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

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.

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.

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.

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.

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.

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.

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

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

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.

Identification of hydraulic conductivity structure in sand and gravel aquifers: Cape Cod data set

USGS Publications Warehouse

Eggleston, J.R.; Rojstaczer, S.A.; Peirce, J.J.

1996-01-01

This study evaluates commonly used geostatistical methods to assess reproduction of hydraulic conductivity (K) structure and sensitivity under limiting amounts of data. Extensive conductivity measurements from the Cape Cod sand and gravel aquifer are used to evaluate two geostatistical estimation methods, conditional mean as an estimate and ordinary kriging, and two stochastic simulation methods, simulated annealing and sequential Gaussian simulation. Our results indicate that for relatively homogeneous sand and gravel aquifers such as the Cape Cod aquifer, neither estimation methods nor stochastic simulation methods give highly accurate point predictions of hydraulic conductivity despite the high density of collected data. Although the stochastic simulation methods yielded higher errors than the estimation methods, the stochastic simulation methods yielded better reproduction of the measured In (K) distribution and better reproduction of local contrasts in In (K). The inability of kriging to reproduce high In (K) values, as reaffirmed by this study, provides a strong instigation for choosing stochastic simulation methods to generate conductivity fields when performing fine-scale contaminant transport modeling. Results also indicate that estimation error is relatively insensitive to the number of hydraulic conductivity measurements so long as more than a threshold number of data are used to condition the realizations. This threshold occurs for the Cape Cod site when there are approximately three conductivity measurements per integral volume. The lack of improvement with additional data suggests that although fine-scale hydraulic conductivity structure is evident in the variogram, it is not accurately reproduced by geostatistical estimation methods. If the Cape Cod aquifer spatial conductivity characteristics are indicative of other sand and gravel deposits, then the results on predictive error versus data collection obtained here have significant practical consequences for site characterization. Heavily sampled sand and gravel aquifers, such as Cape Cod and Borden, may have large amounts of redundant data, while in more common real world settings, our results suggest that denser data collection will likely improve understanding of permeability structure.

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.

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.

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.

A novel stochastic modeling method to simulate cooling loads in residential districts

DOE PAGES

An, Jingjing; Yan, Da; Hong, Tianzhen; ...

2017-09-04

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

A novel stochastic modeling method to simulate cooling loads in residential districts

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

An, Jingjing; Yan, Da; Hong, Tianzhen

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

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.

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.).

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.).

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

PubMed

Kadam, Shantanu; Vanka, Kumar

2013-02-15

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

Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods

NASA Technical Reports Server (NTRS)

Zang, Thomas A.; Mathelin, Lionel; Hussaini, M. Yousuff; Bataille, Francoise

2003-01-01

This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.

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.

Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

NASA Astrophysics Data System (ADS)

Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo

2018-03-01

In view of the Fourier-Stieltjes integral formula of multivariate stationary stochastic processes, a unified formulation accommodating spectral representation method (SRM) and proper orthogonal decomposition (POD) is deduced. By introducing random functions as constraints correlating the orthogonal random variables involved in the unified formulation, the dimension-reduction spectral representation method (DR-SRM) and the dimension-reduction proper orthogonal decomposition (DR-POD) are addressed. The proposed schemes are capable of representing the multivariate stationary stochastic process with a few elementary random variables, bypassing the challenges of high-dimensional random variables inherent in the conventional Monte Carlo methods. In order to accelerate the numerical simulation, the technique of Fast Fourier Transform (FFT) is integrated with the proposed schemes. For illustrative purposes, the simulation of horizontal wind velocity field along the deck of a large-span bridge is proceeded using the proposed methods containing 2 and 3 elementary random variables. Numerical simulation reveals the usefulness of the dimension-reduction representation methods.

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.

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.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

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

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.

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.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

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

A Hybrid of the Chemical Master Equation and the Gillespie Algorithm for Efficient Stochastic Simulations of Sub-Networks.

PubMed

Albert, Jaroslav

2016-01-01

Modeling stochastic behavior of chemical reaction networks is an important endeavor in many aspects of chemistry and systems biology. The chemical master equation (CME) and the Gillespie algorithm (GA) are the two most fundamental approaches to such modeling; however, each of them has its own limitations: the GA may require long computing times, while the CME may demand unrealistic memory storage capacity. We propose a method that combines the CME and the GA that allows one to simulate stochastically a part of a reaction network. First, a reaction network is divided into two parts. The first part is simulated via the GA, while the solution of the CME for the second part is fed into the GA in order to update its propensities. The advantage of this method is that it avoids the need to solve the CME or stochastically simulate the entire network, which makes it highly efficient. One of its drawbacks, however, is that most of the information about the second part of the network is lost in the process. Therefore, this method is most useful when only partial information about a reaction network is needed. We tested this method against the GA on two systems of interest in biology--the gene switch and the Griffith model of a genetic oscillator--and have shown it to be highly accurate. Comparing this method to four different stochastic algorithms revealed it to be at least an order of magnitude faster than the fastest among them.

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

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.

Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

PubMed

Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

PubMed Central

Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license. PMID:22723865

Quasi-Monte Carlo Methods Applied to Tau-Leaping in Stochastic Biological Systems.

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on sample path simulation using Monte Carlo methods, even though these methods suffer from typical slow [Formula: see text] convergence rates as a function of the number of sample paths N. This paper investigates the combination of (randomised) quasi-Monte Carlo methods with an efficient sample path simulation procedure, namely [Formula: see text]-leaping. We show that this combination is often more effective than traditional Monte Carlo simulation in terms of the decay of statistical errors. The observed convergence rate behaviour is, however, non-trivial due to the discrete nature of the models of chemical reactions. We explain how this affects the performance of quasi-Monte Carlo methods by looking at a test problem in standard quadrature.

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2015-09-01

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

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).

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

Target Lagrangian kinematic simulation for particle-laden flows.

PubMed

Murray, S; Lightstone, M F; Tullis, S

2016-09-01

The target Lagrangian kinematic simulation method was motivated as a stochastic Lagrangian particle model that better synthesizes turbulence structure, relative to stochastic separated flow models. By this method, the trajectories of particles are constructed according to synthetic turbulent-like fields, which conform to a target Lagrangian integral timescale. In addition to recovering the expected Lagrangian properties of fluid tracers, this method is shown to reproduce the crossing trajectories and continuity effects, in agreement with an experimental benchmark.

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

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.

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

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.

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.

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

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

2–stage stochastic Runge–Kutta for stochastic delay differential equations

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

Rosli, Norhayati; Jusoh Awang, Rahimah; Bahar, Arifah

2015-05-15

This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

Anisotropic Stochastic Vortex Structure Method for Simulating Particle Collision in Turbulent Shear Flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad; Marshall, Jeffrey; Grant, John; Jin, Xing

2017-11-01

Accounting for the effect of subgrid-scale turbulence on interacting particles remains a challenge when using Reynolds-Averaged Navier Stokes (RANS) or Large Eddy Simulation (LES) approaches for simulation of turbulent particulate flows. The standard stochastic Lagrangian method for introducing turbulence into particulate flow computations is not effective when the particles interact via collisions, contact electrification, etc., since this method is not intended to accurately model relative motion between particles. We have recently developed the stochastic vortex structure (SVS) method and demonstrated its use for accurate simulation of particle collision in homogeneous turbulence; the current work presents an extension of the SVS method to turbulent shear flows. The SVS method simulates subgrid-scale turbulence using a set of randomly-positioned, finite-length vortices to generate a synthetic fluctuating velocity field. It has been shown to accurately reproduce the turbulence inertial-range spectrum and the probability density functions for the velocity and acceleration fields. In order to extend SVS to turbulent shear flows, a new inversion method has been developed to orient the vortices in order to generate a specified Reynolds stress field. The extended SVS method is validated in the present study with comparison to direct numerical simulations for a planar turbulent jet flow. This research was supported by the U.S. National Science Foundation under Grant CBET-1332472.

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.

Fokker-Planck Equations of Stochastic Acceleration: A Study of Numerical Methods

NASA Astrophysics Data System (ADS)

Park, Brian T.; Petrosian, Vahe

1996-03-01

Stochastic wave-particle acceleration may be responsible for producing suprathermal particles in many astrophysical situations. The process can be described as a diffusion process through the Fokker-Planck equation. If the acceleration region is homogeneous and the scattering mean free path is much smaller than both the energy change mean free path and the size of the acceleration region, then the Fokker-Planck equation reduces to a simple form involving only the time and energy variables. in an earlier paper (Park & Petrosian 1995, hereafter Paper 1), we studied the analytic properties of the Fokker-Planck equation and found analytic solutions for some simple cases. In this paper, we study the numerical methods which must be used to solve more general forms of the equation. Two classes of numerical methods are finite difference methods and Monte Carlo simulations. We examine six finite difference methods, three fully implicit and three semi-implicit, and a stochastic simulation method which uses the exact correspondence between the Fokker-Planck equation and the it5 stochastic differential equation. As discussed in Paper I, Fokker-Planck equations derived under the above approximations are singular, causing problems with boundary conditions and numerical overflow and underflow. We evaluate each method using three sample equations to test its stability, accuracy, efficiency, and robustness for both time-dependent and steady state solutions. We conclude that the most robust finite difference method is the fully implicit Chang-Cooper method, with minor extensions to account for the escape and injection terms. Other methods suffer from stability and accuracy problems when dealing with some Fokker-Planck equations. The stochastic simulation method, although simple to implement, is susceptible to Poisson noise when insufficient test particles are used and is computationally very expensive compared to the finite difference method.

Adaptive multiple super fast simulated annealing for stochastic microstructure reconstruction

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

Ryu, Seun; Lin, Guang; Sun, Xin

2013-01-01

Fast image reconstruction from statistical information is critical in image fusion from multimodality chemical imaging instrumentation to create high resolution image with large domain. Stochastic methods have been used widely in image reconstruction from two point correlation function. The main challenge is to increase the efficiency of reconstruction. A novel simulated annealing method is proposed for fast solution of image reconstruction. Combining the advantage of very fast cooling schedules, dynamic adaption and parallelization, the new simulation annealing algorithm increases the efficiencies by several orders of magnitude, making the large domain image fusion feasible.

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.

3D hybrid tectono-stochastic modeling of naturally fractured reservoir: Application of finite element method and stochastic simulation technique

NASA Astrophysics Data System (ADS)

Gholizadeh Doonechaly, N.; Rahman, S. S.

2012-05-01

Simulation of naturally fractured reservoirs offers significant challenges due to the lack of a methodology that can utilize field data. To date several methods have been proposed by authors to characterize naturally fractured reservoirs. Among them is the unfolding/folding method which offers some degree of accuracy in estimating the probability of the existence of fractures in a reservoir. Also there are statistical approaches which integrate all levels of field data to simulate the fracture network. This approach, however, is dependent on the availability of data sources, such as seismic attributes, core descriptions, well logs, etc. which often make it difficult to obtain field wide. In this study a hybrid tectono-stochastic simulation is proposed to characterize a naturally fractured reservoir. A finite element based model is used to simulate the tectonic event of folding and unfolding of a geological structure. A nested neuro-stochastic technique is used to develop the inter-relationship between the data and at the same time it utilizes the sequential Gaussian approach to analyze field data along with fracture probability data. This approach has the ability to overcome commonly experienced discontinuity of the data in both horizontal and vertical directions. This hybrid technique is used to generate a discrete fracture network of a specific Australian gas reservoir, Palm Valley in the Northern Territory. Results of this study have significant benefit in accurately describing fluid flow simulation and well placement for maximal hydrocarbon recovery.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

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

Stochastic-field cavitation model

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

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

2013-07-15

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

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.

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

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

NASA Astrophysics Data System (ADS)

Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar

2017-03-01

We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

DOE PAGES

Kim, Changho; Nonaka, Andy; Bell, John B.; ...

2017-03-24

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less

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.

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

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.

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

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

Ju, Ping; Li, Hongyu; Gan, Chun

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

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.

Modeling stochastic noise in gene regulatory systems

PubMed Central

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

2014-01-01

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

An efficient distribution method for nonlinear transport problems in highly heterogeneous stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, Fayadhoi; Meyer, Daniel; Tchelepi, Hamdi

2016-04-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are crucial to explore possible scenarios and assess risks in subsurface problems. In particular, nonlinear two-phase flows in porous media are essential, yet challenging, in reservoir simulation and hydrology. Adding highly heterogeneous and uncertain input, such as the permeability and porosity fields, transforms the estimation of the flow response into a tough stochastic problem for which computationally expensive Monte Carlo (MC) simulations remain the preferred option.We propose an alternative approach to evaluate the probability distribution of the (water) saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the (water) saturation. The distribution method draws inspiration from a Lagrangian approach of the stochastic transport problem and expresses the saturation PDF and CDF essentially in terms of a deterministic mapping and the distribution and statistics of scalar random fields. In a large class of applications these random fields can be estimated at low computational costs (few MC runs), thus making the distribution method attractive. Even though the method relies on a key assumption of fixed streamlines, we show that it performs well for high input variances, which is the case of interest. Once the saturation distribution is determined, any one-point statistics thereof can be obtained, especially the saturation average and standard deviation. Moreover, the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be efficiently derived from the distribution method. These statistics can then be used for risk assessment, as well as data assimilation and uncertainty reduction in the prior knowledge of input distributions. We provide various examples and comparisons with MC simulations to illustrate the performance of the method.

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.

Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion.

PubMed

Fröhlich, Fabian; Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J; Grima, Ramon; Hasenauer, Jan

2016-07-01

Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity.

Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion

PubMed Central

Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J.; Grima, Ramon; Hasenauer, Jan

2016-01-01

Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity. PMID:27447730

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

PubMed

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

2011-03-01

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

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

Stochastic Optimization for an Analytical Model of Saltwater Intrusion in Coastal Aquifers

PubMed Central

Stratis, Paris N.; Karatzas, George P.; Papadopoulou, Elena P.; Zakynthinaki, Maria S.; Saridakis, Yiannis G.

2016-01-01

The present study implements a stochastic optimization technique to optimally manage freshwater pumping from coastal aquifers. Our simulations utilize the well-known sharp interface model for saltwater intrusion in coastal aquifers together with its known analytical solution. The objective is to maximize the total volume of freshwater pumped by the wells from the aquifer while, at the same time, protecting the aquifer from saltwater intrusion. In the direction of dealing with this problem in real time, the ALOPEX stochastic optimization method is used, to optimize the pumping rates of the wells, coupled with a penalty-based strategy that keeps the saltwater front at a safe distance from the wells. Several numerical optimization results, that simulate a known real aquifer case, are presented. The results explore the computational performance of the chosen stochastic optimization method as well as its abilities to manage freshwater pumping in real aquifer environments. PMID:27689362

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.

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.

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

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

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

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

PubMed Central

Dhar, Amrit

2017-01-01

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

An equation-free probabilistic steady-state approximation: dynamic application to the stochastic simulation of biochemical reaction networks.

PubMed

Salis, Howard; Kaznessis, Yiannis N

2005-12-01

Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.

Hierarchy of forward-backward stochastic Schrödinger equation

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2016-07-01

Driven by the impetus to simulate quantum dynamics in photosynthetic complexes or even larger molecular aggregates, we have established a hierarchy of forward-backward stochastic Schrödinger equation in the light of stochastic unravelling of the symmetric part of the influence functional in the path-integral formalism of reduced density operator. The method is numerically exact and is suited for Debye-Drude spectral density, Ohmic spectral density with an algebraic or exponential cutoff, as well as discrete vibrational modes. The power of this method is verified by performing the calculations of time-dependent population differences in the valuable spin-boson model from zero to high temperatures. By simulating excitation energy transfer dynamics of the realistic full FMO trimer, some important features are revealed.

Incorporating extrinsic noise into the stochastic simulation of biochemical reactions: A comparison of approaches

NASA Astrophysics Data System (ADS)

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

2018-02-01

The stochastic simulation algorithm (SSA) has been widely used for simulating biochemical reaction networks. SSA is able to capture the inherently intrinsic noise of the biological system, which is due to the discreteness of species population and to the randomness of their reciprocal interactions. However, SSA does not consider other sources of heterogeneity in biochemical reaction systems, which are referred to as extrinsic noise. Here, we extend two simulation approaches, namely, the integration-based method and the rejection-based method, to take extrinsic noise into account by allowing the reaction propensities to vary in time and state dependent manner. For both methods, new efficient implementations are introduced and their efficiency and applicability to biological models are investigated. Our numerical results suggest that the rejection-based method performs better than the integration-based method when the extrinsic noise is considered.

Simple, Fast and Accurate Implementation of the Diffusion Approximation Algorithm for Stochastic Ion Channels with Multiple States

PubMed Central

Orio, Patricio; Soudry, Daniel

2012-01-01

Background The phenomena that emerge from the interaction of the stochastic opening and closing of ion channels (channel noise) with the non-linear neural dynamics are essential to our understanding of the operation of the nervous system. The effects that channel noise can have on neural dynamics are generally studied using numerical simulations of stochastic models. Algorithms based on discrete Markov Chains (MC) seem to be the most reliable and trustworthy, but even optimized algorithms come with a non-negligible computational cost. Diffusion Approximation (DA) methods use Stochastic Differential Equations (SDE) to approximate the behavior of a number of MCs, considerably speeding up simulation times. However, model comparisons have suggested that DA methods did not lead to the same results as in MC modeling in terms of channel noise statistics and effects on excitability. Recently, it was shown that the difference arose because MCs were modeled with coupled gating particles, while the DA was modeled using uncoupled gating particles. Implementations of DA with coupled particles, in the context of a specific kinetic scheme, yielded similar results to MC. However, it remained unclear how to generalize these implementations to different kinetic schemes, or whether they were faster than MC algorithms. Additionally, a steady state approximation was used for the stochastic terms, which, as we show here, can introduce significant inaccuracies. Main Contributions We derived the SDE explicitly for any given ion channel kinetic scheme. The resulting generic equations were surprisingly simple and interpretable – allowing an easy, transparent and efficient DA implementation, avoiding unnecessary approximations. The algorithm was tested in a voltage clamp simulation and in two different current clamp simulations, yielding the same results as MC modeling. Also, the simulation efficiency of this DA method demonstrated considerable superiority over MC methods, except when short time steps or low channel numbers were used. PMID:22629320

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

Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

NASA Astrophysics Data System (ADS)

Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

2018-04-01

This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual artifact banding phenomenon unlike the proposed method and USRM. In all, the proposed permeability and porosity fields generation coupled with the numerical simulator developed will aid in developing efficient mobility control schemes to improve on poor volumetric sweep efficiency in porous media.

Simulations of Technology-Induced and Crisis-Led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment

ERIC Educational Resources Information Center

Ahmet, Kara

2015-01-01

This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. I use the methods of system dynamics to simulate these processes in the context of a particular sociologically interesting case, namely that of the Turkish higher education…

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.

Exponential stability of stochastic complex networks with multi-weights based on graph theory

NASA Astrophysics Data System (ADS)

Zhang, Chunmei; Chen, Tianrui

2018-04-01

In this paper, a novel approach to exponential stability of stochastic complex networks with multi-weights is investigated by means of the graph-theoretical method. New sufficient conditions are provided to ascertain the moment exponential stability and almost surely exponential stability of stochastic complex networks with multiple weights. It is noted that our stability results are closely related with multi-weights and the intensity of stochastic disturbance. Numerical simulations are also presented to substantiate the theoretical results.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

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

2015-02-03

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

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.

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.

An adaptive multi-level simulation algorithm for stochastic biological systems

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

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

2015-01-14

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

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.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

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

PubMed

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

2016-08-01

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

Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models

NASA Astrophysics Data System (ADS)

Lemmens, D.; Wouters, M.; Tempere, J.; Foulon, S.

2008-07-01

We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The flexibility of our approach is demonstrated by extending the realm of closed-form option price formulas to the case where both the volatility and interest rates are stochastic. This flexibility is promising for the treatment of exotic options. Our analytical formulas are tested with numerical Monte Carlo simulations.

Stochastic weighted particle methods for population balance equations with coagulation, fragmentation and spatial inhomogeneity

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

Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang

2015-12-15

Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. Themore » weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.« less

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.

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.

Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

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

Preston, Leiph

Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fractionmore » of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.« less

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

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

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

A multi-scaled approach for simulating chemical reaction systems.

PubMed

Burrage, Kevin; Tian, Tianhai; Burrage, Pamela

2004-01-01

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

Stochastic Earthquake Rupture Modeling Using Nonparametric Co-Regionalization

NASA Astrophysics Data System (ADS)

Lee, Kyungbook; Song, Seok Goo

2017-09-01

Accurate predictions of the intensity and variability of ground motions are essential in simulation-based seismic hazard assessment. Advanced simulation-based ground motion prediction methods have been proposed to complement the empirical approach, which suffers from the lack of observed ground motion data, especially in the near-source region for large events. It is important to quantify the variability of the earthquake rupture process for future events and to produce a number of rupture scenario models to capture the variability in simulation-based ground motion predictions. In this study, we improved the previously developed stochastic earthquake rupture modeling method by applying the nonparametric co-regionalization, which was proposed in geostatistics, to the correlation models estimated from dynamically derived earthquake rupture models. The nonparametric approach adopted in this study is computationally efficient and, therefore, enables us to simulate numerous rupture scenarios, including large events ( M > 7.0). It also gives us an opportunity to check the shape of true input correlation models in stochastic modeling after being deformed for permissibility. We expect that this type of modeling will improve our ability to simulate a wide range of rupture scenario models and thereby predict ground motions and perform seismic hazard assessment more accurately.

Multi-fidelity stochastic collocation method for computation of statistical moments

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

Zhu, Xueyu, E-mail: xueyu-zhu@uiowa.edu; Linebarger, Erin M., E-mail: aerinline@sci.utah.edu; Xiu, Dongbin, E-mail: xiu.16@osu.edu

We present an efficient numerical algorithm to approximate the statistical moments of stochastic problems, in the presence of models with different fidelities. The method extends the multi-fidelity approximation method developed in . By combining the efficiency of low-fidelity models and the accuracy of high-fidelity models, our method exhibits fast convergence with a limited number of high-fidelity simulations. We establish an error bound of the method and present several numerical examples to demonstrate the efficiency and applicability of the multi-fidelity algorithm.

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.

Efficient simulation of intrinsic, extrinsic and external noise in biochemical systems

PubMed Central

Pischel, Dennis; Sundmacher, Kai; Flassig, Robert J.

2017-01-01

Abstract Motivation: Biological cells operate in a noisy regime influenced by intrinsic, extrinsic and external noise, which leads to large differences of individual cell states. Stochastic effects must be taken into account to characterize biochemical kinetics accurately. Since the exact solution of the chemical master equation, which governs the underlying stochastic process, cannot be derived for most biochemical systems, approximate methods are used to obtain a solution. Results: In this study, a method to efficiently simulate the various sources of noise simultaneously is proposed and benchmarked on several examples. The method relies on the combination of the sigma point approach to describe extrinsic and external variability and the τ-leaping algorithm to account for the stochasticity due to probabilistic reactions. The comparison of our method to extensive Monte Carlo calculations demonstrates an immense computational advantage while losing an acceptable amount of accuracy. Additionally, the application to parameter optimization problems in stochastic biochemical reaction networks is shown, which is rarely applied due to its huge computational burden. To give further insight, a MATLAB script is provided including the proposed method applied to a simple toy example of gene expression. Availability and implementation: MATLAB code is available at Bioinformatics online. Contact: flassig@mpi-magdeburg.mpg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881987

Path durations for use in the stochastic‐method simulation of ground motions

USGS Publications Warehouse

Boore, David M.; Thompson, Eric M.

2014-01-01

The stochastic method of ground‐motion simulation assumes that the energy in a target spectrum is spread over a duration DT. DT is generally decomposed into the duration due to source effects (DS) and to path effects (DP). For the most commonly used source, seismological theory directly relates DS to the source corner frequency, accounting for the magnitude scaling of DT. In contrast, DP is related to propagation effects that are more difficult to represent by analytic equations based on the physics of the process. We are primarily motivated to revisit DT because the function currently employed by many implementations of the stochastic method for active tectonic regions underpredicts observed durations, leading to an overprediction of ground motions for a given target spectrum. Further, there is some inconsistency in the literature regarding which empirical duration corresponds to DT. Thus, we begin by clarifying the relationship between empirical durations and DT as used in the first author’s implementation of the stochastic method, and then we develop a new DP relationship. The new DP function gives significantly longer durations than in the previous DP function, but the relative contribution of DP to DT still diminishes with increasing magnitude. Thus, this correction is more important for small events or subfaults of larger events modeled with the stochastic finite‐fault method.

Numerical methods for the stochastic Landau-Lifshitz Navier-Stokes equations.

PubMed

Bell, John B; Garcia, Alejandro L; Williams, Sarah A

2007-07-01

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several computational fluid dynamics approaches are considered (including MacCormack's two-step Lax-Wendroff scheme and the piecewise parabolic method) and are found to give good results for the variance of momentum fluctuations. However, neither of these schemes accurately reproduces the fluctuations in energy or density. We introduce a conservative centered scheme with a third-order Runge-Kutta temporal integrator that does accurately produce fluctuations in density, energy, and momentum. A variety of numerical tests, including the random walk of a standing shock wave, are considered and results from the stochastic LLNS solver are compared with theory, when available, and with molecular simulations using a direct simulation Monte Carlo algorithm.

An extended stochastic method for seismic hazard estimation

NASA Astrophysics Data System (ADS)

Abd el-aal, A. K.; El-Eraki, M. A.; Mostafa, S. I.

2015-12-01

In this contribution, we developed an extended stochastic technique for seismic hazard assessment purposes. This technique depends on the hypothesis of stochastic technique of Boore (2003) "Simulation of ground motion using the stochastic method. Appl. Geophy. 160:635-676". The essential characteristics of extended stochastic technique are to obtain and simulate ground motion in order to minimize future earthquake consequences. The first step of this technique is defining the seismic sources which mostly affect the study area. Then, the maximum expected magnitude is defined for each of these seismic sources. It is followed by estimating the ground motion using an empirical attenuation relationship. Finally, the site amplification is implemented in calculating the peak ground acceleration (PGA) at each site of interest. We tested and applied this developed technique at Cairo, Suez, Port Said, Ismailia, Zagazig and Damietta cities to predict the ground motion. Also, it is applied at Cairo, Zagazig and Damietta cities to estimate the maximum peak ground acceleration at actual soil conditions. In addition, 0.5, 1, 5, 10 and 20 % damping median response spectra are estimated using the extended stochastic simulation technique. The calculated highest acceleration values at bedrock conditions are found at Suez city with a value of 44 cm s-2. However, these acceleration values decrease towards the north of the study area to reach 14.1 cm s-2 at Damietta city. This comes in agreement with the results of previous studies of seismic hazards in northern Egypt and is found to be comparable. This work can be used for seismic risk mitigation and earthquake engineering purposes.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Comparison between stochastic and machine learning methods for hydrological multi-step ahead forecasting: All forecasts are wrong!

NASA Astrophysics Data System (ADS)

Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris

2017-04-01

Machine learning (ML) is considered to be a promising approach to hydrological processes forecasting. We conduct a comparison between several stochastic and ML point estimation methods by performing large-scale computational experiments based on simulations. The purpose is to provide generalized results, while the respective comparisons in the literature are usually based on case studies. The stochastic methods used include simple methods, models from the frequently used families of Autoregressive Moving Average (ARMA), Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Exponential Smoothing models. The ML methods used are Random Forests (RF), Support Vector Machines (SVM) and Neural Networks (NN). The comparison refers to the multi-step ahead forecasting properties of the methods. A total of 20 methods are used, among which 9 are the ML methods. 12 simulation experiments are performed, while each of them uses 2 000 simulated time series of 310 observations. The time series are simulated using stochastic processes from the families of ARMA and ARFIMA models. Each time series is split into a fitting (first 300 observations) and a testing set (last 10 observations). The comparative assessment of the methods is based on 18 metrics, that quantify the methods' performance according to several criteria related to the accurate forecasting of the testing set, the capturing of its variation and the correlation between the testing and forecasted values. The most important outcome of this study is that there is not a uniformly better or worse method. However, there are methods that are regularly better or worse than others with respect to specific metrics. It appears that, although a general ranking of the methods is not possible, their classification based on their similar or contrasting performance in the various metrics is possible to some extent. Another important conclusion is that more sophisticated methods do not necessarily provide better forecasts compared to simpler methods. It is pointed out that the ML methods do not differ dramatically from the stochastic methods, while it is interesting that the NN, RF and SVM algorithms used in this study offer potentially very good performance in terms of accuracy. It should be noted that, although this study focuses on hydrological processes, the results are of general scientific interest. Another important point in this study is the use of several methods and metrics. Using fewer methods and fewer metrics would have led to a very different overall picture, particularly if those fewer metrics corresponded to fewer criteria. For this reason, we consider that the proposed methodology is appropriate for the evaluation of forecasting methods.

Ensemble methods for stochastic networks with special reference to the biological clock of Neurospora crassa.

PubMed

Caranica, C; Al-Omari, A; Deng, Z; Griffith, J; Nilsen, R; Mao, L; Arnold, J; Schüttler, H-B

2018-01-01

A major challenge in systems biology is to infer the parameters of regulatory networks that operate in a noisy environment, such as in a single cell. In a stochastic regime it is hard to distinguish noise from the real signal and to infer the noise contribution to the dynamical behavior. When the genetic network displays oscillatory dynamics, it is even harder to infer the parameters that produce the oscillations. To address this issue we introduce a new estimation method built on a combination of stochastic simulations, mass action kinetics and ensemble network simulations in which we match the average periodogram and phase of the model to that of the data. The method is relatively fast (compared to Metropolis-Hastings Monte Carlo Methods), easy to parallelize, applicable to large oscillatory networks and large (~2000 cells) single cell expression data sets, and it quantifies the noise impact on the observed dynamics. Standard errors of estimated rate coefficients are typically two orders of magnitude smaller than the mean from single cell experiments with on the order of ~1000 cells. We also provide a method to assess the goodness of fit of the stochastic network using the Hilbert phase of single cells. An analysis of phase departures from the null model with no communication between cells is consistent with a hypothesis of Stochastic Resonance describing single cell oscillators. Stochastic Resonance provides a physical mechanism whereby intracellular noise plays a positive role in establishing oscillatory behavior, but may require model parameters, such as rate coefficients, that differ substantially from those extracted at the macroscopic level from measurements on populations of millions of communicating, synchronized cells.

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.

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.

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.

SMSIM--Fortran programs for simulating ground motions from earthquakes: Version 2.0.--a revision of OFR 96-80-A

USGS Publications Warehouse

Boore, David M.

2000-01-01

A simple and powerful method for simulating ground motions is based on the assumption that the amplitude of ground motion at a site can be specified in a deterministic way, with a random phase spectrum modified such that the motion is distributed over a duration related to the earthquake magnitude and to distance from the source. This method of simulating ground motions often goes by the name "the stochastic method." It is particularly useful for simulating the higher-frequency ground motions of most interest to engineers, and it is widely used to predict ground motions for regions of the world in which recordings of motion from damaging earthquakes are not available. This simple method has been successful in matching a variety of ground-motion measures for earthquakes with seismic moments spanning more than 12 orders of magnitude. One of the essential characteristics of the method is that it distills what is known about the various factors affecting ground motions (source, path, and site) into simple functional forms that can be used to predict ground motions. SMSIM is a set of programs for simulating ground motions based on the stochastic method. This Open-File Report is a revision of an earlier report (Boore, 1996) describing a set of programs for simulating ground motions from earthquakes. The programs are based on modifications I have made to the stochastic method first introduced by Hanks and McGuire (1981). The report contains source codes, written in Fortran, and executables that can be used on a PC. Programs are included both for time-domain and for random vibration simulations. In addition, programs are included to produce Fourier amplitude spectra for the models used in the simulations and to convert shear velocity vs. depth into frequency-dependent amplification. The revision to the previous report is needed because the input and output files have changed significantly, and a number of new programs have been included in the set.

Method of sound synthesis

DOEpatents

Miner, Nadine E.; Caudell, Thomas P.

2004-06-08

A sound synthesis method for modeling and synthesizing dynamic, parameterized sounds. The sound synthesis method yields perceptually convincing sounds and provides flexibility through model parameterization. By manipulating model parameters, a variety of related, but perceptually different sounds can be generated. The result is subtle changes in sounds, in addition to synthesis of a variety of sounds, all from a small set of models. The sound models can change dynamically according to changes in the simulation environment. The method is applicable to both stochastic (impulse-based) and non-stochastic (pitched) sounds.

An Application of a Stochastic Semi-Continuous Simulation Method for Flood Frequency Analysis: A Case Study in Slovakia

NASA Astrophysics Data System (ADS)

Valent, Peter; Paquet, Emmanuel

2017-09-01

A reliable estimate of extreme flood characteristics has always been an active topic in hydrological research. Over the decades a large number of approaches and their modifications have been proposed and used, with various methods utilizing continuous simulation of catchment runoff, being the subject of the most intensive research in the last decade. In this paper a new and promising stochastic semi-continuous method is used to estimate extreme discharges in two mountainous Slovak catchments of the rivers Váh and Hron, in which snow-melt processes need to be taken into account. The SCHADEX method used, couples a precipitation probabilistic model with a rainfall-runoff model used to both continuously simulate catchment hydrological conditions and to transform generated synthetic rainfall events into corresponding discharges. The stochastic nature of the method means that a wide range of synthetic rainfall events were simulated on various historical catchment conditions, taking into account not only the saturation of soil, but also the amount of snow accumulated in the catchment. The results showed that the SCHADEX extreme discharge estimates with return periods of up to 100 years were comparable to those estimated by statistical approaches. In addition, two reconstructed historical floods with corresponding return periods of 100 and 1000 years were compared to the SCHADEX estimates. The results confirmed the usability of the method for estimating design discharges with a recurrence interval of more than 100 years and its applicability in Slovak conditions.

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

Qualitative modeling of normal blood coagulation and its pathological states using stochastic activity networks.

PubMed

Mounts, W M; Liebman, M N

1997-07-01

We have developed a method for representing biological pathways and simulating their behavior based on the use of stochastic activity networks (SANs). SANs, an extension of the original Petri net, have been used traditionally to model flow systems including data-communications networks and manufacturing processes. We apply the methodology to the blood coagulation cascade, a biological flow system, and present the representation method as well as results of simulation studies based on published experimental data. In addition to describing the dynamic model, we also present the results of its utilization to perform simulations of clinical states including hemophilia's A and B as well as sensitivity analysis of individual factors and their impact on thrombin production.

Mesoscopic-microscopic spatial stochastic simulation with automatic system partitioning.

PubMed

Hellander, Stefan; Hellander, Andreas; Petzold, Linda

2017-12-21

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

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

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

Compressible cavitation with stochastic field method

NASA Astrophysics Data System (ADS)

Class, Andreas; Dumond, Julien

2012-11-01

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

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

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.

Simulation of earthquake ground motions in the eastern United States using deterministic physics‐based and site‐based stochastic approaches

USGS Publications Warehouse

Rezaeian, Sanaz; Hartzell, Stephen; Sun, Xiaodan; Mendoza, Carlos

2017-01-01

Earthquake ground‐motion recordings are scarce in the central and eastern United States (CEUS) for large‐magnitude events and at close distances. We use two different simulation approaches, a deterministic physics‐based method and a site‐based stochastic method, to simulate ground motions over a wide range of magnitudes. Drawing on previous results for the modeling of recordings from the 2011 Mw 5.8 Mineral, Virginia, earthquake and using the 2001 Mw 7.6 Bhuj, India, earthquake as a tectonic analog for a large magnitude CEUS event, we are able to calibrate the two simulation methods over this magnitude range. Both models show a good fit to the Mineral and Bhuj observations from 0.1 to 10 Hz. Model parameters are then adjusted to obtain simulations for Mw 6.5, 7.0, and 7.6 events in the CEUS. Our simulations are compared with the 2014 U.S. Geological Survey weighted combination of existing ground‐motion prediction equations in the CEUS. The physics‐based simulations show comparable response spectral amplitudes and a fairly similar attenuation with distance. The site‐based stochastic simulations suggest a slightly faster attenuation of the response spectral amplitudes with distance for larger magnitude events and, as a result, slightly lower amplitudes at distances greater than 200 km. Both models are plausible alternatives and, given the few available data points in the CEUS, can be used to represent the epistemic uncertainty in modeling of postulated CEUS large‐magnitude events.

Design Of Combined Stochastic Feedforward/Feedback Control

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1989-01-01

Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

Assessing performance and validating finite element simulations using probabilistic knowledge

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

Dolin, Ronald M.; Rodriguez, E. A.

Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrencemore » results are used to validate finite element predictions.« less

A Monte Carlo simulation based inverse propagation method for stochastic model updating

NASA Astrophysics Data System (ADS)

Bao, Nuo; Wang, Chunjie

2015-08-01

This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.

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

PubMed

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

2018-05-01

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

Simulating biological processes: stochastic physics from whole cells to colonies

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Stochastic series expansion simulation of the t -V model

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

2016-04-01

We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

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

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model.

PubMed

Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

2016-12-28

The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

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

Padgett, Jill M. A.; Ilie, Silvana, E-mail: silvana@ryerson.ca

2016-03-15

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating themore » solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.« less

MEANS: python package for Moment Expansion Approximation, iNference and Simulation

PubMed Central

Fan, Sisi; Geissmann, Quentin; Lakatos, Eszter; Lukauskas, Saulius; Ale, Angelique; Babtie, Ann C.; Kirk, Paul D. W.; Stumpf, Michael P. H.

2016-01-01

Motivation: Many biochemical systems require stochastic descriptions. Unfortunately these can only be solved for the simplest cases and their direct simulation can become prohibitively expensive, precluding thorough analysis. As an alternative, moment closure approximation methods generate equations for the time-evolution of the system’s moments and apply a closure ansatz to obtain a closed set of differential equations; that can become the basis for the deterministic analysis of the moments of the outputs of stochastic systems. Results: We present a free, user-friendly tool implementing an efficient moment expansion approximation with parametric closures that integrates well with the IPython interactive environment. Our package enables the analysis of complex stochastic systems without any constraints on the number of species and moments studied and the type of rate laws in the system. In addition to the approximation method our package provides numerous tools to help non-expert users in stochastic analysis. Availability and implementation: https://github.com/theosysbio/means Contacts: m.stumpf@imperial.ac.uk or e.lakatos13@imperial.ac.uk Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27153663

MEANS: python package for Moment Expansion Approximation, iNference and Simulation.

PubMed

Fan, Sisi; Geissmann, Quentin; Lakatos, Eszter; Lukauskas, Saulius; Ale, Angelique; Babtie, Ann C; Kirk, Paul D W; Stumpf, Michael P H

2016-09-15

Many biochemical systems require stochastic descriptions. Unfortunately these can only be solved for the simplest cases and their direct simulation can become prohibitively expensive, precluding thorough analysis. As an alternative, moment closure approximation methods generate equations for the time-evolution of the system's moments and apply a closure ansatz to obtain a closed set of differential equations; that can become the basis for the deterministic analysis of the moments of the outputs of stochastic systems. We present a free, user-friendly tool implementing an efficient moment expansion approximation with parametric closures that integrates well with the IPython interactive environment. Our package enables the analysis of complex stochastic systems without any constraints on the number of species and moments studied and the type of rate laws in the system. In addition to the approximation method our package provides numerous tools to help non-expert users in stochastic analysis. https://github.com/theosysbio/means m.stumpf@imperial.ac.uk or e.lakatos13@imperial.ac.uk Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

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.

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

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

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.

Stochastic chaos induced by diffusion processes with identical spectral density but different probability density functions.

PubMed

Lei, Youming; Zheng, Fan

2016-12-01

Stochastic chaos induced by diffusion processes, with identical spectral density but different probability density functions (PDFs), is investigated in selected lightly damped Hamiltonian systems. The threshold amplitude of diffusion processes for the onset of chaos is derived by using the stochastic Melnikov method together with a mean-square criterion. Two quasi-Hamiltonian systems, namely, a damped single pendulum and damped Duffing oscillator perturbed by stochastic excitations, are used as illustrative examples. Four different cases of stochastic processes are taking as the driving excitations. It is shown that in such two systems the spectral density of diffusion processes completely determines the threshold amplitude for chaos, regardless of the shape of their PDFs, Gaussian or otherwise. Furthermore, the mean top Lyapunov exponent is employed to verify analytical results. The results obtained by numerical simulations are in accordance with the analytical results. This demonstrates that the stochastic Melnikov method is effective in predicting the onset of chaos in the quasi-Hamiltonian systems.

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.

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.

Efficient simulation of intrinsic, extrinsic and external noise in biochemical systems.

PubMed

Pischel, Dennis; Sundmacher, Kai; Flassig, Robert J

2017-07-15

Biological cells operate in a noisy regime influenced by intrinsic, extrinsic and external noise, which leads to large differences of individual cell states. Stochastic effects must be taken into account to characterize biochemical kinetics accurately. Since the exact solution of the chemical master equation, which governs the underlying stochastic process, cannot be derived for most biochemical systems, approximate methods are used to obtain a solution. In this study, a method to efficiently simulate the various sources of noise simultaneously is proposed and benchmarked on several examples. The method relies on the combination of the sigma point approach to describe extrinsic and external variability and the τ -leaping algorithm to account for the stochasticity due to probabilistic reactions. The comparison of our method to extensive Monte Carlo calculations demonstrates an immense computational advantage while losing an acceptable amount of accuracy. Additionally, the application to parameter optimization problems in stochastic biochemical reaction networks is shown, which is rarely applied due to its huge computational burden. To give further insight, a MATLAB script is provided including the proposed method applied to a simple toy example of gene expression. MATLAB code is available at Bioinformatics online. flassig@mpi-magdeburg.mpg.de. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

Revisions to some parameters used in stochastic-method simulations of ground motion

USGS Publications Warehouse

Boore, David; Thompson, Eric M.

2015-01-01

The stochastic method of ground‐motion simulation specifies the amplitude spectrum as a function of magnitude (M) and distance (R). The manner in which the amplitude spectrum varies with M and R depends on physical‐based parameters that are often constrained by recorded motions for a particular region (e.g., stress parameter, geometrical spreading, quality factor, and crustal amplifications), which we refer to as the seismological model. The remaining ingredient for the stochastic method is the ground‐motion duration. Although the duration obviously affects the character of the ground motion in the time domain, it also significantly affects the response of a single‐degree‐of‐freedom oscillator. Recently published updates to the stochastic method include a new generalized double‐corner‐frequency source model, a new finite‐fault correction, a new parameterization of duration, and a new duration model for active crustal regions. In this article, we augment these updates with a new crustal amplification model and a new duration model for stable continental regions. Random‐vibration theory (RVT) provides a computationally efficient method to compute the peak oscillator response directly from the ground‐motion amplitude spectrum and duration. Because the correction factor used to account for the nonstationarity of the ground motion depends on the ground‐motion amplitude spectrum and duration, we also present new RVT correction factors for both active and stable regions.

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

PubMed

Zimmer, Christoph

2016-01-01

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

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

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.

Adaptive two-regime method: Application to front propagation

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

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

2014-03-28

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

Site correction of stochastic simulation in southwestern Taiwan

NASA Astrophysics Data System (ADS)

Lun Huang, Cong; Wen, Kuo Liang; Huang, Jyun Yan

2014-05-01

Peak ground acceleration (PGA) of a disastrous earthquake, is concerned both in civil engineering and seismology study. Presently, the ground motion prediction equation is widely used for PGA estimation study by engineers. However, the local site effect is another important factor participates in strong motion prediction. For example, in 1985 the Mexico City, 400km far from the epicenter, suffered massive damage due to the seismic wave amplification from the local alluvial layers. (Anderson et al., 1986) In past studies, the use of stochastic method had been done and showed well performance on the simulation of ground-motion at rock site (Beresnev and Atkinson, 1998a ; Roumelioti and Beresnev, 2003). In this study, the site correction was conducted by the empirical transfer function compared with the rock site response from stochastic point-source (Boore, 2005) and finite-fault (Boore, 2009) methods. The error between the simulated and observed Fourier spectrum and PGA are calculated. Further we compared the estimated PGA to the result calculated from ground motion prediction equation. The earthquake data used in this study is recorded by Taiwan Strong Motion Instrumentation Program (TSMIP) from 1991 to 2012; the study area is located at south-western Taiwan. The empirical transfer function was generated by calculating the spectrum ratio between alluvial site and rock site (Borcheret, 1970). Due to the lack of reference rock site station in this area, the rock site ground motion was generated through stochastic point-source model instead. Several target events were then chosen for stochastic point-source simulating to the halfspace. Then, the empirical transfer function for each station was multiplied to the simulated halfspace response. Finally, we focused on two target events: the 1999 Chi-Chi earthquake (Mw=7.6) and the 2010 Jiashian earthquake (Mw=6.4). Considering the large event may contain with complex rupture mechanism, the asperity and delay time for each sub-fault is to be concerned. Both the stochastic point-source and the finite-fault model were used to check the result of our correction.

A general moment expansion method for stochastic kinetic models

NASA Astrophysics Data System (ADS)

Ale, Angelique; Kirk, Paul; Stumpf, Michael P. H.

2013-05-01

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic properties of the system, which the linear noise approximation is unable to provide. Moreover, also for systems for which the mean does not have a strong dependence on higher order moments, moment approximation methods give information about higher order moments of the underlying probability distribution. We demonstrate the method using a dimerisation reaction, Michaelis-Menten kinetics and a model of an oscillating p53 system. We show that for the dimerisation reaction and Michaelis-Menten enzyme kinetics system higher order moments have limited influence on the estimation of the mean, while for the p53 system, the solution for the mean can require several moments to converge to the average obtained from many stochastic simulations. We also find that agreement between lower order moments does not guarantee that higher moments will agree. Compared to stochastic simulations, our approach is numerically highly efficient at capturing the behaviour of stochastic systems in terms of the average and higher moments, and we provide expressions for the computational cost for different system sizes and orders of approximation. We show how the moment expansion method can be employed to efficiently quantify parameter sensitivity. Finally we investigate the effects of using too few moments on parameter estimation, and provide guidance on how to estimate if the distribution can be accurately approximated using only a few moments.

A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields

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

Zentner, I.; Ferré, G., E-mail: gregoire.ferre@ponts.org; Poirion, F.

2016-06-01

In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at representing spatio–temporal stochastic fields. The proposed double expansion allows to build the model even in the case of large-size problems by separating the time, space and random parts of the field. A Gaussian kernel estimator is used to simulate the high dimensional set of random variables appearing in the decomposition. The capability of the method to reproduce the non-stationary and non-Gaussian features of random phenomena is illustrated bymore » applications to earthquakes (seismic ground motion) and sea states (wave heights).« less

Optimal control strategy for an impulsive stochastic competition system with time delays and jumps

NASA Astrophysics Data System (ADS)

Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.

Stochastic modelling of intermittency.

PubMed

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

2010-01-13

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

A stochastic vortex structure method for interacting particles in turbulent shear flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad F.; Marshall, Jeffrey S.; Grant, John R.

2018-01-01

In a recent study, we have proposed a new synthetic turbulence method based on stochastic vortex structures (SVSs), and we have demonstrated that this method can accurately predict particle transport, collision, and agglomeration in homogeneous, isotropic turbulence in comparison to direct numerical simulation results. The current paper extends the SVS method to non-homogeneous, anisotropic turbulence. The key element of this extension is a new inversion procedure, by which the vortex initial orientation can be set so as to generate a prescribed Reynolds stress field. After validating this inversion procedure for simple problems, we apply the SVS method to the problem of interacting particle transport by a turbulent planar jet. Measures of the turbulent flow and of particle dispersion, clustering, and collision obtained by the new SVS simulations are shown to compare well with direct numerical simulation results. The influence of different numerical parameters, such as number of vortices and vortex lifetime, on the accuracy of the SVS predictions is also examined.

Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Sun, Jian-Qiao

2016-09-01

The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

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.

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

Constant-pH molecular dynamics using stochastic titration

NASA Astrophysics Data System (ADS)

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

2002-09-01

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

Multisite stochastic simulation of daily precipitation from copula modeling with a gamma marginal distribution

NASA Astrophysics Data System (ADS)

Lee, Taesam

2018-05-01

Multisite stochastic simulations of daily precipitation have been widely employed in hydrologic analyses for climate change assessment and agricultural model inputs. Recently, a copula model with a gamma marginal distribution has become one of the common approaches for simulating precipitation at multiple sites. Here, we tested the correlation structure of the copula modeling. The results indicate that there is a significant underestimation of the correlation in the simulated data compared to the observed data. Therefore, we proposed an indirect method for estimating the cross-correlations when simulating precipitation at multiple stations. We used the full relationship between the correlation of the observed data and the normally transformed data. Although this indirect method offers certain improvements in preserving the cross-correlations between sites in the original domain, the method was not reliable in application. Therefore, we further improved a simulation-based method (SBM) that was developed to model the multisite precipitation occurrence. The SBM preserved well the cross-correlations of the original domain. The SBM method provides around 0.2 better cross-correlation than the direct method and around 0.1 degree better than the indirect method. The three models were applied to the stations in the Nakdong River basin, and the SBM was the best alternative for reproducing the historical cross-correlation. The direct method significantly underestimates the correlations among the observed data, and the indirect method appeared to be unreliable.

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

Accelerated simulation of stochastic particle removal processes in particle-resolved aerosol models

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

Curtis, J.H.; Michelotti, M.D.; Riemer, N.

2016-10-01

Stochastic particle-resolved methods have proven useful for simulating multi-dimensional systems such as composition-resolved aerosol size distributions. While particle-resolved methods have substantial benefits for highly detailed simulations, these techniques suffer from high computational cost, motivating efforts to improve their algorithmic efficiency. Here we formulate an algorithm for accelerating particle removal processes by aggregating particles of similar size into bins. We present the Binned Algorithm for particle removal processes and analyze its performance with application to the atmospherically relevant process of aerosol dry deposition. We show that the Binned Algorithm can dramatically improve the efficiency of particle removals, particularly for low removalmore » rates, and that computational cost is reduced without introducing additional error. In simulations of aerosol particle removal by dry deposition in atmospherically relevant conditions, we demonstrate about 50-times increase in algorithm efficiency.« less

3D discrete angiogenesis dynamic model and stochastic simulation for the assessment of blood perfusion coefficient and impact on heat transfer between nanoparticles and malignant tumors.

PubMed

Yifat, Jonathan; Gannot, Israel

2015-03-01

Early detection of malignant tumors plays a crucial role in the survivability chances of the patient. Therefore, new and innovative tumor detection methods are constantly searched for. Tumor-specific magnetic-core nano-particles can be used with an alternating magnetic field to detect and treat tumors by hyperthermia. For the analysis of the method effectiveness, the bio-heat transfer between the nanoparticles and the tissue must be carefully studied. Heat diffusion in biological tissue is usually analyzed using the Pennes Bio-Heat Equation, where blood perfusion plays an important role. Malignant tumors are known to initiate an angiogenesis process, where endothelial cell migration from neighboring vasculature eventually leads to the formation of a thick blood capillary network around them. This process allows the tumor to receive its extensive nutrition demands and evolve into a more progressive and potentially fatal tumor. In order to assess the effect of angiogenesis on the bio-heat transfer problem, we have developed a discrete stochastic 3D model & simulation of tumor-induced angiogenesis. The model elaborates other angiogenesis models by providing high resolution 3D stochastic simulation, capturing of fine angiogenesis morphological features, effects of dynamic sprout thickness functions, and stochastic parent vessel generator. We show that the angiogenesis realizations produced are well suited for numerical bio-heat transfer analysis. Statistical study on the angiogenesis characteristics was derived using Monte Carlo simulations. According to the statistical analysis, we provide analytical expression for the blood perfusion coefficient in the Pennes equation, as a function of several parameters. This updated form of the Pennes equation could be used for numerical and analytical analyses of the proposed detection and treatment method. Copyright © 2014 Elsevier Inc. All rights reserved.

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.

Stochastic Simulation of Biomolecular Networks in Dynamic Environments

PubMed Central

Voliotis, Margaritis; Thomas, Philipp; Grima, Ramon; Bowsher, Clive G.

2016-01-01

Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the dynamic environment of the cell and its surroundings. We thus sample trajectories of the stochastic process described by the chemical master equation with time-varying propensities. A comparative analysis shows that existing approaches can either fail dramatically, or else can impose impractical computational burdens due to numerical integration of reaction propensities, especially when cell ensembles are studied. Here we introduce the Extrande method which, given a simulated time course of dynamic network inputs, provides a conditionally exact and several orders-of-magnitude faster simulation solution. The new approach makes it feasible to demonstrate—using decision-making by a large population of quorum sensing bacteria—that robustness to fluctuations from upstream signaling places strong constraints on the design of networks determining cell fate. Our approach has the potential to significantly advance both understanding of molecular systems biology and design of synthetic circuits. PMID:27248512

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

NASA Astrophysics Data System (ADS)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

PubMed Central

Vestergaard, Christian L.; Génois, Mathieu

2015-01-01

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

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

PubMed

Vestergaard, Christian L; Génois, Mathieu

2015-10-01

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

Comparison of contact conditions obtained by direct simulation with statistical analysis for normally distributed isotropic surfaces

NASA Astrophysics Data System (ADS)

Uchidate, M.

2018-09-01

In this study, with the aim of establishing a systematic knowledge on the impact of summit extraction methods and stochastic model selection in rough contact analysis, the contact area ratio (A r /A a ) obtained by statistical contact models with different summit extraction methods was compared with a direct simulation using the boundary element method (BEM). Fifty areal topography datasets with different autocorrelation functions in terms of the power index and correlation length were used for investigation. The non-causal 2D auto-regressive model which can generate datasets with specified parameters was employed in this research. Three summit extraction methods, Nayak’s theory, 8-point analysis and watershed segmentation, were examined. With regard to the stochastic model, Bhushan’s model and BGT (Bush-Gibson-Thomas) model were applied. The values of A r /A a from the stochastic models tended to be smaller than BEM. The discrepancy between the Bhushan’s model with the 8-point analysis and BEM was slightly smaller than Nayak’s theory. The results with the watershed segmentation was similar to those with the 8-point analysis. The impact of the Wolf pruning on the discrepancy between the stochastic analysis and BEM was not very clear. In case of the BGT model which employs surface gradients, good quantitative agreement against BEM was obtained when the Nayak’s bandwidth parameter was large.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

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

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

Numerical simulations in stochastic mechanics

NASA Astrophysics Data System (ADS)

McClendon, Marvin; Rabitz, Herschel

1988-05-01

The stochastic differential equation of Nelson's stochastic mechanics is integrated numerically for several simple quantum systems. The calculations are performed with use of Helfand and Greenside's method and pseudorandom numbers. The resulting trajectories are analyzed both individually and collectively to yield insight into momentum, uncertainty principles, interference, tunneling, quantum chaos, and common models of diatomic molecules from the stochastic quantization point of view. In addition to confirming Shucker's momentum theorem, these simulations illustrate, within the context of stochastic mechanics, the position-momentum and time-energy uncertainty relations, the two-slit diffraction pattern, exponential decay of an unstable system, and the greater degree of anticorrelation in a valence-bond model as compared with a molecular-orbital model of H2. The attempt to find exponential divergence of initially nearby trajectories, potentially useful as a criterion for quantum chaos, in a periodically forced oscillator is inconclusive. A way of computing excited energies from the ground-state motion is presented. In all of these studies the use of particle trajectories allows a more insightful interpretation of physical phenomena than is possible within traditional wave mechanics.

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

IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

PubMed

Bayard, David S; Schumitzky, Alan

2010-03-01

This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

Simulation of ground motion using the stochastic method

USGS Publications Warehouse

Boore, D.M.

2003-01-01

A simple and powerful method for simulating ground motions is to combine parametric or functional descriptions of the ground motion's amplitude spectrum with a random phase spectrum modified such that the motion is distributed over a duration related to the earthquake magnitude and to the distance from the source. This method of simulating ground motions often goes by the name "the stochastic method." It is particularly useful for simulating the higher-frequency ground motions of most interest to engineers (generally, f>0.1 Hz), and it is widely used to predict ground motions for regions of the world in which recordings of motion from potentially damaging earthquakes are not available. This simple method has been successful in matching a variety of ground-motion measures for earthquakes with seismic moments spanning more than 12 orders of magnitude and in diverse tectonic environments. One of the essential characteristics of the method is that it distills what is known about the various factors affecting ground motions (source, path, and site) into simple functional forms. This provides a means by which the results of the rigorous studies reported in other papers in this volume can be incorporated into practical predictions of ground motion.

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

Hypothesis testing of scientific Monte Carlo calculations.

PubMed

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

Hypothesis testing of scientific Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

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

PubMed

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

2008-08-29

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

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

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

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

Stochastic simulation for the propagation of high-frequency acoustic waves through a random velocity field

NASA Astrophysics Data System (ADS)

Lu, B.; Darmon, M.; Leymarie, N.; Chatillon, S.; Potel, C.

2012-05-01

In-service inspection of Sodium-Cooled Fast Reactors (SFR) requires the development of non-destructive techniques adapted to the harsh environment conditions and the examination complexity. From past experiences, ultrasonic techniques are considered as suitable candidates. The ultrasonic telemetry is a technique used to constantly insure the safe functioning of reactor inner components by determining their exact position: it consists in measuring the time of flight of the ultrasonic response obtained after propagation of a pulse emitted by a transducer and its interaction with the targets. While in-service the sodium flow creates turbulences that lead to temperature inhomogeneities, which translates into ultrasonic velocity inhomogeneities. These velocity variations could directly impact the accuracy of the target locating by introducing time of flight variations. A stochastic simulation model has been developed to calculate the propagation of ultrasonic waves in such an inhomogeneous medium. Using this approach, the travel time is randomly generated by a stochastic process whose inputs are the statistical moments of travel times known analytically. The stochastic model predicts beam deviations due to velocity inhomogeneities, which are similar to those provided by a determinist method, such as the ray method.

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

Binomial leap methods for simulating stochastic chemical kinetics.

PubMed

Tian, Tianhai; Burrage, Kevin

2004-12-01

This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (c) 2004 American Institute of Physics.

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

PubMed

Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

2010-01-21

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

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.

On the precision of quasi steady state assumptions in stochastic dynamics

NASA Astrophysics Data System (ADS)

Agarwal, Animesh; Adams, Rhys; Castellani, Gastone C.; Shouval, Harel Z.

2012-07-01

Many biochemical networks have complex multidimensional dynamics and there is a long history of methods that have been used for dimensionality reduction for such reaction networks. Usually a deterministic mass action approach is used; however, in small volumes, there are significant fluctuations from the mean which the mass action approach cannot capture. In such cases stochastic simulation methods should be used. In this paper, we evaluate the applicability of one such dimensionality reduction method, the quasi-steady state approximation (QSSA) [L. Menten and M. Michaelis, "Die kinetik der invertinwirkung," Biochem. Z 49, 333369 (1913)] for dimensionality reduction in case of stochastic dynamics. First, the applicability of QSSA approach is evaluated for a canonical system of enzyme reactions. Application of QSSA to such a reaction system in a deterministic setting leads to Michaelis-Menten reduced kinetics which can be used to derive the equilibrium concentrations of the reaction species. In the case of stochastic simulations, however, the steady state is characterized by fluctuations around the mean equilibrium concentration. Our analysis shows that a QSSA based approach for dimensionality reduction captures well the mean of the distribution as obtained from a full dimensional simulation but fails to accurately capture the distribution around that mean. Moreover, the QSSA approximation is not unique. We have then extended the analysis to a simple bistable biochemical network model proposed to account for the stability of synaptic efficacies; the substrate of learning and memory [J. E. Lisman, "A mechanism of memory storage insensitive to molecular turnover: A bistable autophosphorylating kinase," Proc. Natl. Acad. Sci. U.S.A. 82, 3055-3057 (1985)], 10.1073/pnas.82.9.3055. Our analysis shows that a QSSA based dimensionality reduction method results in errors as big as two orders of magnitude in predicting the residence times in the two stable states.

Evaluation of traffic signal timing optimization methods using a stochastic and microscopic simulation program.

DOT National Transportation Integrated Search

2003-01-01

This study evaluated existing traffic signal optimization programs including Synchro,TRANSYT-7F, and genetic algorithm optimization using real-world data collected in Virginia. As a first step, a microscopic simulation model, VISSIM, was extensively ...

Stochastic Convection Parameterizations: The Eddy-Diffusivity/Mass-Flux (EDMF) Approach (Invited)

NASA Astrophysics Data System (ADS)

Teixeira, J.

2013-12-01

In this presentation it is argued that moist convection parameterizations need to be stochastic in order to be realistic - even in deterministic atmospheric prediction systems. A new unified convection and boundary layer parameterization (EDMF) that optimally combines the Eddy-Diffusivity (ED) approach for smaller-scale boundary layer mixing with the Mass-Flux (MF) approach for larger-scale plumes is discussed. It is argued that for realistic simulations stochastic methods have to be employed in this new unified EDMF. Positive results from the implementation of the EDMF approach in atmospheric models are presented.

Optimization of Operations Resources via Discrete Event Simulation Modeling

NASA Technical Reports Server (NTRS)

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

1996-01-01

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

[Detection of Weak Speech Signals from Strong Noise Background Based on Adaptive Stochastic Resonance].

PubMed

Lu, Huanhuan; Wang, Fuzhong; Zhang, Huichun

2016-04-01

Traditional speech detection methods regard the noise as a jamming signal to filter,but under the strong noise background,these methods lost part of the original speech signal while eliminating noise.Stochastic resonance can use noise energy to amplify the weak signal and suppress the noise.According to stochastic resonance theory,a new method based on adaptive stochastic resonance to extract weak speech signals is proposed.This method,combined with twice sampling,realizes the detection of weak speech signals from strong noise.The parameters of the systema,b are adjusted adaptively by evaluating the signal-to-noise ratio of the output signal,and then the weak speech signal is optimally detected.Experimental simulation analysis showed that under the background of strong noise,the output signal-to-noise ratio increased from the initial value-7dB to about 0.86 dB,with the gain of signalto-noise ratio is 7.86 dB.This method obviously raises the signal-to-noise ratio of the output speech signals,which gives a new idea to detect the weak speech signals in strong noise environment.

Stochastic simulation and analysis of biomolecular reaction networks

PubMed Central

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

2009-01-01

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

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

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

A guide to differences between stochastic point-source and stochastic finite-fault simulations

USGS Publications Warehouse

Atkinson, G.M.; Assatourians, K.; Boore, D.M.; Campbell, K.; Motazedian, D.

2009-01-01

Why do stochastic point-source and finite-fault simulation models not agree on the predicted ground motions for moderate earthquakes at large distances? This question was posed by Ken Campbell, who attempted to reproduce the Atkinson and Boore (2006) ground-motion prediction equations for eastern North America using the stochastic point-source program SMSIM (Boore, 2005) in place of the finite-source stochastic program EXSIM (Motazedian and Atkinson, 2005) that was used by Atkinson and Boore (2006) in their model. His comparisons suggested that a higher stress drop is needed in the context of SMSIM to produce an average match, at larger distances, with the model predictions of Atkinson and Boore (2006) based on EXSIM; this is so even for moderate magnitudes, which should be well-represented by a point-source model. Why? The answer to this question is rooted in significant differences between point-source and finite-source stochastic simulation methodologies, specifically as implemented in SMSIM (Boore, 2005) and EXSIM (Motazedian and Atkinson, 2005) to date. Point-source and finite-fault methodologies differ in general in several important ways: (1) the geometry of the source; (2) the definition and application of duration; and (3) the normalization of finite-source subsource summations. Furthermore, the specific implementation of the methods may differ in their details. The purpose of this article is to provide a brief overview of these differences, their origins, and implications. This sets the stage for a more detailed companion article, "Comparing Stochastic Point-Source and Finite-Source Ground-Motion Simulations: SMSIM and EXSIM," in which Boore (2009) provides modifications and improvements in the implementations of both programs that narrow the gap and result in closer agreement. These issues are important because both SMSIM and EXSIM have been widely used in the development of ground-motion prediction equations and in modeling the parameters that control observed ground motions.

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

Impulsive synchronization of stochastic reaction-diffusion neural networks with mixed time delays.

PubMed

Sheng, Yin; Zeng, Zhigang

2018-07-01

This paper discusses impulsive synchronization of stochastic reaction-diffusion neural networks with Dirichlet boundary conditions and hybrid time delays. By virtue of inequality techniques, theories of stochastic analysis, linear matrix inequalities, and the contradiction method, sufficient criteria are proposed to ensure exponential synchronization of the addressed stochastic reaction-diffusion neural networks with mixed time delays via a designed impulsive controller. Compared with some recent studies, the neural network models herein are more general, some restrictions are relaxed, and the obtained conditions enhance and generalize some published ones. Finally, two numerical simulations are performed to substantiate the validity and merits of the developed theoretical analysis. Copyright © 2018 Elsevier Ltd. All rights reserved.

Construction of dynamic stochastic simulation models using knowledge-based techniques

NASA Technical Reports Server (NTRS)

Williams, M. Douglas; Shiva, Sajjan G.

1990-01-01

Over the past three decades, computer-based simulation models have proven themselves to be cost-effective alternatives to the more structured deterministic methods of systems analysis. During this time, many techniques, tools and languages for constructing computer-based simulation models have been developed. More recently, advances in knowledge-based system technology have led many researchers to note the similarities between knowledge-based programming and simulation technologies and to investigate the potential application of knowledge-based programming techniques to simulation modeling. The integration of conventional simulation techniques with knowledge-based programming techniques is discussed to provide a development environment for constructing knowledge-based simulation models. A comparison of the techniques used in the construction of dynamic stochastic simulation models and those used in the construction of knowledge-based systems provides the requirements for the environment. This leads to the design and implementation of a knowledge-based simulation development environment. These techniques were used in the construction of several knowledge-based simulation models including the Advanced Launch System Model (ALSYM).

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.

Stochastic ground-motion simulations for the 2016 Kumamoto, Japan, earthquake

NASA Astrophysics Data System (ADS)

Zhang, Long; Chen, Guangqi; Wu, Yanqiang; Jiang, Han

2016-11-01

On April 15, 2016, Kumamoto, Japan, was struck by a large earthquake sequence, leading to severe casualty and building damage. The stochastic finite-fault method based on a dynamic corner frequency has been applied to perform ground-motion simulations for the 2016 Kumamoto earthquake. There are 53 high-quality KiK-net stations available in the Kyushu region, and we employed records from all stations to determine region-specific source, path and site parameters. The calculated S-wave attenuation for the Kyushu region beneath the volcanic and non-volcanic areas can be expressed in the form of Q s = (85.5 ± 1.5) f 0.68±0.01 and Q s = (120 ± 5) f 0.64±0.05, respectively. The effects of lateral S-wave velocity and attenuation heterogeneities on the ground-motion simulations were investigated. Site amplifications were estimated using the corrected cross-spectral ratios technique. Zero-distance kappa filter was obtained to be the value of 0.0514 ± 0.0055 s, using the spectral decay method. The stress drop of the mainshock based on the USGS slip model was estimated optimally to have a value of 64 bars. Our finite-fault model with optimized parameters was validated through the good agreement of observations and simulations at all stations. The attenuation characteristics of the simulated peak ground accelerations were also successfully captured by the ground-motion prediction equations. Finally, the ground motions at two destructively damaged regions, Kumamoto Castle and Minami Aso village, were simulated. We conclude that the stochastic finite-fault method with well-determined parameters can reproduce the ground-motion characteristics of the 2016 Kumamoto earthquake in both the time and frequency domains. This work is necessary for seismic hazard assessment and mitigation.[Figure not available: see fulltext.

SIApopr: a computational method to simulate evolutionary branching trees for analysis of tumor clonal evolution.

PubMed

McDonald, Thomas O; Michor, Franziska

2017-07-15

SIApopr (Simulating Infinite-Allele populations) is an R package to simulate time-homogeneous and inhomogeneous stochastic branching processes under a very flexible set of assumptions using the speed of C ++. The software simulates clonal evolution with the emergence of driver and passenger mutations under the infinite-allele assumption. The software is an application of the Gillespie Stochastic Simulation Algorithm expanded to a large number of cell types and scenarios, with the intention of allowing users to easily modify existing models or create their own. SIApopr is available as an R library on Github ( https://github.com/olliemcdonald/siapopr ). Supplementary data are available at Bioinformatics online. michor@jimmy.harvard.edu. © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com

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.

A Simple "Boxed Molecular Kinetics" Approach To Accelerate Rare Events in the Stochastic Kinetic Master Equation.

PubMed

Shannon, Robin; Glowacki, David R

2018-02-15

The chemical master equation is a powerful theoretical tool for analyzing the kinetics of complex multiwell potential energy surfaces in a wide range of different domains of chemical kinetics spanning combustion, atmospheric chemistry, gas-surface chemistry, solution phase chemistry, and biochemistry. There are two well-established methodologies for solving the chemical master equation: a stochastic "kinetic Monte Carlo" approach and a matrix-based approach. In principle, the results yielded by both approaches are identical; the decision of which approach is better suited to a particular study depends on the details of the specific system under investigation. In this Article, we present a rigorous method for accelerating stochastic approaches by several orders of magnitude, along with a method for unbiasing the accelerated results to recover the "true" value. The approach we take in this paper is inspired by the so-called "boxed molecular dynamics" (BXD) method, which has previously only been applied to accelerate rare events in molecular dynamics simulations. Here we extend BXD to design a simple algorithmic strategy for accelerating rare events in stochastic kinetic simulations. Tests on a number of systems show that the results obtained using the BXD rare event strategy are in good agreement with unbiased results. To carry out these tests, we have implemented a kinetic Monte Carlo approach in MESMER, which is a cross-platform, open-source, and freely available master equation solver.

Uncertainty quantification and validation of 3D lattice scaffolds for computer-aided biomedical applications.

PubMed

Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J

2017-07-01

A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.

A hierarchical exact accelerated stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Orendorff, David; Mjolsness, Eric

2012-12-01

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

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…

Stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation.

PubMed

Wang, Deli; Xu, Wei; Zhao, Xiangrong

2016-03-01

This paper aims to deal with the stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation. First, the original stochastic viscoelastic system is converted to an equivalent stochastic system without viscoelastic terms by approximately adding the equivalent stiffness and damping. Relying on the means of non-smooth transformation of state variables, the above system is replaced by a new system without an impact term. Then, the stationary probability density functions of the system are observed analytically through stochastic averaging method. By considering the effects of the biquadratic nonlinear damping coefficient and the noise intensity on the system responses, the effectiveness of the theoretical method is tested by comparing the analytical results with those generated from Monte Carlo simulations. Additionally, it does deserve attention that some system parameters can induce the occurrence of stochastic P-bifurcation.

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

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

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

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

Relative frequencies of constrained events in stochastic processes: An analytical approach.

PubMed

Rusconi, S; Akhmatskaya, E; Sokolovski, D; Ballard, N; de la Cal, J C

2015-10-01

The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They relies on knowledge of interevent probability density functions (PDFs) and on information about dependencies between all possible events. Analytical representations of a PDF are difficult to specify in advance, in many real life applications. Knowing the shapes of PDFs, and using experimental data, different optimization schemes can be applied in order to evaluate probability density functions and, therefore, the properties of the studied system. Such methods, however, are computationally demanding, and often not feasible. We show that, in the case where experimentally accessed properties are directly related to the frequencies of events involved, it may be possible to replace the heavy Monte Carlo core of optimization schemes with an analytical solution. Such a replacement not only provides a more accurate estimation of the properties of the process, but also reduces the simulation time by a factor of order of the sample size (at least ≈10(4)). The proposed analytical approach is valid for any choice of PDF. The accuracy, computational efficiency, and advantages of the method over MC procedures are demonstrated in the exactly solvable case and in the evaluation of branching fractions in controlled radical polymerization (CRP) of acrylic monomers. This polymerization can be modeled by a constrained stochastic process. Constrained systems are quite common, and this makes the method useful for various applications.

Simulation of stochastic diffusion via first exit times

PubMed Central

Lötstedt, Per; Meinecke, Lina

2015-01-01

In molecular biology it is of interest to simulate diffusion stochastically. In the mesoscopic model we partition a biological cell into unstructured subvolumes. In each subvolume the number of molecules is recorded at each time step and molecules can jump between neighboring subvolumes to model diffusion. The jump rates can be computed by discretizing the diffusion equation on that unstructured mesh. If the mesh is of poor quality, due to a complicated cell geometry, standard discretization methods can generate negative jump coefficients, which no longer allows the interpretation as the probability to jump between the subvolumes. We propose a method based on the mean first exit time of a molecule from a subvolume, which guarantees positive jump coefficients. Two approaches to exit times, a global and a local one, are presented and tested in simulations on meshes of different quality in two and three dimensions. PMID:26600600

[Gene method for inconsistent hydrological frequency calculation. I: Inheritance, variability and evolution principles of hydrological genes].

PubMed

Xie, Ping; Wu, Zi Yi; Zhao, Jiang Yan; Sang, Yan Fang; Chen, Jie

2018-04-01

A stochastic hydrological process is influenced by both stochastic and deterministic factors. A hydrological time series contains not only pure random components reflecting its inheri-tance characteristics, but also deterministic components reflecting variability characteristics, such as jump, trend, period, and stochastic dependence. As a result, the stochastic hydrological process presents complicated evolution phenomena and rules. To better understand these complicated phenomena and rules, this study described the inheritance and variability characteristics of an inconsistent hydrological series from two aspects: stochastic process simulation and time series analysis. In addition, several frequency analysis approaches for inconsistent time series were compared to reveal the main problems in inconsistency study. Then, we proposed a new concept of hydrological genes origined from biological genes to describe the inconsistent hydrolocal processes. The hydrologi-cal genes were constructed using moments methods, such as general moments, weight function moments, probability weight moments and L-moments. Meanwhile, the five components, including jump, trend, periodic, dependence and pure random components, of a stochastic hydrological process were defined as five hydrological bases. With this method, the inheritance and variability of inconsistent hydrological time series were synthetically considered and the inheritance, variability and evolution principles were fully described. Our study would contribute to reveal the inheritance, variability and evolution principles in probability distribution of hydrological elements.

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.

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

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

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

2016-10-01

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

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.

Dynamics of a prey-predator system under Poisson white noise excitation

NASA Astrophysics Data System (ADS)

Pan, Shan-Shan; Zhu, Wei-Qiu

2014-10-01

The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is investigated by using the stochastic averaging method. The averaged generalized Itô stochastic differential equation and Fokker-Planck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter ɛ2 s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.

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.

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.

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...

Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

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

Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

Model reduction for slow–fast stochastic systems with metastable behaviour

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

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

2014-05-07

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

Multi-level methods and approximating distribution functions

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

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

2016-07-15

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

Studies of concentration and temperature dependences of precipitation kinetics in iron-copper alloys using kinetic Monte Carlo and stochastic statistical simulations

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

Khromov, K. Yu.; Vaks, V. G., E-mail: vaks@mbslab.kiae.ru; Zhuravlev, I. A.

2013-02-15

The previously developed ab initio model and the kinetic Monte Carlo method (KMCM) are used to simulate precipitation in a number of iron-copper alloys with different copper concentrations x and temperatures T. The same simulations are also made using an improved version of the previously suggested stochastic statistical method (SSM). The results obtained enable us to make a number of general conclusions about the dependences of the decomposition kinetics in Fe-Cu alloys on x and T. We also show that the SSM usually describes the precipitation kinetics in good agreement with the KMCM, and using the SSM in conjunction withmore » the KMCM allows extending the KMC simulations to the longer evolution times. The results of simulations seem to agree with available experimental data for Fe-Cu alloys within statistical errors of simulations and the scatter of experimental results. Comparison of simulation results with experiments for some multicomponent Fe-Cu-based alloys allows making certain conclusions about the influence of alloying elements in these alloys on the precipitation kinetics at different stages of evolution.« less

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

Shallow slip amplification and enhanced tsunami hazard unravelled by dynamic simulations of mega-thrust earthquakes

PubMed Central

Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Festa, G.; Trasatti, E.; Tonini, R.; Romano, F.; Molinari, I.; Nielsen, S.

2016-01-01

The 2011 Tohoku earthquake produced an unexpected large amount of shallow slip greatly contributing to the ensuing tsunami. How frequent are such events? How can they be efficiently modelled for tsunami hazard? Stochastic slip models, which can be computed rapidly, are used to explore the natural slip variability; however, they generally do not deal specifically with shallow slip features. We study the systematic depth-dependence of slip along a thrust fault with a number of 2D dynamic simulations using stochastic shear stress distributions and a geometry based on the cross section of the Tohoku fault. We obtain a probability density for the slip distribution, which varies both with depth, earthquake size and whether the rupture breaks the surface. We propose a method to modify stochastic slip distributions according to this dynamically-derived probability distribution. This method may be efficiently applied to produce large numbers of heterogeneous slip distributions for probabilistic tsunami hazard analysis. Using numerous M9 earthquake scenarios, we demonstrate that incorporating the dynamically-derived probability distribution does enhance the conditional probability of exceedance of maximum estimated tsunami wave heights along the Japanese coast. This technique for integrating dynamic features in stochastic models can be extended to any subduction zone and faulting style. PMID:27725733

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

PubMed

Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-01

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

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

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

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

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

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

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systemsmore » with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.« less

Particle Simulation of Coulomb Collisions: Comparing the Methods of Takizuka & Abe and Nanbu

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

Wang, C; Lin, T; Caflisch, R

2007-05-22

The interactions of charged particles in a plasma are in a plasma is governed by the long-range Coulomb collision. We compare two widely used Monte Carlo models for Coulomb collisions. One was developed by Takizuka and Abe in 1977, the other was developed by Nanbu in 1997. We perform deterministic and stochastic error analysis with respect to particle number and time step. The two models produce similar stochastic errors, but Nanbu's model gives smaller time step errors. Error comparisons between these two methods are presented.

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

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

A polynomial-chaos-expansion-based building block approach for stochastic analysis of photonic circuits

NASA Astrophysics Data System (ADS)

Waqas, Abi; Melati, Daniele; Manfredi, Paolo; Grassi, Flavia; Melloni, Andrea

2018-02-01

The Building Block (BB) approach has recently emerged in photonic as a suitable strategy for the analysis and design of complex circuits. Each BB can be foundry related and contains a mathematical macro-model of its functionality. As well known, statistical variations in fabrication processes can have a strong effect on their functionality and ultimately affect the yield. In order to predict the statistical behavior of the circuit, proper analysis of the uncertainties effects is crucial. This paper presents a method to build a novel class of Stochastic Process Design Kits for the analysis of photonic circuits. The proposed design kits directly store the information on the stochastic behavior of each building block in the form of a generalized-polynomial-chaos-based augmented macro-model obtained by properly exploiting stochastic collocation and Galerkin methods. Using this approach, we demonstrate that the augmented macro-models of the BBs can be calculated once and stored in a BB (foundry dependent) library and then used for the analysis of any desired circuit. The main advantage of this approach, shown here for the first time in photonics, is that the stochastic moments of an arbitrary photonic circuit can be evaluated by a single simulation only, without the need for repeated simulations. The accuracy and the significant speed-up with respect to the classical Monte Carlo analysis are verified by means of classical photonic circuit example with multiple uncertain variables.

Latin hypercube sampling and geostatistical modeling of spatial uncertainty in a spatially explicit forest landscape model simulation

Treesearch

Chonggang Xu; Hong S. He; Yuanman Hu; Yu Chang; Xiuzhen Li; Rencang Bu

2005-01-01

Geostatistical stochastic simulation is always combined with Monte Carlo method to quantify the uncertainty in spatial model simulations. However, due to the relatively long running time of spatially explicit forest models as a result of their complexity, it is always infeasible to generate hundreds or thousands of Monte Carlo simulations. Thus, it is of great...

Uncertainty-based Optimization Algorithms in Designing Fractionated Spacecraft

PubMed Central

Ning, Xin; Yuan, Jianping; Yue, Xiaokui

2016-01-01

A fractionated spacecraft is an innovative application of a distributive space system. To fully understand the impact of various uncertainties on its development, launch and in-orbit operation, we use the stochastic missioncycle cost to comprehensively evaluate the survivability, flexibility, reliability and economy of the ways of dividing the various modules of the different configurations of fractionated spacecraft. We systematically describe its concept and then analyze its evaluation and optimal design method that exists during recent years and propose the stochastic missioncycle cost for comprehensive evaluation. We also establish the models of the costs such as module development, launch and deployment and the impacts of their uncertainties respectively. Finally, we carry out the Monte Carlo simulation of the complete missioncycle costs of various configurations of the fractionated spacecraft under various uncertainties and give and compare the probability density distribution and statistical characteristics of its stochastic missioncycle cost, using the two strategies of timing module replacement and non-timing module replacement. The simulation results verify the effectiveness of the comprehensive evaluation method and show that our evaluation method can comprehensively evaluate the adaptability of the fractionated spacecraft under different technical and mission conditions. PMID:26964755

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data

PubMed Central

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-01-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie’s law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling. PMID:26927886

Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

NASA Astrophysics Data System (ADS)

Wei, Xinjiang; Sun, Shixiang

2018-03-01

An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

Stochastic Methods for Aircraft Design

NASA Technical Reports Server (NTRS)

Pelz, Richard B.; Ogot, Madara

1998-01-01

The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.

Meteorological Measurements from Satellite Platforms. [stability and control of flexible stochastic satellites

NASA Technical Reports Server (NTRS)

Suomi, V. E.

1975-01-01

The stability of stochastic satellites and the stability and control of flexible satellites were investigated. The effects of random environmental torques and noises in the moments of inertia of spinning and three-axes stabilized satellites were first compared analytically by four methods and by analog simulations. Among the analytical methods, it was shown that the Fokker-Planck formulation yields predictions which most coincide with the simulation results. It was then shown that the required stability criterion of a satellite is quite different from that obtained by a deterministic approach, under the assumption that the environmental and control torques experienced by the satellite are random. Finally, it was demonstrated that, by monitoring the deformations of the flexible elements of a satellite, the effectiveness of the satellite control system can be increased considerably.

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

Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.

PubMed

Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D

2016-10-01

This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises.

PubMed

Deng, Mao-Lin; Zhu, Wei-Qiu

2016-08-01

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites

NASA Technical Reports Server (NTRS)

Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu; Bhatt, Ramakrishna

2016-01-01

Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composite

NASA Technical Reports Server (NTRS)

Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu

2015-01-01

Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises

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

Deng, Mao-Lin; Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn

2016-08-15

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures

NASA Astrophysics Data System (ADS)

Liu, Zhangjun; Liu, Zenghui

2018-06-01

This paper develops a hybrid approach of spectral representation and random function for simulating stationary stochastic vector processes. In the proposed approach, the high-dimensional random variables, included in the original spectral representation (OSR) formula, could be effectively reduced to only two elementary random variables by introducing the random functions that serve as random constraints. Based on this, a satisfactory simulation accuracy can be guaranteed by selecting a small representative point set of the elementary random variables. The probability information of the stochastic excitations can be fully emerged through just several hundred of sample functions generated by the proposed approach. Therefore, combined with the probability density evolution method (PDEM), it could be able to implement dynamic response analysis and reliability assessment of engineering structures. For illustrative purposes, a stochastic turbulence wind velocity field acting on a frame-shear-wall structure is simulated by constructing three types of random functions to demonstrate the accuracy and efficiency of the proposed approach. Careful and in-depth studies concerning the probability density evolution analysis of the wind-induced structure have been conducted so as to better illustrate the application prospects of the proposed approach. Numerical examples also show that the proposed approach possesses a good robustness.

Estimating risks for water-quality exceedances of total-copper from highway and urban runoff under predevelopment and current conditions with the Stochastic Empirical Loading and Dilution Model (SELDM)

USGS Publications Warehouse

Granato, Gregory E.; Jones, Susan C.; Dunn, Christopher N.; Van Weele, Brian

2017-01-01

The stochastic empirical loading and dilution model (SELDM) was used to demonstrate methods for estimating risks for water-quality exceedances of event-mean concentrations (EMCs) of total-copper. Monte Carlo methods were used to simulate stormflow, total-hardness, suspended-sediment, and total-copper EMCs as stochastic variables. These simulations were done for the Charles River Basin upstream of Interstate 495 in Bellingham, Massachusetts. The hydrology and water quality of this site were simulated with SELDM by using data from nearby, hydrologically similar sites. Three simulations were done to assess the potential effects of the highway on receiving-water quality with and without highway-runoff treatment by a structural best-management practice (BMP). In the low-development scenario, total copper in the receiving stream was simulated by using a sediment transport curve, sediment chemistry, and sediment-water partition coefficients. In this scenario, neither the highway runoff nor the BMP effluent caused concentration exceedances in the receiving stream that exceed the once in three-year threshold (about 0.54 percent). In the second scenario, without the highway, runoff from the large urban areas in the basin caused exceedances in the receiving stream in 2.24 percent of runoff events. In the third scenario, which included the effects of the urban runoff, neither the highway runoff nor the BMP effluent increased the percentage of exceedances in the receiving stream. Comparison of the simulated geometric mean EMCs with data collected at a downstream monitoring site indicates that these simulated values are within the 95-percent confidence interval of the geometric mean of the measured EMCs.

A parameter estimation technique for stochastic self-assembly systems and its application to human papillomavirus self-assembly.

PubMed

Kumar, M Senthil; Schwartz, Russell

2010-12-09

Virus capsid assembly has been a key model system for studies of complex self-assembly but it does pose some significant challenges for modeling studies. One important limitation is the difficulty of determining accurate rate parameters. The large size and rapid assembly of typical viruses make it infeasible to directly measure coat protein binding rates or deduce them from the relatively indirect experimental measures available. In this work, we develop a computational strategy to deduce coat-coat binding rate parameters for viral capsid assembly systems by fitting stochastic simulation trajectories to experimental measures of assembly progress. Our method combines quadratic response surface and quasi-gradient descent approximations to deal with the high computational cost of simulations, stochastic noise in simulation trajectories and limitations of the available experimental data. The approach is demonstrated on a light scattering trajectory for a human papillomavirus (HPV) in vitro assembly system, showing that the method can provide rate parameters that produce accurate curve fits and are in good concordance with prior analysis of the data. These fits provide an insight into potential assembly mechanisms of the in vitro system and give a basis for exploring how these mechanisms might vary between in vitro and in vivo assembly conditions.

A parameter estimation technique for stochastic self-assembly systems and its application to human papillomavirus self-assembly

NASA Astrophysics Data System (ADS)

Senthil Kumar, M.; Schwartz, Russell

2010-12-01

Virus capsid assembly has been a key model system for studies of complex self-assembly but it does pose some significant challenges for modeling studies. One important limitation is the difficulty of determining accurate rate parameters. The large size and rapid assembly of typical viruses make it infeasible to directly measure coat protein binding rates or deduce them from the relatively indirect experimental measures available. In this work, we develop a computational strategy to deduce coat-coat binding rate parameters for viral capsid assembly systems by fitting stochastic simulation trajectories to experimental measures of assembly progress. Our method combines quadratic response surface and quasi-gradient descent approximations to deal with the high computational cost of simulations, stochastic noise in simulation trajectories and limitations of the available experimental data. The approach is demonstrated on a light scattering trajectory for a human papillomavirus (HPV) in vitro assembly system, showing that the method can provide rate parameters that produce accurate curve fits and are in good concordance with prior analysis of the data. These fits provide an insight into potential assembly mechanisms of the in vitro system and give a basis for exploring how these mechanisms might vary between in vitro and in vivo assembly conditions.

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

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.

Mesoscopic modelling and simulation of soft matter.

PubMed

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

2017-12-20

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

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

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

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

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.

Simulation of anaerobic digestion processes using stochastic algorithm.

PubMed

Palanichamy, Jegathambal; Palani, Sundarambal

2014-01-01

The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

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.

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.

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

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

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

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

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

Isotropic stochastic rotation dynamics

NASA Astrophysics Data System (ADS)

Mühlbauer, Sebastian; Strobl, Severin; Pöschel, Thorsten

2017-12-01

Stochastic rotation dynamics (SRD) is a widely used method for the mesoscopic modeling of complex fluids, such as colloidal suspensions or multiphase flows. In this method, however, the underlying Cartesian grid defining the coarse-grained interaction volumes induces anisotropy. We propose an isotropic, lattice-free variant of stochastic rotation dynamics, termed iSRD. Instead of Cartesian grid cells, we employ randomly distributed spherical interaction volumes. This eliminates the requirement of a grid shift, which is essential in standard SRD to maintain Galilean invariance. We derive analytical expressions for the viscosity and the diffusion coefficient in relation to the model parameters, which show excellent agreement with the results obtained in iSRD simulations. The proposed algorithm is particularly suitable to model systems bound by walls of complex shape, where the domain cannot be meshed uniformly. The presented approach is not limited to SRD but is applicable to any other mesoscopic method, where particles interact within certain coarse-grained volumes.

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.

Investigation of the Multiple Method Adaptive Control (MMAC) method for flight control systems

NASA Technical Reports Server (NTRS)

Athans, M.; Baram, Y.; Castanon, D.; Dunn, K. P.; Green, C. S.; Lee, W. H.; Sandell, N. R., Jr.; Willsky, A. S.

1979-01-01

The stochastic adaptive control of the NASA F-8C digital-fly-by-wire aircraft using the multiple model adaptive control (MMAC) method is presented. The selection of the performance criteria for the lateral and the longitudinal dynamics, the design of the Kalman filters for different operating conditions, the identification algorithm associated with the MMAC method, the control system design, and simulation results obtained using the real time simulator of the F-8 aircraft at the NASA Langley Research Center are discussed.

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

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

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

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

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

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.

An agent-based stochastic Occupancy Simulator

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

Chen, Yixing; Hong, Tianzhen; Luo, Xuan

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

An agent-based stochastic Occupancy Simulator

DOE PAGES

Chen, Yixing; Hong, Tianzhen; Luo, Xuan

2017-06-01

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

Review on applications of artificial intelligence methods for dam and reservoir-hydro-environment models.

PubMed

Allawi, Mohammed Falah; Jaafar, Othman; Mohamad Hamzah, Firdaus; Abdullah, Sharifah Mastura Syed; El-Shafie, Ahmed

2018-05-01

Efficacious operation for dam and reservoir system could guarantee not only a defenselessness policy against natural hazard but also identify rule to meet the water demand. Successful operation of dam and reservoir systems to ensure optimal use of water resources could be unattainable without accurate and reliable simulation models. According to the highly stochastic nature of hydrologic parameters, developing accurate predictive model that efficiently mimic such a complex pattern is an increasing domain of research. During the last two decades, artificial intelligence (AI) techniques have been significantly utilized for attaining a robust modeling to handle different stochastic hydrological parameters. AI techniques have also shown considerable progress in finding optimal rules for reservoir operation. This review research explores the history of developing AI in reservoir inflow forecasting and prediction of evaporation from a reservoir as the major components of the reservoir simulation. In addition, critical assessment of the advantages and disadvantages of integrated AI simulation methods with optimization methods has been reported. Future research on the potential of utilizing new innovative methods based AI techniques for reservoir simulation and optimization models have also been discussed. Finally, proposal for the new mathematical procedure to accomplish the realistic evaluation of the whole optimization model performance (reliability, resilience, and vulnerability indices) has been recommended.

Investigation of advanced UQ for CRUD prediction with VIPRE.

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

Eldred, Michael Scott

2011-09-01

This document summarizes the results from a level 3 milestone study within the CASL VUQ effort. It demonstrates the application of 'advanced UQ,' in particular dimension-adaptive p-refinement for polynomial chaos and stochastic collocation. The study calculates statistics for several quantities of interest that are indicators for the formation of CRUD (Chalk River unidentified deposit), which can lead to CIPS (CRUD induced power shift). Stochastic expansion methods are attractive methods for uncertainty quantification due to their fast convergence properties. For smooth functions (i.e., analytic, infinitely-differentiable) in L{sup 2} (i.e., possessing finite variance), exponential convergence rates can be obtained under order refinementmore » for integrated statistical quantities of interest such as mean, variance, and probability. Two stochastic expansion methods are of interest: nonintrusive polynomial chaos expansion (PCE), which computes coefficients for a known basis of multivariate orthogonal polynomials, and stochastic collocation (SC), which forms multivariate interpolation polynomials for known coefficients. Within the DAKOTA project, recent research in stochastic expansion methods has focused on automated polynomial order refinement ('p-refinement') of expansions to support scalability to higher dimensional random input spaces [4, 3]. By preferentially refining only in the most important dimensions of the input space, the applicability of these methods can be extended from O(10{sup 0})-O(10{sup 1}) random variables to O(10{sup 2}) and beyond, depending on the degree of anisotropy (i.e., the extent to which randominput variables have differing degrees of influence on the statistical quantities of interest (QOIs)). Thus, the purpose of this study is to investigate the application of these adaptive stochastic expansion methods to the analysis of CRUD using the VIPRE simulation tools for two different plant models of differing random dimension, anisotropy, and smoothness.« less

The effect of stochiastic technique on estimates of population viability from transition matrix models

USGS Publications Warehouse

Kaye, T.N.; Pyke, David A.

2003-01-01

Population viability analysis is an important tool for conservation biologists, and matrix models that incorporate stochasticity are commonly used for this purpose. However, stochastic simulations may require assumptions about the distribution of matrix parameters, and modelers often select a statistical distribution that seems reasonable without sufficient data to test its fit. We used data from long-term (5a??10 year) studies with 27 populations of five perennial plant species to compare seven methods of incorporating environmental stochasticity. We estimated stochastic population growth rate (a measure of viability) using a matrix-selection method, in which whole observed matrices were selected at random at each time step of the model. In addition, we drew matrix elements (transition probabilities) at random using various statistical distributions: beta, truncated-gamma, truncated-normal, triangular, uniform, or discontinuous/observed. Recruitment rates were held constant at their observed mean values. Two methods of constraining stage-specific survival to a??100% were also compared. Different methods of incorporating stochasticity and constraining matrix column sums interacted in their effects and resulted in different estimates of stochastic growth rate (differing by up to 16%). Modelers should be aware that when constraining stage-specific survival to 100%, different methods may introduce different levels of bias in transition element means, and when this happens, different distributions for generating random transition elements may result in different viability estimates. There was no species effect on the results and the growth rates derived from all methods were highly correlated with one another. We conclude that the absolute value of population viability estimates is sensitive to model assumptions, but the relative ranking of populations (and management treatments) is robust. Furthermore, these results are applicable to a range of perennial plants and possibly other life histories.

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

PubMed

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

2017-05-01

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

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

PubMed Central

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

2017-01-01

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

Reconstructing the hidden states in time course data of stochastic models.

PubMed

Zimmer, Christoph

2015-11-01

Parameter estimation is central for analyzing models in Systems Biology. The relevance of stochastic modeling in the field is increasing. Therefore, the need for tailored parameter estimation techniques is increasing as well. Challenges for parameter estimation are partial observability, measurement noise, and the computational complexity arising from the dimension of the parameter space. This article extends the multiple shooting for stochastic systems' method, developed for inference in intrinsic stochastic systems. The treatment of extrinsic noise and the estimation of the unobserved states is improved, by taking into account the correlation between unobserved and observed species. This article demonstrates the power of the method on different scenarios of a Lotka-Volterra model, including cases in which the prey population dies out or explodes, and a Calcium oscillation system. Besides showing how the new extension improves the accuracy of the parameter estimates, this article analyzes the accuracy of the state estimates. In contrast to previous approaches, the new approach is well able to estimate states and parameters for all the scenarios. As it does not need stochastic simulations, it is of the same order of speed as conventional least squares parameter estimation methods with respect to computational time. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

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

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

NASA Astrophysics Data System (ADS)

Elliott, Thomas J.; Gu, Mile

2018-03-01

Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

Stochastic Time Models of Syllable Structure

PubMed Central

Shaw, Jason A.; Gafos, Adamantios I.

2015-01-01

Drawing on phonology research within the generative linguistics tradition, stochastic methods, and notions from complex systems, we develop a modelling paradigm linking phonological structure, expressed in terms of syllables, to speech movement data acquired with 3D electromagnetic articulography and X-ray microbeam methods. The essential variable in the models is syllable structure. When mapped to discrete coordination topologies, syllabic organization imposes systematic patterns of variability on the temporal dynamics of speech articulation. We simulated these dynamics under different syllabic parses and evaluated simulations against experimental data from Arabic and English, two languages claimed to parse similar strings of segments into different syllabic structures. Model simulations replicated several key experimental results, including the fallibility of past phonetic heuristics for syllable structure, and exposed the range of conditions under which such heuristics remain valid. More importantly, the modelling approach consistently diagnosed syllable structure proving resilient to multiple sources of variability in experimental data including measurement variability, speaker variability, and contextual variability. Prospects for extensions of our modelling paradigm to acoustic data are also discussed. PMID:25996153

A simulation-based probabilistic design method for arctic sea transport systems

NASA Astrophysics Data System (ADS)

Martin, Bergström; Ove, Erikstad Stein; Sören, Ehlers

2016-12-01

When designing an arctic cargo ship, it is necessary to consider multiple stochastic factors. This paper evaluates the merits of a simulation-based probabilistic design method specifically developed to deal with this challenge. The outcome of the paper indicates that the incorporation of simulations and probabilistic design parameters into the design process enables more informed design decisions. For instance, it enables the assessment of the stochastic transport capacity of an arctic ship, as well as of its long-term ice exposure that can be used to determine an appropriate level of ice-strengthening. The outcome of the paper also indicates that significant gains in transport system cost-efficiency can be obtained by extending the boundaries of the design task beyond the individual vessel. In the case of industrial shipping, this allows for instance the consideration of port-based cargo storage facilities allowing for temporary shortages in transport capacity and thus a reduction in the required fleet size / ship capacity.

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.

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

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

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

2014-03-15

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

Cross-Paradigm Simulation Modeling: Challenges and Successes

DTIC Science & Technology

2011-12-01

is also highlighted. 2.1 Discrete-Event Simulation Discrete-event simulation ( DES ) is a modeling method for stochastic, dynamic models where...which almost anything can be coded; models can be incredibly detailed. Most commercial DES software has a graphical interface which allows the user to...results. Although the above definition is the commonly accepted definition of DES , there are two different worldviews that dominate DES modeling today: a

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

PubMed

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

2015-05-01

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

Stochastic resonance energy harvesting for a rotating shaft subject to random and periodic vibrations: influence of potential function asymmetry and frequency sweep

NASA Astrophysics Data System (ADS)

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

2017-11-01

Stochastic resonance is referred to as a physical phenomenon that is manifest in nonlinear systems whereby a weak periodic signal can be significantly amplified with the aid of inherent noise or vice versa. In this paper, stochastic resonance is considered to harvest energy from two typical vibrations in rotating shafts: random whirl vibration and periodic stick-slip vibration. Stick-slip vibrations impose a constant offset in centrifugal force and distort the potential function of the harvester, leading to potential function asymmetry. A numerical analysis based on a finite element method was conducted to investigate stochastic resonance with potential function asymmetry. Simulation results revealed that a harvester with symmetric potential function generates seven times higher power than that with asymmetric potential function. Furthermore, a frequency-sweep analysis also showed that stochastic resonance has hysteretic behavior, resulting in frequency difference between up-sweep and down-sweep excitations. An electromagnetic energy harvesting system was constructed to experimentally verify the numerical analysis. In contrast to traditional stochastic resonance harvesters, the proposed harvester uses magnetic force to compensate the offset in the centrifugal force. System identification was performed to obtain the parameters needed in the numerical analysis. With the identified parameters, the numerical simulations showed good agreement with the experiment results with around 10% error, which verified the effect of potential function asymmetry and frequency sweep excitation condition on stochastic resonance. Finally, attributed to compensating the centrifugal force offset, the proposed harvester generated nearly three times more open-circuit output voltage than its traditional counterpart.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

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

2017-10-26

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

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

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

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

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

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

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

Gorji, M. Hossein, E-mail: gorjih@ifd.mavt.ethz.ch; Andric, Nemanja; Jenny, Patrick

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied.more » Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.« less

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

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

PubMed Central

Vigelius, Matthias; Meyer, Bernd

2012-01-01

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

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

PubMed

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

2016-09-01

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

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

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

2017-01-01

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

Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

NASA Astrophysics Data System (ADS)

Hu, D. L.; Liu, X. B.

Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.

On the origins of approximations for stochastic chemical kinetics.

PubMed

Haseltine, Eric L; Rawlings, James B

2005-10-22

This paper considers the derivation of approximations for stochastic chemical kinetics governed by the discrete master equation. Here, the concepts of (1) partitioning on the basis of fast and slow reactions as opposed to fast and slow species and (2) conditional probability densities are used to derive approximate, partitioned master equations, which are Markovian in nature, from the original master equation. Under different conditions dictated by relaxation time arguments, such approximations give rise to both the equilibrium and hybrid (deterministic or Langevin equations coupled with discrete stochastic simulation) approximations previously reported. In addition, the derivation points out several weaknesses in previous justifications of both the hybrid and equilibrium systems and demonstrates the connection between the original and approximate master equations. Two simple examples illustrate situations in which these two approximate methods are applicable and demonstrate the two methods' efficiencies.

Application of Stochastic and Deterministic Approaches to Modeling Interstellar Chemistry

NASA Astrophysics Data System (ADS)

Pei, Yezhe

This work is about simulations of interstellar chemistry using the deterministic rate equation (RE) method and the stochastic moment equation (ME) method. Primordial metal-poor interstellar medium (ISM) is of our interest and the socalled “Population-II” stars could have been formed in this environment during the “Epoch of Reionization” in the baby universe. We build a gas phase model using the RE scheme to describe the ionization-powered interstellar chemistry. We demonstrate that OH replaces CO as the most abundant metal-bearing molecule in such interstellar clouds of the early universe. Grain surface reactions play an important role in the studies of astrochemistry. But the lack of an accurate yet effective simulation method still presents a challenge, especially for large, practical gas-grain system. We develop a hybrid scheme of moment equations and rate equations (HMR) for large gas-grain network to model astrochemical reactions in the interstellar clouds. Specifically, we have used a large chemical gas-grain model, with stochastic moment equations to treat the surface chemistry and deterministic rate equations to treat the gas phase chemistry, to simulate astrochemical systems as of the ISM in the Milky Way, the Large Magellanic Cloud (LMC) and Small Magellanic Cloud (SMC). We compare the results to those of pure rate equations and modified rate equations and present a discussion about how moment equations improve our theoretical modeling and how the abundances of the assorted species are changed by varied metallicity. We also model the observed composition of H2O, CO and CO2 ices toward Young Stellar Objects in the LMC and show that the HMR method gives a better match to the observation than the pure RE method.

Stochastic simulation of karst conduit networks

NASA Astrophysics Data System (ADS)

Pardo-Igúzquiza, Eulogio; Dowd, Peter A.; Xu, Chaoshui; Durán-Valsero, Juan José

2012-01-01

Karst aquifers have very high spatial heterogeneity. Essentially, they comprise a system of pipes (i.e., the network of conduits) superimposed on rock porosity and on a network of stratigraphic surfaces and fractures. This heterogeneity strongly influences the hydraulic behavior of the karst and it must be reproduced in any realistic numerical model of the karst system that is used as input to flow and transport modeling. However, the directly observed karst conduits are only a small part of the complete karst conduit system and knowledge of the complete conduit geometry and topology remains spatially limited and uncertain. Thus, there is a special interest in the stochastic simulation of networks of conduits that can be combined with fracture and rock porosity models to provide a realistic numerical model of the karst system. Furthermore, the simulated model may be of interest per se and other uses could be envisaged. The purpose of this paper is to present an efficient method for conditional and non-conditional stochastic simulation of karst conduit networks. The method comprises two stages: generation of conduit geometry and generation of topology. The approach adopted is a combination of a resampling method for generating conduit geometries from templates and a modified diffusion-limited aggregation method for generating the network topology. The authors show that the 3D karst conduit networks generated by the proposed method are statistically similar to observed karst conduit networks or to a hypothesized network model. The statistical similarity is in the sense of reproducing the tortuosity index of conduits, the fractal dimension of the network, the direction rose of directions, the Z-histogram and Ripley's K-function of the bifurcation points (which differs from a random allocation of those bifurcation points). The proposed method (1) is very flexible, (2) incorporates any experimental data (conditioning information) and (3) can easily be modified when implemented in a hydraulic inverse modeling procedure. Several synthetic examples are given to illustrate the methodology and real conduit network data are used to generate simulated networks that mimic real geometries and topology.

Planning to fail: mission design for modular repairable robot teams

NASA Technical Reports Server (NTRS)

Stancliff, Stephen B.; Dolan, John B.; Trebi-Ollennu, Ashitey

2005-01-01

This paper presents a method using stochastic simulation to evaluate the reliability of robot teams consisting of modular robots. For an example planetary exploration mission we use this method to compare the performance of a repairable robot team with spare modules versus nonrepairable robot teams.

A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry

NASA Astrophysics Data System (ADS)

Pei, Y.; Herbst, E.

2011-05-01

Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod 2008), which partially takes into account the stochastic effect for surface reactions, and (3) the master equation approach solved using a Monte Carlo technique. At 10 K and standard grain sizes, our model results agree well with the above three methods, while discrepancies appear at higher temperatures and smaller grain sizes.

Computationally-efficient stochastic cluster dynamics method for modeling damage accumulation in irradiated materials

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

Hoang, Tuan L.; Physical and Life Sciences Directorate, Lawrence Livermore National Laboratory, CA 94550; Marian, Jaime, E-mail: jmarian@ucla.edu

2015-11-01

An improved version of a recently developed stochastic cluster dynamics (SCD) method (Marian and Bulatov, 2012) [6] is introduced as an alternative to rate theory (RT) methods for solving coupled ordinary differential equation (ODE) systems for irradiation damage simulations. SCD circumvents by design the curse of dimensionality of the variable space that renders traditional ODE-based RT approaches inefficient when handling complex defect population comprised of multiple (more than two) defect species. Several improvements introduced here enable efficient and accurate simulations of irradiated materials up to realistic (high) damage doses characteristic of next-generation nuclear systems. The first improvement is a proceduremore » for efficiently updating the defect reaction-network and event selection in the context of a dynamically expanding reaction-network. Next is a novel implementation of the τ-leaping method that speeds up SCD simulations by advancing the state of the reaction network in large time increments when appropriate. Lastly, a volume rescaling procedure is introduced to control the computational complexity of the expanding reaction-network through occasional reductions of the defect population while maintaining accurate statistics. The enhanced SCD method is then applied to model defect cluster accumulation in iron thin films subjected to triple ion-beam (Fe{sup 3+}, He{sup +} and H{sup +}) irradiations, for which standard RT or spatially-resolved kinetic Monte Carlo simulations are prohibitively expensive.« less

Computationally-efficient stochastic cluster dynamics method for modeling damage accumulation in irradiated materials

NASA Astrophysics Data System (ADS)

Hoang, Tuan L.; Marian, Jaime; Bulatov, Vasily V.; Hosemann, Peter

2015-11-01

An improved version of a recently developed stochastic cluster dynamics (SCD) method (Marian and Bulatov, 2012) [6] is introduced as an alternative to rate theory (RT) methods for solving coupled ordinary differential equation (ODE) systems for irradiation damage simulations. SCD circumvents by design the curse of dimensionality of the variable space that renders traditional ODE-based RT approaches inefficient when handling complex defect population comprised of multiple (more than two) defect species. Several improvements introduced here enable efficient and accurate simulations of irradiated materials up to realistic (high) damage doses characteristic of next-generation nuclear systems. The first improvement is a procedure for efficiently updating the defect reaction-network and event selection in the context of a dynamically expanding reaction-network. Next is a novel implementation of the τ-leaping method that speeds up SCD simulations by advancing the state of the reaction network in large time increments when appropriate. Lastly, a volume rescaling procedure is introduced to control the computational complexity of the expanding reaction-network through occasional reductions of the defect population while maintaining accurate statistics. The enhanced SCD method is then applied to model defect cluster accumulation in iron thin films subjected to triple ion-beam (Fe3+, He+ and H+) irradiations, for which standard RT or spatially-resolved kinetic Monte Carlo simulations are prohibitively expensive.

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

PubMed

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

2018-04-25

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

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

PubMed

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

2006-09-08

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

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

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

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

Stochastic 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.

Ligand-protein docking using a quantum stochastic tunneling optimization method.

PubMed

Mancera, Ricardo L; Källblad, Per; Todorov, Nikolay P

2004-04-30

A novel hybrid optimization method called quantum stochastic tunneling has been recently introduced. Here, we report its implementation within a new docking program called EasyDock and a validation with the CCDC/Astex data set of ligand-protein complexes using the PLP score to represent the ligand-protein potential energy surface and ScreenScore to score the ligand-protein binding energies. When taking the top energy-ranked ligand binding mode pose, we were able to predict the correct crystallographic ligand binding mode in up to 75% of the cases. By using this novel optimization method run times for typical docking simulations are significantly shortened. Copyright 2004 Wiley Periodicals, Inc. J Comput Chem 25: 858-864, 2004

Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling

NASA Astrophysics Data System (ADS)

Katsiolides, Grigoris; Müller, Eike H.; Scheichl, Robert; Shardlow, Tony; Giles, Michael B.; Thomson, David J.

2018-02-01

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations (SDEs). The computational bottleneck is the Monte Carlo algorithm, which simulates the motion of a large number of model particles in a turbulent velocity field; for each particle, a trajectory is calculated with a numerical timestepping method. Choosing an efficient numerical method is particularly important in operational emergency-response applications, such as tracking radioactive clouds from nuclear accidents or predicting the impact of volcanic ash clouds on international aviation, where accurate and timely predictions are essential. In this paper, we investigate the application of the Multilevel Monte Carlo (MLMC) method to simulate the propagation of particles in a representative one-dimensional dispersion scenario in the atmospheric boundary layer. MLMC can be shown to result in asymptotically superior computational complexity and reduced computational cost when compared to the Standard Monte Carlo (StMC) method, which is currently used in atmospheric dispersion modelling. To reduce the absolute cost of the method also in the non-asymptotic regime, it is equally important to choose the best possible numerical timestepping method on each level. To investigate this, we also compare the standard symplectic Euler method, which is used in many operational models, with two improved timestepping algorithms based on SDE splitting methods.

Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks

NASA Astrophysics Data System (ADS)

Sun, Wei; Chang, K. C.

2005-05-01

Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.

Stochastic exponential synchronization of memristive neural networks with time-varying delays via quantized control.

PubMed

Zhang, Wanli; Yang, Shiju; Li, Chuandong; Zhang, Wei; Yang, Xinsong

2018-08-01

This paper focuses on stochastic exponential synchronization of delayed memristive neural networks (MNNs) by the aid of systems with interval parameters which are established by using the concept of Filippov solution. New intermittent controller and adaptive controller with logarithmic quantization are structured to deal with the difficulties induced by time-varying delays, interval parameters as well as stochastic perturbations, simultaneously. Moreover, not only control cost can be reduced but also communication channels and bandwidth are saved by using these controllers. Based on novel Lyapunov functions and new analytical methods, several synchronization criteria are established to realize the exponential synchronization of MNNs with stochastic perturbations via intermittent control and adaptive control with or without logarithmic quantization. Finally, numerical simulations are offered to substantiate our theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Probabilistic distribution and stochastic P-bifurcation of a hybrid energy harvester under colored noise

NASA Astrophysics Data System (ADS)

Mokem Fokou, I. S.; Nono Dueyou Buckjohn, C.; Siewe Siewe, M.; Tchawoua, C.

2018-03-01

In this manuscript, a hybrid energy harvesting system combining piezoelectric and electromagnetic transduction and subjected to colored noise is investigated. By using the stochastic averaging method, the stationary probability density functions of amplitudes are obtained and reveal interesting dynamics related to the long term behavior of the device. From stationary probability densities, we discuss the stochastic bifurcation through the qualitative change which shows that noise intensity, correlation time and other system parameters can be treated as bifurcation parameters. Numerical simulations are made for a comparison with analytical findings. The Mean first passage time (MFPT) is numerical provided in the purpose to investigate the system stability. By computing the Mean residence time (TMR), we explore the stochastic resonance phenomenon; we show how it is related to the correlation time of colored noise and high output power.

Stochastic resonance in a fractional oscillator driven by multiplicative quadratic noise

NASA Astrophysics Data System (ADS)

Ren, Ruibin; Luo, Maokang; Deng, Ke

2017-02-01

Stochastic resonance of a fractional oscillator subject to an external periodic field as well as to multiplicative and additive noise is investigated. The fluctuations of the eigenfrequency are modeled as the quadratic function of the trichotomous noise. Applying the moment equation method and Shapiro-Loginov formula, we obtain the exact expression of the complex susceptibility and related stability criteria. Theoretical analysis and numerical simulations indicate that the spectral amplification (SPA) depends non-monotonicly both on the external driving frequency and the parameters of the quadratic noise. In addition, the investigations into fractional stochastic systems have suggested that both the noise parameters and the memory effect can induce the phenomenon of stochastic multi-resonance (SMR), which is previously reported and believed to be absent in the case of the multiplicative noise with only a linear term.

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).

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

PubMed

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

2012-02-28

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

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.

Computational Methods for Predictive Simulation of Stochastic Turbulence Systems

DTIC Science & Technology

2015-11-05

Science and Engineering, Venice , Italy, May 18-20, 2015, pp. 1261-1272. [21] Yong Li and P.D. Williams Analysis of the RAW Filter in Composite-Tendency...leapfrog scheme, Proceedings of the VI Conference on Computational Methods for Coupled Problems in Science and Engineering, Venice , Italy, May 18-20

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.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

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

Non-intrusive uncertainty quantification of computational fluid dynamics simulations: notes on the accuracy and efficiency

NASA Astrophysics Data System (ADS)

Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher

2017-11-01

Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.

Variance decomposition in stochastic simulators

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

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

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

Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

NASA Technical Reports Server (NTRS)

Williams Colin P.

1999-01-01

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

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

PubMed

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

2016-08-01

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

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

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

Song, Kai; Song, Linze; Shi, Qiang, E-mail: qshi@iccas.ac.cn

Based on the path integral approach, we derive a new realization of the exact non-Markovian stochastic Schrödinger equation (SSE). The main difference from the previous non-Markovian quantum state diffusion (NMQSD) method is that the complex Gaussian stochastic process used for the forward propagation of the wave function is correlated, which may be used to reduce the amplitude of the non-Markovian memory term at high temperatures. The new SSE is then written into the recently developed hierarchy of pure states scheme, in a form that is more closely related to the hierarchical equation of motion approach. Numerical simulations are then performedmore » to demonstrate the efficiency of the new method.« less

A Multitaper, Causal Decomposition for Stochastic, Multivariate Time Series: Application to High-Frequency Calcium Imaging Data.

PubMed

Sornborger, Andrew T; Lauderdale, James D

2016-11-01

Neural data analysis has increasingly incorporated causal information to study circuit connectivity. Dimensional reduction forms the basis of most analyses of large multivariate time series. Here, we present a new, multitaper-based decomposition for stochastic, multivariate time series that acts on the covariance of the time series at all lags, C ( τ ), as opposed to standard methods that decompose the time series, X ( t ), using only information at zero-lag. In both simulated and neural imaging examples, we demonstrate that methods that neglect the full causal structure may be discarding important dynamical information in a time series.

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;…

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Multivariate moment closure techniques for stochastic kinetic models

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

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

Sustainability of transport structures - some aspects of the nonlinear reliability assessment

NASA Astrophysics Data System (ADS)

Pukl, Radomír; Sajdlová, Tereza; Strauss, Alfred; Lehký, David; Novák, Drahomír

2017-09-01

Efficient techniques for both nonlinear numerical analysis of concrete structures and advanced stochastic simulation methods have been combined in order to offer an advanced tool for assessment of realistic behaviour, failure and safety assessment of transport structures. The utilized approach is based on randomization of the non-linear finite element analysis of the structural models. Degradation aspects such as carbonation of concrete can be accounted in order predict durability of the investigated structure and its sustainability. Results can serve as a rational basis for the performance and sustainability assessment based on advanced nonlinear computer analysis of the structures of transport infrastructure such as bridges or tunnels. In the stochastic simulation the input material parameters obtained from material tests including their randomness and uncertainty are represented as random variables or fields. Appropriate identification of material parameters is crucial for the virtual failure modelling of structures and structural elements. Inverse analysis using artificial neural networks and virtual stochastic simulations approach is applied to determine the fracture mechanical parameters of the structural material and its numerical model. Structural response, reliability and sustainability have been investigated on different types of transport structures made from various materials using the above mentioned methodology and tools.

Extinction time of a stochastic predator-prey model by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

2018-03-01

The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

Exploring Ackermann and LQR stability control of stochastic state-space model of hexacopter equipped with robotic arm

NASA Astrophysics Data System (ADS)

Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.

2018-05-01

This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.

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.

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

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

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

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.

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.

PROPAGATOR: a synchronous stochastic wildfire propagation model with distributed computation engine

NASA Astrophysics Data System (ADS)

D´Andrea, M.; Fiorucci, P.; Biondi, G.; Negro, D.

2012-04-01

PROPAGATOR is a stochastic model of forest fire spread, useful as a rapid method for fire risk assessment. The model is based on a 2D stochastic cellular automaton. The domain of simulation is discretized using a square regular grid with cell size of 20x20 meters. The model uses high-resolution information such as elevation and type of vegetation on the ground. Input parameters are wind direction, speed and the ignition point of fire. The simulation of fire propagation is done via a stochastic mechanism of propagation between a burning cell and a non-burning cell belonging to its neighbourhood, i.e. the 8 adjacent cells in the rectangular grid. The fire spreads from one cell to its neighbours with a certain base probability, defined using vegetation types of two adjacent cells, and modified by taking into account the slope between them, wind direction and speed. The simulation is synchronous, and takes into account the time needed by the burning fire to cross each cell. Vegetation cover, slope, wind speed and direction affect the fire-propagation speed from cell to cell. The model simulates several mutually independent realizations of the same stochastic fire propagation process. Each of them provides a map of the area burned at each simulation time step. Propagator simulates self-extinction of the fire, and the propagation process continues until at least one cell of the domain is burning in each realization. The output of the model is a series of maps representing the probability of each cell of the domain to be affected by the fire at each time-step: these probabilities are obtained by evaluating the relative frequency of ignition of each cell with respect to the complete set of simulations. Propagator is available as a module in the OWIS (Opera Web Interfaces) system. The model simulation runs on a dedicated server and it is remote controlled from the client program, NAZCA. Ignition points of the simulation can be selected directly in a high-resolution, three-dimensional graphical representation of the Italian territory within NAZCA. The other simulation parameters, namely wind speed and direction, number of simulations, computing grid size and temporal resolution, can be selected from within the program interface. The output of the simulation is showed in real-time during the simulation, and are also available off-line and on the DEWETRA system, a Web GIS-based system for environmental risk assessment, developed according to OGC-INSPIRE standards. The model execution is very fast, providing a full prevision for the scenario in few minutes, and can be useful for real-time active fire management and suppression.

Delay-induced stochastic bifurcations in a bistable system under white noise

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

Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei

2015-08-15

In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochasticmore » P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.« less

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

Simulation of stochastic diffusion via first exit times

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

Lötstedt, Per, E-mail: perl@it.uu.se; Meinecke, Lina, E-mail: lina.meinecke@it.uu.se

2015-11-01

In molecular biology it is of interest to simulate diffusion stochastically. In the mesoscopic model we partition a biological cell into unstructured subvolumes. In each subvolume the number of molecules is recorded at each time step and molecules can jump between neighboring subvolumes to model diffusion. The jump rates can be computed by discretizing the diffusion equation on that unstructured mesh. If the mesh is of poor quality, due to a complicated cell geometry, standard discretization methods can generate negative jump coefficients, which no longer allows the interpretation as the probability to jump between the subvolumes. We propose a methodmore » based on the mean first exit time of a molecule from a subvolume, which guarantees positive jump coefficients. Two approaches to exit times, a global and a local one, are presented and tested in simulations on meshes of different quality in two and three dimensions.« less

On determining firing delay time of transitions for Petri net based signaling pathways by introducing stochastic decision rules.

PubMed

Miwa, Yoshimasa; Li, Chen; Ge, Qi-Wei; Matsuno, Hiroshi; Miyano, Satoru

2010-01-01

Parameter determination is important in modeling and simulating biological pathways including signaling pathways. Parameters are determined according to biological facts obtained from biological experiments and scientific publications. However, such reliable data describing detailed reactions are not reported in most cases. This prompted us to develop a general methodology of determining the parameters of a model in the case of that no information of the underlying biological facts is provided. In this study, we use the Petri net approach for modeling signaling pathways, and propose a method to determine firing delay times of transitions for Petri net models of signaling pathways by introducing stochastic decision rules. Petri net technology provides a powerful approach to modeling and simulating various concurrent systems, and recently have been widely accepted as a description method for biological pathways. Our method enables to determine the range of firing delay time which realizes smooth token flows in the Petri net model of a signaling pathway. The availability of this method has been confirmed by the results of an application to the interleukin-1 induced signaling pathway.

On determining firing delay time of transitions for petri net based signaling pathways by introducing stochastic decision rules.

PubMed

Miwa, Yoshimasa; Li, Chen; Ge, Qi-Wei; Matsuno, Hiroshi; Miyano, Satoru

2011-01-01

Parameter determination is important in modeling and simulating biological pathways including signaling pathways. Parameters are determined according to biological facts obtained from biological experiments and scientific publications. However, such reliable data describing detailed reactions are not reported in most cases. This prompted us to develop a general methodology of determining the parameters of a model in the case of that no information of the underlying biological facts is provided. In this study, we use the Petri net approach for modeling signaling pathways, and propose a method to determine firing delay times of transitions for Petri net models of signaling pathways by introducing stochastic decision rules. Petri net technology provides a powerful approach to modeling and simulating various concurrent systems, and recently have been widely accepted as a description method for biological pathways. Our method enables to determine the range of firing delay time which realizes smooth token flows in the Petri net model of a signaling pathway. The availability of this method has been confirmed by the results of an application to the interleukin-1 induced signaling pathway.

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

PubMed Central

2012-01-01

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

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

PubMed

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Diffusion approximation-based simulation of stochastic ion channels: which method to use?

PubMed Central

Pezo, Danilo; Soudry, Daniel; Orio, Patricio

2014-01-01

To study the effects of stochastic ion channel fluctuations on neural dynamics, several numerical implementation methods have been proposed. Gillespie's method for Markov Chains (MC) simulation is highly accurate, yet it becomes computationally intensive in the regime of a high number of channels. Many recent works aim to speed simulation time using the Langevin-based Diffusion Approximation (DA). Under this common theoretical approach, each implementation differs in how it handles various numerical difficulties—such as bounding of state variables to [0,1]. Here we review and test a set of the most recently published DA implementations (Goldwyn et al., 2011; Linaro et al., 2011; Dangerfield et al., 2012; Orio and Soudry, 2012; Schmandt and Galán, 2012; Güler, 2013; Huang et al., 2013a), comparing all of them in a set of numerical simulations that assess numerical accuracy and computational efficiency on three different models: (1) the original Hodgkin and Huxley model, (2) a model with faster sodium channels, and (3) a multi-compartmental model inspired in granular cells. We conclude that for a low number of channels (usually below 1000 per simulated compartment) one should use MC—which is the fastest and most accurate method. For a high number of channels, we recommend using the method by Orio and Soudry (2012), possibly combined with the method by Schmandt and Galán (2012) for increased speed and slightly reduced accuracy. Consequently, MC modeling may be the best method for detailed multicompartment neuron models—in which a model neuron with many thousands of channels is segmented into many compartments with a few hundred channels. PMID:25404914

Extended quantum jump description of vibronic two-dimensional spectroscopy

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

Albert, Julian; Falge, Mirjam; Keß, Martin

2015-06-07

We calculate two-dimensional (2D) vibronic spectra for a model system involving two electronic molecular states. The influence of a bath is simulated using a quantum-jump approach. We use a method introduced by Makarov and Metiu [J. Chem. Phys. 111, 10126 (1999)] which includes an explicit treatment of dephasing. In this way it is possible to characterize the influence of dissipation and dephasing on the 2D-spectra, using a wave function based method. The latter scales with the number of stochastic runs and the number of system eigenstates included in the expansion of the wave-packets to be propagated with the stochastic methodmore » and provides an efficient method for the calculation of the 2D-spectra.« less

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

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

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Three-dimensional plant architecture and sunlit-shaded patterns: a stochastic model of light dynamics in canopies.

PubMed

Retkute, Renata; Townsend, Alexandra J; Murchie, Erik H; Jensen, Oliver E; Preston, Simon P

2018-05-25

Diurnal changes in solar position and intensity combined with the structural complexity of plant architecture result in highly variable and dynamic light patterns within the plant canopy. This affects productivity through the complex ways that photosynthesis responds to changes in light intensity. Current methods to characterize light dynamics, such as ray-tracing, are able to produce data with excellent spatio-temporal resolution but are computationally intensive and the resulting data are complex and high-dimensional. This necessitates development of more economical models for summarizing the data and for simulating realistic light patterns over the course of a day. High-resolution reconstructions of field-grown plants are assembled in various configurations to form canopies, and a forward ray-tracing algorithm is applied to the canopies to compute light dynamics at high (1 min) temporal resolution. From the ray-tracer output, the sunlit or shaded state for each patch on the plants is determined, and these data are used to develop a novel stochastic model for the sunlit-shaded patterns. The model is designed to be straightforward to fit to data using maximum likelihood estimation, and fast to simulate from. For a wide range of contrasting 3-D canopies, the stochastic model is able to summarize, and replicate in simulations, key features of the light dynamics. When light patterns simulated from the stochastic model are used as input to a model of photoinhibition, the predicted reduction in carbon gain is similar to that from calculations based on the (extremely costly) ray-tracer data. The model provides a way to summarize highly complex data in a small number of parameters, and a cost-effective way to simulate realistic light patterns. Simulations from the model will be particularly useful for feeding into larger-scale photosynthesis models for calculating how light dynamics affects the photosynthetic productivity of canopies.

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.

Constraining continuous rainfall simulations for derived design flood estimation

NASA Astrophysics Data System (ADS)

Woldemeskel, F. M.; Sharma, A.; Mehrotra, R.; Westra, S.

2016-11-01

Stochastic rainfall generation is important for a range of hydrologic and water resources applications. Stochastic rainfall can be generated using a number of models; however, preserving relevant attributes of the observed rainfall-including rainfall occurrence, variability and the magnitude of extremes-continues to be difficult. This paper develops an approach to constrain stochastically generated rainfall with an aim of preserving the intensity-durationfrequency (IFD) relationships of the observed data. Two main steps are involved. First, the generated annual maximum rainfall is corrected recursively by matching the generated intensity-frequency relationships to the target (observed) relationships. Second, the remaining (non-annual maximum) rainfall is rescaled such that the mass balance of the generated rain before and after scaling is maintained. The recursive correction is performed at selected storm durations to minimise the dependence between annual maximum values of higher and lower durations for the same year. This ensures that the resulting sequences remain true to the observed rainfall as well as represent the design extremes that may have been developed separately and are needed for compliance reasons. The method is tested on simulated 6 min rainfall series across five Australian stations with different climatic characteristics. The results suggest that the annual maximum and the IFD relationships are well reproduced after constraining the simulated rainfall. While our presentation focusses on the representation of design rainfall attributes (IFDs), the proposed approach can also be easily extended to constrain other attributes of the generated rainfall, providing an effective platform for post-processing of stochastic rainfall generators.

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Pilot Study on the Applicability of Variance Reduction Techniques to the Simulation of a Stochastic Combat Model

DTIC Science & Technology

1987-09-01

inverse transform method to obtain unit-mean exponential random variables, where Vi is the jth random number in the sequence of a stream of uniform random...numbers. The inverse transform method is discussed in the simulation textbooks listed in the reference section of this thesis. X(b,c,d) = - P(b,c,d...Defender ,C * P(b,c,d) We again use the inverse transform method to obtain the conditions for an interim event to occur and to induce the change in

Identification of stochastic interactions in nonlinear models of structural mechanics

NASA Astrophysics Data System (ADS)

Kala, Zdeněk

2017-07-01

In the paper, the polynomial approximation is presented by which the Sobol sensitivity analysis can be evaluated with all sensitivity indices. The nonlinear FEM model is approximated. The input area is mapped using simulations runs of Latin Hypercube Sampling method. The domain of the approximation polynomial is chosen so that it were possible to apply large number of simulation runs of Latin Hypercube Sampling method. The method presented also makes possible to evaluate higher-order sensitivity indices, which could not be identified in case of nonlinear FEM.

Stochastic model search with binary outcomes for genome-wide association studies.

PubMed

Russu, Alberto; Malovini, Alberto; Puca, Annibale A; Bellazzi, Riccardo

2012-06-01

The spread of case-control genome-wide association studies (GWASs) has stimulated the development of new variable selection methods and predictive models. We introduce a novel Bayesian model search algorithm, Binary Outcome Stochastic Search (BOSS), which addresses the model selection problem when the number of predictors far exceeds the number of binary responses. Our method is based on a latent variable model that links the observed outcomes to the underlying genetic variables. A Markov Chain Monte Carlo approach is used for model search and to evaluate the posterior probability of each predictor. BOSS is compared with three established methods (stepwise regression, logistic lasso, and elastic net) in a simulated benchmark. Two real case studies are also investigated: a GWAS on the genetic bases of longevity, and the type 2 diabetes study from the Wellcome Trust Case Control Consortium. Simulations show that BOSS achieves higher precisions than the reference methods while preserving good recall rates. In both experimental studies, BOSS successfully detects genetic polymorphisms previously reported to be associated with the analyzed phenotypes. BOSS outperforms the other methods in terms of F-measure on simulated data. In the two real studies, BOSS successfully detects biologically relevant features, some of which are missed by univariate analysis and the three reference techniques. The proposed algorithm is an advance in the methodology for model selection with a large number of features. Our simulated and experimental results showed that BOSS proves effective in detecting relevant markers while providing a parsimonious model.

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.

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) of the rare earth elements (REEs) in beneficiation rare earth waste from the gold processing: case study

NASA Astrophysics Data System (ADS)

Bieda, Bogusław; Grzesik, Katarzyna

2017-11-01

The study proposes an stochastic approach based on Monte Carlo (MC) simulation for life cycle assessment (LCA) method limited to life cycle inventory (LCI) study for rare earth elements (REEs) recovery from the secondary materials processes production applied to the New Krankberg Mine in Sweden. The MC method is recognizes as an important tool in science and can be considered the most effective quantification approach for uncertainties. The use of stochastic approach helps to characterize the uncertainties better than deterministic method. Uncertainty of data can be expressed through a definition of probability distribution of that data (e.g. through standard deviation or variance). The data used in this study are obtained from: (i) site-specific measured or calculated data, (ii) values based on literature, (iii) the ecoinvent process "rare earth concentrate, 70% REO, from bastnäsite, at beneficiation". Environmental emissions (e.g, particulates, uranium-238, thorium-232), energy and REE (La, Ce, Nd, Pr, Sm, Dy, Eu, Tb, Y, Sc, Yb, Lu, Tm, Y, Gd) have been inventoried. The study is based on a reference case for the year 2016. The combination of MC analysis with sensitivity analysis is the best solution for quantified the uncertainty in the LCI/LCA. The reliability of LCA results may be uncertain, to a certain degree, but this uncertainty can be noticed with the help of MC method.

A NEW METHOD OF LONGITUDINAL DIARY ASSEMBLY FOR EXPOSURE MODELING

EPA Science Inventory

Many stochastic human exposure models require the construction of longitudinal time-activity diaries to evaluate the time sequence of concentrations encountered, and hence, the pollutant exposure for the simulated individuals. However, most of the available data on human activiti...

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.

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

PubMed Central

Leng, Yonggang; Fan, Shengbo

2018-01-01

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

Lazy Updating of hubs can enable more realistic models by speeding up stochastic simulations

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

Ehlert, Kurt; Loewe, Laurence, E-mail: loewe@wisc.edu; Wisconsin Institute for Discovery, University of Wisconsin-Madison, Madison, Wisconsin 53715

2014-11-28

To respect the nature of discrete parts in a system, stochastic simulation algorithms (SSAs) must update for each action (i) all part counts and (ii) each action's probability of occurring next and its timing. This makes it expensive to simulate biological networks with well-connected “hubs” such as ATP that affect many actions. Temperature and volume also affect many actions and may be changed significantly in small steps by the network itself during fever and cell growth, respectively. Such trends matter for evolutionary questions, as cell volume determines doubling times and fever may affect survival, both key traits for biological evolution.more » Yet simulations often ignore such trends and assume constant environments to avoid many costly probability updates. Such computational convenience precludes analyses of important aspects of evolution. Here we present “Lazy Updating,” an add-on for SSAs designed to reduce the cost of simulating hubs. When a hub changes, Lazy Updating postpones all probability updates for reactions depending on this hub, until a threshold is crossed. Speedup is substantial if most computing time is spent on such updates. We implemented Lazy Updating for the Sorting Direct Method and it is easily integrated into other SSAs such as Gillespie's Direct Method or the Next Reaction Method. Testing on several toy models and a cellular metabolism model showed >10× faster simulations for its use-cases—with a small loss of accuracy. Thus we see Lazy Updating as a valuable tool for some special but important simulation problems that are difficult to address efficiently otherwise.« less

Comparisons of Lagrangian and Eulerian PDF methods in simulations of non-premixed turbulent jet flames with moderate-to-strong turbulence-chemistry interactions

NASA Astrophysics Data System (ADS)

Jaishree, J.; Haworth, D. C.

2012-06-01

Transported probability density function (PDF) methods have been applied widely and effectively for modelling turbulent reacting flows. In most applications of PDF methods to date, Lagrangian particle Monte Carlo algorithms have been used to solve a modelled PDF transport equation. However, Lagrangian particle PDF methods are computationally intensive and are not readily integrated into conventional Eulerian computational fluid dynamics (CFD) codes. Eulerian field PDF methods have been proposed as an alternative. Here a systematic comparison is performed among three methods for solving the same underlying modelled composition PDF transport equation: a consistent hybrid Lagrangian particle/Eulerian mesh (LPEM) method, a stochastic Eulerian field (SEF) method and a deterministic Eulerian field method with a direct-quadrature-method-of-moments closure (a multi-environment PDF-MEPDF method). The comparisons have been made in simulations of a series of three non-premixed, piloted methane-air turbulent jet flames that exhibit progressively increasing levels of local extinction and turbulence-chemistry interactions: Sandia/TUD flames D, E and F. The three PDF methods have been implemented using the same underlying CFD solver, and results obtained using the three methods have been compared using (to the extent possible) equivalent physical models and numerical parameters. Reasonably converged mean and rms scalar profiles are obtained using 40 particles per cell for the LPEM method or 40 Eulerian fields for the SEF method. Results from these stochastic methods are compared with results obtained using two- and three-environment MEPDF methods. The relative advantages and disadvantages of each method in terms of accuracy and computational requirements are explored and identified. In general, the results obtained from the two stochastic methods (LPEM and SEF) are very similar, and are in closer agreement with experimental measurements than those obtained using the MEPDF method, while MEPDF is the most computationally efficient of the three methods. These and other findings are discussed in detail.

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.

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

PubMed Central

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Quantitative radiomics: impact of stochastic effects on textural feature analysis implies the need for standards

PubMed Central

Nyflot, Matthew J.; Yang, Fei; Byrd, Darrin; Bowen, Stephen R.; Sandison, George A.; Kinahan, Paul E.

2015-01-01

Abstract. Image heterogeneity metrics such as textural features are an active area of research for evaluating clinical outcomes with positron emission tomography (PET) imaging and other modalities. However, the effects of stochastic image acquisition noise on these metrics are poorly understood. We performed a simulation study by generating 50 statistically independent PET images of the NEMA IQ phantom with realistic noise and resolution properties. Heterogeneity metrics based on gray-level intensity histograms, co-occurrence matrices, neighborhood difference matrices, and zone size matrices were evaluated within regions of interest surrounding the lesions. The impact of stochastic variability was evaluated with percent difference from the mean of the 50 realizations, coefficient of variation and estimated sample size for clinical trials. Additionally, sensitivity studies were performed to simulate the effects of patient size and image reconstruction method on the quantitative performance of these metrics. Complex trends in variability were revealed as a function of textural feature, lesion size, patient size, and reconstruction parameters. In conclusion, the sensitivity of PET textural features to normal stochastic image variation and imaging parameters can be large and is feature-dependent. Standards are needed to ensure that prospective studies that incorporate textural features are properly designed to measure true effects that may impact clinical outcomes. PMID:26251842

Quantitative radiomics: impact of stochastic effects on textural feature analysis implies the need for standards.

PubMed

Nyflot, Matthew J; Yang, Fei; Byrd, Darrin; Bowen, Stephen R; Sandison, George A; Kinahan, Paul E

2015-10-01

Image heterogeneity metrics such as textural features are an active area of research for evaluating clinical outcomes with positron emission tomography (PET) imaging and other modalities. However, the effects of stochastic image acquisition noise on these metrics are poorly understood. We performed a simulation study by generating 50 statistically independent PET images of the NEMA IQ phantom with realistic noise and resolution properties. Heterogeneity metrics based on gray-level intensity histograms, co-occurrence matrices, neighborhood difference matrices, and zone size matrices were evaluated within regions of interest surrounding the lesions. The impact of stochastic variability was evaluated with percent difference from the mean of the 50 realizations, coefficient of variation and estimated sample size for clinical trials. Additionally, sensitivity studies were performed to simulate the effects of patient size and image reconstruction method on the quantitative performance of these metrics. Complex trends in variability were revealed as a function of textural feature, lesion size, patient size, and reconstruction parameters. In conclusion, the sensitivity of PET textural features to normal stochastic image variation and imaging parameters can be large and is feature-dependent. Standards are needed to ensure that prospective studies that incorporate textural features are properly designed to measure true effects that may impact clinical outcomes.

STEPS: efficient simulation of stochastic reaction-diffusion models in realistic morphologies.

PubMed

Hepburn, Iain; Chen, Weiliang; Wils, Stefan; De Schutter, Erik

2012-05-10

Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins), conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. We describe STEPS, a stochastic reaction-diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction-diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. STEPS simulates models of cellular reaction-diffusion systems with complex boundaries with high accuracy and high performance in C/C++, controlled by a powerful and user-friendly Python interface. STEPS is free for use and is available at http://steps.sourceforge.net/

STEPS: efficient simulation of stochastic reaction–diffusion models in realistic morphologies

PubMed Central

2012-01-01

Background Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins), conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. Results We describe STEPS, a stochastic reaction–diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction–diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. Conclusion STEPS simulates models of cellular reaction–diffusion systems with complex boundaries with high accuracy and high performance in C/C++, controlled by a powerful and user-friendly Python interface. STEPS is free for use and is available at http://steps.sourceforge.net/ PMID:22574658

Detecting seasonal variations of soil parameters via field measurements and stochastic simulations in the hillslope

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; An, Hyunuk; Kim, Sanghyun

2015-04-01

Soil moisture, a critical factor in hydrologic systems, plays a key role in synthesizing interactions among soil, climate, hydrological response, solute transport and ecosystem dynamics. The spatial and temporal distribution of soil moisture at a hillslope scale is essential for understanding hillslope runoff generation processes. In this study, we implement Monte Carlo simulations in the hillslope scale using a three-dimensional surface-subsurface integrated model (3D model). Numerical simulations are compared with multiple soil moistures which had been measured using TDR(Mini_TRASE) for 22 locations in 2 or 3 depths during a whole year at a hillslope (area: 2100 square meters) located in Bongsunsa Watershed, South Korea. In stochastic simulations via Monte Carlo, uncertainty of the soil parameters and input forcing are considered and model ensembles showing good performance are selected separately for several seasonal periods. The presentation will be focused on the characterization of seasonal variations of model parameters based on simulations with field measurements. In addition, structural limitations of the contemporary modeling method will be discussed.

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

PubMed

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

2016-08-01

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

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

DOE PAGES

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

2017-03-31

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

Probability density function evolution of power systems subject to stochastic variation of renewable energy

NASA Astrophysics Data System (ADS)

Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

2018-05-01

As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

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

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

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

Evaluating Process Improvement Courses of Action Through Modeling and Simulation

DTIC Science & Technology

2017-09-16

changes to a process is time consuming and has potential to overlook stochastic effects. By modeling a process as a Numerical Design Structure Matrix...13 Methods to Evaluate Process Performance ................................................................15 The Design Structure...Matrix ......................................................................................16 Numerical Design Structure Matrix

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

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).

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-23

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes thatmore » the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.« less

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-01

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Stochastic model search with binary outcomes for genome-wide association studies

PubMed Central

Malovini, Alberto; Puca, Annibale A; Bellazzi, Riccardo

2012-01-01

Objective The spread of case–control genome-wide association studies (GWASs) has stimulated the development of new variable selection methods and predictive models. We introduce a novel Bayesian model search algorithm, Binary Outcome Stochastic Search (BOSS), which addresses the model selection problem when the number of predictors far exceeds the number of binary responses. Materials and methods Our method is based on a latent variable model that links the observed outcomes to the underlying genetic variables. A Markov Chain Monte Carlo approach is used for model search and to evaluate the posterior probability of each predictor. Results BOSS is compared with three established methods (stepwise regression, logistic lasso, and elastic net) in a simulated benchmark. Two real case studies are also investigated: a GWAS on the genetic bases of longevity, and the type 2 diabetes study from the Wellcome Trust Case Control Consortium. Simulations show that BOSS achieves higher precisions than the reference methods while preserving good recall rates. In both experimental studies, BOSS successfully detects genetic polymorphisms previously reported to be associated with the analyzed phenotypes. Discussion BOSS outperforms the other methods in terms of F-measure on simulated data. In the two real studies, BOSS successfully detects biologically relevant features, some of which are missed by univariate analysis and the three reference techniques. Conclusion The proposed algorithm is an advance in the methodology for model selection with a large number of features. Our simulated and experimental results showed that BOSS proves effective in detecting relevant markers while providing a parsimonious model. PMID:22534080

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

PubMed

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

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

Approximation methods of European option pricing in multiscale stochastic volatility model

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

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.

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.

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.

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

ERIC Educational Resources Information Center

Saldanha, Luis

2016-01-01

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

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

Treesearch

Hong S. He; David J. Mladenoff

1999-01-01

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

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

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

2011-06-01

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

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks

PubMed Central

Arampatzis, Georgios; Katsoulakis, Markos A.; Pantazis, Yannis

2015-01-01

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in “sloppy” systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the number of the sensitive parameters. PMID:26161544

Stochastic responses of Van der Pol vibro-impact system with fractional derivative damping excited by Gaussian white noise.

PubMed

Xiao, Yanwen; Xu, Wei; Wang, Liang

2016-03-01

This paper focuses on the study of the stochastic Van der Pol vibro-impact system with fractional derivative damping under Gaussian white noise excitation. The equations of the original system are simplified by non-smooth transformation. For the simplified equation, the stochastic averaging approach is applied to solve it. Then, the fractional derivative damping term is facilitated by a numerical scheme, therewith the fourth-order Runge-Kutta method is used to obtain the numerical results. And the numerical simulation results fit the analytical solutions. Therefore, the proposed analytical means to study this system are proved to be feasible. In this context, the effects on the response stationary probability density functions (PDFs) caused by noise excitation, restitution condition, and fractional derivative damping are considered, in addition the stochastic P-bifurcation is also explored in this paper through varying the value of the coefficient of fractional derivative damping and the restitution coefficient. These system parameters not only influence the response PDFs of this system but also can cause the stochastic P-bifurcation.

Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties

NASA Astrophysics Data System (ADS)

Ni, Pinghe; Li, Jun; Hao, Hong; Xia, Yong

2018-03-01

This paper performs the stochastic dynamic response analysis of marine risers with material uncertainties, i.e. in the mass density and elastic modulus, by using Stochastic Finite Element Method (SFEM) and model reduction technique. These uncertainties are assumed having Gaussian distributions. The random mass density and elastic modulus are represented by using the Karhunen-Loève (KL) expansion. The Polynomial Chaos (PC) expansion is adopted to represent the vibration response because the covariance of the output is unknown. Model reduction based on the Iterated Improved Reduced System (IIRS) technique is applied to eliminate the PC coefficients of the slave degrees of freedom to reduce the dimension of the stochastic system. Monte Carlo Simulation (MCS) is conducted to obtain the reference response statistics. Two numerical examples are studied in this paper. The response statistics from the proposed approach are compared with those from MCS. It is noted that the computational time is significantly reduced while the accuracy is kept. The results demonstrate the efficiency of the proposed approach for stochastic dynamic response analysis of marine risers.

CP function: an alpha spending function based on conditional power.

PubMed

Jiang, Zhiwei; Wang, Ling; Li, Chanjuan; Xia, Jielai; Wang, William

2014-11-20

Alpha spending function and stochastic curtailment are two frequently used methods in group sequential design. In the stochastic curtailment approach, the actual type I error probability cannot be well controlled within the specified significance level. But conditional power (CP) in stochastic curtailment is easier to be accepted and understood by clinicians. In this paper, we develop a spending function based on the concept of conditional power, named CP function, which combines desirable features of alpha spending and stochastic curtailment. Like other two-parameter functions, CP function is flexible to fit the needs of the trial. A simulation study is conducted to explore the choice of CP boundary in CP function that maximizes the trial power. It is equivalent to, even better than, classical Pocock, O'Brien-Fleming, and quadratic spending function as long as a proper ρ0 is given, which is pre-specified CP threshold for efficacy. It also well controls the overall type I error type I error rate and overcomes the disadvantage of stochastic curtailment. Copyright © 2014 John Wiley & Sons, Ltd.

Stochastic responses of Van der Pol vibro-impact system with fractional derivative damping excited by Gaussian white noise

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

Xiao, Yanwen; Xu, Wei, E-mail: weixu@nwpu.edu.cn; Wang, Liang

2016-03-15

This paper focuses on the study of the stochastic Van der Pol vibro-impact system with fractional derivative damping under Gaussian white noise excitation. The equations of the original system are simplified by non-smooth transformation. For the simplified equation, the stochastic averaging approach is applied to solve it. Then, the fractional derivative damping term is facilitated by a numerical scheme, therewith the fourth-order Runge-Kutta method is used to obtain the numerical results. And the numerical simulation results fit the analytical solutions. Therefore, the proposed analytical means to study this system are proved to be feasible. In this context, the effects onmore » the response stationary probability density functions (PDFs) caused by noise excitation, restitution condition, and fractional derivative damping are considered, in addition the stochastic P-bifurcation is also explored in this paper through varying the value of the coefficient of fractional derivative damping and the restitution coefficient. These system parameters not only influence the response PDFs of this system but also can cause the stochastic P-bifurcation.« less

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.

Parallel discrete-event simulation of FCFS stochastic queueing networks

NASA Technical Reports Server (NTRS)

Nicol, David M.

1988-01-01

Physical systems are inherently parallel. Intuition suggests that simulations of these systems may be amenable to parallel execution. The parallel execution of a discrete-event simulation requires careful synchronization of processes in order to ensure the execution's correctness; this synchronization can degrade performance. Largely negative results were recently reported in a study which used a well-known synchronization method on queueing network simulations. Discussed here is a synchronization method (appointments), which has proven itself to be effective on simulations of FCFS queueing networks. The key concept behind appointments is the provision of lookahead. Lookahead is a prediction on a processor's future behavior, based on an analysis of the processor's simulation state. It is shown how lookahead can be computed for FCFS queueing network simulations, give performance data that demonstrates the method's effectiveness under moderate to heavy loads, and discuss performance tradeoffs between the quality of lookahead, and the cost of computing lookahead.

Two new algorithms to combine kriging with stochastic modelling

NASA Astrophysics Data System (ADS)

Venema, Victor; Lindau, Ralf; Varnai, Tamas; Simmer, Clemens

2010-05-01

Two main groups of statistical methods used in the Earth sciences are geostatistics and stochastic modelling. Geostatistical methods, such as various kriging algorithms, aim at estimating the mean value for every point as well as possible. In case of sparse measurements, such fields have less variability at small scales and a narrower distribution as the true field. This can lead to biases if a nonlinear process is simulated driven by such a kriged field. Stochastic modelling aims at reproducing the statistical structure of the data in space and time. One of the stochastic modelling methods, the so-called surrogate data approach, replicates the value distribution and power spectrum of a certain data set. While stochastic methods reproduce the statistical properties of the data, the location of the measurement is not considered. This requires the use of so-called constrained stochastic models. Because radiative transfer through clouds is a highly nonlinear process, it is essential to model the distribution (e.g. of optical depth, extinction, liquid water content or liquid water path) accurately. In addition, the correlations within the cloud field are important, especially because of horizontal photon transport. This explains the success of surrogate cloud fields for use in 3D radiative transfer studies. Up to now, however, we could only achieve good results for the radiative properties averaged over the field, but not for a radiation measurement located at a certain position. Therefore we have developed a new algorithm that combines the accuracy of stochastic (surrogate) modelling with the positioning capabilities of kriging. In this way, we can automatically profit from the large geostatistical literature and software. This algorithm is similar to the standard iterative amplitude adjusted Fourier transform (IAAFT) algorithm, but has an additional iterative step in which the surrogate field is nudged towards the kriged field. The nudging strength is gradually reduced to zero during successive iterations. A second algorithm, which we call step-wise kriging, pursues the same aim. Each time the kriging algorithm estimates a value, noise is added to it, after which this new point is accounted for in the estimation of all the later points. In this way, the autocorrelation of the step-krigged field is close to that found in the pseudo measurements. The amount of noise is determined by the kriging uncertainty. The algorithms are tested on cloud fields from large eddy simulations (LES). On these clouds, a measurement is simulated. From these pseudo-measurements, we estimated the power spectrum for the surrogates, the semi-variogram for the (stepwise) kriging and the distribution. Furthermore, the pseudo-measurement is kriged. Because we work with LES clouds and the truth is known, we can validate the algorithm by performing 3D radiative transfer calculations on the original LES clouds and on the two new types of stochastic clouds. For comparison, also the radiative properties of the kriged fields and standard surrogate fields are computed. Preliminary results show that both algorithms reproduce the structure of the original clouds well, and the minima and maxima are located where the pseudo-measurements see them. The main problem for the quality of the structure and the root mean square error is the amount of data, which is especially very limited in case of just one zenith pointing measurement.

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.

Functional Wigner representation of quantum dynamics of Bose-Einstein condensate

NASA Astrophysics Data System (ADS)

Opanchuk, B.; Drummond, P. D.

2013-04-01

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

Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

NASA Technical Reports Server (NTRS)

1999-01-01

Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

Electronic excitation and quenching of atoms at insulator surfaces

NASA Technical Reports Server (NTRS)

Swaminathan, P. K.; Garrett, Bruce C.; Murthy, C. S.

1988-01-01

A trajectory-based semiclassical method is used to study electronically inelastic collisions of gas atoms with insulator surfaces. The method provides for quantum-mechanical treatment of the internal electronic dynamics of a localized region involving the gas/surface collision, and a classical treatment of all the nuclear degrees of freedom (self-consistently and in terms of stochastic trajectories), and includes accurate simulation of the bath-temperature effects. The method is easy to implement and has a generality that holds promise for many practical applications. The problem of electronically inelastic dynamics is solved by computing a set of stochastic trajectories that on thermal averaging directly provide electronic transition probabilities at a given temperature. The theory is illustrated by a simple model of a two-state gas/surface interaction.

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.

High-Throughput Dietary Exposure Predictions for Chemical Migrants from Food Packaging Materials

EPA Science Inventory

United States Environmental Protection Agency researchers have developed a Stochastic Human Exposure and Dose Simulation High -Throughput (SHEDS-HT) model for use in prioritization of chemicals under the ExpoCast program. In this research, new methods were implemented in SHEDS-HT...

Eliminating fast reactions in stochastic simulations of biochemical networks: A bistable genetic switch

NASA Astrophysics Data System (ADS)

Morelli, Marco J.; Allen, Rosalind J.; Tǎnase-Nicola, Sorin; ten Wolde, Pieter Rein

2008-01-01

In many stochastic simulations of biochemical reaction networks, it is desirable to "coarse grain" the reaction set, removing fast reactions while retaining the correct system dynamics. Various coarse-graining methods have been proposed, but it remains unclear which methods are reliable and which reactions can safely be eliminated. We address these issues for a model gene regulatory network that is particularly sensitive to dynamical fluctuations: a bistable genetic switch. We remove protein-DNA and/or protein-protein association-dissociation reactions from the reaction set using various coarse-graining strategies. We determine the effects on the steady-state probability distribution function and on the rate of fluctuation-driven switch flipping transitions. We find that protein-protein interactions may be safely eliminated from the reaction set, but protein-DNA interactions may not. We also find that it is important to use the chemical master equation rather than macroscopic rate equations to compute effective propensity functions for the coarse-grained reactions.

Simulating immiscible multi-phase flow and wetting with 3D stochastic rotation dynamics (SRD)

NASA Astrophysics Data System (ADS)

Hiller, Thomas; Sanchez de La Lama, Marta; Herminghaus, Stephan; Brinkmann, Martin

2013-11-01

We use a variant of the mesoscopic particle method stochastic rotation dynamics (SRD) to simulate immiscible multi-phase flow on the pore and sub-pore scale in three dimensions. As an extension to the multi-color SRD method, first proposed by Inoue et al., we present an implementation that accounts for complex wettability on heterogeneous surfaces. In order to demonstrate the versatility of this algorithm, we consider immiscible two-phase flow through a model porous medium (disordered packing of spherical beads) where the substrate exhibits different spatial wetting patterns. We show that these patterns have a significant effect on the interface dynamics. Furthermore, the implementation of angular momentum conservation into the SRD algorithm allows us to extent the applicability of SRD also to micro-fluidic systems. It is now possible to study e.g. the internal flow behaviour of a droplet depending on the driving velocity of the surrounding bulk fluid or the splitting of droplets by an obstacle.

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.

Kinetic Network Study of the Diversity and Temperature Dependence of Trp-Cage Folding Pathways: Combining Transition Path Theory with Stochastic Simulations

PubMed Central

Zheng, Weihua; Gallicchio, Emilio; Deng, Nanjie; Andrec, Michael; Levy, Ronald M.

2011-01-01

We present a new approach to study a multitude of folding pathways and different folding mechanisms for the 20-residue mini-protein Trp-Cage using the combined power of replica exchange molecular dynamics (REMD) simulations for conformational sampling, Transition Path Theory (TPT) for constructing folding pathways and stochastic simulations for sampling the pathways in a high dimensional structure space. REMD simulations of Trp-Cage with 16 replicas at temperatures between 270K and 566K are carried out with an all-atom force field (OPLSAA) and an implicit solvent model (AGBNP). The conformations sampled from all temperatures are collected. They form a discretized state space that can be used to model the folding process. The equilibrium population for each state at a target temperature can be calculated using the Weighted-Histogram-Analysis Method (WHAM). By connecting states with similar structures and creating edges satisfying detailed balance conditions, we construct a kinetic network that preserves the equilibrium population distribution of the state space. After defining the folded and unfolded macrostates, committor probabilities (Pfold) are calculated by solving a set of linear equations for each node in the network and pathways are extracted together with their fluxes using the TPT algorithm. By clustering the pathways into folding “tubes”, a more physically meaningful picture of the diversity of folding routes emerges. Stochastic simulations are carried out on the network and a procedure is developed to project sampled trajectories onto the folding tubes. The fluxes through the folding tubes calculated from the stochastic trajectories are in good agreement with the corresponding values obtained from the TPT analysis. The temperature dependence of the ensemble of Trp-Cage folding pathways is investigated. Above the folding temperature, a large number of diverse folding pathways with comparable fluxes flood the energy landscape. At low temperature, however, the folding transition is dominated by only a few localized pathways. PMID:21254767

Kinetic network study of the diversity and temperature dependence of Trp-Cage folding pathways: combining transition path theory with stochastic simulations.

PubMed

Zheng, Weihua; Gallicchio, Emilio; Deng, Nanjie; Andrec, Michael; Levy, Ronald M

2011-02-17

We present a new approach to study a multitude of folding pathways and different folding mechanisms for the 20-residue mini-protein Trp-Cage using the combined power of replica exchange molecular dynamics (REMD) simulations for conformational sampling, transition path theory (TPT) for constructing folding pathways, and stochastic simulations for sampling the pathways in a high dimensional structure space. REMD simulations of Trp-Cage with 16 replicas at temperatures between 270 and 566 K are carried out with an all-atom force field (OPLSAA) and an implicit solvent model (AGBNP). The conformations sampled from all temperatures are collected. They form a discretized state space that can be used to model the folding process. The equilibrium population for each state at a target temperature can be calculated using the weighted-histogram-analysis method (WHAM). By connecting states with similar structures and creating edges satisfying detailed balance conditions, we construct a kinetic network that preserves the equilibrium population distribution of the state space. After defining the folded and unfolded macrostates, committor probabilities (P(fold)) are calculated by solving a set of linear equations for each node in the network and pathways are extracted together with their fluxes using the TPT algorithm. By clustering the pathways into folding "tubes", a more physically meaningful picture of the diversity of folding routes emerges. Stochastic simulations are carried out on the network, and a procedure is developed to project sampled trajectories onto the folding tubes. The fluxes through the folding tubes calculated from the stochastic trajectories are in good agreement with the corresponding values obtained from the TPT analysis. The temperature dependence of the ensemble of Trp-Cage folding pathways is investigated. Above the folding temperature, a large number of diverse folding pathways with comparable fluxes flood the energy landscape. At low temperature, however, the folding transition is dominated by only a few localized pathways.

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.

Exact nonstationary responses of rectangular thin plate on Pasternak foundation excited by stochastic moving loads

NASA Astrophysics Data System (ADS)

Chen, Guohai; Meng, Zeng; Yang, Dixiong

2018-01-01

This paper develops an efficient method termed as PE-PIM to address the exact nonstationary responses of pavement structure, which is modeled as a rectangular thin plate resting on bi-parametric Pasternak elastic foundation subjected to stochastic moving loads with constant acceleration. Firstly, analytical power spectral density (PSD) functions of random responses for thin plate are derived by integrating pseudo excitation method (PEM) with Duhamel's integral. Based on PEM, the new equivalent von Mises stress (NEVMS) is proposed, whose PSD function contains all cross-PSD functions between stress components. Then, the PE-PIM that combines the PEM with precise integration method (PIM) is presented to achieve efficiently stochastic responses of the plate by replacing Duhamel's integral with the PIM. Moreover, the semi-analytical Monte Carlo simulation is employed to verify the computational results of the developed PE-PIM. Finally, numerical examples demonstrate the high accuracy and efficiency of PE-PIM for nonstationary random vibration analysis. The effects of velocity and acceleration of moving load, boundary conditions of the plate and foundation stiffness on the deflection and NEVMS responses are scrutinized.

Deterministic alternatives to the full configuration interaction quantum Monte Carlo method for strongly correlated systems

NASA Astrophysics Data System (ADS)

Tubman, Norm; Whaley, Birgitta

The development of exponential scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, allows exact diagonalization through stochastically sampling of determinants. The method derives its utility from the information in the matrix elements of the Hamiltonian, together with a stochastic projected wave function, which are used to explore the important parts of Hilbert space. However, a stochastic representation of the wave function is not required to search Hilbert space efficiently and new deterministic approaches have recently been shown to efficiently find the important parts of determinant space. We shall discuss the technique of Adaptive Sampling Configuration Interaction (ASCI) and the related heat-bath Configuration Interaction approach for ground state and excited state simulations. We will present several applications for strongly correlated Hamiltonians. This work was supported through the Scientific Discovery through Advanced Computing (SciDAC) program funded by the U.S. Department of Energy, Office of Science, Advanced Scientific Computing Research and Basic Energy Sciences.

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

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

Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basismore » approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.« less

A tool for simulating parallel branch-and-bound methods

NASA Astrophysics Data System (ADS)

Golubeva, Yana; Orlov, Yury; Posypkin, Mikhail

2016-01-01

The Branch-and-Bound method is known as one of the most powerful but very resource consuming global optimization methods. Parallel and distributed computing can efficiently cope with this issue. The major difficulty in parallel B&B method is the need for dynamic load redistribution. Therefore design and study of load balancing algorithms is a separate and very important research topic. This paper presents a tool for simulating parallel Branchand-Bound method. The simulator allows one to run load balancing algorithms with various numbers of processors, sizes of the search tree, the characteristics of the supercomputer's interconnect thereby fostering deep study of load distribution strategies. The process of resolution of the optimization problem by B&B method is replaced by a stochastic branching process. Data exchanges are modeled using the concept of logical time. The user friendly graphical interface to the simulator provides efficient visualization and convenient performance analysis.

Stochastic Modeling of Overtime Occupancy and Its Application in Building Energy Simulation and Calibration

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

Sun, Kaiyu; Yan, Da; Hong, Tianzhen

2014-02-28

Overtime is a common phenomenon around the world. Overtime drives both internal heat gains from occupants, lighting and plug-loads, and HVAC operation during overtime periods. Overtime leads to longer occupancy hours and extended operation of building services systems beyond normal working hours, thus overtime impacts total building energy use. Current literature lacks methods to model overtime occupancy because overtime is stochastic in nature and varies by individual occupants and by time. To address this gap in the literature, this study aims to develop a new stochastic model based on the statistical analysis of measured overtime occupancy data from an officemore » building. A binomial distribution is used to represent the total number of occupants working overtime, while an exponential distribution is used to represent the duration of overtime periods. The overtime model is used to generate overtime occupancy schedules as an input to the energy model of a second office building. The measured and simulated cooling energy use during the overtime period is compared in order to validate the overtime model. A hybrid approach to energy model calibration is proposed and tested, which combines ASHRAE Guideline 14 for the calibration of the energy model during normal working hours, and a proposed KS test for the calibration of the energy model during overtime. The developed stochastic overtime model and the hybrid calibration approach can be used in building energy simulations to improve the accuracy of results, and better understand the characteristics of overtime in office buildings.« less

Optimization of magnetization transfer measurements: statistical analysis by stochastic simulation. Application to creatine kinase kinetics.

PubMed

Rydzy, M; Deslauriers, R; Smith, I C; Saunders, J K

1990-08-01

A systematic study was performed to optimize the accuracy of kinetic parameters derived from magnetization transfer measurements. Three techniques were investigated: time-dependent saturation transfer (TDST), saturation recovery (SRS), and inversion recovery (IRS). In the last two methods, one of the resonances undergoing exchange is saturated throughout the experiment. The three techniques were compared with respect to the accuracy of the kinetic parameters derived from experiments performed in a given, fixed, amount of time. Stochastic simulation of magnetization transfer experiments was performed to optimize experimental design. General formulas for the relative accuracies of the unidirectional rate constant (k) were derived for each of the three experimental methods. It was calculated that for k values between 0.1 and 1.0 s-1, T1 values between 1 and 10 s, and relaxation delays appropriate for the creatine kinase reaction, the SRS method yields more accurate values of k than does the IRS method. The TDST method is more accurate than the SRS method for reactions where T1 is long and k is large, within the range of k and T1 values examined. Experimental verification of the method was carried out on a solution in which the forward (PCr----ATP) rate constant (kf) of the creatine kinase reaction was measured.

Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

USDA-ARS?s Scientific Manuscript database

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

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

EPA Science Inventory

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

Stochastic Human Exposure and Dose Simulation for Air Toxics

EPA Science Inventory

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

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

PubMed Central

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

2017-01-01

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

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.

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

Prediction of earthquake ground motion at rock sites in Japan: evaluation of empirical and stochastic approaches for the PEGASOS Refinement Project

NASA Astrophysics Data System (ADS)

Edwards, Benjamin; Fäh, Donat

2017-11-01

Strong ground-motion databases used to develop ground-motion prediction equations (GMPEs) and calibrate stochastic simulation models generally include relatively few recordings on what can be considered as engineering rock or hard rock. Ground-motion predictions for such sites are therefore susceptible to uncertainty and bias, which can then propagate into site-specific hazard and risk estimates. In order to explore this issue we present a study investigating the prediction of ground motion at rock sites in Japan, where a wide range of recording-site types (from soil to very hard rock) are available for analysis. We employ two approaches: empirical GMPEs and stochastic simulations. The study is undertaken in the context of the PEGASOS Refinement Project (PRP), a Senior Seismic Hazard Analysis Committee (SSHAC) Level 4 probabilistic seismic hazard analysis of Swiss nuclear power plants, commissioned by swissnuclear and running from 2008 to 2013. In order to reduce the impact of site-to-site variability and expand the available data set for rock and hard-rock sites we adjusted Japanese ground-motion data (recorded at sites with 110 m s-1 < Vs30 < 2100 m s-1) to a common hard-rock reference. This was done through deconvolution of: (i) empirically derived amplification functions and (ii) the theoretical 1-D SH amplification between the bedrock and surface. Initial comparison of a Japanese GMPE's predictions with data recorded at rock and hard-rock sites showed systematic overestimation of ground motion. A further investigation of five global GMPEs' prediction residuals as a function of quarter-wavelength velocity showed that they all presented systematic misfit trends, leading to overestimation of median ground motions at rock and hard-rock sites in Japan. In an alternative approach, a stochastic simulation method was tested, allowing the direct incorporation of site-specific Fourier amplification information in forward simulations. We use an adjusted version of the model developed for Switzerland during the PRP. The median simulation prediction at true rock and hard-rock sites (Vs30 > 800 m s-1) was found to be comparable (within expected levels of epistemic uncertainty) to predictions using an empirical GMPE, with reduced residual misfit. As expected, due to including site-specific information in the simulations, the reduction in misfit could be isolated to a reduction in the site-related within-event uncertainty. The results of this study support the use of finite or pseudo-finite fault stochastic simulation methods in estimating strong ground motions in regions of weak and moderate seismicity, such as central and northern Europe. Furthermore, it indicates that weak-motion data has the potential to allow estimation of between- and within-site variability in ground motion, which is a critical issue in site-specific seismic hazard analysis, particularly for safety critical structures.

The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

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

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

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

Wang, Yong; Zhang, Guang J.

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

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

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

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

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

Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist

PubMed Central

Banerjee, Debjani; Bellesia, Giovanni; Daigle, Bernie J.; Douglas, Geoffrey; Gu, Mengyuan; Gupta, Anand; Hellander, Stefan; Horuk, Chris; Nath, Dibyendu; Takkar, Aviral; Lötstedt, Per; Petzold, Linda R.

2016-01-01

We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources and exchange models via a public model repository. We demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity. PMID:27930676

Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist

DOE PAGES

Drawert, Brian; Hellander, Andreas; Bales, Ben; ...

2016-12-08

We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources andmore » exchange models via a public model repository. We also demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity.« less

Adaptive tracking control for a class of stochastic switched systems

NASA Astrophysics Data System (ADS)

Zhang, Hui; Xia, Yuanqing

2018-02-01

The problem of adaptive tracking is considered for a class of stochastic switched systems, in this paper. As preliminaries, the criterion of global asymptotical practical stability in probability is first presented by the aid of common Lyapunov function method. Based on the Lyapunov stability criterion, adaptive backstepping controllers are designed to guarantee that the closed-loop system has a unique global solution, which is globally asymptotically practically stable in probability, and the tracking error in the fourth moment converges to an arbitrarily small neighbourhood of zero. Simulation examples are given to demonstrate the efficiency of the proposed schemes.

Stochastic solution to quantum dynamics

NASA Technical Reports Server (NTRS)

John, Sarah; Wilson, John W.

1994-01-01

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

Evoking prescribed spike times in stochastic neurons

NASA Astrophysics Data System (ADS)

Doose, Jens; Lindner, Benjamin

2017-09-01

Single cell stimulation in vivo is a powerful tool to investigate the properties of single neurons and their functionality in neural networks. We present a method to determine a cell-specific stimulus that reliably evokes a prescribed spike train with high temporal precision of action potentials. We test the performance of this stimulus in simulations for two different stochastic neuron models. For a broad range of parameters and a neuron firing with intermediate firing rates (20-40 Hz) the reliability in evoking the prescribed spike train is close to its theoretical maximum that is mainly determined by the level of intrinsic noise.

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.

Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Adaptive Neural Tracking Control for Switched High-Order Stochastic Nonlinear Systems.

PubMed

Zhao, Xudong; Wang, Xinyong; Zong, Guangdeng; Zheng, Xiaolong

2017-10-01

This paper deals with adaptive neural tracking control design for a class of switched high-order stochastic nonlinear systems with unknown uncertainties and arbitrary deterministic switching. The considered issues are: 1) completely unknown uncertainties; 2) stochastic disturbances; and 3) high-order nonstrict-feedback system structure. The considered mathematical models can represent many practical systems in the actual engineering. By adopting the approximation ability of neural networks, common stochastic Lyapunov function method together with adding an improved power integrator technique, an adaptive state feedback controller with multiple adaptive laws is systematically designed for the systems. Subsequently, a controller with only two adaptive laws is proposed to solve the problem of over parameterization. Under the designed controllers, all the signals in the closed-loop system are bounded-input bounded-output stable in probability, and the system output can almost surely track the target trajectory within a specified bounded error. Finally, simulation results are presented to show the effectiveness of the proposed approaches.

Stochastic Forecasting of Labor Supply and Population: An Integrated Model.

PubMed

Fuchs, Johann; Söhnlein, Doris; Weber, Brigitte; Weber, Enzo

2018-01-01

This paper presents a stochastic model to forecast the German population and labor supply until 2060. Within a cohort-component approach, our population forecast applies principal components analysis to birth, mortality, emigration, and immigration rates, which allows for the reduction of dimensionality and accounts for correlation of the rates. Labor force participation rates are estimated by means of an econometric time series approach. All time series are forecast by stochastic simulation using the bootstrap method. As our model also distinguishes between German and foreign nationals, different developments in fertility, migration, and labor participation could be predicted. The results show that even rising birth rates and high levels of immigration cannot break the basic demographic trend in the long run. An important finding from an endogenous modeling of emigration rates is that high net migration in the long run will be difficult to achieve. Our stochastic perspective suggests therefore a high probability of substantially decreasing the labor supply in Germany.

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.

Simulated fissioning of uranium and testing of the fission-track dating method

USGS Publications Warehouse

McGee, V.E.; Johnson, N.M.; Naeser, C.W.

1985-01-01

A computer program (FTD-SIM) faithfully simulates the fissioning of 238U with time and 235U with neutron dose. The simulation is based on first principles of physics where the fissioning of 238U with the flux of time is described by Ns = ??f 238Ut and the fissioning of 235U with the fluence of neutrons is described by Ni = ??235U??. The Poisson law is used to set the stochastic variation of fissioning within the uranium population. The life history of a given crystal can thus be traced under an infinite variety of age and irradiation conditions. A single dating attempt or up to 500 dating attempts on a given crystal population can be simulated by specifying the age of the crystal population, the size and variation in the areas to be counted, the amount and distribution of uranium, the neutron dose to be used and its variation, and the desired ratio of 238U to 235U. A variety of probability distributions can be applied to uranium and counting-area. The Price and Walker age equation is used to estimate age. The output of FTD-SIM includes the tabulated results of each individual dating attempt (sample) on demand and/or the summary statistics and histograms for multiple dating attempts (samples) including the sampling age. An analysis of the results from FTD-SIM shows that: (1) The external detector method is intrinsically more precise than the population method. (2) For the external detector method a correlation between spontaneous track count, Ns, and induced track count, Ni, results when the population of grains has a stochastic uranium content and/or when the counting areas between grains are stochastic. For the population method no correlation can exist. (3) In the external detector method the sampling distribution of age is independent of the number of grains counted. In the population method the sampling distribution of age is highly dependent on the number of grains counted. (4) Grains with zero-track counts, either in Ns or Ni, are in integral part of fissioning theory and under certain circumstances must be included in any estimate of age. (5) In estimating standard error of age the standard error of Ns and Ni and ?? must be accurately estimated and propagated through the age equation. Several statistical models are presently available to do so. ?? 1985.

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.

Transition probability-based stochastic geological modeling using airborne geophysical data and borehole data

NASA Astrophysics Data System (ADS)

He, Xin; Koch, Julian; Sonnenborg, Torben O.; Jørgensen, Flemming; Schamper, Cyril; Christian Refsgaard, Jens

2014-04-01

Geological heterogeneity is a very important factor to consider when developing geological models for hydrological purposes. Using statistically based stochastic geological simulations, the spatial heterogeneity in such models can be accounted for. However, various types of uncertainties are associated with both the geostatistical method and the observation data. In the present study, TProGS is used as the geostatistical modeling tool to simulate structural heterogeneity for glacial deposits in a head water catchment in Denmark. The focus is on how the observation data uncertainty can be incorporated in the stochastic simulation process. The study uses two types of observation data: borehole data and airborne geophysical data. It is commonly acknowledged that the density of the borehole data is usually too sparse to characterize the horizontal heterogeneity. The use of geophysical data gives an unprecedented opportunity to obtain high-resolution information and thus to identify geostatistical properties more accurately especially in the horizontal direction. However, since such data are not a direct measurement of the lithology, larger uncertainty of point estimates can be expected as compared to the use of borehole data. We have proposed a histogram probability matching method in order to link the information on resistivity to hydrofacies, while considering the data uncertainty at the same time. Transition probabilities and Markov Chain models are established using the transformed geophysical data. It is shown that such transformation is in fact practical; however, the cutoff value for dividing the resistivity data into facies is difficult to determine. The simulated geological realizations indicate significant differences of spatial structure depending on the type of conditioning data selected. It is to our knowledge the first time that grid-to-grid airborne geophysical data including the data uncertainty are used in conditional geostatistical simulations in TProGS. Therefore, it provides valuable insights regarding the advantages and challenges of using such comprehensive data.

Stochastic Rotation Dynamics simulations of wetting multi-phase flows

NASA Astrophysics Data System (ADS)

Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin

2016-06-01

Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.

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

Duncan, Andrew, E-mail: a.duncan@imperial.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Zygalakis, Konstantinos, E-mail: k.zygalakis@ed.ac.uk

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when onemore » or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.« less

A moment-convergence method for stochastic analysis of biochemical reaction networks.

PubMed

Zhang, Jiajun; Nie, Qing; Zhou, Tianshou

2016-05-21

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

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.

Intrinsic noise analysis and stochastic simulation on transforming growth factor beta signal pathway

NASA Astrophysics Data System (ADS)

Wang, Lu; Ouyang, Qi

2010-10-01

A typical biological cell lives in a small volume at room temperature; the noise effect on the cell signal transduction pathway may play an important role in its dynamics. Here, using the transforming growth factor-β signal transduction pathway as an example, we report our stochastic simulations of the dynamics of the pathway and introduce a linear noise approximation method to calculate the transient intrinsic noise of pathway components. We compare the numerical solutions of the linear noise approximation with the statistic results of chemical Langevin equations, and find that they are quantitatively in agreement with the other. When transforming growth factor-β dose decreases to a low level, the time evolution of noise fluctuation of nuclear Smad2—Smad4 complex indicates the abnormal enhancement in the transient signal activation process.

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.

Integrals for IBS and beam cooling

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

Burov, A.; /Fermilab

Simulation of beam cooling usually requires performing certain integral transformations every time step or so, which is a significant burden on the CPU. Examples are the dispersion integrals (Hilbert transforms) in the stochastic cooling, wake fields and IBS integrals. An original method is suggested for fast and sufficiently accurate computation of the integrals. This method is applied for the dispersion integral. Some methodical aspects of the IBS analysis are discussed.

Integrals for IBS and Beam Cooling

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

Burov, A.

Simulation of beam cooling usually requires performing certain integral transformations every time step or so, which is a significant burden on the CPU. Examples are the dispersion integrals (Hilbert transforms) in the stochastic cooling, wake fields and IBS integrals. An original method is suggested for fast and sufficiently accurate computation of the integrals. This method is applied for the dispersion integral. Some methodical aspects of the IBS analysis are discussed.

A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

PubMed

He, L; Huang, G H; Lu, H W

2010-04-15

Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.

Unified analysis of optical absorption spectra of carotenoids based on a stochastic model.

PubMed

Uragami, Chiasa; Saito, Keisuke; Yoshizawa, Masayuki; Molnár, Péter; Hashimoto, Hideki

2018-05-03

The chemical structures of the carotenoid molecules are very simple and one might think that the electronic feature of it is easily predicted. However, it still has so much unknown information except the correlation between the electronic energy state and the length of effective conjugation chain of carotenoids. To investigate the electronic feature of the carotenoids, the most essential method is measuring the optical absorption spectra, but simulating it from the resonance Raman spectra is also the effective way. From this reason, we studied the optical absorption spectra as well as resonance Raman spectra of 15 different kinds of cyclic carotenoid molecules, recorded in tetrahydrofuran (THF) solutions at room temperature. The whole band shapes of the absorption spectra of all these carotenoid molecules were successfully simulated based on a stochastic model using Brownian oscillators. The parameters obtained from the simulation made it possible to discuss the intermolecular interaction between carotenoids and solvent THF molecules quantitatively. Copyright © 2018. Published by Elsevier Inc.

Synchronous parallel spatially resolved stochastic cluster dynamics

DOE PAGES

Dunn, Aaron; Dingreville, Rémi; Martínez, Enrique; ...

2016-04-23

In this work, a spatially resolved stochastic cluster dynamics (SRSCD) model for radiation damage accumulation in metals is implemented using a synchronous parallel kinetic Monte Carlo algorithm. The parallel algorithm is shown to significantly increase the size of representative volumes achievable in SRSCD simulations of radiation damage accumulation. Additionally, weak scaling performance of the method is tested in two cases: (1) an idealized case of Frenkel pair diffusion and annihilation, and (2) a characteristic example problem including defect cluster formation and growth in α-Fe. For the latter case, weak scaling is tested using both Frenkel pair and displacement cascade damage.more » To improve scaling of simulations with cascade damage, an explicit cascade implantation scheme is developed for cases in which fast-moving defects are created in displacement cascades. For the first time, simulation of radiation damage accumulation in nanopolycrystals can be achieved with a three dimensional rendition of the microstructure, allowing demonstration of the effect of grain size on defect accumulation in Frenkel pair-irradiated α-Fe.« less

A stochastic automata network for earthquake simulation and hazard estimation

NASA Astrophysics Data System (ADS)

Belubekian, Maya Ernest

1998-11-01

This research develops a model for simulation of earthquakes on seismic faults with available earthquake catalog data. The model allows estimation of the seismic hazard at a site of interest and assessment of the potential damage and loss in a region. There are two approaches for studying the earthquakes: mechanistic and stochastic. In the mechanistic approach, seismic processes, such as changes in stress or slip on faults, are studied in detail. In the stochastic approach, earthquake occurrences are simulated as realizations of a certain stochastic process. In this dissertation, a stochastic earthquake occurrence model is developed that uses the results from dislocation theory for the estimation of slip released in earthquakes. The slip accumulation and release laws and the event scheduling mechanism adopted in the model result in a memoryless Poisson process for the small and moderate events and in a time- and space-dependent process for large events. The minimum and maximum of the hazard are estimated by the model when the initial conditions along the faults correspond to a situation right after a largest event and after a long seismic gap, respectively. These estimates are compared with the ones obtained from a Poisson model. The Poisson model overestimates the hazard after the maximum event and underestimates it in the period of a long seismic quiescence. The earthquake occurrence model is formulated as a stochastic automata network. Each fault is divided into cells, or automata, that interact by means of information exchange. The model uses a statistical method called bootstrap for the evaluation of the confidence bounds on its results. The parameters of the model are adjusted to the target magnitude patterns obtained from the catalog. A case study is presented for the city of Palo Alto, where the hazard is controlled by the San Andreas, Hayward and Calaveras faults. The results of the model are used to evaluate the damage and loss distribution in Palo Alto. The sensitivity analysis of the model results to the variation in basic parameters shows that the maximum magnitude has the most significant impact on the hazard, especially for long forecast periods.

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...

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

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.

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...

Dynamically Hedging Oil and Currency Futures Using Receding Horizontal Control and Stochastic Programming

NASA Astrophysics Data System (ADS)

Cottrell, Paul Edward

There is a lack of research in the area of hedging future contracts, especially in illiquid or very volatile market conditions. It is important to understand the volatility of the oil and currency markets because reduced fluctuations in these markets could lead to better hedging performance. This study compared different hedging methods by using a hedging error metric, supplementing the Receding Horizontal Control and Stochastic Programming (RHCSP) method by utilizing the London Interbank Offered Rate with the Levy process. The RHCSP hedging method was investigated to determine if improved hedging error was accomplished compared to the Black-Scholes, Leland, and Whalley and Wilmott methods when applied on simulated, oil, and currency futures markets. A modified RHCSP method was also investigated to determine if this method could significantly reduce hedging error under extreme market illiquidity conditions when applied on simulated, oil, and currency futures markets. This quantitative study used chaos theory and emergence for its theoretical foundation. An experimental research method was utilized for this study with a sample size of 506 hedging errors pertaining to historical and simulation data. The historical data were from January 1, 2005 through December 31, 2012. The modified RHCSP method was found to significantly reduce hedging error for the oil and currency market futures by the use of a 2-way ANOVA with a t test and post hoc Tukey test. This study promotes positive social change by identifying better risk controls for investment portfolios and illustrating how to benefit from high volatility in markets. Economists, professional investment managers, and independent investors could benefit from the findings of this study.

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

PubMed

Plehn, Thomas; May, Volkhard

2017-01-21

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

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

Fuzzy Stochastic Petri Nets for Modeling Biological Systems with Uncertain Kinetic Parameters

PubMed Central

Liu, Fei; Heiner, Monika; Yang, Ming

2016-01-01

Stochastic Petri nets (SPNs) have been widely used to model randomness which is an inherent feature of biological systems. However, for many biological systems, some kinetic parameters may be uncertain due to incomplete, vague or missing kinetic data (often called fuzzy uncertainty), or naturally vary, e.g., between different individuals, experimental conditions, etc. (often called variability), which has prevented a wider application of SPNs that require accurate parameters. Considering the strength of fuzzy sets to deal with uncertain information, we apply a specific type of stochastic Petri nets, fuzzy stochastic Petri nets (FSPNs), to model and analyze biological systems with uncertain kinetic parameters. FSPNs combine SPNs and fuzzy sets, thereby taking into account both randomness and fuzziness of biological systems. For a biological system, SPNs model the randomness, while fuzzy sets model kinetic parameters with fuzzy uncertainty or variability by associating each parameter with a fuzzy number instead of a crisp real value. We introduce a simulation-based analysis method for FSPNs to explore the uncertainties of outputs resulting from the uncertainties associated with input parameters, which works equally well for bounded and unbounded models. We illustrate our approach using a yeast polarization model having an infinite state space, which shows the appropriateness of FSPNs in combination with simulation-based analysis for modeling and analyzing biological systems with uncertain information. PMID:26910830

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

NASA Astrophysics Data System (ADS)

Plehn, Thomas; May, Volkhard

2017-01-01

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

A simplified rainfall-runoff stochastic simulation method for an application of the SCHADEX method to ungauged catchments.

NASA Astrophysics Data System (ADS)

Penot, David; Paquet, Emmanuel; Lang, Michel

2014-05-01

SCHADEX is a probabilistic method for extreme flood estimation, developed and applied since 2006 at Electricité de France (EDF) for dam spillway design [Paquet et al., 2013]. SCHADEX is based on a semi-continuous rainfall-runoff simulation process. The method has been built around two models: a Multi-Exponential Weather Pattern (MEWP) distribution for rainfall probability estimation [Garavaglia et al., 2010] and the MORDOR hydrological model. To use SCHADEX in ungauged context, rainfall distribution and hydrological model must be regionalized. The regionalization of the MEWP rainfall distribution can be managed with SPAZM, a daily rainfall interpolator [Gottardi et al., 2012] which provides reasonable estimates of point and areal rainfall up to hight quantiles. The main issue remains to regionalize MORDOR which is heavily parametrized. A much more simple model has been considered: the SCS model. It is a well known model for event simulation [USDA SCS, 1985; Beven, 2003] and it relies on only one parameter. Then, the idea is to use the SCS model instead of MORDOR within a simplified stochastic simulation scheme to produce a distribution of flood volume from an exhaustive crossing between rainy events and catchment saturation hazards. The presentation details this process and its capacity to generate a runoff distribution based on catchment areal rainfall distribution. The simulation method depends on a unique parameter Smax, the maximum initial loss of the catchment. Then an initial loss S (between zero and Smax) can be drawn to account for the variability of catchment state (between dry and saturated). The distribution of initial loss (or conversely, of catchment saturation, as modeled by MORDOR) seems closely linked to the catchment's regime, therefore easily to regionalize. The simulation takes into account a snow contribution for snow driven catchments, and an antecedent runoff. The presentation shows the results of this stochastic procedure applied on 80 French catchments and its capacity to represent the asymptotic behaviour of the runoff distribution. References: K. J. Beven. Rainfall-Runoff modelling The Primer, British Library, 2003. F. Garavaglia, J. Gailhard, E. Paquet, M. Lang, R. Garçon, and P. Bernardara. Introducing a rainfall compound distribution model based on weather patterns sub-sampling. Hydrology and Earth System Sciences, 14(6):951-964, 2010. F. Gottardi, C. Obled, J. Gailhard, and E. Paquet. Statistical reanalysis of precipitation fields based on ground network data and weather patterns : Application over french mountains. Journal of Hydrology, 432-433:154-167, 2012. ISSN 0022-1694. E. Paquet, F. Garavaglia, R Garçon, and J. Gailhard. The schadex method : a semi-continuous rainfall-runoff simulation for extreme flood estimation. Journal of Hydrology, 2013. USDA SCS, National Engineering Handbook, Supplement A, Section 4, Chapter 10. Whashington DC, 1985.

Wavelet-based time series bootstrap model for multidecadal streamflow simulation using climate indicators

NASA Astrophysics Data System (ADS)

Erkyihun, Solomon Tassew; Rajagopalan, Balaji; Zagona, Edith; Lall, Upmanu; Nowak, Kenneth

2016-05-01

A model to generate stochastic streamflow projections conditioned on quasi-oscillatory climate indices such as Pacific Decadal Oscillation (PDO) and Atlantic Multi-decadal Oscillation (AMO) is presented. Recognizing that each climate index has underlying band-limited components that contribute most of the energy of the signals, we first pursue a wavelet decomposition of the signals to identify and reconstruct these features from annually resolved historical data and proxy based paleoreconstructions of each climate index covering the period from 1650 to 2012. A K-Nearest Neighbor block bootstrap approach is then developed to simulate the total signal of each of these climate index series while preserving its time-frequency structure and marginal distributions. Finally, given the simulated climate signal time series, a K-Nearest Neighbor bootstrap is used to simulate annual streamflow series conditional on the joint state space defined by the simulated climate index for each year. We demonstrate this method by applying it to simulation of streamflow at Lees Ferry gauge on the Colorado River using indices of two large scale climate forcings: Pacific Decadal Oscillation (PDO) and Atlantic Multi-decadal Oscillation (AMO), which are known to modulate the Colorado River Basin (CRB) hydrology at multidecadal time scales. Skill in stochastic simulation of multidecadal projections of flow using this approach is demonstrated.

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

DOE PAGES

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

2015-05-19

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

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

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

Ettehadtavakkol, Amin, E-mail: amin.ettehadtavakkol@ttu.edu; Jablonowski, Christopher; Lake, Larry

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum designmore » concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.« less

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.

Multivariate bias adjustment of high-dimensional climate simulations: the Rank Resampling for Distributions and Dependences (R2D2) bias correction

NASA Astrophysics Data System (ADS)

Vrac, Mathieu

2018-06-01

Climate simulations often suffer from statistical biases with respect to observations or reanalyses. It is therefore common to correct (or adjust) those simulations before using them as inputs into impact models. However, most bias correction (BC) methods are univariate and so do not account for the statistical dependences linking the different locations and/or physical variables of interest. In addition, they are often deterministic, and stochasticity is frequently needed to investigate climate uncertainty and to add constrained randomness to climate simulations that do not possess a realistic variability. This study presents a multivariate method of rank resampling for distributions and dependences (R2D2) bias correction allowing one to adjust not only the univariate distributions but also their inter-variable and inter-site dependence structures. Moreover, the proposed R2D2 method provides some stochasticity since it can generate as many multivariate corrected outputs as the number of statistical dimensions (i.e., number of grid cell × number of climate variables) of the simulations to be corrected. It is based on an assumption of stability in time of the dependence structure - making it possible to deal with a high number of statistical dimensions - that lets the climate model drive the temporal properties and their changes in time. R2D2 is applied on temperature and precipitation reanalysis time series with respect to high-resolution reference data over the southeast of France (1506 grid cell). Bivariate, 1506-dimensional and 3012-dimensional versions of R2D2 are tested over a historical period and compared to a univariate BC. How the different BC methods behave in a climate change context is also illustrated with an application to regional climate simulations over the 2071-2100 period. The results indicate that the 1d-BC basically reproduces the climate model multivariate properties, 2d-R2D2 is only satisfying in the inter-variable context, 1506d-R2D2 strongly improves inter-site properties and 3012d-R2D2 is able to account for both. Applications of the proposed R2D2 method to various climate datasets are relevant for many impact studies. The perspectives of improvements are numerous, such as introducing stochasticity in the dependence itself, questioning its stability assumption, and accounting for temporal properties adjustment while including more physics in the adjustment procedures.

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.

Functional Wigner representation of quantum dynamics of Bose-Einstein condensate

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

Opanchuk, B.; Drummond, P. D.

2013-04-15

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

A fast exact simulation method for a class of Markov jump processes.

PubMed

Li, Yao; Hu, Lili

2015-11-14

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze its properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.

An overview of the essential differences and similarities of system identification techniques

NASA Technical Reports Server (NTRS)

Mehra, Raman K.

1991-01-01

Information is given in the form of outlines, graphs, tables and charts. Topics include system identification, Bayesian statistical decision theory, Maximum Likelihood Estimation, identification methods, structural mode identification using a stochastic realization algorithm, and identification results regarding membrane simulations and X-29 flutter flight test data.