RI-MAN, which was developed for interactive tasks with humans.

  20. Overarching framework for data-based modelling

    NASA Astrophysics Data System (ADS)

    Schelter, Björn; Mader, Malenka; Mader, Wolfgang; Sommerlade, Linda; Platt, Bettina; Lai, Ying-Cheng; Grebogi, Celso; Thiel, Marco

    2014-02-01

    One of the main modelling paradigms for complex physical systems are networks. When estimating the network structure from measured signals, typically several assumptions such as stationarity are made in the estimation process. Violating these assumptions renders standard analysis techniques fruitless. We here propose a framework to estimate the network structure from measurements of arbitrary non-linear, non-stationary, stochastic processes. To this end, we propose a rigorous mathematical theory that underlies this framework. Based on this theory, we present a highly efficient algorithm and the corresponding statistics that are immediately sensibly applicable to measured signals. We demonstrate its performance in a simulation study. In experiments of transitions between vigilance stages in rodents, we infer small network structures with complex, time-dependent interactions; this suggests biomarkers for such transitions, the key to understand and diagnose numerous diseases such as dementia. We argue that the suggested framework combines features that other approaches followed so far lack.

  1. Stochastic simulation of spatially correlated geo-processes

    USGS Publications Warehouse

    Christakos, G.

    1987-01-01

    In this study, developments in the theory of stochastic simulation are discussed. The unifying element is the notion of Radon projection in Euclidean spaces. This notion provides a natural way of reconstructing the real process from a corresponding process observable on a reduced dimensionality space, where analysis is theoretically easier and computationally tractable. Within this framework, the concept of space transformation is defined and several of its properties, which are of significant importance within the context of spatially correlated processes, are explored. The turning bands operator is shown to follow from this. This strengthens considerably the theoretical background of the geostatistical method of simulation, and some new results are obtained in both the space and frequency domains. The inverse problem is solved generally and the applicability of the method is extended to anisotropic as well as integrated processes. Some ill-posed problems of the inverse operator are discussed. Effects of the measurement error and impulses at origin are examined. Important features of the simulated process as described by geomechanical laws, the morphology of the deposit, etc., may be incorporated in the analysis. The simulation may become a model-dependent procedure and this, in turn, may provide numerical solutions to spatial-temporal geologic models. Because the spatial simu??lation may be technically reduced to unidimensional simulations, various techniques of generating one-dimensional realizations are reviewed. To link theory and practice, an example is computed in detail. ?? 1987 International Association for Mathematical Geology.

  2. Parameter inference in small world network disease models with approximate Bayesian Computational methods

    NASA Astrophysics Data System (ADS)

    Walker, David M.; Allingham, David; Lee, Heung Wing Joseph; Small, Michael

    2010-02-01

    Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of these models have previously been realized using informed “guesses” of the proposed model parameters and tested for consistency with the reported data by surrogate analysis. In this paper we attempt to provide statistically rigorous parameter distributions using Approximate Bayesian Computation sampling methods. We find that such sampling schemes are a useful framework for fitting parameters of stochastic small world network models where simulation of the system is straightforward but expressing a likelihood is cumbersome.

  3. 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.

  4. 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.

  5. A Note on the Stochastic Nature of Feynman Quantum Paths

    NASA Astrophysics Data System (ADS)

    Botelho, Luiz C. L.

    2016-11-01

    We propose a Fresnel stochastic white noise framework to analyze the stochastic nature of the Feynman paths entering on the Feynman Path Integral expression for the Feynman Propagator of a particle quantum mechanically moving under a time-independent potential.

  6. A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall

    NASA Astrophysics Data System (ADS)

    Lombardo, F.; Volpi, E.; Koutsoyiannis, D.; Serinaldi, F.

    2017-06-01

    Generating fine-scale time series of intermittent rainfall that are fully consistent with any given coarse-scale totals is a key and open issue in many hydrological problems. We propose a stationary disaggregation method that simulates rainfall time series with given dependence structure, wet/dry probability, and marginal distribution at a target finer (lower-level) time scale, preserving full consistency with variables at a parent coarser (higher-level) time scale. We account for the intermittent character of rainfall at fine time scales by merging a discrete stochastic representation of intermittency and a continuous one of rainfall depths. This approach yields a unique and parsimonious mathematical framework providing general analytical formulations of mean, variance, and autocorrelation function (ACF) for a mixed-type stochastic process in terms of mean, variance, and ACFs of both continuous and discrete components, respectively. To achieve the full consistency between variables at finer and coarser time scales in terms of marginal distribution and coarse-scale totals, the generated lower-level series are adjusted according to a procedure that does not affect the stochastic structure implied by the original model. To assess model performance, we study rainfall process as intermittent with both independent and dependent occurrences, where dependence is quantified by the probability that two consecutive time intervals are dry. In either case, we provide analytical formulations of main statistics of our mixed-type disaggregation model and show their clear accordance with Monte Carlo simulations. An application to rainfall time series from real world is shown as a proof of concept.

  7. Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries.

    PubMed

    Shafiey, Hassan; Gan, Xinjun; Waxman, David

    2017-11-01

    To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

  8. Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries

    NASA Astrophysics Data System (ADS)

    Shafiey, Hassan; Gan, Xinjun; Waxman, David

    2017-11-01

    To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

  9. Hydrogeologic Unit Flow Characterization Using Transition Probability Geostatistics

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

    Jones, N L; Walker, J R; Carle, S F

    2003-11-21

    This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has several advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upwards sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow (HUF) package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids. An application of themore » technique involving probabilistic capture zone delineation for the Aberjona Aquifer in Woburn, Ma. is included.« less

  10. Generalizable open source urban water portfolio simulation framework demonstrated using a multi-objective risk-based planning benchmark problem.

    NASA Astrophysics Data System (ADS)

    Trindade, B. C.; Reed, P. M.

    2017-12-01

    The growing access and reduced cost for computing power in recent years has promoted rapid development and application of multi-objective water supply portfolio planning. As this trend continues there is a pressing need for flexible risk-based simulation frameworks and improved algorithm benchmarking for emerging classes of water supply planning and management problems. This work contributes the Water Utilities Management and Planning (WUMP) model: a generalizable and open source simulation framework designed to capture how water utilities can minimize operational and financial risks by regionally coordinating planning and management choices, i.e. making more efficient and coordinated use of restrictions, water transfers and financial hedging combined with possible construction of new infrastructure. We introduce the WUMP simulation framework as part of a new multi-objective benchmark problem for planning and management of regionally integrated water utility companies. In this problem, a group of fictitious water utilities seek to balance the use of the mentioned reliability driven actions (e.g., restrictions, water transfers and infrastructure pathways) and their inherent financial risks. Several traits of this problem make it ideal for a benchmark problem, namely the presence of (1) strong non-linearities and discontinuities in the Pareto front caused by the step-wise nature of the decision making formulation and by the abrupt addition of storage through infrastructure construction, (2) noise due to the stochastic nature of the streamflows and water demands, and (3) non-separability resulting from the cooperative formulation of the problem, in which decisions made by stakeholder may substantially impact others. Both the open source WUMP simulation framework and its demonstration in a challenging benchmarking example hold value for promoting broader advances in urban water supply portfolio planning for regions confronting change.

  11. Towards a Stochastic Predictive Understanding of Ecosystem Functioning and Resilience to Environmental Changes

    NASA Astrophysics Data System (ADS)

    Pappas, C.

    2017-12-01

    Terrestrial ecosystem processes respond differently to hydrometeorological variability across timescales, and so does our scientific understanding of the underlying mechanisms. Process-based modeling of ecosystem functioning is therefore challenging, especially when long-term predictions are envisioned. Here we analyze the statistical properties of hydrometeorological and ecosystem variability, i.e., the variability of ecosystem process related to vegetation carbon dynamics, from hourly to decadal timescales. 23 extra-tropical forest sites, covering different climatic zones and vegetation characteristics, are examined. Micrometeorological and reanalysis data of precipitation, air temperature, shortwave radiation and vapor pressure deficit are used to describe hydrometeorological variability. Ecosystem variability is quantified using long-term eddy covariance flux data of hourly net ecosystem exchange of CO2 between land surface and atmosphere, monthly remote sensing vegetation indices, annual tree-ring widths and above-ground biomass increment estimates. We find that across sites and timescales ecosystem variability is confined within a hydrometeorological envelope that describes the range of variability of the available resources, i.e., water and energy. Furthermore, ecosystem variability demonstrates long-term persistence, highlighting ecological memory and slow ecosystem recovery rates after disturbances. We derive an analytical model, combining deterministic harmonics and stochastic processes, that represents major mechanisms and uncertainties and mimics the observed pattern of hydrometeorological and ecosystem variability. This stochastic framework offers a parsimonious and mathematically tractable approach for modelling ecosystem functioning and for understanding its response and resilience to environmental changes. Furthermore, this framework reflects well the observed ecological memory, an inherent property of ecosystem functioning that is currently not captured by simulation results with process-based models. Our analysis offers a perspective for terrestrial ecosystem modelling, combining current process understanding with stochastic methods, and paves the way for new model-data integration opportunities in Earth system sciences.

  12. 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...

  13. Towards Stability Analysis of Jump Linear Systems with State-Dependent and Stochastic Switching

    NASA Technical Reports Server (NTRS)

    Tejada, Arturo; Gonzalez, Oscar R.; Gray, W. Steven

    2004-01-01

    This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stochastic stability conditions for discrete-time jump linear systems are also presented.

  14. Formation and distribution of fragments in the spontaneous fission of 240 Pu

    DOE PAGES

    Sadhukhan, Jhilam; Zhang, Chunli; Nazarewicz, Witold; ...

    2017-12-18

    We use the stochastic Langevin framework to simulate the nuclear evolution after the system tunnels through the multidimensional potential barrier. For a representative sample of different initial configurations along the outer turning-point line, we define effective fission paths by computing a large number of Langevin trajectories. We extract the relative contribution of each such path to the fragment distribution. We then use nucleon localization functions along effective fission pathways to analyze the characteristics of prefragments at prescission configurations.

  15. A stochastically fully connected conditional random field framework for super resolution OCT

    NASA Astrophysics Data System (ADS)

    Boroomand, A.; Tan, B.; Wong, A.; Bizheva, K.

    2017-02-01

    A number of factors can degrade the resolution and contrast of OCT images, such as: (1) changes of the OCT pointspread function (PSF) resulting from wavelength dependent scattering and absorption of light along the imaging depth (2) speckle noise, as well as (3) motion artifacts. We propose a new Super Resolution OCT (SR OCT) imaging framework that takes advantage of a Stochastically Fully Connected Conditional Random Field (SF-CRF) model to generate a Super Resolved OCT (SR OCT) image of higher quality from a set of Low-Resolution OCT (LR OCT) images. The proposed SF-CRF SR OCT imaging is able to simultaneously compensate for all of the factors mentioned above, that degrade the OCT image quality, using a unified computational framework. The proposed SF-CRF SR OCT imaging framework was tested on a set of simulated LR human retinal OCT images generated from a high resolution, high contrast retinal image, and on a set of in-vivo, high resolution, high contrast rat retinal OCT images. The reconstructed SR OCT images show considerably higher spatial resolution, less speckle noise and higher contrast compared to other tested methods. Visual assessment of the results demonstrated the usefulness of the proposed approach in better preservation of fine details and structures of the imaged sample, retaining biological tissue boundaries while reducing speckle noise using a unified computational framework. Quantitative evaluation using both Contrast to Noise Ratio (CNR) and Edge Preservation (EP) parameter also showed superior performance of the proposed SF-CRF SR OCT approach compared to other image processing approaches.

  16. Stochastic Inversion of 2D Magnetotelluric Data

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

    Chen, Jinsong

    2010-07-01

    The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

  17. Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

    PubMed

    Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

    2018-07-01

    Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

  18. Stochastic effects in a discretized kinetic model of economic exchange

    NASA Astrophysics Data System (ADS)

    Bertotti, M. L.; Chattopadhyay, A. K.; Modanese, G.

    2017-04-01

    Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is better suited for the description of binary interactions, taxation and welfare redistribution. We propose a new framework which establishes a connection between the two approaches by introducing random fluctuations into the kinetic model based on Langevin and Fokker-Planck formalisms. Numerical simulations of the resulting model indicate positive correlations between the Gini index and the total wealth, that suggest a growing inequality with increasing income. Further analysis shows, in the presence of a conserved total wealth, a simultaneous decrease in inequality as social mobility increases, in conformity with economic data.

  19. The influence of random element displacement on DOA estimates obtained with (Khatri-Rao-)root-MUSIC.

    PubMed

    Inghelbrecht, Veronique; Verhaevert, Jo; van Hecke, Tanja; Rogier, Hendrik

    2014-11-11

    Although a wide range of direction of arrival (DOA) estimation algorithms has been described for a diverse range of array configurations, no specific stochastic analysis framework has been established to assess the probability density function of the error on DOA estimates due to random errors in the array geometry. Therefore, we propose a stochastic collocation method that relies on a generalized polynomial chaos expansion to connect the statistical distribution of random position errors to the resulting distribution of the DOA estimates. We apply this technique to the conventional root-MUSIC and the Khatri-Rao-root-MUSIC methods. According to Monte-Carlo simulations, this novel approach yields a speedup by a factor of more than 100 in terms of CPU-time for a one-dimensional case and by a factor of 56 for a two-dimensional case.

  20. HyDE Framework for Stochastic and Hybrid Model-Based Diagnosis

    NASA Technical Reports Server (NTRS)

    Narasimhan, Sriram; Brownston, Lee

    2012-01-01

    Hybrid Diagnosis Engine (HyDE) is a general framework for stochastic and hybrid model-based diagnosis that offers flexibility to the diagnosis application designer. The HyDE architecture supports the use of multiple modeling paradigms at the component and system level. Several alternative algorithms are available for the various steps in diagnostic reasoning. This approach is extensible, with support for the addition of new modeling paradigms as well as diagnostic reasoning algorithms for existing or new modeling paradigms. HyDE is a general framework for stochastic hybrid model-based diagnosis of discrete faults; that is, spontaneous changes in operating modes of components. HyDE combines ideas from consistency-based and stochastic approaches to model- based diagnosis using discrete and continuous models to create a flexible and extensible architecture for stochastic and hybrid diagnosis. HyDE supports the use of multiple paradigms and is extensible to support new paradigms. HyDE generates candidate diagnoses and checks them for consistency with the observations. It uses hybrid models built by the users and sensor data from the system to deduce the state of the system over time, including changes in state indicative of faults. At each time step when observations are available, HyDE checks each existing candidate for continued consistency with the new observations. If the candidate is consistent, it continues to remain in the candidate set. If it is not consistent, then the information about the inconsistency is used to generate successor candidates while discarding the candidate that was inconsistent. The models used by HyDE are similar to simulation models. They describe the expected behavior of the system under nominal and fault conditions. The model can be constructed in modular and hierarchical fashion by building component/subsystem models (which may themselves contain component/ subsystem models) and linking them through shared variables/parameters. The component model is expressed as operating modes of the component and conditions for transitions between these various modes. Faults are modeled as transitions whose conditions for transitions are unknown (and have to be inferred through the reasoning process). Finally, the behavior of the components is expressed as a set of variables/ parameters and relations governing the interaction between the variables. The hybrid nature of the systems being modeled is captured by a combination of the above transitional model and behavioral model. Stochasticity is captured as probabilities associated with transitions (indicating the likelihood of that transition being taken), as well as noise on the sensed variables.

  1. State-and-transition simulation models: a framework for forecasting landscape change

    USGS Publications Warehouse

    Daniel, Colin; Frid, Leonardo; Sleeter, Benjamin M.; Fortin, Marie-Josée

    2016-01-01

    SummaryA wide range of spatially explicit simulation models have been developed to forecast landscape dynamics, including models for projecting changes in both vegetation and land use. While these models have generally been developed as separate applications, each with a separate purpose and audience, they share many common features.We present a general framework, called a state-and-transition simulation model (STSM), which captures a number of these common features, accompanied by a software product, called ST-Sim, to build and run such models. The STSM method divides a landscape into a set of discrete spatial units and simulates the discrete state of each cell forward as a discrete-time-inhomogeneous stochastic process. The method differs from a spatially interacting Markov chain in several important ways, including the ability to add discrete counters such as age and time-since-transition as state variables, to specify one-step transition rates as either probabilities or target areas, and to represent multiple types of transitions between pairs of states.We demonstrate the STSM method using a model of land-use/land-cover (LULC) change for the state of Hawai'i, USA. Processes represented in this example include expansion/contraction of agricultural lands, urbanization, wildfire, shrub encroachment into grassland and harvest of tree plantations; the model also projects shifts in moisture zones due to climate change. Key model output includes projections of the future spatial and temporal distribution of LULC classes and moisture zones across the landscape over the next 50 years.State-and-transition simulation models can be applied to a wide range of landscapes, including questions of both land-use change and vegetation dynamics. Because the method is inherently stochastic, it is well suited for characterizing uncertainty in model projections. When combined with the ST-Sim software, STSMs offer a simple yet powerful means for developing a wide range of models of landscape dynamics.

  2. Stochastic optimization of broadband reflecting photonic structures.

    PubMed

    Estrada-Wiese, D; Del Río-Chanona, E A; Del Río, J A

    2018-01-19

    Photonic crystals (PCs) are built to control the propagation of light within their structure. These can be used for an assortment of applications where custom designed devices are of interest. Among them, one-dimensional PCs can be produced to achieve the reflection of specific and broad wavelength ranges. However, their design and fabrication are challenging due to the diversity of periodic arrangement and layer configuration that each different PC needs. In this study, we present a framework to design high reflecting PCs for any desired wavelength range. Our method combines three stochastic optimization algorithms (Random Search, Particle Swarm Optimization and Simulated Annealing) along with a reduced space-search methodology to obtain a custom and optimized PC configuration. The optimization procedure is evaluated through theoretical reflectance spectra calculated by using the Equispaced Thickness Method, which improves the simulations due to the consideration of incoherent light transmission. We prove the viability of our procedure by fabricating different reflecting PCs made of porous silicon and obtain good agreement between experiment and theory using a merit function. With this methodology, diverse reflecting PCs can be designed for any applications and fabricated with different materials.

  3. Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

    NASA Astrophysics Data System (ADS)

    Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

    2015-03-01

    We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

  4. Experimental Study and Numerical Modeling of Fracture Propagation in Shale Rocks During Brazilian Disk Test

    NASA Astrophysics Data System (ADS)

    Mousavi Nezhad, Mohaddeseh; Fisher, Quentin J.; Gironacci, Elia; Rezania, Mohammad

    2018-06-01

    Reliable prediction of fracture process in shale-gas rocks remains one of the most significant challenges for establishing sustained economic oil and gas production. This paper presents a modeling framework for simulation of crack propagation in heterogeneous shale rocks. The framework is on the basis of a variational approach, consistent with Griffith's theory. The modeling framework is used to reproduce the fracture propagation process in shale rock samples under standard Brazilian disk test conditions. Data collected from the experiments are employed to determine the testing specimens' tensile strength and fracture toughness. To incorporate the effects of shale formation heterogeneity in the simulation of crack paths, fracture properties of the specimens are defined as spatially random fields. A computational strategy on the basis of stochastic finite element theory is developed that allows to incorporate the effects of heterogeneity of shale rocks on the fracture evolution. A parametric study has been carried out to better understand how anisotropy and heterogeneity of the mechanical properties affect both direction of cracks and rock strength.

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

    PubMed

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

    2011-04-15

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

  6. Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

    NASA Astrophysics Data System (ADS)

    Subagadis, Y. H.; Schütze, N.; Grundmann, J.

    2014-09-01

    The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water-society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA) using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

  7. Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

    Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao

    2017-10-18

    Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less

  8. Stochasticity, succession, and environmental perturbations in a fluidic ecosystem

    PubMed Central

    Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.

    2014-01-01

    Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501

  9. STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

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

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

    2016-12-10

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

  10. Acceleration of discrete stochastic biochemical simulation using GPGPU.

    PubMed

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

    2015-01-01

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

  11. Acceleration of discrete stochastic biochemical simulation using GPGPU

    PubMed Central

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

    2015-01-01

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

  12. Approximate Dynamic Programming and Aerial Refueling

    DTIC Science & Technology

    2007-06-01

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

  13. Probabilistic homogenization of random composite with ellipsoidal particle reinforcement by the iterative stochastic finite element method

    NASA Astrophysics Data System (ADS)

    Sokołowski, Damian; Kamiński, Marcin

    2018-01-01

    This study proposes a framework for determination of basic probabilistic characteristics of the orthotropic homogenized elastic properties of the periodic composite reinforced with ellipsoidal particles and a high stiffness contrast between the reinforcement and the matrix. Homogenization problem, solved by the Iterative Stochastic Finite Element Method (ISFEM) is implemented according to the stochastic perturbation, Monte Carlo simulation and semi-analytical techniques with the use of cubic Representative Volume Element (RVE) of this composite containing single particle. The given input Gaussian random variable is Young modulus of the matrix, while 3D homogenization scheme is based on numerical determination of the strain energy of the RVE under uniform unit stretches carried out in the FEM system ABAQUS. The entire series of several deterministic solutions with varying Young modulus of the matrix serves for the Weighted Least Squares Method (WLSM) recovery of polynomial response functions finally used in stochastic Taylor expansions inherent for the ISFEM. A numerical example consists of the High Density Polyurethane (HDPU) reinforced with the Carbon Black particle. It is numerically investigated (1) if the resulting homogenized characteristics are also Gaussian and (2) how the uncertainty in matrix Young modulus affects the effective stiffness tensor components and their PDF (Probability Density Function).

  14. 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.

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

    PubMed

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

    2014-10-01

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

  16. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    NASA Astrophysics Data System (ADS)

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

    2017-10-01

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

  17. Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams

    NASA Astrophysics Data System (ADS)

    Lye, Ribin; Tan, James Peng Lung; Cheong, Siew Ann

    2012-11-01

    We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby N independent traders buy and sell M stocks through an order book that acts as a clearing house. The price of a stock increases whenever it is bought and decreases whenever it is sold. Price changes are updated by the order book before the next transaction takes place. In this deterministic model, all traders based their buy decisions on a call utility function, and all their sell decisions on a put utility function. We then make the agent-based model more realistic, by either having a fraction fb of traders buy a random stock on offer, or a fraction fs of traders sell a random stock in their portfolio. Based on our simulations, we find that it is possible to identify useful order parameters from the steady-state price distributions of all three models. Using these order parameters as a guide, we find three phases: (i) the dead market; (ii) the boom market; and (iii) the jammed market in the phase diagram of the deterministic model. Comparing the phase diagrams of the stochastic models against that of the deterministic model, we realize that the primary effect of stochasticity is to eliminate the dead market phase.

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

    NASA Astrophysics Data System (ADS)

    Sreekanth, J.; Moore, Catherine

    2018-04-01

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

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

    PubMed Central

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

    2014-01-01

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

  20. 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.

  1. Neural Spike Train Synchronisation Indices: Definitions, Interpretations and Applications.

    PubMed

    Halliday, D M; Rosenberg, J R

    2017-04-24

    A comparison of previously defined spike train syncrhonization indices is undertaken within a stochastic point process framework. The second order cumulant density (covariance density) is shown to be common to all the indices. Simulation studies were used to investigate the sampling variability of a single index based on the second order cumulant. The simulations used a paired motoneurone model and a paired regular spiking cortical neurone model. The sampling variability of spike trains generated under identical conditions from the paired motoneurone model varied from 50% { 160% of the estimated value. On theoretical grounds, and on the basis of simulated data a rate dependence is present in all synchronization indices. The application of coherence and pooled coherence estimates to the issue of synchronization indices is considered. This alternative frequency domain approach allows an arbitrary number of spike train pairs to be evaluated for statistically significant differences, and combined into a single population measure. The pooled coherence framework allows pooled time domain measures to be derived, application of this to the simulated data is illustrated. Data from the cortical neurone model is generated over a wide range of firing rates (1 - 250 spikes/sec). The pooled coherence framework correctly characterizes the sampling variability as not significant over this wide operating range. The broader applicability of this approach to multi electrode array data is briefly discussed.

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

    NASA Astrophysics Data System (ADS)

    Paquet, E.

    2015-12-01

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

  3. Fundamentals and Recent Developments in Approximate Bayesian Computation

    PubMed Central

    Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka

    2017-01-01

    Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922

  4. Modelling and analysis of the sugar cataract development process using stochastic hybrid systems.

    PubMed

    Riley, D; Koutsoukos, X; Riley, K

    2009-05-01

    Modelling and analysis of biochemical systems such as sugar cataract development (SCD) are critical because they can provide new insights into systems, which cannot be easily tested with experiments; however, they are challenging problems due to the highly coupled chemical reactions that are involved. The authors present a stochastic hybrid system (SHS) framework for modelling biochemical systems and demonstrate the approach for the SCD process. A novel feature of the framework is that it allows modelling the effect of drug treatment on the system dynamics. The authors validate the three sugar cataract models by comparing trajectories computed by two simulation algorithms. Further, the authors present a probabilistic verification method for computing the probability of sugar cataract formation for different chemical concentrations using safety and reachability analysis methods for SHSs. The verification method employs dynamic programming based on a discretisation of the state space and therefore suffers from the curse of dimensionality. To analyse the SCD process, a parallel dynamic programming implementation that can handle large, realistic systems was developed. Although scalability is a limiting factor, this work demonstrates that the proposed method is feasible for realistic biochemical systems.

  5. Pitting corrosion as a mixed system: coupled deterministic-probabilistic simulation of pit growth

    NASA Astrophysics Data System (ADS)

    Ibrahim, Israr B. M.; Fonna, S.; Pidaparti, R.

    2018-05-01

    Stochastic behavior of pitting corrosion poses a unique challenge in its computational analysis. However, it also stems from electrochemical activity causing general corrosion. In this paper, a framework for corrosion pit growth simulation based on the coupling of the Cellular Automaton (CA) and Boundary Element Methods (BEM) is presented. The framework assumes that pitting corrosion is controlled by electrochemical activity inside the pit cavity. The BEM provides the prediction of electrochemical activity given the geometrical data and polarization curves, while the CA is used to simulate the evolution of pit shapes based on electrochemical activity provided by BEM. To demonstrate the methodology, a sample case of local corrosion cells formed in pitting corrosion with varied dimensions and polarization functions is considered. Results show certain shapes tend to grow in certain types of environments. Some pit shapes appear to pose a higher risk by being potentially significant stress raisers or potentially increasing the rate of corrosion under the surface. Furthermore, these pits are comparable to commonly observed pit shapes in general corrosion environments.

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

    PubMed

    Gholami, Babak; Comerford, Andrew; Ellero, Marco

    2015-11-01

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

  7. Determining Reduced Order Models for Optimal Stochastic Reduced Order Models

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

    Bonney, Matthew S.; Brake, Matthew R.W.

    2015-08-01

    The use of parameterized reduced order models(PROMs) within the stochastic reduced order model (SROM) framework is a logical progression for both methods. In this report, five different parameterized reduced order models are selected and critiqued against the other models along with truth model for the example of the Brake-Reuss beam. The models are: a Taylor series using finite difference, a proper orthogonal decomposition of the the output, a Craig-Bampton representation of the model, a method that uses Hyper-Dual numbers to determine the sensitivities, and a Meta-Model method that uses the Hyper-Dual results and constructs a polynomial curve to better representmore » the output data. The methods are compared against a parameter sweep and a distribution propagation where the first four statistical moments are used as a comparison. Each method produces very accurate results with the Craig-Bampton reduction having the least accurate results. The models are also compared based on time requirements for the evaluation of each model where the Meta- Model requires the least amount of time for computation by a significant amount. Each of the five models provided accurate results in a reasonable time frame. The determination of which model to use is dependent on the availability of the high-fidelity model and how many evaluations can be performed. Analysis of the output distribution is examined by using a large Monte-Carlo simulation along with a reduced simulation using Latin Hypercube and the stochastic reduced order model sampling technique. Both techniques produced accurate results. The stochastic reduced order modeling technique produced less error when compared to an exhaustive sampling for the majority of methods.« less

  8. Formulating Spatially Varying Performance in the Statistical Fusion Framework

    PubMed Central

    Landman, Bennett A.

    2012-01-01

    To date, label fusion methods have primarily relied either on global (e.g. STAPLE, globally weighted vote) or voxelwise (e.g. locally weighted vote) performance models. Optimality of the statistical fusion framework hinges upon the validity of the stochastic model of how a rater errs (i.e., the labeling process model). Hitherto, approaches have tended to focus on the extremes of potential models. Herein, we propose an extension to the STAPLE approach to seamlessly account for spatially varying performance by extending the performance level parameters to account for a smooth, voxelwise performance level field that is unique to each rater. This approach, Spatial STAPLE, provides significant improvements over state-of-the-art label fusion algorithms in both simulated and empirical data sets. PMID:22438513

  9. 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.

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

    PubMed

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-11-30

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

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

    PubMed

    Marquez-Lago, Tatiana T; Burrage, Kevin

    2007-09-14

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

  12. An agent-based stochastic Occupancy Simulator

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

    Chen, Yixing; Hong, Tianzhen; Luo, Xuan

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

  13. An agent-based stochastic Occupancy Simulator

    DOE PAGES

    Chen, Yixing; Hong, Tianzhen; Luo, Xuan

    2017-06-01

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

  14. Variance decomposition in stochastic simulators.

    PubMed

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

    2015-06-28

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

  15. Variance decomposition in stochastic simulators

    NASA Astrophysics Data System (ADS)

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

    2015-06-01

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

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

    PubMed

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

    2009-03-07

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

  17. Spreading dynamics on complex networks: a general stochastic approach.

    PubMed

    Noël, Pierre-André; Allard, Antoine; Hébert-Dufresne, Laurent; Marceau, Vincent; Dubé, Louis J

    2014-12-01

    Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach is especially well adapted for modelling spreading processes and/or population dynamics. In particular, the generality of our framework and the fact that its assumptions are explicitly stated suggests that it could be used as a common ground for comparing existing epidemics models too complex for direct comparison, such as agent-based computer simulations. We provide many examples for the special cases of susceptible-infectious-susceptible and susceptible-infectious-removed dynamics (e.g., epidemics propagation) and we observe multiple situations where accurate results may be obtained at low computational cost. Our perspective reveals a subtle balance between the complex requirements of a realistic model and its basic assumptions.

  18. Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

    NASA Technical Reports Server (NTRS)

    Davis, Brynmor; Kim, Edward; Piepmeier, Jeffrey; Hildebrand, Peter H. (Technical Monitor)

    2001-01-01

    Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.

  19. Systematic analysis of the contributions of stochastic voltage gated channels to neuronal noise

    PubMed Central

    O'Donnell, Cian; van Rossum, Mark C. W.

    2014-01-01

    Electrical signaling in neurons is mediated by the opening and closing of large numbers of individual ion channels. The ion channels' state transitions are stochastic and introduce fluctuations in the macroscopic current through ion channel populations. This creates an unavoidable source of intrinsic electrical noise for the neuron, leading to fluctuations in the membrane potential and spontaneous spikes. While this effect is well known, the impact of channel noise on single neuron dynamics remains poorly understood. Most results are based on numerical simulations. There is no agreement, even in theoretical studies, on which ion channel type is the dominant noise source, nor how inclusion of additional ion channel types affects voltage noise. Here we describe a framework to calculate voltage noise directly from an arbitrary set of ion channel models, and discuss how this can be use to estimate spontaneous spike rates. PMID:25360105

  20. Discreteness-induced concentration inversion in mesoscopic chemical systems.

    PubMed

    Ramaswamy, Rajesh; González-Segredo, Nélido; Sbalzarini, Ivo F; Grima, Ramon

    2012-04-10

    Molecular discreteness is apparent in small-volume chemical systems, such as biological cells, leading to stochastic kinetics. Here we present a theoretical framework to understand the effects of discreteness on the steady state of a monostable chemical reaction network. We consider independent realizations of the same chemical system in compartments of different volumes. Rate equations ignore molecular discreteness and predict the same average steady-state concentrations in all compartments. However, our theory predicts that the average steady state of the system varies with volume: if a species is more abundant than another for large volumes, then the reverse occurs for volumes below a critical value, leading to a concentration inversion effect. The addition of extrinsic noise increases the size of the critical volume. We theoretically predict the critical volumes and verify, by exact stochastic simulations, that rate equations are qualitatively incorrect in sub-critical volumes.

  1. A mapping from the unitary to doubly stochastic matrices and symbols on a finite set

    NASA Astrophysics Data System (ADS)

    Karabegov, Alexander V.

    2008-11-01

    We prove that the mapping from the unitary to doubly stochastic matrices that maps a unitary matrix (ukl) to the doubly stochastic matrix (|ukl|2) is a submersion at a generic unitary matrix. The proof uses the framework of operator symbols on a finite set.

  2. A computational framework for prime implicants identification in noncoherent dynamic systems.

    PubMed

    Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

    2015-01-01

    Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

  3. Electron heating in the laser and static electric and magnetic fields

    NASA Astrophysics Data System (ADS)

    Zhang, Yanzeng; Krasheninnikov, S. I.

    2018-01-01

    A 2D slab approximation of the interactions of electrons with intense linearly polarized laser radiation and static electric and magnetic fields is widely used for both numerical simulations and simplified semi-analytical models. It is shown that in this case, electron dynamics can be conveniently described in the framework of the 3/2 dimensional Hamiltonian approach. The electron acceleration beyond a standard ponderomotive scaling, caused by the synergistic effects of the laser and static electro-magnetic fields, is due to an onset of stochastic electron motion.

  4. The kinetic origin of delayed yielding in metallic glasses

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

    Ye, Y. F.; Liu, X. D.; Wang, S.

    2016-06-20

    Recent experiments showed that irreversible structural change or plasticity could occur in metallic glasses (MGs) even within the apparent elastic limit after a sufficiently long waiting time. To explain this phenomenon, a stochastic shear transformation model is developed based on a unified rate theory to predict delayed yielding in MGs, which is validated afterwards through extensive atomistic simulations carried out on different MGs. On a fundamental level, an analytic framework is established in this work that links time, stress, and temperature altogether into a general yielding criterion for MGs.

  5. A stochastic framework for spot-scanning particle therapy.

    PubMed

    Robini, Marc; Yuemin Zhu; Wanyu Liu; Magnin, Isabelle

    2016-08-01

    In spot-scanning particle therapy, inverse treatment planning is usually limited to finding the optimal beam fluences given the beam trajectories and energies. We address the much more challenging problem of jointly optimizing the beam fluences, trajectories and energies. For this purpose, we design a simulated annealing algorithm with an exploration mechanism that balances the conflicting demands of a small mixing time at high temperatures and a reasonable acceptance rate at low temperatures. Numerical experiments substantiate the relevance of our approach and open new horizons to spot-scanning particle therapy.

  6. Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.

    PubMed

    Gomez, Christophe; Hartung, Niklas

    2018-01-01

    Although the detection of metastases radically changes prognosis of and treatment decisions for a cancer patient, clinically undetectable micrometastases hamper a consistent classification into localized or metastatic disease. This chapter discusses mathematical modeling efforts that could help to estimate the metastatic risk in such a situation. We focus on two approaches: (1) a stochastic framework describing metastatic emission events at random times, formalized via Poisson processes, and (2) a deterministic framework describing the micrometastatic state through a size-structured density function in a partial differential equation model. Three aspects are addressed in this chapter. First, a motivation for the Poisson process framework is presented and modeling hypotheses and mechanisms are introduced. Second, we extend the Poisson model to account for secondary metastatic emission. Third, we highlight an inherent crosslink between the stochastic and deterministic frameworks and discuss its implications. For increased accessibility the chapter is split into an informal presentation of the results using a minimum of mathematical formalism and a rigorous mathematical treatment for more theoretically interested readers.

  7. Data Release of UV to Submillimeter Broadband Fluxes for Simulated Galaxies from the EAGLE Project

    NASA Astrophysics Data System (ADS)

    Camps, Peter; Trčka, Ana; Trayford, James; Baes, Maarten; Theuns, Tom; Crain, Robert A.; McAlpine, Stuart; Schaller, Matthieu; Schaye, Joop

    2018-02-01

    We present dust-attenuated and dust emission fluxes for sufficiently resolved galaxies in the EAGLE suite of cosmological hydrodynamical simulations, calculated with the SKIRT radiative transfer code. The post-processing procedure includes specific components for star formation regions, stellar sources, and diffuse dust and takes into account stochastic heating of dust grains to obtain realistic broadband fluxes in the wavelength range from ultraviolet to submillimeter. The mock survey includes nearly half a million simulated galaxies with stellar masses above {10}8.5 {M}ȯ across six EAGLE models. About two-thirds of these galaxies, residing in 23 redshift bins up to z = 6, have a sufficiently resolved metallic gas distribution to derive meaningful dust attenuation and emission, with the important caveat that the same dust properties were used at all redshifts. These newly released data complement the already publicly available information about the EAGLE galaxies, which includes intrinsic properties derived by aggregating the properties of the smoothed particles representing matter in the simulation. We further provide an open-source framework of Python procedures for post-processing simulated galaxies with the radiative transfer code SKIRT. The framework allows any third party to calculate synthetic images, spectral energy distributions, and broadband fluxes for EAGLE galaxies, taking into account the effects of dust attenuation and emission.

  8. skelesim: an extensible, general framework for population genetic simulation in R.

    PubMed

    Parobek, Christian M; Archer, Frederick I; DePrenger-Levin, Michelle E; Hoban, Sean M; Liggins, Libby; Strand, Allan E

    2017-01-01

    Simulations are a key tool in molecular ecology for inference and forecasting, as well as for evaluating new methods. Due to growing computational power and a diversity of software with different capabilities, simulations are becoming increasingly powerful and useful. However, the widespread use of simulations by geneticists and ecologists is hindered by difficulties in understanding these softwares' complex capabilities, composing code and input files, a daunting bioinformatics barrier and a steep conceptual learning curve. skelesim (an R package) guides users in choosing appropriate simulations, setting parameters, calculating genetic summary statistics and organizing data output, in a reproducible pipeline within the R environment. skelesim is designed to be an extensible framework that can 'wrap' around any simulation software (inside or outside the R environment) and be extended to calculate and graph any genetic summary statistics. Currently, skelesim implements coalescent and forward-time models available in the fastsimcoal2 and rmetasim simulation engines to produce null distributions for multiple population genetic statistics and marker types, under a variety of demographic conditions. skelesim is intended to make simulations easier while still allowing full model complexity to ensure that simulations play a fundamental role in molecular ecology investigations. skelesim can also serve as a teaching tool: demonstrating the outcomes of stochastic population genetic processes; teaching general concepts of simulations; and providing an introduction to the R environment with a user-friendly graphical user interface (using shiny). © 2016 John Wiley & Sons Ltd.

  9. skeleSim: an extensible, general framework for population genetic simulation in R

    PubMed Central

    Parobek, Christian M.; Archer, Frederick I.; DePrenger-Levin, Michelle E.; Hoban, Sean M.; Liggins, Libby; Strand, Allan E.

    2016-01-01

    Simulations are a key tool in molecular ecology for inference and forecasting, as well as for evaluating new methods. Due to growing computational power and a diversity of software with different capabilities, simulations are becoming increasingly powerful and useful. However, the widespread use of simulations by geneticists and ecologists is hindered by difficulties in understanding these softwares’ complex capabilities, composing code and input files, a daunting bioinformatics barrier, and a steep conceptual learning curve. skeleSim (an R package) guides users in choosing appropriate simulations, setting parameters, calculating genetic summary statistics, and organizing data output, in a reproducible pipeline within the R environment. skeleSim is designed to be an extensible framework that can ‘wrap’ around any simulation software (inside or outside the R environment) and be extended to calculate and graph any genetic summary statistics. Currently, skeleSim implements coalescent and forward-time models available in the fastsimcoal2 and rmetasim simulation engines to produce null distributions for multiple population genetic statistics and marker types, under a variety of demographic conditions. skeleSim is intended to make simulations easier while still allowing full model complexity to ensure that simulations play a fundamental role in molecular ecology investigations. skeleSim can also serve as a teaching tool: demonstrating the outcomes of stochastic population genetic processes; teaching general concepts of simulations; and providing an introduction to the R environment with a user-friendly graphical user interface (using shiny). PMID:27736016

  10. 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.

  11. Environmental Barrier Coating Fracture, Fatigue and High-Heat-Flux Durability Modeling and Stochastic Progressive Damage Simulation

    NASA Technical Reports Server (NTRS)

    Zhu, Dongming; Nemeth, Noel N.

    2017-01-01

    Advanced environmental barrier coatings will play an increasingly important role in future gas turbine engines because of their ability to protect emerging light-weight SiC/SiC ceramic matrix composite (CMC) engine components, further raising engine operating temperatures and performance. Because the environmental barrier coating systems are critical to the performance, reliability and durability of these hot-section ceramic engine components, a prime-reliant coating system along with established life design methodology are required for the hot-section ceramic component insertion into engine service. In this paper, we have first summarized some observations of high temperature, high-heat-flux environmental degradation and failure mechanisms of environmental barrier coating systems in laboratory simulated engine environment tests. In particular, the coating surface cracking morphologies and associated subsequent delamination mechanisms under the engine level high-heat-flux, combustion steam, and mechanical creep and fatigue loading conditions will be discussed. The EBC compostion and archtechture improvements based on advanced high heat flux environmental testing, and the modeling advances based on the integrated Finite Element Analysis Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program will also be highlighted. The stochastic progressive damage simulation successfully predicts mud flat damage pattern in EBCs on coated 3-D specimens, and a 2-D model of through-the-thickness cross-section. A 2-parameter Weibull distribution was assumed in characterizing the coating layer stochastic strength response and the formation of damage was therefore modeled. The damage initiation and coalescence into progressively smaller mudflat crack cells was demonstrated. A coating life prediction framework may be realized by examining the surface crack initiation and delamination propagation in conjunction with environmental degradation under high-heat-flux and environment load test conditions.

  12. Modelling biological behaviours with the unified modelling language: an immunological case study and critique.

    PubMed

    Read, Mark; Andrews, Paul S; Timmis, Jon; Kumar, Vipin

    2014-10-06

    We present a framework to assist the diagrammatic modelling of complex biological systems using the unified modelling language (UML). The framework comprises three levels of modelling, ranging in scope from the dynamics of individual model entities to system-level emergent properties. By way of an immunological case study of the mouse disease experimental autoimmune encephalomyelitis, we show how the framework can be used to produce models that capture and communicate the biological system, detailing how biological entities, interactions and behaviours lead to higher-level emergent properties observed in the real world. We demonstrate how the UML can be successfully applied within our framework, and provide a critique of UML's ability to capture concepts fundamental to immunology and biology more generally. We show how specialized, well-explained diagrams with less formal semantics can be used where no suitable UML formalism exists. We highlight UML's lack of expressive ability concerning cyclic feedbacks in cellular networks, and the compounding concurrency arising from huge numbers of stochastic, interacting agents. To compensate for this, we propose several additional relationships for expressing these concepts in UML's activity diagram. We also demonstrate the ambiguous nature of class diagrams when applied to complex biology, and question their utility in modelling such dynamic systems. Models created through our framework are non-executable, and expressly free of simulation implementation concerns. They are a valuable complement and precursor to simulation specifications and implementations, focusing purely on thoroughly exploring the biology, recording hypotheses and assumptions, and serve as a communication medium detailing exactly how a simulation relates to the real biology.

  13. Modelling biological behaviours with the unified modelling language: an immunological case study and critique

    PubMed Central

    Read, Mark; Andrews, Paul S.; Timmis, Jon; Kumar, Vipin

    2014-01-01

    We present a framework to assist the diagrammatic modelling of complex biological systems using the unified modelling language (UML). The framework comprises three levels of modelling, ranging in scope from the dynamics of individual model entities to system-level emergent properties. By way of an immunological case study of the mouse disease experimental autoimmune encephalomyelitis, we show how the framework can be used to produce models that capture and communicate the biological system, detailing how biological entities, interactions and behaviours lead to higher-level emergent properties observed in the real world. We demonstrate how the UML can be successfully applied within our framework, and provide a critique of UML's ability to capture concepts fundamental to immunology and biology more generally. We show how specialized, well-explained diagrams with less formal semantics can be used where no suitable UML formalism exists. We highlight UML's lack of expressive ability concerning cyclic feedbacks in cellular networks, and the compounding concurrency arising from huge numbers of stochastic, interacting agents. To compensate for this, we propose several additional relationships for expressing these concepts in UML's activity diagram. We also demonstrate the ambiguous nature of class diagrams when applied to complex biology, and question their utility in modelling such dynamic systems. Models created through our framework are non-executable, and expressly free of simulation implementation concerns. They are a valuable complement and precursor to simulation specifications and implementations, focusing purely on thoroughly exploring the biology, recording hypotheses and assumptions, and serve as a communication medium detailing exactly how a simulation relates to the real biology. PMID:25142524

  14. 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

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

    PubMed

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

    2006-09-08

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

  16. 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.

  17. Stochastic modelling of microstructure formation in solidification processes

    NASA Astrophysics Data System (ADS)

    Nastac, Laurentiu; Stefanescu, Doru M.

    1997-07-01

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

  18. 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.

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

    PubMed Central

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

    2015-01-01

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

  20. Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics.

    PubMed

    Erban, Radek

    2016-02-01

    Molecular dynamics (MD) simulations of ions (K + , Na + , Ca 2+ and Cl - ) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parametrized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

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

    NASA Astrophysics Data System (ADS)

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

    2010-09-01

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

  2. Practical Unitary Simulator for Non-Markovian Complex Processes

    NASA Astrophysics Data System (ADS)

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

    2018-06-01

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

  3. Uncertainty quantification for personalized analyses of human proximal femurs.

    PubMed

    Wille, Hagen; Ruess, Martin; Rank, Ernst; Yosibash, Zohar

    2016-02-29

    Computational models for the personalized analysis of human femurs contain uncertainties in bone material properties and loads, which affect the simulation results. To quantify the influence we developed a probabilistic framework based on polynomial chaos (PC) that propagates stochastic input variables through any computational model. We considered a stochastic E-ρ relationship and a stochastic hip contact force, representing realistic variability of experimental data. Their influence on the prediction of principal strains (ϵ1 and ϵ3) was quantified for one human proximal femur, including sensitivity and reliability analysis. Large variabilities in the principal strain predictions were found in the cortical shell of the femoral neck, with coefficients of variation of ≈40%. Between 60 and 80% of the variance in ϵ1 and ϵ3 are attributable to the uncertainty in the E-ρ relationship, while ≈10% are caused by the load magnitude and 5-30% by the load direction. Principal strain directions were unaffected by material and loading uncertainties. The antero-superior and medial inferior sides of the neck exhibited the largest probabilities for tensile and compression failure, however all were very small (pf<0.001). In summary, uncertainty quantification with PC has been demonstrated to efficiently and accurately describe the influence of very different stochastic inputs, which increases the credibility and explanatory power of personalized analyses of human proximal femurs. Copyright © 2015 Elsevier Ltd. All rights reserved.

  4. 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

  5. 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

  6. Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation

    PubMed Central

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

    2006-01-01

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

  7. Limiting similarity and functional diversity along environmental gradients

    USGS Publications Warehouse

    Schwilk, D.W.; Ackerly, D.D.

    2005-01-01

    Recent developments in community models emphasize the importance of incorporating stochastic processes (e.g. ecological drift) in models of niche-structured community assembly. We constructed a finite, spatially explicit, lottery model to simulate the distribution of species in a one-dimensional landscape with an underlying gradient in environmental conditions. Our framework combines the potential for ecological drift with environmentally-mediated competition for space in a heterogeneous environment. We examined the influence of niche breadth, dispersal distances, community size (total number of individuals) and the breadth of the environmental gradient on levels of species and functional trait diversity (i.e. differences in niche optima). Three novel results emerge from this model: (1) niche differences between adjacent species (e.g. limiting similarity) increase in smaller communities, because of the interaction of competitive effects and finite population sizes; (2) immigration from a regional species pool, stochasticity and niche-assembly generate a bimodal distribution of species residence times ('transient' and 'resident') under a heterogeneous environment; and (3) the magnitude of environmental heterogeneity has a U-shaped effect on diversity, because of shifts in species richness of resident vs. transient species. These predictions illustrate the potential importance of stochastic (although not necessarily neutral) processes in community assembly. ??2005 Blackwell Publishing Ltd/CNRS.

  8. Variance decomposition in stochastic simulators

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

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

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

  9. Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

    NASA Technical Reports Server (NTRS)

    Williams Colin P.

    1999-01-01

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

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

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

    Mehrez, Loujaine; Ghanem, Roger; McAuliffe, Colin

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

  11. Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

    PubMed

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

    2006-02-24

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

  12. Discrete diffusion models to study the effects of Mg2+ concentration on the PhoPQ signal transduction system

    PubMed Central

    2010-01-01

    Background The challenge today is to develop a modeling and simulation paradigm that integrates structural, molecular and genetic data for a quantitative understanding of physiology and behavior of biological processes at multiple scales. This modeling method requires techniques that maintain a reasonable accuracy of the biological process and also reduces the computational overhead. This objective motivates the use of new methods that can transform the problem from energy and affinity based modeling to information theory based modeling. To achieve this, we transform all dynamics within the cell into a random event time, which is specified through an information domain measure like probability distribution. This allows us to use the “in silico” stochastic event based modeling approach to find the molecular dynamics of the system. Results In this paper, we present the discrete event simulation concept using the example of the signal transduction cascade triggered by extra-cellular Mg2+ concentration in the two component PhoPQ regulatory system of Salmonella Typhimurium. We also present a model to compute the information domain measure of the molecular transport process by estimating the statistical parameters of inter-arrival time between molecules/ions coming to a cell receptor as external signal. This model transforms the diffusion process into the information theory measure of stochastic event completion time to get the distribution of the Mg2+ departure events. Using these molecular transport models, we next study the in-silico effects of this external trigger on the PhoPQ system. Conclusions Our results illustrate the accuracy of the proposed diffusion models in explaining the molecular/ionic transport processes inside the cell. Also, the proposed simulation framework can incorporate the stochasticity in cellular environments to a certain degree of accuracy. We expect that this scalable simulation platform will be able to model more complex biological systems with reasonable accuracy to understand their temporal dynamics. PMID:21143785

  13. Discrete diffusion models to study the effects of Mg2+ concentration on the PhoPQ signal transduction system.

    PubMed

    Ghosh, Preetam; Ghosh, Samik; Basu, Kalyan; Das, Sajal K; Zhang, Chaoyang

    2010-12-01

    The challenge today is to develop a modeling and simulation paradigm that integrates structural, molecular and genetic data for a quantitative understanding of physiology and behavior of biological processes at multiple scales. This modeling method requires techniques that maintain a reasonable accuracy of the biological process and also reduces the computational overhead. This objective motivates the use of new methods that can transform the problem from energy and affinity based modeling to information theory based modeling. To achieve this, we transform all dynamics within the cell into a random event time, which is specified through an information domain measure like probability distribution. This allows us to use the "in silico" stochastic event based modeling approach to find the molecular dynamics of the system. In this paper, we present the discrete event simulation concept using the example of the signal transduction cascade triggered by extra-cellular Mg2+ concentration in the two component PhoPQ regulatory system of Salmonella Typhimurium. We also present a model to compute the information domain measure of the molecular transport process by estimating the statistical parameters of inter-arrival time between molecules/ions coming to a cell receptor as external signal. This model transforms the diffusion process into the information theory measure of stochastic event completion time to get the distribution of the Mg2+ departure events. Using these molecular transport models, we next study the in-silico effects of this external trigger on the PhoPQ system. Our results illustrate the accuracy of the proposed diffusion models in explaining the molecular/ionic transport processes inside the cell. Also, the proposed simulation framework can incorporate the stochasticity in cellular environments to a certain degree of accuracy. We expect that this scalable simulation platform will be able to model more complex biological systems with reasonable accuracy to understand their temporal dynamics.

  14. Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

    NASA Astrophysics Data System (ADS)

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

    2015-09-01

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

  15. Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

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

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

    2015-09-15

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

  16. Fractional noise destroys or induces a stochastic bifurcation

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

    Yang, Qigui, E-mail: qgyang@scut.edu.cn; Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640

    2013-12-15

    Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

  17. Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

    NASA Astrophysics Data System (ADS)

    Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

    2009-05-01

    Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

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

    PubMed

    Strehl, Robert; Ilie, Silvana

    2015-12-21

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

  19. A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model

    NASA Astrophysics Data System (ADS)

    Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor

    2018-02-01

    Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

  20. Unsupervised Detection of Planetary Craters by a Marked Point Process

    NASA Technical Reports Server (NTRS)

    Troglio, G.; Benediktsson, J. A.; Le Moigne, J.; Moser, G.; Serpico, S. B.

    2011-01-01

    With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.

  1. Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

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

    Xiu, Dongbin

    2017-03-03

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

  2. Efficient Simulation of Tropical Cyclone Pathways with Stochastic Perturbations

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

  3. Simulation of lithium ion battery replacement in a battery pack for application in electric vehicles

    NASA Astrophysics Data System (ADS)

    Mathew, M.; Kong, Q. H.; McGrory, J.; Fowler, M.

    2017-05-01

    The design and optimization of the battery pack in an electric vehicle (EV) is essential for continued integration of EVs into the global market. Reconfigurable battery packs are of significant interest lately as they allow for damaged cells to be removed from the circuit, limiting their impact on the entire pack. This paper provides a simulation framework that models a battery pack and examines the effect of replacing damaged cells with new ones. The cells within the battery pack vary stochastically and the performance of the entire pack is evaluated under different conditions. The results show that by changing out cells in the battery pack, the state of health of the pack can be consistently maintained above a certain threshold value selected by the user. In situations where the cells are checked for replacement at discrete intervals, referred to as maintenance event intervals, it is found that the length of the interval is dependent on the mean time to failure of the individual cells. The simulation framework as well as the results from this paper can be utilized to better optimize lithium ion battery pack design in EVs and make long term deployment of EVs more economically feasible.

  4. Evaluation of aquifer heterogeneity effects on river flow loss using a transition probability framework

    USGS Publications Warehouse

    Engdahl, N.B.; Vogler, E.T.; Weissmann, G.S.

    2010-01-01

    River-aquifer exchange is considered within a transition probability framework along the Rio Grande in Albuquerque, New Mexico, to provide a stochastic estimate of aquifer heterogeneity and river loss. Six plausible hydrofacies configurations were determined using categorized drill core and wetland survey data processed through the TPROGS geostatistical package. A base case homogeneous model was also constructed for comparison. River loss was simulated for low, moderate, and high Rio Grande stages and several different riverside drain stage configurations. Heterogeneity effects were quantified by determining the mean and variance of the K field for each realization compared to the root-mean-square (RMS) error of the observed groundwater head data. Simulation results showed that the heterogeneous models produced smaller estimates of loss than the homogeneous approximation. Differences between heterogeneous and homogeneous model results indicate that the use of a homogeneous K in a regional-scale model may result in an overestimation of loss but comparable RMS error. We find that the simulated river loss is dependent on the aquifer structure and is most sensitive to the volumetric proportion of fines within the river channel. Copyright 2010 by the American Geophysical Union.

  5. Tensegrity and motor-driven effective interactions in a model cytoskeleton

    NASA Astrophysics Data System (ADS)

    Wang, Shenshen; Wolynes, Peter G.

    2012-04-01

    Actomyosin networks are major structural components of the cell. They provide mechanical integrity and allow dynamic remodeling of eukaryotic cells, self-organizing into the diverse patterns essential for development. We provide a theoretical framework to investigate the intricate interplay between local force generation, network connectivity, and collective action of molecular motors. This framework is capable of accommodating both regular and heterogeneous pattern formation, arrested coarsening and macroscopic contraction in a unified manner. We model the actomyosin system as a motorized cat's cradle consisting of a crosslinked network of nonlinear elastic filaments subjected to spatially anti-correlated motor kicks acting on motorized (fibril) crosslinks. The phase diagram suggests there can be arrested phase separation which provides a natural explanation for the aggregation and coalescence of actomyosin condensates. Simulation studies confirm the theoretical picture that a nonequilibrium many-body system driven by correlated motor kicks can behave as if it were at an effective equilibrium, but with modified interactions that account for the correlation of the motor driven motions of the actively bonded nodes. Regular aster patterns are observed both in Brownian dynamics simulations at effective equilibrium and in the complete stochastic simulations. The results show that large-scale contraction requires correlated kicking.

  6. 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.

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

    NASA Technical Reports Server (NTRS)

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

    1973-01-01

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

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

    USGS Publications Warehouse

    Boore, David

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-12-01

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

  10. Hybrid stochastic simulations of intracellular reaction-diffusion systems.

    PubMed

    Kalantzis, Georgios

    2009-06-01

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

  11. Estimating rare events in biochemical systems using conditional sampling.

    PubMed

    Sundar, V S

    2017-01-28

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

  12. 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.

  13. Wikipedia editing dynamics.

    PubMed

    Gandica, Y; Carvalho, J; Sampaio Dos Aidos, F

    2015-01-01

    A model for the probabilistic function followed in editing Wikipedia is presented and compared with simulations and real data. It is argued that the probability of editing is proportional to the editor's number of previous edits (preferential attachment), to the editor's fitness, and to an aging factor. Using these simple ingredients, it is possible to reproduce the results obtained for Wikipedia editing dynamics for a collection of single pages as well as the averaged results. Using a stochastic process framework, a recursive equation was obtained for the average of the number of edits per editor that seems to describe the editing behavior in Wikipedia.

  14. Wikipedia editing dynamics

    NASA Astrophysics Data System (ADS)

    Gandica, Y.; Carvalho, J.; Sampaio dos Aidos, F.

    2015-01-01

    A model for the probabilistic function followed in editing Wikipedia is presented and compared with simulations and real data. It is argued that the probability of editing is proportional to the editor's number of previous edits (preferential attachment), to the editor's fitness, and to an aging factor. Using these simple ingredients, it is possible to reproduce the results obtained for Wikipedia editing dynamics for a collection of single pages as well as the averaged results. Using a stochastic process framework, a recursive equation was obtained for the average of the number of edits per editor that seems to describe the editing behavior in Wikipedia.

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

    PubMed

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

    2016-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

  17. 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.

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

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

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

    2015-12-21

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

  19. 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.

  20. 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

  1. Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

    DTIC Science & Technology

    2003-07-21

    Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance Vincent A. Cicirello CMU-RI-TR-03-27 Submitted in partial fulfillment...AND SUBTITLE Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM...lead to the development of a search control framework, called QD-BEACON that uses online -generated statistical models of search performance to

  2. A New Approach to Predict Microbial Community Assembly and Function Using a Stochastic, Genome-Enabled Modeling Framework

    NASA Astrophysics Data System (ADS)

    King, E.; Brodie, E.; Anantharaman, K.; Karaoz, U.; Bouskill, N.; Banfield, J. F.; Steefel, C. I.; Molins, S.

    2016-12-01

    Characterizing and predicting the microbial and chemical compositions of subsurface aquatic systems necessitates an understanding of the metabolism and physiology of organisms that are often uncultured or studied under conditions not relevant for one's environment of interest. Cultivation-independent approaches are therefore important and have greatly enhanced our ability to characterize functional microbial diversity. The capability to reconstruct genomes representing thousands of populations from microbial communities using metagenomic techniques provides a foundation for development of predictive models for community structure and function. Here, we discuss a genome-informed stochastic trait-based model incorporated into a reactive transport framework to represent the activities of coupled guilds of hypothetical microorganisms. Metabolic pathways for each microbe within a functional guild are parameterized from metagenomic data with a unique combination of traits governing organism fitness under dynamic environmental conditions. We simulate the thermodynamics of coupled electron donor and acceptor reactions to predict the energy available for cellular maintenance, respiration, biomass development, and enzyme production. While `omics analyses can now characterize the metabolic potential of microbial communities, it is functionally redundant as well as computationally prohibitive to explicitly include the thousands of recovered organisms into biogeochemical models. However, one can derive potential metabolic pathways from genomes along with trait-linkages to build probability distributions of traits. These distributions are used to assemble groups of microbes that couple one or more of these pathways. From the initial ensemble of microbes, only a subset will persist based on the interaction of their physiological and metabolic traits with environmental conditions, competing organisms, etc. Here, we analyze the predicted niches of these hypothetical microbes and assess the ability of a stochastically assembled community of organisms to predict subsurface biogeochemical dynamics.

  3. Microgrid energy dispatching for industrial zones with renewable generations and electric vehicles via stochastic optimization and learning

    NASA Astrophysics Data System (ADS)

    Zhang, Kai; Li, Jingzhi; He, Zhubin; Yan, Wanfeng

    2018-07-01

    In this paper, a stochastic optimization framework is proposed to address the microgrid energy dispatching problem with random renewable generation and vehicle activity pattern, which is closer to the practical applications. The patterns of energy generation, consumption and storage availability are all random and unknown at the beginning, and the microgrid controller design (MCD) is formulated as a Markov decision process (MDP). Hence, an online learning-based control algorithm is proposed for the microgrid, which could adapt the control policy with increasing knowledge of the system dynamics and converges to the optimal algorithm. We adopt the linear approximation idea to decompose the original value functions as the summation of each per-battery value function. As a consequence, the computational complexity is significantly reduced from exponential growth to linear growth with respect to the size of battery states. Monte Carlo simulation of different scenarios demonstrates the effectiveness and efficiency of our algorithm.

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

    PubMed

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

    2005-08-01

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

  5. 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.

  6. 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.

  7. Monte Carlo Solution to Find Input Parameters in Systems Design Problems

    NASA Astrophysics Data System (ADS)

    Arsham, Hossein

    2013-06-01

    Most engineering system designs, such as product, process, and service design, involve a framework for arriving at a target value for a set of experiments. This paper considers a stochastic approximation algorithm for estimating the controllable input parameter within a desired accuracy, given a target value for the performance function. Two different problems, what-if and goal-seeking problems, are explained and defined in an auxiliary simulation model, which represents a local response surface model in terms of a polynomial. A method of constructing this polynomial by a single run simulation is explained. An algorithm is given to select the design parameter for the local response surface model. Finally, the mean time to failure (MTTF) of a reliability subsystem is computed and compared with its known analytical MTTF value for validation purposes.

  8. Unveiling Galaxy Bias via the Halo Model, KiDS and GAMA

    NASA Astrophysics Data System (ADS)

    Dvornik, Andrej; Hoekstra, Henk; Kuijken, Konrad; Schneider, Peter; Amon, Alexandra; Nakajima, Reiko; Viola, Massimo; Choi, Ami; Erben, Thomas; Farrow, Daniel J.; Heymans, Catherine; Hildebrandt, Hendrik; Sifón, Cristóbal; Wang, Lingyu

    2018-06-01

    We measure the projected galaxy clustering and galaxy-galaxy lensing signals using the Galaxy And Mass Assembly (GAMA) survey and Kilo-Degree Survey (KiDS) to study galaxy bias. We use the concept of non-linear and stochastic galaxy biasing in the framework of halo occupation statistics to constrain the parameters of the halo occupation statistics and to unveil the origin of galaxy biasing. The bias function Γgm(rp), where rp is the projected comoving separation, is evaluated using the analytical halo model from which the scale dependence of Γgm(rp), and the origin of the non-linearity and stochasticity in halo occupation models can be inferred. Our observations unveil the physical reason for the non-linearity and stochasticity, further explored using hydrodynamical simulations, with the stochasticity mostly originating from the non-Poissonian behaviour of satellite galaxies in the dark matter haloes and their spatial distribution, which does not follow the spatial distribution of dark matter in the halo. The observed non-linearity is mostly due to the presence of the central galaxies, as was noted from previous theoretical work on the same topic. We also see that overall, more massive galaxies reveal a stronger scale dependence, and out to a larger radius. Our results show that a wealth of information about galaxy bias is hidden in halo occupation models. These models should therefore be used to determine the influence of galaxy bias in cosmological studies.

  9. A theoretical stochastic control framework for adapting radiotherapy to hypoxia

    NASA Astrophysics Data System (ADS)

    Saberian, Fatemeh; Ghate, Archis; Kim, Minsun

    2016-10-01

    Hypoxia, that is, insufficient oxygen partial pressure, is a known cause of reduced radiosensitivity in solid tumors, and especially in head-and-neck tumors. It is thus believed to adversely affect the outcome of fractionated radiotherapy. Oxygen partial pressure varies spatially and temporally over the treatment course and exhibits inter-patient and intra-tumor variation. Emerging advances in non-invasive functional imaging offer the future possibility of adapting radiotherapy plans to this uncertain spatiotemporal evolution of hypoxia over the treatment course. We study the potential benefits of such adaptive planning via a theoretical stochastic control framework using computer-simulated evolution of hypoxia on computer-generated test cases in head-and-neck cancer. The exact solution of the resulting control problem is computationally intractable. We develop an approximation algorithm, called certainty equivalent control, that calls for the solution of a sequence of convex programs over the treatment course; dose-volume constraints are handled using a simple constraint generation method. These convex programs are solved using an interior point algorithm with a logarithmic barrier via Newton’s method and backtracking line search. Convexity of various formulations in this paper is guaranteed by a sufficient condition on radiobiological tumor-response parameters. This condition is expected to hold for head-and-neck tumors and for other similarly responding tumors where the linear dose-response parameter is larger than the quadratic dose-response parameter. We perform numerical experiments on four test cases by using a first-order vector autoregressive process with exponential and rational-quadratic covariance functions from the spatiotemporal statistics literature to simulate the evolution of hypoxia. Our results suggest that dynamic planning could lead to a considerable improvement in the number of tumor cells remaining at the end of the treatment course. Through these simulations, we also gain insights into when and why dynamic planning is likely to yield the largest benefits.

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

    PubMed

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

    2018-04-01

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

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

    NASA Astrophysics Data System (ADS)

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

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

  12. Effect of monthly areal rainfall uncertainty on streamflow simulation

    NASA Astrophysics Data System (ADS)

    Ndiritu, J. G.; Mkhize, N.

    2017-08-01

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

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

    ERIC Educational Resources Information Center

    Saldanha, Luis

    2016-01-01

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

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

    Treesearch

    Hong S. He; David J. Mladenoff

    1999-01-01

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

  15. 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.

  16. SDE decomposition and A-type stochastic interpretation in nonequilibrium processes

    NASA Astrophysics Data System (ADS)

    Yuan, Ruoshi; Tang, Ying; Ao, Ping

    2017-12-01

    An innovative theoretical framework for stochastic dynamics based on the decomposition of a stochastic differential equation (SDE) into a dissipative component, a detailed-balance-breaking component, and a dual-role potential landscape has been developed, which has fruitful applications in physics, engineering, chemistry, and biology. It introduces the A-type stochastic interpretation of the SDE beyond the traditional Ito or Stratonovich interpretation or even the α-type interpretation for multidimensional systems. The potential landscape serves as a Hamiltonian-like function in nonequilibrium processes without detailed balance, which extends this important concept from equilibrium statistical physics to the nonequilibrium region. A question on the uniqueness of the SDE decomposition was recently raised. Our review of both the mathematical and physical aspects shows that uniqueness is guaranteed. The demonstration leads to a better understanding of the robustness of the novel framework. In addition, we discuss related issues including the limitations of an approach to obtaining the potential function from a steady-state distribution.

  17. Equivalence of Brownian dynamics and dynamic Monte Carlo simulations in multicomponent colloidal suspensions.

    PubMed

    Cuetos, Alejandro; Patti, Alessandro

    2015-08-01

    We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.

  18. 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

  19. 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.

  20. A Stochastic Water Balance Framework for Lowland Watersheds

    NASA Astrophysics Data System (ADS)

    Thompson, Sally; MacVean, Lissa; Sivapalan, Murugesu

    2017-11-01

    The water balance dynamics in lowland watersheds are influenced not only by local hydroclimatic controls on energy and water availability, but also by imports of water from the upstream watershed. These imports result in a stochastic extent of inundation in lowland watersheds that is determined by the local flood regime, watershed topography, and the rate of loss processes such as drainage and evaporation. Thus, lowland watershed water balances depend on two stochastic processes—rainfall and local inundation dynamics. Lowlands are high productivity environments that are disproportionately associated with urbanization, high productivity agriculture, biodiversity, and flood risk. Consequently, they are being rapidly altered by human development—generally with clear economic and social motivation—but also with significant trade-offs in ecosystem services provision, directly related to changes in the components and variability of the lowland water balance. We present a stochastic framework to assess the lowland water balance and its sensitivity to two common human interventions—replacement of native vegetation with alternative land uses, and construction of local flood protection levees. By providing analytical solutions for the mean and PDF of the water balance components, the proposed framework provides a mechanism to connect human interventions to hydrologic outcomes, and, in conjunction with ecosystem service production estimates, to evaluate trade-offs associated with lowland watershed development.

  1. Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic-stochastic inputs

    NASA Astrophysics Data System (ADS)

    Ramos, José A.; Mercère, Guillaume

    2016-12-01

    In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic-stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.

  2. Investigating the two-moment characterisation of subcellular biochemical networks.

    PubMed

    Ullah, Mukhtar; Wolkenhauer, Olaf

    2009-10-07

    While ordinary differential equations (ODEs) form the conceptual framework for modelling many cellular processes, specific situations demand stochastic models to capture the influence of noise. The most common formulation of stochastic models for biochemical networks is the chemical master equation (CME). While stochastic simulations are a practical way to realise the CME, analytical approximations offer more insight into the influence of noise. Towards that end, the two-moment approximation (2MA) is a promising addition to the established analytical approaches including the chemical Langevin equation (CLE) and the related linear noise approximation (LNA). The 2MA approach directly tracks the mean and (co)variance which are coupled in general. This coupling is not obvious in CME and CLE and ignored by LNA and conventional ODE models. We extend previous derivations of 2MA by allowing (a) non-elementary reactions and (b) relative concentrations. Often, several elementary reactions are approximated by a single step. Furthermore, practical situations often require the use of relative concentrations. We investigate the applicability of the 2MA approach to the well-established fission yeast cell cycle model. Our analytical model reproduces the clustering of cycle times observed in experiments. This is explained through multiple resettings of M-phase promoting factor (MPF), caused by the coupling between mean and (co)variance, near the G2/M transition.

  3. Method of conditional moments (MCM) for the Chemical Master Equation: a unified framework for the method of moments and hybrid stochastic-deterministic models.

    PubMed

    Hasenauer, J; Wolf, V; Kazeroonian, A; Theis, F J

    2014-09-01

    The time-evolution of continuous-time discrete-state biochemical processes is governed by the Chemical Master Equation (CME), which describes the probability of the molecular counts of each chemical species. As the corresponding number of discrete states is, for most processes, large, a direct numerical simulation of the CME is in general infeasible. In this paper we introduce the method of conditional moments (MCM), a novel approximation method for the solution of the CME. The MCM employs a discrete stochastic description for low-copy number species and a moment-based description for medium/high-copy number species. The moments of the medium/high-copy number species are conditioned on the state of the low abundance species, which allows us to capture complex correlation structures arising, e.g., for multi-attractor and oscillatory systems. We prove that the MCM provides a generalization of previous approximations of the CME based on hybrid modeling and moment-based methods. Furthermore, it improves upon these existing methods, as we illustrate using a model for the dynamics of stochastic single-gene expression. This application example shows that due to the more general structure, the MCM allows for the approximation of multi-modal distributions.

  4. Discrete stochastic simulation methods for chemically reacting systems.

    PubMed

    Cao, Yang; Samuels, David C

    2009-01-01

    Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

  5. 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

  6. 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.

  7. Adaptive hybrid simulations for multiscale stochastic reaction networks

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

    Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

    2015-01-21

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

  8. Adaptive hybrid simulations for multiscale stochastic reaction networks.

    PubMed

    Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

    2015-01-21

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

  9. On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

    PubMed

    Faizullah, Faiz

    2016-01-01

    The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

  10. 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.

  11. Generalized binomial τ-leap method for biochemical kinetics incorporating both delay and intrinsic noise

    NASA Astrophysics Data System (ADS)

    Leier, André; Marquez-Lago, Tatiana T.; Burrage, Kevin

    2008-05-01

    The delay stochastic simulation algorithm (DSSA) by Barrio et al. [Plos Comput. Biol. 2, 117(E) (2006)] was developed to simulate delayed processes in cell biology in the presence of intrinsic noise, that is, when there are small-to-moderate numbers of certain key molecules present in a chemical reaction system. These delayed processes can faithfully represent complex interactions and mechanisms that imply a number of spatiotemporal processes often not explicitly modeled such as transcription and translation, basic in the modeling of cell signaling pathways. However, for systems with widely varying reaction rate constants or large numbers of molecules, the simulation time steps of both the stochastic simulation algorithm (SSA) and the DSSA can become very small causing considerable computational overheads. In order to overcome the limit of small step sizes, various τ-leap strategies have been suggested for improving computational performance of the SSA. In this paper, we present a binomial τ-DSSA method that extends the τ-leap idea to the delay setting and avoids drawing insufficient numbers of reactions, a common shortcoming of existing binomial τ-leap methods that becomes evident when dealing with complex chemical interactions. The resulting inaccuracies are most evident in the delayed case, even when considering reaction products as potential reactants within the same time step in which they are produced. Moreover, we extend the framework to account for multicellular systems with different degrees of intercellular communication. We apply these ideas to two important genetic regulatory models, namely, the hes1 gene, implicated as a molecular clock, and a Her1/Her 7 model for coupled oscillating cells.

  12. Assessment of Simulated Ground Motions in Earthquake Engineering Practice: A Case Study for Duzce (Turkey)

    NASA Astrophysics Data System (ADS)

    Karimzadeh, Shaghayegh; Askan, Aysegul; Yakut, Ahmet

    2017-09-01

    Simulated ground motions can be used in structural and earthquake engineering practice as an alternative to or to augment the real ground motion data sets. Common engineering applications of simulated motions are linear and nonlinear time history analyses of building structures, where full acceleration records are necessary. Before using simulated ground motions in such applications, it is important to assess those in terms of their frequency and amplitude content as well as their match with the corresponding real records. In this study, a framework is outlined for assessment of simulated ground motions in terms of their use in structural engineering. Misfit criteria are determined for both ground motion parameters and structural response by comparing the simulated values against the corresponding real values. For this purpose, as a case study, the 12 November 1999 Duzce earthquake is simulated using stochastic finite-fault methodology. Simulated records are employed for time history analyses of frame models of typical residential buildings. Next, the relationships between ground motion misfits and structural response misfits are studied. Results show that the seismological misfits around the fundamental period of selected buildings determine the accuracy of the simulated responses in terms of their agreement with the observed responses.

  13. 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.

  14. An efficient hybrid method for stochastic reaction-diffusion biochemical systems with delay

    NASA Astrophysics Data System (ADS)

    Sayyidmousavi, Alireza; Ilie, Silvana

    2017-12-01

    Many chemical reactions, such as gene transcription and translation in living cells, need a certain time to finish once they are initiated. Simulating stochastic models of reaction-diffusion systems with delay can be computationally expensive. In the present paper, a novel hybrid algorithm is proposed to accelerate the stochastic simulation of delayed reaction-diffusion systems. The delayed reactions may be of consuming or non-consuming delay type. The algorithm is designed for moderately stiff systems in which the events can be partitioned into slow and fast subsets according to their propensities. The proposed algorithm is applied to three benchmark problems and the results are compared with those of the delayed Inhomogeneous Stochastic Simulation Algorithm. The numerical results show that the new hybrid algorithm achieves considerable speed-up in the run time and very good accuracy.

  15. 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

  16. Stochastic Robust Mathematical Programming Model for Power System Optimization

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

    Liu, Cong; Changhyeok, Lee; Haoyong, Chen

    2016-01-01

    This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

  17. Statement Verification: A Stochastic Model of Judgment and Response.

    ERIC Educational Resources Information Center

    Wallsten, Thomas S.; Gonzalez-Vallejo, Claudia

    1994-01-01

    A stochastic judgment model (SJM) is presented as a framework for addressing issues in statement verification and probability judgment. Results of 5 experiments with 264 undergraduates support the validity of the model and provide new information that is interpreted in terms of the SJM. (SLD)

  18. Evaluation of breeding strategies for polledness in dairy cattle using a newly developed simulation framework for quantitative and Mendelian traits.

    PubMed

    Scheper, Carsten; Wensch-Dorendorf, Monika; Yin, Tong; Dressel, Holger; Swalve, Herrmann; König, Sven

    2016-06-29

    Intensified selection of polled individuals has recently gained importance in predominantly horned dairy cattle breeds as an alternative to routine dehorning. The status quo of the current polled breeding pool of genetically-closely related artificial insemination sires with lower breeding values for performance traits raises questions regarding the effects of intensified selection based on this founder pool. We developed a stochastic simulation framework that combines the stochastic simulation software QMSim and a self-designed R program named QUALsim that acts as an external extension. Two traits were simulated in a dairy cattle population for 25 generations: one quantitative (QMSim) and one qualitative trait with Mendelian inheritance (i.e. polledness, QUALsim). The assignment scheme for qualitative trait genotypes initiated realistic initial breeding situations regarding allele frequencies, true breeding values for the quantitative trait and genetic relatedness. Intensified selection for polled cattle was achieved using an approach that weights estimated breeding values in the animal best linear unbiased prediction model for the quantitative trait depending on genotypes or phenotypes for the polled trait with a user-defined weighting factor. Selection response for the polled trait was highest in the selection scheme based on genotypes. Selection based on phenotypes led to significantly lower allele frequencies for polled. The male selection path played a significantly greater role for a fast dissemination of polled alleles compared to female selection strategies. Fixation of the polled allele implies selection based on polled genotypes among males. In comparison to a base breeding scenario that does not take polledness into account, intensive selection for polled substantially reduced genetic gain for this quantitative trait after 25 generations. Reducing selection intensity for polled males while maintaining strong selection intensity among females, simultaneously decreased losses in genetic gain and achieved a final allele frequency of 0.93 for polled. A fast transition to a completely polled population through intensified selection for polled was in contradiction to the preservation of high genetic gain for the quantitative trait. Selection on male polled genotypes with moderate weighting, and selection on female polled phenotypes with high weighting, could be a suitable compromise regarding all important breeding aspects.

  19. Debates - Stochastic subsurface hydrology from theory to practice: Introduction

    NASA Astrophysics Data System (ADS)

    Rajaram, Harihar

    2016-12-01

    This paper introduces the papers in the "Debates - Stochastic Subsurface Hydrology from Theory to Practice" series. Beginning in the 1970s, the field of stochastic subsurface hydrology has been an active field of research, with over 3500 journal publications, of which over 850 have appeared in Water Resources Research. We are fortunate to have insightful contributions from four groups of distinguished authors who discuss the reasons why the advanced research framework established in stochastic subsurface hydrology has not impacted the practice of groundwater flow and transport modeling and design significantly. There is reasonable consensus that a community effort aimed at developing "toolboxes" for applications of stochastic methods will make them more accessible and encourage practical applications.

  20. Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

    USDA-ARS?s Scientific Manuscript database

    A dynamic, stochastic, mechanistic simulation model of a dairy business was developed to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm system within a partial budgeting fram...

  1. ASSESSING RESIDENTIAL EXPOSURE USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL

    EPA Science Inventory

    As part of a workshop sponsored by the Environmental Protection Agency's Office of Research and Development and Office of Pesticide Programs, the Aggregate Stochastic Human Exposure and Dose Simulation (SHEDS) Model was used to assess potential aggregate residential pesticide e...

  2. Stochastic Human Exposure and Dose Simulation for Air Toxics

    EPA Science Inventory

    The Stochastic Human Exposure and Dose Simulation model for Air Toxics (SHEDS-AirToxics) is a multimedia, multipathway population-based exposure and dose model for air toxics developed by the US EPA's National Exposure Research Laboratory (NERL). SHEDS-AirToxics uses a probabili...

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

    PubMed Central

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

    2017-01-01

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

  4. 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

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

    DOE PAGES

    Wang, Yong; Zhang, Guang J.

    2016-09-29

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

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

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

    Wang, Yong; Zhang, Guang J.

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

  7. Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist

    PubMed Central

    Banerjee, Debjani; Bellesia, Giovanni; Daigle, Bernie J.; Douglas, Geoffrey; Gu, Mengyuan; Gupta, Anand; Hellander, Stefan; Horuk, Chris; Nath, Dibyendu; Takkar, Aviral; Lötstedt, Per; Petzold, Linda R.

    2016-01-01

    We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources and exchange models via a public model repository. We demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity. PMID:27930676

  8. Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist

    DOE PAGES

    Drawert, Brian; Hellander, Andreas; Bales, Ben; ...

    2016-12-08

    We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources andmore » exchange models via a public model repository. We also demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity.« less

  9. Online model checking approach based parameter estimation to a neuronal fate decision simulation model in Caenorhabditis elegans with hybrid functional Petri net with extension.

    PubMed

    Li, Chen; Nagasaki, Masao; Koh, Chuan Hock; Miyano, Satoru

    2011-05-01

    Mathematical modeling and simulation studies are playing an increasingly important role in helping researchers elucidate how living organisms function in cells. In systems biology, researchers typically tune many parameters manually to achieve simulation results that are consistent with biological knowledge. This severely limits the size and complexity of simulation models built. In order to break this limitation, we propose a computational framework to automatically estimate kinetic parameters for a given network structure. We utilized an online (on-the-fly) model checking technique (which saves resources compared to the offline approach), with a quantitative modeling and simulation architecture named hybrid functional Petri net with extension (HFPNe). We demonstrate the applicability of this framework by the analysis of the underlying model for the neuronal cell fate decision model (ASE fate model) in Caenorhabditis elegans. First, we built a quantitative ASE fate model containing 3327 components emulating nine genetic conditions. Then, using our developed efficient online model checker, MIRACH 1.0, together with parameter estimation, we ran 20-million simulation runs, and were able to locate 57 parameter sets for 23 parameters in the model that are consistent with 45 biological rules extracted from published biological articles without much manual intervention. To evaluate the robustness of these 57 parameter sets, we run another 20 million simulation runs using different magnitudes of noise. Our simulation results concluded that among these models, one model is the most reasonable and robust simulation model owing to the high stability against these stochastic noises. Our simulation results provide interesting biological findings which could be used for future wet-lab experiments.

  10. Bringing consistency to simulation of population models--Poisson simulation as a bridge between micro and macro simulation.

    PubMed

    Gustafsson, Leif; Sternad, Mikael

    2007-10-01

    Population models concern collections of discrete entities such as atoms, cells, humans, animals, etc., where the focus is on the number of entities in a population. Because of the complexity of such models, simulation is usually needed to reproduce their complete dynamic and stochastic behaviour. Two main types of simulation models are used for different purposes, namely micro-simulation models, where each individual is described with its particular attributes and behaviour, and macro-simulation models based on stochastic differential equations, where the population is described in aggregated terms by the number of individuals in different states. Consistency between micro- and macro-models is a crucial but often neglected aspect. This paper demonstrates how the Poisson Simulation technique can be used to produce a population macro-model consistent with the corresponding micro-model. This is accomplished by defining Poisson Simulation in strictly mathematical terms as a series of Poisson processes that generate sequences of Poisson distributions with dynamically varying parameters. The method can be applied to any population model. It provides the unique stochastic and dynamic macro-model consistent with a correct micro-model. The paper also presents a general macro form for stochastic and dynamic population models. In an appendix Poisson Simulation is compared with Markov Simulation showing a number of advantages. Especially aggregation into state variables and aggregation of many events per time-step makes Poisson Simulation orders of magnitude faster than Markov Simulation. Furthermore, you can build and execute much larger and more complicated models with Poisson Simulation than is possible with the Markov approach.

  11. Holistic irrigation water management approach based on stochastic soil water dynamics

    NASA Astrophysics Data System (ADS)

    Alizadeh, H.; Mousavi, S. J.

    2012-04-01

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

  12. Data-driven Climate Modeling and Prediction

    NASA Astrophysics Data System (ADS)

    Kondrashov, D. A.; Chekroun, M.

    2016-12-01

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

  13. Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

    PubMed

    Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

    2017-09-26

    The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

  14. Simulation of quantum dynamics based on the quantum stochastic differential equation.

    PubMed

    Li, Ming

    2013-01-01

    The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

  15. Further studies using matched filter theory and stochastic simulation for gust loads prediction

    NASA Technical Reports Server (NTRS)

    Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

    1993-01-01

    This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

  16. 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.

  17. Simulating galactic dust grain evolution on a moving mesh

    NASA Astrophysics Data System (ADS)

    McKinnon, Ryan; Vogelsberger, Mark; Torrey, Paul; Marinacci, Federico; Kannan, Rahul

    2018-05-01

    Interstellar dust is an important component of the galactic ecosystem, playing a key role in multiple galaxy formation processes. We present a novel numerical framework for the dynamics and size evolution of dust grains implemented in the moving-mesh hydrodynamics code AREPO suited for cosmological galaxy formation simulations. We employ a particle-based method for dust subject to dynamical forces including drag and gravity. The drag force is implemented using a second-order semi-implicit integrator and validated using several dust-hydrodynamical test problems. Each dust particle has a grain size distribution, describing the local abundance of grains of different sizes. The grain size distribution is discretised with a second-order piecewise linear method and evolves in time according to various dust physical processes, including accretion, sputtering, shattering, and coagulation. We present a novel scheme for stochastically forming dust during stellar evolution and new methods for sub-cycling of dust physics time-steps. Using this model, we simulate an isolated disc galaxy to study the impact of dust physical processes that shape the interstellar grain size distribution. We demonstrate, for example, how dust shattering shifts the grain size distribution to smaller sizes resulting in a significant rise of radiation extinction from optical to near-ultraviolet wavelengths. Our framework for simulating dust and gas mixtures can readily be extended to account for other dynamical processes relevant in galaxy formation, like magnetohydrodynamics, radiation pressure, and thermo-chemical processes.

  18. Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

    NASA Astrophysics Data System (ADS)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-08-01

    This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

  19. Stochastic Simulation Tool for Aerospace Structural Analysis

    NASA Technical Reports Server (NTRS)

    Knight, Norman F.; Moore, David F.

    2006-01-01

    Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

  20. Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone.

    PubMed

    Frasso, Gianluca; Lambert, Philippe

    2016-10-01

    SummaryThe 2014 Ebola outbreak in Sierra Leone is analyzed using a susceptible-exposed-infectious-removed (SEIR) epidemic compartmental model. The discrete time-stochastic model for the epidemic evolution is coupled to a set of ordinary differential equations describing the dynamics of the expected proportions of subjects in each epidemic state. The unknown parameters are estimated in a Bayesian framework by combining data on the number of new (laboratory confirmed) Ebola cases reported by the Ministry of Health and prior distributions for the transition rates elicited using information collected by the WHO during the follow-up of specific Ebola cases. The time-varying disease transmission rate is modeled in a flexible way using penalized B-splines. Our framework represents a valuable stochastic tool for the study of an epidemic dynamic even when only irregularly observed and possibly aggregated data are available. Simulations and the analysis of the 2014 Sierra Leone Ebola data highlight the merits of the proposed methodology. In particular, the flexible modeling of the disease transmission rate makes the estimation of the effective reproduction number robust to the misspecification of the initial epidemic states and to underreporting of the infectious cases. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  1. Stochastic reduced order models for inverse problems under uncertainty

    PubMed Central

    Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

    2014-01-01

    This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

  2. AESS: Accelerated Exact Stochastic Simulation

    NASA Astrophysics Data System (ADS)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution method: The Accelerated Exact Stochastic Simulation (AESS) tool provides implementations of a wide variety of popular variations on the Gillespie method. Users can select the specific algorithm considered most appropriate. Comparisons between the methods and with other available implementations indicate that AESS provides the fastest known implementation of Gillespie's method for a variety of test models. Users may wish to execute ensembles of simulations to sweep parameters or to obtain better statistical results, so AESS supports acceleration of ensembles of simulation using parallel processing with MPI, SSE vector units on x86 processors, and/or using NVIDIA GPUs with CUDA.

  3. Stochastic representation of fire behavior in a wildland fire protection planning model for California.

    Treesearch

    J. Keith Gilless; Jeremy S. Fried

    1998-01-01

    A fire behavior module was developed for the California Fire Economics Simulator version 2 (CFES2), a stochastic simulation model of initial attack on wildland fire used by the California Department of Forestry and Fire Protection. Fire rate of spread (ROS) and fire dispatch level (FDL) for simulated fires "occurring" on the same day are determined by making...

  4. Impact of number of realizations on the suitability of simulated weather data for hydrologic and environmental applications

    USDA-ARS?s Scientific Manuscript database

    Stochastic weather generators are widely used in hydrological, environmental, and agricultural applications to simulate and forecast weather time series. However, such stochastic processes usually produce random outputs hence the question on how representative the generated data are if obtained fro...

  5. A combinatorial framework to quantify peak/pit asymmetries in complex dynamics.

    PubMed

    Hasson, Uri; Iacovacci, Jacopo; Davis, Ben; Flanagan, Ryan; Tagliazucchi, Enzo; Laufs, Helmut; Lacasa, Lucas

    2018-02-23

    We explore a combinatorial framework which efficiently quantifies the asymmetries between minima and maxima in local fluctuations of time series. We first showcase its performance by applying it to a battery of synthetic cases. We find rigorous results on some canonical dynamical models (stochastic processes with and without correlations, chaotic processes) complemented by extensive numerical simulations for a range of processes which indicate that the methodology correctly distinguishes different complex dynamics and outperforms state of the art metrics in several cases. Subsequently, we apply this methodology to real-world problems emerging across several disciplines including cases in neurobiology, finance and climate science. We conclude that differences between the statistics of local maxima and local minima in time series are highly informative of the complex underlying dynamics and a graph-theoretic extraction procedure allows to use these features for statistical learning purposes.

  6. Snoopy--a unifying Petri net framework to investigate biomolecular networks.

    PubMed

    Rohr, Christian; Marwan, Wolfgang; Heiner, Monika

    2010-04-01

    To investigate biomolecular networks, Snoopy provides a unifying Petri net framework comprising a family of related Petri net classes. Models can be hierarchically structured, allowing for the mastering of larger networks. To move easily between the qualitative, stochastic and continuous modelling paradigms, models can be converted into each other. We get models sharing structure, but specialized by their kinetic information. The analysis and iterative reverse engineering of biomolecular networks is supported by the simultaneous use of several Petri net classes, while the graphical user interface adapts dynamically to the active one. Built-in animation and simulation are complemented by exports to various analysis tools. Snoopy facilitates the addition of new Petri net classes thanks to its generic design. Our tool with Petri net samples is available free of charge for non-commercial use at http://www-dssz.informatik.tu-cottbus.de/snoopy.html; supported operating systems: Mac OS X, Windows and Linux (selected distributions).

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

    DOE PAGES

    Chen, Zheng; Liu, Liu; Mu, Lin

    2017-05-03

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

  8. Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

    NASA Astrophysics Data System (ADS)

    Wang, C.; Rubin, Y.

    2014-12-01

    Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

  9. Quasi-continuous stochastic simulation framework for flood modelling

    NASA Astrophysics Data System (ADS)

    Moustakis, Yiannis; Kossieris, Panagiotis; Tsoukalas, Ioannis; Efstratiadis, Andreas

    2017-04-01

    Typically, flood modelling in the context of everyday engineering practices is addressed through event-based deterministic tools, e.g., the well-known SCS-CN method. A major shortcoming of such approaches is the ignorance of uncertainty, which is associated with the variability of soil moisture conditions and the variability of rainfall during the storm event.In event-based modeling, the sole expression of uncertainty is the return period of the design storm, which is assumed to represent the acceptable risk of all output quantities (flood volume, peak discharge, etc.). On the other hand, the varying antecedent soil moisture conditions across the basin are represented by means of scenarios (e.g., the three AMC types by SCS),while the temporal distribution of rainfall is represented through standard deterministic patterns (e.g., the alternative blocks method). In order to address these major inconsistencies,simultaneously preserving the simplicity and parsimony of the SCS-CN method, we have developed a quasi-continuous stochastic simulation approach, comprising the following steps: (1) generation of synthetic daily rainfall time series; (2) update of potential maximum soil moisture retention, on the basis of accumulated five-day rainfall; (3) estimation of daily runoff through the SCS-CN formula, using as inputs the daily rainfall and the updated value of soil moisture retention;(4) selection of extreme events and application of the standard SCS-CN procedure for each specific event, on the basis of synthetic rainfall.This scheme requires the use of two stochastic modelling components, namely the CastaliaR model, for the generation of synthetic daily data, and the HyetosMinute model, for the disaggregation of daily rainfall to finer temporal scales. Outcomes of this approach are a large number of synthetic flood events, allowing for expressing the design variables in statistical terms and thus properly evaluating the flood risk.

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

    PubMed

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

    2006-02-28

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

  11. A Reliability Estimation in Modeling Watershed Runoff With Uncertainties

    NASA Astrophysics Data System (ADS)

    Melching, Charles S.; Yen, Ben Chie; Wenzel, Harry G., Jr.

    1990-10-01

    The reliability of simulation results produced by watershed runoff models is a function of uncertainties in nature, data, model parameters, and model structure. A framework is presented here for using a reliability analysis method (such as first-order second-moment techniques or Monte Carlo simulation) to evaluate the combined effect of the uncertainties on the reliability of output hydrographs from hydrologic models. For a given event the prediction reliability can be expressed in terms of the probability distribution of the estimated hydrologic variable. The peak discharge probability for a watershed in Illinois using the HEC-1 watershed model is given as an example. The study of the reliability of predictions from watershed models provides useful information on the stochastic nature of output from deterministic models subject to uncertainties and identifies the relative contribution of the various uncertainties to unreliability of model predictions.

  12. 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.

  13. Multithreaded Stochastic PDES for Reactions and Diffusions in Neurons.

    PubMed

    Lin, Zhongwei; Tropper, Carl; Mcdougal, Robert A; Patoary, Mohammand Nazrul Ishlam; Lytton, William W; Yao, Yiping; Hines, Michael L

    2017-07-01

    Cells exhibit stochastic behavior when the number of molecules is small. Hence a stochastic reaction-diffusion simulator capable of working at scale can provide a more accurate view of molecular dynamics within the cell. This paper describes a parallel discrete event simulator, Neuron Time Warp-Multi Thread (NTW-MT), developed for the simulation of reaction diffusion models of neurons. To the best of our knowledge, this is the first parallel discrete event simulator oriented towards stochastic simulation of chemical reactions in a neuron. The simulator was developed as part of the NEURON project. NTW-MT is optimistic and thread-based, which attempts to capitalize on multi-core architectures used in high performance machines. It makes use of a multi-level queue for the pending event set and a single roll-back message in place of individual anti-messages to disperse contention and decrease the overhead of processing rollbacks. Global Virtual Time is computed asynchronously both within and among processes to get rid of the overhead for synchronizing threads. Memory usage is managed in order to avoid locking and unlocking when allocating and de-allocating memory and to maximize cache locality. We verified our simulator on a calcium buffer model. We examined its performance on a calcium wave model, comparing it to the performance of a process based optimistic simulator and a threaded simulator which uses a single priority queue for each thread. Our multi-threaded simulator is shown to achieve superior performance to these simulators. Finally, we demonstrated the scalability of our simulator on a larger CICR model and a more detailed CICR model.

  14. The subtle business of model reduction for stochastic chemical kinetics

    NASA Astrophysics Data System (ADS)

    Gillespie, Dan T.; Cao, Yang; Sanft, Kevin R.; Petzold, Linda R.

    2009-02-01

    This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S1⇌S2→S3, whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S3-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

  15. The subtle business of model reduction for stochastic chemical kinetics.

    PubMed

    Gillespie, Dan T; Cao, Yang; Sanft, Kevin R; Petzold, Linda R

    2009-02-14

    This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S(1)<=>S(2)-->S(3), whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S(3)-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

  16. Optimality, stochasticity, and variability in motor behavior

    PubMed Central

    Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

    2008-01-01

    Recent theories of motor control have proposed that the nervous system acts as a stochastically optimal controller, i.e. it plans and executes motor behaviors taking into account the nature and statistics of noise. Detrimental effects of noise are converted into a principled way of controlling movements. Attractive aspects of such theories are their ability to explain not only characteristic features of single motor acts, but also statistical properties of repeated actions. Here, we present a critical analysis of stochastic optimality in motor control which reveals several difficulties with this hypothesis. We show that stochastic control may not be necessary to explain the stochastic nature of motor behavior, and we propose an alternative framework, based on the action of a deterministic controller coupled with an optimal state estimator, which relieves drawbacks of stochastic optimality and appropriately explains movement variability. PMID:18202922

  17. 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.

  18. 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).

  19. Stochastic Convection Parameterizations

    NASA Technical Reports Server (NTRS)

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

    2012-01-01

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

  20. Analytical approximations for spatial stochastic gene expression in single cells and tissues

    PubMed Central

    Smith, Stephen; Cianci, Claudia; Grima, Ramon

    2016-01-01

    Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

  1. Compressing random microstructures via stochastic Wang tilings.

    PubMed

    Novák, Jan; Kučerová, Anna; Zeman, Jan

    2012-10-01

    This Rapid Communication presents a stochastic Wang tiling-based technique to compress or reconstruct disordered microstructures on the basis of given spatial statistics. Unlike the existing approaches based on a single unit cell, it utilizes a finite set of tiles assembled by a stochastic tiling algorithm, thereby allowing to accurately reproduce long-range orientation orders in a computationally efficient manner. Although the basic features of the method are demonstrated for a two-dimensional particulate suspension, the present framework is fully extensible to generic multidimensional media.

  2. Stochastic simulation in systems biology

    PubMed Central

    Székely, Tamás; Burrage, Kevin

    2014-01-01

    Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest. PMID:25505503

  3. 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

  4. 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

  5. Stochastic flux analysis of chemical reaction networks

    PubMed Central

    2013-01-01

    Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

  6. Stochastic flux analysis of chemical reaction networks.

    PubMed

    Kahramanoğulları, Ozan; Lynch, James F

    2013-12-07

    Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

  7. Exact and approximate stochastic simulation of intracellular calcium dynamics.

    PubMed

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

    2011-01-01

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

  8. Theoretical study of a molecular turbine.

    PubMed

    Perez-Carrasco, R; Sancho, J M

    2013-10-01

    We present an analytic and stochastic simulation study of a molecular engine working with a flux of particles as a turbine. We focus on the physical observables of velocity, flux, power, and efficiency. The control parameters are the external conservative force and the particle densities. We revise a simpler previous study by using a more realistic model containing multiple equidistant vanes complemented by stochastic simulations of the particles and the turbine. Here we show that the effect of the thermal fluctuations into the flux and the efficiency of these nanometric devices are relevant to the working scale of the system. The stochastic simulations of the Brownian motion of the particles and turbine support the simplified analytical calculations performed.

  9. The viability of ADVANTG deterministic method for synthetic radiography generation

    NASA Astrophysics Data System (ADS)

    Bingham, Andrew; Lee, Hyoung K.

    2018-07-01

    Fast simulation techniques to generate synthetic radiographic images of high resolution are helpful when new radiation imaging systems are designed. However, the standard stochastic approach requires lengthy run time with poorer statistics at higher resolution. The investigation of the viability of a deterministic approach to synthetic radiography image generation was explored. The aim was to analyze a computational time decrease over the stochastic method. ADVANTG was compared to MCNP in multiple scenarios including a small radiography system prototype, to simulate high resolution radiography images. By using ADVANTG deterministic code to simulate radiography images the computational time was found to decrease 10 to 13 times compared to the MCNP stochastic approach while retaining image quality.

  10. Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models.

    PubMed

    Butler, T; Graham, L; Estep, D; Dawson, C; Westerink, J J

    2015-04-01

    The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

  11. Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

    NASA Astrophysics Data System (ADS)

    Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

    2015-04-01

    The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

  12. Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

    PubMed

    Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

    2012-01-01

    The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

  13. Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

    PubMed Central

    Grima, Ramon

    2012-01-01

    The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license. PMID:22723865

  14. Stochastic filtering for damage identification through nonlinear structural finite element model updating

    NASA Astrophysics Data System (ADS)

    Astroza, Rodrigo; Ebrahimian, Hamed; Conte, Joel P.

    2015-03-01

    This paper describes a novel framework that combines advanced mechanics-based nonlinear (hysteretic) finite element (FE) models and stochastic filtering techniques to estimate unknown time-invariant parameters of nonlinear inelastic material models used in the FE model. Using input-output data recorded during earthquake events, the proposed framework updates the nonlinear FE model of the structure. The updated FE model can be directly used for damage identification and further used for damage prognosis. To update the unknown time-invariant parameters of the FE model, two alternative stochastic filtering methods are used: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). A three-dimensional, 5-story, 2-by-1 bay reinforced concrete (RC) frame is used to verify the proposed framework. The RC frame is modeled using fiber-section displacement-based beam-column elements with distributed plasticity and is subjected to the ground motion recorded at the Sylmar station during the 1994 Northridge earthquake. The results indicate that the proposed framework accurately estimate the unknown material parameters of the nonlinear FE model. The UKF outperforms the EKF when the relative root-mean-square error of the recorded responses are compared. In addition, the results suggest that the convergence of the estimate of modeling parameters is smoother and faster when the UKF is utilized.

  15. A novel stochastic modeling method to simulate cooling loads in residential districts

    DOE PAGES

    An, Jingjing; Yan, Da; Hong, Tianzhen; ...

    2017-09-04

    District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

  16. A novel stochastic modeling method to simulate cooling loads in residential districts

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

    An, Jingjing; Yan, Da; Hong, Tianzhen

    District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

  17. The High-Throughput Stochastic Human Exposure and Dose Simulation Model (SHEDS-HT) & The Chemical and Products Database (CPDat)

    EPA Science Inventory

    The Stochastic Human Exposure and Dose Simulation Model – High-Throughput (SHEDS-HT) is a U.S. Environmental Protection Agency research tool for predicting screening-level (low-tier) exposures to chemicals in consumer products. This course will present an overview of this m...

  18. Comparison of holstein and jersey milk production with a new stochastic animal reproduction model

    USDA-ARS?s Scientific Manuscript database

    Holsteins and Jerseys are the most popular breeds in the US dairy industry. We built a stochastic, Monte Carlo life events simulation model in Python to test if Jersey cattle’s higher conception rate offsets their lower milk production. The model simulates individual cows and their life events such ...

  19. Development and Evaluation of a New Air Exchange Rate Algorithm for the Stochastic Human Exposure and Dose Simulation Model

    EPA Science Inventory

    between-home and between-city variability in residential pollutant infiltration. This is likely a result of differences in home ventilation, or air exchange rates (AER). The Stochastic Human Exposure and Dose Simulation (SHEDS) model is a population exposure model that uses a pro...

  20. Parameter-based stochastic simulation of selection and breeding for multiple traits

    Treesearch

    Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

    2006-01-01

    To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

  1. 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.

  2. State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

    PubMed

    Roh, Min K; Gillespie, Dan T; Petzold, Linda R

    2010-11-07

    The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

  3. Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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

    Zhang, Qichun; Zhou, Jinglin; Wang, Hong

    In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

  4. Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

    PubMed

    Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

    2018-06-21

    The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

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

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

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

  6. 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.

  7. Robust Stabilization of T-S Fuzzy Stochastic Descriptor Systems via Integral Sliding Modes.

    PubMed

    Li, Jinghao; Zhang, Qingling; Yan, Xing-Gang; Spurgeon, Sarah K

    2017-09-19

    This paper addresses the robust stabilization problem for T-S fuzzy stochastic descriptor systems using an integral sliding mode control paradigm. A classical integral sliding mode control scheme and a nonparallel distributed compensation (Non-PDC) integral sliding mode control scheme are presented. It is shown that two restrictive assumptions previously adopted developing sliding mode controllers for Takagi-Sugeno (T-S) fuzzy stochastic systems are not required with the proposed framework. A unified framework for sliding mode control of T-S fuzzy systems is formulated. The proposed Non-PDC integral sliding mode control scheme encompasses existing schemes when the previously imposed assumptions hold. Stability of the sliding motion is analyzed and the sliding mode controller is parameterized in terms of the solutions of a set of linear matrix inequalities which facilitates design. The methodology is applied to an inverted pendulum model to validate the effectiveness of the results presented.

  8. Dynamic Infinite Mixed-Membership Stochastic Blockmodel.

    PubMed

    Fan, Xuhui; Cao, Longbing; Xu, Richard Yi Da

    2015-09-01

    Directional and pairwise measurements are often used to model interactions in a social network setting. The mixed-membership stochastic blockmodel (MMSB) was a seminal work in this area, and its ability has been extended. However, models such as MMSB face particular challenges in modeling dynamic networks, for example, with the unknown number of communities. Accordingly, this paper proposes a dynamic infinite mixed-membership stochastic blockmodel, a generalized framework that extends the existing work to potentially infinite communities inside a network in dynamic settings (i.e., networks are observed over time). Additional model parameters are introduced to reflect the degree of persistence among one's memberships at consecutive time stamps. Under this framework, two specific models, namely mixture time variant and mixture time invariant models, are proposed to depict two different time correlation structures. Two effective posterior sampling strategies and their results are presented, respectively, using synthetic and real-world data.

  9. On convergence of the unscented Kalman-Bucy filter using contraction theory

    NASA Astrophysics Data System (ADS)

    Maree, J. P.; Imsland, L.; Jouffroy, J.

    2016-06-01

    Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.

  10. Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

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

    Doubrawa, P.; Barthelmie, R. J.; Wang, H.

    The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

  11. Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

    DOE PAGES

    Doubrawa, P.; Barthelmie, R. J.; Wang, H.; ...

    2016-10-03

    The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

  12. Risk Assessment of Carbon Sequestration into A Naturally Fractured Reservoir at Kevin Dome, Montana

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

    Nguyen, Minh; Onishi, Tsubasa; Carey, James William

    In this report, we describe risk assessment work done using the National Risk Assessment Partnership (NRAP) applied to CO 2 storage at Kevin Dome, Montana. Geologic CO 2 sequestration in saline aquifers poses certain risks including CO 2/brine leakage through wells or non-sealing faults into groundwater or to the land surface. These risks are difficult to quantify due to data availability and uncertainty. One solution is to explore the consequences of these limitations by running large numbers of numerical simulations on the primary CO2 injection reservoir, shallow reservoirs/aquifers, faults, and wells to assess leakage risks and uncertainties. However, a largemore » number of full-physics simulations is usually too computationally expensive. The NRAP integrated assessment model (NRAP-IAM) uses reduced order models (ROMs) developed from full-physics simulations to address this issue. A powerful stochastic framework allows NRAPIAM to explore complex interactions among many uncertain variables and evaluate the likely performance of potential sequestration sites.« less

  13. Driven Langevin systems: fluctuation theorems and faithful dynamics

    NASA Astrophysics Data System (ADS)

    Sivak, David; Chodera, John; Crooks, Gavin

    2014-03-01

    Stochastic differential equations of motion (e.g., Langevin dynamics) provide a popular framework for simulating molecular systems. Any computational algorithm must discretize these equations, yet the resulting finite time step integration schemes suffer from several practical shortcomings. We show how any finite time step Langevin integrator can be thought of as a driven, nonequilibrium physical process. Amended by an appropriate work-like quantity (the shadow work), nonequilibrium fluctuation theorems can characterize or correct for the errors introduced by the use of finite time steps. We also quantify, for the first time, the magnitude of deviations between the sampled stationary distribution and the desired equilibrium distribution for equilibrium Langevin simulations of solvated systems of varying size. We further show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

  14. Multifractal vector fields and stochastic Clifford algebra.

    PubMed

    Schertzer, Daniel; Tchiguirinskaia, Ioulia

    2015-12-01

    In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

  15. Projecting pest population dynamics under global warming: the combined effect of inter- and intra-annual variations.

    PubMed

    Zidon, Royi; Tsueda, Hirotsugu; Morin, Efrat; Morin, Shai

    2016-06-01

    The typical short generation length of insects makes their population dynamics highly sensitive not only to mean annual temperatures but also to their intra-annual variations. To consider the combined effect of both thermal factors under global warming, we propose a modeling framework that links general circulation models (GCMs) with a stochastic weather generator and population dynamics models to predict species population responses to inter- and intra-annual temperature changes. This framework was utilized to explore future changes in populations of Bemisia tabaci, an invasive insect pest-species that affects multiple agricultural systems in the Mediterranean region. We considered three locations representing different pest status and climatic conditions: Montpellier (France), Seville (Spain), and Beit-Jamal (Israel). We produced ensembles of local daily temperature realizations representing current and future (mid-21st century) climatic conditions under two emission scenarios for the three locations. Our simulations predicted a significant increase in the average number of annual generations and in population size, and a significant lengthening of the growing season in all three locations. A negative effect was found only in Seville for the summer season, where future temperatures lead to a reduction in population size. High variability in population size was observed between years with similar annual mean temperatures, suggesting a strong effect of intra-annual temperature variation. Critical periods were from late spring to late summer in Montpellier and from late winter to early summer in Seville and Beit-Jamal. Although our analysis suggested that earlier seasonal activity does not necessarily lead to increased populations load unless an additional generation is produced, it is highly likely that the insect will become a significant pest of open-fields at Mediterranean latitudes above 40° during the next 50 years. Our simulations also implied that current predictions based on mean temperature anomalies are relatively conservative and it is better to apply stochastic tools to resolve complex responses to climate change while taking natural variability into account. In summary, we propose a modeling framework capable of determining distinct intra-annual temperature patterns leading to large or small population sizes, for pest risk assessment and management planning of both natural and agricultural ecosystems.

  16. 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.

  17. Computational singular perturbation analysis of stochastic chemical systems with stiffness

    NASA Astrophysics Data System (ADS)

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

    2017-04-01

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

  18. On the deterministic and stochastic use of hydrologic models

    USGS Publications Warehouse

    Farmer, William H.; Vogel, Richard M.

    2016-01-01

    Environmental simulation models, such as precipitation-runoff watershed models, are increasingly used in a deterministic manner for environmental and water resources design, planning, and management. In operational hydrology, simulated responses are now routinely used to plan, design, and manage a very wide class of water resource systems. However, all such models are calibrated to existing data sets and retain some residual error. This residual, typically unknown in practice, is often ignored, implicitly trusting simulated responses as if they are deterministic quantities. In general, ignoring the residuals will result in simulated responses with distributional properties that do not mimic those of the observed responses. This discrepancy has major implications for the operational use of environmental simulation models as is shown here. Both a simple linear model and a distributed-parameter precipitation-runoff model are used to document the expected bias in the distributional properties of simulated responses when the residuals are ignored. The systematic reintroduction of residuals into simulated responses in a manner that produces stochastic output is shown to improve the distributional properties of the simulated responses. Every effort should be made to understand the distributional behavior of simulation residuals and to use environmental simulation models in a stochastic manner.

  19. TOPICAL REVIEW: Quasielastic He atom scattering from surfaces: a stochastic description of the dynamics of interacting adsorbates

    NASA Astrophysics Data System (ADS)

    Martínez-Casado, R.; Vega, J. L.; Sanz, A. S.; Miret-Artés, S.

    2007-08-01

    The study of diffusion and low-frequency vibrational motions of particles on metal surfaces is of paramount importance; it provides valuable information on the nature of the adsorbate-substrate and substrate-substrate interactions. In particular, the experimental broadening observed in the diffusive peak with increasing coverage is usually interpreted in terms of a dipole-dipole-like interaction among adsorbates via extensive molecular dynamics calculations within the Langevin framework. Here we present an alternative way to interpret this broadening by means of a purely stochastic description, namely the interacting single-adsorbate approximation, where two noise sources are considered: (1) a Gaussian white noise accounting for the surface friction and temperature, and (2) a white shot noise replacing the interaction potential between adsorbates. Standard Langevin numerical simulations for flat and corrugated surfaces (with a separable potential) illustrate the dynamics of Na atoms on a Cu(100) surface which fit fairly well to the analytical expressions issued from simple models (free particle and anharmonic oscillator) when the Gaussian approximation is assumed. A similar broadening is also expected for the frustrated translational mode peaks.

  20. Shortcuts to adiabaticity using flow fields

    NASA Astrophysics Data System (ADS)

    Patra, Ayoti; Jarzynski, Christopher

    2017-12-01

    A shortcut to adiabaticity is a recipe for generating adiabatic evolution at an arbitrary pace. Shortcuts have been developed for quantum, classical and (most recently) stochastic dynamics. A shortcut might involve a counterdiabatic (CD) Hamiltonian that causes a system to follow the adiabatic evolution at all times, or it might utilize a fast-forward (FF) potential, which returns the system to the adiabatic path at the end of the process. We develop a general framework for constructing shortcuts to adiabaticity from flow fields that describe the desired adiabatic evolution. Our approach encompasses quantum, classical and stochastic dynamics, and provides surprisingly compact expressions for both CD Hamiltonians and FF potentials. We illustrate our method with numerical simulations of a model system, and we compare our shortcuts with previously obtained results. We also consider the semiclassical connections between our quantum and classical shortcuts. Our method, like the FF approach developed by previous authors, is susceptible to singularities when applied to excited states of quantum systems; we propose a simple, intuitive criterion for determining whether these singularities will arise, for a given excited state.

  1. A stochastic discrete optimization model for designing container terminal facilities

    NASA Astrophysics Data System (ADS)

    Zukhruf, Febri; Frazila, Russ Bona; Burhani, Jzolanda Tsavalista

    2017-11-01

    As uncertainty essentially affect the total transportation cost, it remains important in the container terminal that incorporates several modes and transshipments process. This paper then presents a stochastic discrete optimization model for designing the container terminal, which involves the decision of facilities improvement action. The container terminal operation model is constructed by accounting the variation of demand and facilities performance. In addition, for illustrating the conflicting issue that practically raises in the terminal operation, the model also takes into account the possible increment delay of facilities due to the increasing number of equipment, especially the container truck. Those variations expectantly reflect the uncertainty issue in the container terminal operation. A Monte Carlo simulation is invoked to propagate the variations by following the observed distribution. The problem is constructed within the framework of the combinatorial optimization problem for investigating the optimal decision of facilities improvement. A new variant of glow-worm swarm optimization (GSO) is thus proposed for solving the optimization, which is rarely explored in the transportation field. The model applicability is tested by considering the actual characteristics of the container terminal.

  2. Stochastic Nature in Cellular Processes

    NASA Astrophysics Data System (ADS)

    Liu, Bo; Liu, Sheng-Jun; Wang, Qi; Yan, Shi-Wei; Geng, Yi-Zhao; Sakata, Fumihiko; Gao, Xing-Fa

    2011-11-01

    The importance of stochasticity in cellular processes is increasingly recognized in both theoretical and experimental studies. General features of stochasticity in gene regulation and expression are briefly reviewed in this article, which include the main experimental phenomena, classification, quantization and regulation of noises. The correlation and transmission of noise in cascade networks are analyzed further and the stochastic simulation methods that can capture effects of intrinsic and extrinsic noise are described.

  3. Towards a theory of cortical columns: From spiking neurons to interacting neural populations of finite size.

    PubMed

    Schwalger, Tilo; Deger, Moritz; Gerstner, Wulfram

    2017-04-01

    Neural population equations such as neural mass or field models are widely used to study brain activity on a large scale. However, the relation of these models to the properties of single neurons is unclear. Here we derive an equation for several interacting populations at the mesoscopic scale starting from a microscopic model of randomly connected generalized integrate-and-fire neuron models. Each population consists of 50-2000 neurons of the same type but different populations account for different neuron types. The stochastic population equations that we find reveal how spike-history effects in single-neuron dynamics such as refractoriness and adaptation interact with finite-size fluctuations on the population level. Efficient integration of the stochastic mesoscopic equations reproduces the statistical behavior of the population activities obtained from microscopic simulations of a full spiking neural network model. The theory describes nonlinear emergent dynamics such as finite-size-induced stochastic transitions in multistable networks and synchronization in balanced networks of excitatory and inhibitory neurons. The mesoscopic equations are employed to rapidly integrate a model of a cortical microcircuit consisting of eight neuron types, which allows us to predict spontaneous population activities as well as evoked responses to thalamic input. Our theory establishes a general framework for modeling finite-size neural population dynamics based on single cell and synapse parameters and offers an efficient approach to analyzing cortical circuits and computations.

  4. Modelling biochemical reaction systems by stochastic differential equations with reflection.

    PubMed

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-07

    In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

  5. 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.

  6. Qualitative models and experimental investigation of chaotic NOR gates and set/reset flip-flops

    NASA Astrophysics Data System (ADS)

    Rahman, Aminur; Jordan, Ian; Blackmore, Denis

    2018-01-01

    It has been observed through experiments and SPICE simulations that logical circuits based upon Chua's circuit exhibit complex dynamical behaviour. This behaviour can be used to design analogues of more complex logic families and some properties can be exploited for electronics applications. Some of these circuits have been modelled as systems of ordinary differential equations. However, as the number of components in newer circuits increases so does the complexity. This renders continuous dynamical systems models impractical and necessitates new modelling techniques. In recent years, some discrete dynamical models have been developed using various simplifying assumptions. To create a robust modelling framework for chaotic logical circuits, we developed both deterministic and stochastic discrete dynamical models, which exploit the natural recurrence behaviour, for two chaotic NOR gates and a chaotic set/reset flip-flop. This work presents a complete applied mathematical investigation of logical circuits. Experiments on our own designs of the above circuits are modelled and the models are rigorously analysed and simulated showing surprisingly close qualitative agreement with the experiments. Furthermore, the models are designed to accommodate dynamics of similarly designed circuits. This will allow researchers to develop ever more complex chaotic logical circuits with a simple modelling framework.

  7. Analytically exploiting noise correlations inside the feedback loop to improve locked-oscillator performance.

    PubMed

    Sastrawan, J; Jones, C; Akhalwaya, I; Uys, H; Biercuk, M J

    2016-08-01

    We introduce concepts from optimal estimation to the stabilization of precision frequency standards limited by noisy local oscillators. We develop a theoretical framework casting various measures for frequency standard variance in terms of frequency-domain transfer functions, capturing the effects of feedback stabilization via a time series of Ramsey measurements. Using this framework, we introduce an optimized hybrid predictive feedforward measurement protocol that employs results from multiple past measurements and transfer-function-based calculations of measurement covariance to improve the accuracy of corrections within the feedback loop. In the presence of common non-Markovian noise processes these measurements will be correlated in a calculable manner, providing a means to capture the stochastic evolution of the local oscillator frequency during the measurement cycle. We present analytic calculations and numerical simulations of oscillator performance under competing feedback schemes and demonstrate benefits in both correction accuracy and long-term oscillator stability using hybrid feedforward. Simulations verify that in the presence of uncompensated dead time and noise with significant spectral weight near the inverse cycle time predictive feedforward outperforms traditional feedback, providing a path towards developing a class of stabilization software routines for frequency standards limited by noisy local oscillators.

  8. Qualitative models and experimental investigation of chaotic NOR gates and set/reset flip-flops.

    PubMed

    Rahman, Aminur; Jordan, Ian; Blackmore, Denis

    2018-01-01

    It has been observed through experiments and SPICE simulations that logical circuits based upon Chua's circuit exhibit complex dynamical behaviour. This behaviour can be used to design analogues of more complex logic families and some properties can be exploited for electronics applications. Some of these circuits have been modelled as systems of ordinary differential equations. However, as the number of components in newer circuits increases so does the complexity. This renders continuous dynamical systems models impractical and necessitates new modelling techniques. In recent years, some discrete dynamical models have been developed using various simplifying assumptions. To create a robust modelling framework for chaotic logical circuits, we developed both deterministic and stochastic discrete dynamical models, which exploit the natural recurrence behaviour, for two chaotic NOR gates and a chaotic set/reset flip-flop. This work presents a complete applied mathematical investigation of logical circuits. Experiments on our own designs of the above circuits are modelled and the models are rigorously analysed and simulated showing surprisingly close qualitative agreement with the experiments. Furthermore, the models are designed to accommodate dynamics of similarly designed circuits. This will allow researchers to develop ever more complex chaotic logical circuits with a simple modelling framework.

  9. Petri Net and Probabilistic Model Checking Based Approach for the Modelling, Simulation and Verification of Internet Worm Propagation

    PubMed Central

    Razzaq, Misbah; Ahmad, Jamil

    2015-01-01

    Internet worms are analogous to biological viruses since they can infect a host and have the ability to propagate through a chosen medium. To prevent the spread of a worm or to grasp how to regulate a prevailing worm, compartmental models are commonly used as a means to examine and understand the patterns and mechanisms of a worm spread. However, one of the greatest challenge is to produce methods to verify and validate the behavioural properties of a compartmental model. This is why in this study we suggest a framework based on Petri Nets and Model Checking through which we can meticulously examine and validate these models. We investigate Susceptible-Exposed-Infectious-Recovered (SEIR) model and propose a new model Susceptible-Exposed-Infectious-Recovered-Delayed-Quarantined (Susceptible/Recovered) (SEIDQR(S/I)) along with hybrid quarantine strategy, which is then constructed and analysed using Stochastic Petri Nets and Continuous Time Markov Chain. The analysis shows that the hybrid quarantine strategy is extremely effective in reducing the risk of propagating the worm. Through Model Checking, we gained insight into the functionality of compartmental models. Model Checking results validate simulation ones well, which fully support the proposed framework. PMID:26713449

  10. Petri Net and Probabilistic Model Checking Based Approach for the Modelling, Simulation and Verification of Internet Worm Propagation.

    PubMed

    Razzaq, Misbah; Ahmad, Jamil

    2015-01-01

    Internet worms are analogous to biological viruses since they can infect a host and have the ability to propagate through a chosen medium. To prevent the spread of a worm or to grasp how to regulate a prevailing worm, compartmental models are commonly used as a means to examine and understand the patterns and mechanisms of a worm spread. However, one of the greatest challenge is to produce methods to verify and validate the behavioural properties of a compartmental model. This is why in this study we suggest a framework based on Petri Nets and Model Checking through which we can meticulously examine and validate these models. We investigate Susceptible-Exposed-Infectious-Recovered (SEIR) model and propose a new model Susceptible-Exposed-Infectious-Recovered-Delayed-Quarantined (Susceptible/Recovered) (SEIDQR(S/I)) along with hybrid quarantine strategy, which is then constructed and analysed using Stochastic Petri Nets and Continuous Time Markov Chain. The analysis shows that the hybrid quarantine strategy is extremely effective in reducing the risk of propagating the worm. Through Model Checking, we gained insight into the functionality of compartmental models. Model Checking results validate simulation ones well, which fully support the proposed framework.

  11. Mimicking Nonequilibrium Steady States with Time-Periodic Driving

    DTIC Science & Technology

    2016-08-29

    nonequilibrium steady states, and vice versa, within the theoretical framework of discrete-state stochastic thermodynamics . Nonequilibrium steady states...equilibrium [2], spontaneous relaxation towards equilibrium [3], nonequilibrium steady states generated by fixed thermodynamic forces [4], and stochastic pumps...paradigm, a system driven by fixed thermodynamic forces—such as temperature gradients or chemical potential differences— reaches a steady state in

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

    PubMed

    Kleinert, H; Zatloukal, V

    2013-11-01

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

  13. Introducing Stochastic Simulation of Chemical Reactions Using the Gillespie Algorithm and MATLAB: Revisited and Augmented

    ERIC Educational Resources Information Center

    Argoti, A.; Fan, L. T.; Cruz, J.; Chou, S. T.

    2008-01-01

    The stochastic simulation of chemical reactions, specifically, a simple reversible chemical reaction obeying the first-order, i.e., linear, rate law, has been presented by Martinez-Urreaga and his collaborators in this journal. The current contribution is intended to complement and augment their work in two aspects. First, the simple reversible…

  14. Analysing initial attack on wildland fires using stochastic simulation.

    Treesearch

    Jeremy S. Fried; J. Keith Gilless; James Spero

    2006-01-01

    Stochastic simulation models of initial attack on wildland fire can be designed to reflect the complexity of the environmental, administrative, and institutional context in which wildland fire protection agencies operate, but such complexity may come at the cost of a considerable investment in data acquisition and management. This cost may be well justified when it...

  15. ENVIRONMENT: a computational platform to stochastically simulate reacting and self-reproducing lipid compartments

    NASA Astrophysics Data System (ADS)

    Mavelli, Fabio; Ruiz-Mirazo, Kepa

    2010-09-01

    'ENVIRONMENT' is a computational platform that has been developed in the last few years with the aim to simulate stochastically the dynamics and stability of chemically reacting protocellular systems. Here we present and describe some of its main features, showing how the stochastic kinetics approach can be applied to study the time evolution of reaction networks in heterogeneous conditions, particularly when supramolecular lipid structures (micelles, vesicles, etc) coexist with aqueous domains. These conditions are of special relevance to understand the origins of cellular, self-reproducing compartments, in the context of prebiotic chemistry and evolution. We contrast our simulation results with real lab experiments, with the aim to bring together theoretical and experimental research on protocell and minimal artificial cell systems.

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

    USGS Publications Warehouse

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

    2017-01-01

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

  17. The development of a stochastic mathematical model of Alzheimer’s disease to help improve the design of clinical trials of potential treatments

    PubMed Central

    Ower, Alison K.; de Wolf, Frank; Anderson, Roy M.

    2018-01-01

    Alzheimer’s disease (AD) is a neurodegenerative disorder characterised by a slow progressive deterioration of cognitive capacity. Drugs are urgently needed for the treatment of AD and unfortunately almost all clinical trials of AD drug candidates have failed or been discontinued to date. Mathematical, computational and statistical tools can be employed in the construction of clinical trial simulators to assist in the improvement of trial design and enhance the chances of success of potential new therapies. Based on the analysis of a set of clinical data provided by the Alzheimer's Disease Neuroimaging Initiative (ADNI) we developed a simple stochastic mathematical model to simulate the development and progression of Alzheimer’s in a longitudinal cohort study. We show how this modelling framework could be used to assess the effect and the chances of success of hypothetical treatments that are administered at different stages and delay disease development. We demonstrate that the detection of the true efficacy of an AD treatment can be very challenging, even if the treatment is highly effective. An important reason behind the inability to detect signals of efficacy in a clinical trial in this therapy area could be the high between- and within-individual variability in the measurement of diagnostic markers and endpoints, which consequently results in the misdiagnosis of an individual’s disease state. PMID:29377891

  18. The development of a stochastic mathematical model of Alzheimer's disease to help improve the design of clinical trials of potential treatments.

    PubMed

    Hadjichrysanthou, Christoforos; Ower, Alison K; de Wolf, Frank; Anderson, Roy M

    2018-01-01

    Alzheimer's disease (AD) is a neurodegenerative disorder characterised by a slow progressive deterioration of cognitive capacity. Drugs are urgently needed for the treatment of AD and unfortunately almost all clinical trials of AD drug candidates have failed or been discontinued to date. Mathematical, computational and statistical tools can be employed in the construction of clinical trial simulators to assist in the improvement of trial design and enhance the chances of success of potential new therapies. Based on the analysis of a set of clinical data provided by the Alzheimer's Disease Neuroimaging Initiative (ADNI) we developed a simple stochastic mathematical model to simulate the development and progression of Alzheimer's in a longitudinal cohort study. We show how this modelling framework could be used to assess the effect and the chances of success of hypothetical treatments that are administered at different stages and delay disease development. We demonstrate that the detection of the true efficacy of an AD treatment can be very challenging, even if the treatment is highly effective. An important reason behind the inability to detect signals of efficacy in a clinical trial in this therapy area could be the high between- and within-individual variability in the measurement of diagnostic markers and endpoints, which consequently results in the misdiagnosis of an individual's disease state.

  19. Water and Power Systems Co-optimization under a High Performance Computing Framework

    NASA Astrophysics Data System (ADS)

    Xuan, Y.; Arumugam, S.; DeCarolis, J.; Mahinthakumar, K.

    2016-12-01

    Water and energy systems optimizations are traditionally being treated as two separate processes, despite their intrinsic interconnections (e.g., water is used for hydropower generation, and thermoelectric cooling requires a large amount of water withdrawal). Given the challenges of urbanization, technology uncertainty and resource constraints, and the imminent threat of climate change, a cyberinfrastructure is needed to facilitate and expedite research into the complex management of these two systems. To address these issues, we developed a High Performance Computing (HPC) framework for stochastic co-optimization of water and energy resources to inform water allocation and electricity demand. The project aims to improve conjunctive management of water and power systems under climate change by incorporating improved ensemble forecast models of streamflow and power demand. First, by downscaling and spatio-temporally disaggregating multimodel climate forecasts from General Circulation Models (GCMs), temperature and precipitation forecasts are obtained and input into multi-reservoir and power systems models. Extended from Optimus (Optimization Methods for Universal Simulators), the framework drives the multi-reservoir model and power system model, Temoa (Tools for Energy Model Optimization and Analysis), and uses Particle Swarm Optimization (PSO) algorithm to solve high dimensional stochastic problems. The utility of climate forecasts on the cost of water and power systems operations is assessed and quantified based on different forecast scenarios (i.e., no-forecast, multimodel forecast and perfect forecast). Analysis of risk management actions and renewable energy deployments will be investigated for the Catawba River basin, an area with adequate hydroclimate predicting skill and a critical basin with 11 reservoirs that supplies water and generates power for both North and South Carolina. Further research using this scalable decision supporting framework will provide understanding and elucidate the intricate and interdependent relationship between water and energy systems and enhance the security of these two critical public infrastructures.

  20. Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

    NASA Astrophysics Data System (ADS)

    Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

    1996-08-01

    The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

  1. 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.

  2. Pathogen transfer through environment-host contact: an agent-based queueing theoretic framework.

    PubMed

    Chen, Shi; Lenhart, Suzanne; Day, Judy D; Lee, Chihoon; Dulin, Michael; Lanzas, Cristina

    2017-11-02

    Queueing theory studies the properties of waiting queues and has been applied to investigate direct host-to-host transmitted disease dynamics, but its potential in modelling environmentally transmitted pathogens has not been fully explored. In this study, we provide a flexible and customizable queueing theory modelling framework with three major subroutines to study the in-hospital contact processes between environments and hosts and potential nosocomial pathogen transfer, where environments are servers and hosts are customers. Two types of servers with different parameters but the same utilization are investigated. We consider various forms of transfer functions that map contact duration to the amount of pathogen transfer based on existing literature. We propose a case study of simulated in-hospital contact processes and apply stochastic queues to analyse the amount of pathogen transfer under different transfer functions, and assume that pathogen amount decreases during the inter-arrival time. Different host behaviour (feedback and non-feedback) as well as initial pathogen distribution (whether in environment and/or in hosts) are also considered and simulated. We assess pathogen transfer and circulation under these various conditions and highlight the importance of the nonlinear interactions among contact processes, transfer functions and pathogen demography during the contact process. Our modelling framework can be readily extended to more complicated queueing networks to simulate more realistic situations by adjusting parameters such as the number and type of servers and customers, and adding extra subroutines. © The authors 2017. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

  3. Backward-stochastic-differential-equation approach to modeling of gene expression

    NASA Astrophysics Data System (ADS)

    Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F.; Aguiar, Paulo

    2017-03-01

    In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

  4. Backward-stochastic-differential-equation approach to modeling of gene expression.

    PubMed

    Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F; Aguiar, Paulo

    2017-03-01

    In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

  5. Perpendicular and Parallel Ion Stochastic Heating by Kinetic Alfvén Wave Turbulence in the Solar Wind

    NASA Astrophysics Data System (ADS)

    Hoppock, I. W.; Chandran, B. D. G.

    2017-12-01

    The dissipation of turbulence is a prime candidate to explain the heating of collisionless plasmas like the solar wind. We consider the heating of protons and alpha particles using test particle simulations with a broad spectrum of randomly phased kinetic Alfvén waves (KAWs). Previous research extensively simulated and analytically considered stochastic heating at low plasma beta for conditions similar to coronal holes and the near-sun solar wind. We verify the analytical models of proton and alpha particle heating rates, and extend these simulations to plasmas with beta of order unity like in the solar wind at 1 au. Furthermore, we consider cases with very large beta of order 100, relevant to other astrophysical plasmas. We explore the parameter dependency of the critical KAW amplitude that breaks the gyro-center approximation and leads to stochastic gyro-orbits of the particles. Our results suggest that stochastic heating by KAW turbulence is an efficient heating mechanisms for moderate to high beta plasmas.

  6. Validating clustering of molecular dynamics simulations using polymer models.

    PubMed

    Phillips, Joshua L; Colvin, Michael E; Newsam, Shawn

    2011-11-14

    Molecular dynamics (MD) simulation is a powerful technique for sampling the meta-stable and transitional conformations of proteins and other biomolecules. Computational data clustering has emerged as a useful, automated technique for extracting conformational states from MD simulation data. Despite extensive application, relatively little work has been done to determine if the clustering algorithms are actually extracting useful information. A primary goal of this paper therefore is to provide such an understanding through a detailed analysis of data clustering applied to a series of increasingly complex biopolymer models. We develop a novel series of models using basic polymer theory that have intuitive, clearly-defined dynamics and exhibit the essential properties that we are seeking to identify in MD simulations of real biomolecules. We then apply spectral clustering, an algorithm particularly well-suited for clustering polymer structures, to our models and MD simulations of several intrinsically disordered proteins. Clustering results for the polymer models provide clear evidence that the meta-stable and transitional conformations are detected by the algorithm. The results for the polymer models also help guide the analysis of the disordered protein simulations by comparing and contrasting the statistical properties of the extracted clusters. We have developed a framework for validating the performance and utility of clustering algorithms for studying molecular biopolymer simulations that utilizes several analytic and dynamic polymer models which exhibit well-behaved dynamics including: meta-stable states, transition states, helical structures, and stochastic dynamics. We show that spectral clustering is robust to anomalies introduced by structural alignment and that different structural classes of intrinsically disordered proteins can be reliably discriminated from the clustering results. To our knowledge, our framework is the first to utilize model polymers to rigorously test the utility of clustering algorithms for studying biopolymers.

  7. Validating clustering of molecular dynamics simulations using polymer models

    PubMed Central

    2011-01-01

    Background Molecular dynamics (MD) simulation is a powerful technique for sampling the meta-stable and transitional conformations of proteins and other biomolecules. Computational data clustering has emerged as a useful, automated technique for extracting conformational states from MD simulation data. Despite extensive application, relatively little work has been done to determine if the clustering algorithms are actually extracting useful information. A primary goal of this paper therefore is to provide such an understanding through a detailed analysis of data clustering applied to a series of increasingly complex biopolymer models. Results We develop a novel series of models using basic polymer theory that have intuitive, clearly-defined dynamics and exhibit the essential properties that we are seeking to identify in MD simulations of real biomolecules. We then apply spectral clustering, an algorithm particularly well-suited for clustering polymer structures, to our models and MD simulations of several intrinsically disordered proteins. Clustering results for the polymer models provide clear evidence that the meta-stable and transitional conformations are detected by the algorithm. The results for the polymer models also help guide the analysis of the disordered protein simulations by comparing and contrasting the statistical properties of the extracted clusters. Conclusions We have developed a framework for validating the performance and utility of clustering algorithms for studying molecular biopolymer simulations that utilizes several analytic and dynamic polymer models which exhibit well-behaved dynamics including: meta-stable states, transition states, helical structures, and stochastic dynamics. We show that spectral clustering is robust to anomalies introduced by structural alignment and that different structural classes of intrinsically disordered proteins can be reliably discriminated from the clustering results. To our knowledge, our framework is the first to utilize model polymers to rigorously test the utility of clustering algorithms for studying biopolymers. PMID:22082218

  8. On Parallelizing Single Dynamic Simulation Using HPC Techniques and APIs of Commercial Software

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

    Diao, Ruisheng; Jin, Shuangshuang; Howell, Frederic

    Time-domain simulations are heavily used in today’s planning and operation practices to assess power system transient stability and post-transient voltage/frequency profiles following severe contingencies to comply with industry standards. Because of the increased modeling complexity, it is several times slower than real time for state-of-the-art commercial packages to complete a dynamic simulation for a large-scale model. With the growing stochastic behavior introduced by emerging technologies, power industry has seen a growing need for performing security assessment in real time. This paper presents a parallel implementation framework to speed up a single dynamic simulation by leveraging the existing stability model librarymore » in commercial tools through their application programming interfaces (APIs). Several high performance computing (HPC) techniques are explored such as parallelizing the calculation of generator current injection, identifying fast linear solvers for network solution, and parallelizing data outputs when interacting with APIs in the commercial package, TSAT. The proposed method has been tested on a WECC planning base case with detailed synchronous generator models and exhibits outstanding scalable performance with sufficient accuracy.« less

  9. CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

    PubMed

    Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

    2016-01-01

    Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

  10. CERENA: ChEmical REaction Network Analyzer—A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics

    PubMed Central

    Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J.; Hasenauer, Jan

    2016-01-01

    Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

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

    NASA Astrophysics Data System (ADS)

    Golari, Mehdi

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

  12. New “Tau-Leap” Strategy for Accelerated Stochastic Simulation

    PubMed Central

    2015-01-01

    The “Tau-Leap” strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev’s inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev’s inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. (J. Chem. Phys.2006, 124, 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys.2004, 121, 10356; Chatterjee et al. J. Chem. Phys.2005, 122, 024112; Peng et al. J. Chem. Phys.2007, 126, 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys.2001, 115, 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance. PMID:25620846

  13. New "Tau-Leap" Strategy for Accelerated Stochastic Simulation.

    PubMed

    Ramkrishna, Doraiswami; Shu, Che-Chi; Tran, Vu

    2014-12-10

    The "Tau-Leap" strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev's inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev's inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. ( J. Chem. Phys. 2006 , 124 , 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys. 2004 , 121 , 10356; Chatterjee et al. J. Chem. Phys. 2005 , 122 , 024112; Peng et al. J. Chem. Phys. 2007 , 126 , 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys. 2001 , 115 , 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance.

  14. Stochastic locality and master-field simulations of very large lattices

    NASA Astrophysics Data System (ADS)

    Lüscher, Martin

    2018-03-01

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

  15. Python-based geometry preparation and simulation visualization toolkits for STEPS

    PubMed Central

    Chen, Weiliang; De Schutter, Erik

    2014-01-01

    STEPS is a stochastic reaction-diffusion simulation engine that implements a spatial extension of Gillespie's Stochastic Simulation Algorithm (SSA) in complex tetrahedral geometries. An extensive Python-based interface is provided to STEPS so that it can interact with the large number of scientific packages in Python. However, a gap existed between the interfaces of these packages and the STEPS user interface, where supporting toolkits could reduce the amount of scripting required for research projects. This paper introduces two new supporting toolkits that support geometry preparation and visualization for STEPS simulations. PMID:24782754

  16. Multi-objective robust design of energy-absorbing components using coupled process-performance simulations

    NASA Astrophysics Data System (ADS)

    Najafi, Ali; Acar, Erdem; Rais-Rohani, Masoud

    2014-02-01

    The stochastic uncertainties associated with the material, process and product are represented and propagated to process and performance responses. A finite element-based sequential coupled process-performance framework is used to simulate the forming and energy absorption responses of a thin-walled tube in a manner that both material properties and component geometry can evolve from one stage to the next for better prediction of the structural performance measures. Metamodelling techniques are used to develop surrogate models for manufacturing and performance responses. One set of metamodels relates the responses to the random variables whereas the other relates the mean and standard deviation of the responses to the selected design variables. A multi-objective robust design optimization problem is formulated and solved to illustrate the methodology and the influence of uncertainties on manufacturability and energy absorption of a metallic double-hat tube. The results are compared with those of deterministic and augmented robust optimization problems.

  17. A stochastic modeling of isotope exchange reactions in glutamine synthetase

    NASA Astrophysics Data System (ADS)

    Kazmiruk, N. V.; Boronovskiy, S. E.; Nartsissov, Ya R.

    2017-11-01

    The model presented in this work allows simulation of isotopic exchange reactions at chemical equilibrium catalyzed by a glutamine synthetase. To simulate the functioning of the enzyme the algorithm based on the stochastic approach was applied. The dependence of exchange rates for 14C and 32P on metabolite concentration was estimated. The simulation results confirmed the hypothesis of the ascertained validity for preferred order random binding mechanism. Corresponding values of K0.5 were also obtained.

  18. Stochastic search in structural optimization - Genetic algorithms and simulated annealing

    NASA Technical Reports Server (NTRS)

    Hajela, Prabhat

    1993-01-01

    An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

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

    NASA Astrophysics Data System (ADS)

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

    2016-04-01

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

  20. Bed Capacity Planning Using Stochastic Simulation Approach in Cardiac-surgery Department of Teaching Hospitals, Tehran, Iran

    PubMed Central

    TORABIPOUR, Amin; ZERAATI, Hojjat; ARAB, Mohammad; RASHIDIAN, Arash; AKBARI SARI, Ali; SARZAIEM, Mahmuod Reza

    2016-01-01

    Background: To determine the hospital required beds using stochastic simulation approach in cardiac surgery departments. Methods: This study was performed from Mar 2011 to Jul 2012 in three phases: First, collection data from 649 patients in cardiac surgery departments of two large teaching hospitals (in Tehran, Iran). Second, statistical analysis and formulate a multivariate linier regression model to determine factors that affect patient's length of stay. Third, develop a stochastic simulation system (from admission to discharge) based on key parameters to estimate required bed capacity. Results: Current cardiac surgery department with 33 beds can only admit patients in 90.7% of days. (4535 d) and will be required to over the 33 beds only in 9.3% of days (efficient cut off point). According to simulation method, studied cardiac surgery department will requires 41–52 beds for admission of all patients in the 12 next years. Finally, one-day reduction of length of stay lead to decrease need for two hospital beds annually. Conclusion: Variation of length of stay and its affecting factors can affect required beds. Statistic and stochastic simulation model are applied and useful methods to estimate and manage hospital beds based on key hospital parameters. PMID:27957466

  1. The Sharma-Parthasarathy stochastic two-body problem

    NASA Astrophysics Data System (ADS)

    Cresson, J.; Pierret, F.; Puig, B.

    2015-03-01

    We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.

  2. 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.

  3. Analytic continuation of quantum Monte Carlo data by stochastic analytical inference.

    PubMed

    Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

    2010-05-01

    We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.

  4. Valuation of exotic options in the framework of Levy processes

    NASA Astrophysics Data System (ADS)

    Milev, Mariyan; Georgieva, Svetla; Markovska, Veneta

    2013-12-01

    In this paper we explore a straightforward procedure to price derivatives by using the Monte Carlo approach when the underlying process is a jump-diffusion. We have compared the Black-Scholes model with one of its extensions that is the Merton model. The latter model is better in capturing the market's phenomena and is comparative to stochastic volatility models in terms of pricing accuracy. We have presented simulations of asset paths and pricing of barrier options for both Geometric Brownian motion and exponential Levy processes as it is the concrete case of the Merton model. A desired level of accuracy is obtained with simple computer operations in MATLAB for efficient computational time.

  5. MOSES: A Matlab-based open-source stochastic epidemic simulator.

    PubMed

    Varol, Huseyin Atakan

    2016-08-01

    This paper presents an open-source stochastic epidemic simulator. Discrete Time Markov Chain based simulator is implemented in Matlab. The simulator capable of simulating SEQIJR (susceptible, exposed, quarantined, infected, isolated and recovered) model can be reduced to simpler models by setting some of the parameters (transition probabilities) to zero. Similarly, it can be extended to more complicated models by editing the source code. It is designed to be used for testing different control algorithms to contain epidemics. The simulator is also designed to be compatible with a network based epidemic simulator and can be used in the network based scheme for the simulation of a node. Simulations show the capability of reproducing different epidemic model behaviors successfully in a computationally efficient manner.

  6. Simulating Heterogeneous Tumor Cell Populations

    PubMed Central

    Bar-Sagi, Dafna; Mishra, Bud

    2016-01-01

    Certain tumor phenomena, like metabolic heterogeneity and local stable regions of chronic hypoxia, signify a tumor’s resistance to therapy. Although recent research has shed light on the intracellular mechanisms of cancer metabolic reprogramming, little is known about how tumors become metabolically heterogeneous or chronically hypoxic, namely the initial conditions and spatiotemporal dynamics that drive these cell population conditions. To study these aspects, we developed a minimal, spatially-resolved simulation framework for modeling tissue-scale mixed populations of cells based on diffusible particles the cells consume and release, the concentrations of which determine their behavior in arbitrarily complex ways, and on stochastic reproduction. We simulate cell populations that self-sort to facilitate metabolic symbiosis, that grow according to tumor-stroma signaling patterns, and that give rise to stable local regions of chronic hypoxia near blood vessels. We raise two novel questions in the context of these results: (1) How will two metabolically symbiotic cell subpopulations self-sort in the presence of glucose, oxygen, and lactate gradients? We observe a robust pattern of alternating striations. (2) What is the proper time scale to observe stable local regions of chronic hypoxia? We observe the stability is a function of the balance of three factors related to O2—diffusion rate, local vessel release rate, and viable and hypoxic tumor cell consumption rate. We anticipate our simulation framework will help researchers design better experiments and generate novel hypotheses to better understand dynamic, emergent whole-tumor behavior. PMID:28030620

  7. Stochastic reaction-diffusion algorithms for macromolecular crowding

    NASA Astrophysics Data System (ADS)

    Sturrock, Marc

    2016-06-01

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

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

    PubMed

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

    2004-10-01

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

  9. Adiabatic coarse-graining and simulations of stochastic biochemical networks

    PubMed Central

    Sinitsyn, N. A.; Hengartner, Nicolas; Nemenman, Ilya

    2009-01-01

    We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical networks, which rests on elimination of fast chemical species without a loss of information about mesoscopic, non-Poissonian fluctuations of the slow ones. Our approach is similar to the Born–Oppenheimer approximation in quantum mechanics and follows from the stochastic path integral representation of the cumulant generating function of reaction events. In applications with a small number of chemical reactions, it produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, interpretable representation and can be used for high-accuracy, low-complexity coarse-grained numerical simulations. As an example, we derive the coarse-grained description for a chain of biochemical reactions and show that the coarse-grained and the microscopic simulations agree, but the former is 3 orders of magnitude faster. PMID:19525397

  10. 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

  11. 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

  12. Coupled stochastic soil moisture simulation-optimization model of deficit irrigation

    NASA Astrophysics Data System (ADS)

    Alizadeh, Hosein; Mousavi, S. Jamshid

    2013-07-01

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

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

    Wu, Wei; Wang, Jin, E-mail: jin.wang.1@stonybrook.edu; State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, 130022 Changchun, China and College of Physics, Jilin University, 130021 Changchun

    We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic andmore » thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.« less

  14. Delayed bet-hedging resilience strategies under environmental fluctuations

    NASA Astrophysics Data System (ADS)

    Ogura, Masaki; Wakaiki, Masashi; Rubin, Harvey; Preciado, Victor M.

    2017-05-01

    Many biological populations, such as bacterial colonies, have developed through evolution a protection mechanism, called bet hedging, to increase their probability of survival under stressful environmental fluctuation. In this context, the concept of preadaptation refers to a common type of bet-hedging protection strategy in which a relatively small number of individuals in a population stochastically switch their phenotypes to a dormant metabolic state in which they increase their probability of survival against potential environmental shocks. Hence, if an environmental shock took place at some point in time, preadapted organisms would be better adapted to survive and proliferate once the shock is over. In many biological populations, the mechanisms of preadaptation and proliferation present delays whose influence in the fitness of the population are not well understood. In this paper, we propose a rigorous mathematical framework to analyze the role of delays in both preadaptation and proliferation mechanisms in the survival of biological populations, with an emphasis on bacterial colonies. Our theoretical framework allows us to analytically quantify the average growth rate of a bet-hedging bacterial colony with stochastically delayed reactions with arbitrary precision. We verify the accuracy of the proposed method by numerical simulations and conclude that the growth rate of a bet-hedging population shows a nontrivial dependency on their preadaptation and proliferation delays. Contrary to the current belief, our results show that faster reactions do not, in general, increase the overall fitness of a biological population.

  15. 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.

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

    PubMed Central

    Chen, Weiliang; De Schutter, Erik

    2017-01-01

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

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

    PubMed

    Chen, Weiliang; De Schutter, Erik

    2017-01-01

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

  18. A PROBABILISTIC EXPOSURE ASSESSMENT FOR CHILDREN WHO CONTACT CCA-TREATED PLAYSETS AND DECKS USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL FOR THE WOOD PRESERVATIVE EXPOSURE SCENARIO

    EPA Science Inventory

    The U.S. Environmental Protection Agency has conducted a probabilistic exposure and dose assessment on the arsenic (As) and chromium (Cr) components of Chromated Copper Arsenate (CCA) using the Stochastic Human Exposure and Dose Simulation model for wood preservatives (SHEDS-Wood...

  19. Stochastic simulation by image quilting of process-based geological models

    NASA Astrophysics Data System (ADS)

    Hoffimann, Júlio; Scheidt, Céline; Barfod, Adrian; Caers, Jef

    2017-09-01

    Process-based modeling offers a way to represent realistic geological heterogeneity in subsurface models. The main limitation lies in conditioning such models to data. Multiple-point geostatistics can use these process-based models as training images and address the data conditioning problem. In this work, we further develop image quilting as a method for 3D stochastic simulation capable of mimicking the realism of process-based geological models with minimal modeling effort (i.e. parameter tuning) and at the same time condition them to a variety of data. In particular, we develop a new probabilistic data aggregation method for image quilting that bypasses traditional ad-hoc weighting of auxiliary variables. In addition, we propose a novel criterion for template design in image quilting that generalizes the entropy plot for continuous training images. The criterion is based on the new concept of voxel reuse-a stochastic and quilting-aware function of the training image. We compare our proposed method with other established simulation methods on a set of process-based training images of varying complexity, including a real-case example of stochastic simulation of the buried-valley groundwater system in Denmark.

  20. Simulation-based planning for theater air warfare

    NASA Astrophysics Data System (ADS)

    Popken, Douglas A.; Cox, Louis A., Jr.

    2004-08-01

    Planning for Theatre Air Warfare can be represented as a hierarchy of decisions. At the top level, surviving airframes must be assigned to roles (e.g., Air Defense, Counter Air, Close Air Support, and AAF Suppression) in each time period in response to changing enemy air defense capabilities, remaining targets, and roles of opposing aircraft. At the middle level, aircraft are allocated to specific targets to support their assigned roles. At the lowest level, routing and engagement decisions are made for individual missions. The decisions at each level form a set of time-sequenced Courses of Action taken by opposing forces. This paper introduces a set of simulation-based optimization heuristics operating within this planning hierarchy to optimize allocations of aircraft. The algorithms estimate distributions for stochastic outcomes of the pairs of Red/Blue decisions. Rather than using traditional stochastic dynamic programming to determine optimal strategies, we use an innovative combination of heuristics, simulation-optimization, and mathematical programming. Blue decisions are guided by a stochastic hill-climbing search algorithm while Red decisions are found by optimizing over a continuous representation of the decision space. Stochastic outcomes are then provided by fast, Lanchester-type attrition simulations. This paper summarizes preliminary results from top and middle level models.

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