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.

Accelerating the Gillespie Exact Stochastic Simulation Algorithm using hybrid parallel execution on graphics processing units.

PubMed

Komarov, Ivan; D'Souza, Roshan M

2012-01-01

The Gillespie Stochastic Simulation Algorithm (GSSA) and its variants are cornerstone techniques to simulate reaction kinetics in situations where the concentration of the reactant is too low to allow deterministic techniques such as differential equations. The inherent limitations of the GSSA include the time required for executing a single run and the need for multiple runs for parameter sweep exercises due to the stochastic nature of the simulation. Even very efficient variants of GSSA are prohibitively expensive to compute and perform parameter sweeps. Here we present a novel variant of the exact GSSA that is amenable to acceleration by using graphics processing units (GPUs). We parallelize the execution of a single realization across threads in a warp (fine-grained parallelism). A warp is a collection of threads that are executed synchronously on a single multi-processor. Warps executing in parallel on different multi-processors (coarse-grained parallelism) simultaneously generate multiple trajectories. Novel data-structures and algorithms reduce memory traffic, which is the bottleneck in computing the GSSA. Our benchmarks show an 8×-120× performance gain over various state-of-the-art serial algorithms when simulating different types of models.

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.

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

A Framework for the Optimization of Discrete-Event Simulation Models

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

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

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

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

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

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.

Multivariate stochastic simulation with subjective multivariate normal distributions

Treesearch

P. J. Ince; J. Buongiorno

1991-01-01

In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assesed multivariate normal...

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.

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

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.

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.).

Hybrid Stochastic Search Technique based Suboptimal AGC Regulator Design for Power System using Constrained Feedback Control Strategy

NASA Astrophysics Data System (ADS)

Ibraheem, Omveer, Hasan, N.

2010-10-01

A new hybrid stochastic search technique is proposed to design of suboptimal AGC regulator for a two area interconnected non reheat thermal power system incorporating DC link in parallel with AC tie-line. In this technique, we are proposing the hybrid form of Genetic Algorithm (GA) and simulated annealing (SA) based regulator. GASA has been successfully applied to constrained feedback control problems where other PI based techniques have often failed. The main idea in this scheme is to seek a feasible PI based suboptimal solution at each sampling time. The feasible solution decreases the cost function rather than minimizing the cost function.

Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

This paper is devoted to discern long time dynamics through the stochastic low concentration trimolecular oscillatory chemical system with jumps. By Lyapunov technique, this system is proved to have a unique global positive solution, and the asymptotic stability in mean square of such model is further established. Moreover, the existence of random attractor and Lyapunov exponents are obtained for the stochastic homeomorphism flow generated by the corresponding global positive solution. And some numerical simulations are given to illustrate the presented results.

ISIM3D: AN ANSI-C THREE-DIMENSIONAL MULTIPLE INDICATOR CONDITIONAL SIMULATION PROGRAM

EPA Science Inventory

The indicator conditional simulation technique provides stochastic simulations of a variable that (i) honor the initial data and (ii) can feature a richer family of spatial structures not limited by Gaussianity. he data are encoded into a series of indicators which then are used ...

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

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

Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

PubMed

Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

2014-01-01

Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

PubMed

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

2018-03-29

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

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

Quantum simulation of a quantum stochastic walk

NASA Astrophysics Data System (ADS)

Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

2017-03-01

The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

Improving Project Management with Simulation and Completion Distribution Functions

NASA Technical Reports Server (NTRS)

Cates, Grant R.

2004-01-01

Despite the critical importance of project completion timeliness, management practices in place today remain inadequate for addressing the persistent problem of project completion tardiness. A major culprit in late projects is uncertainty, which most, if not all, projects are inherently subject to. This uncertainty resides in the estimates for activity durations, the occurrence of unplanned and unforeseen events, and the availability of critical resources. In response to this problem, this research developed a comprehensive simulation based methodology for conducting quantitative project completion time risk analysis. It is called the Project Assessment by Simulation Technique (PAST). This new tool enables project stakeholders to visualize uncertainty or risk, i.e. the likelihood of their project completing late and the magnitude of the lateness, by providing them with a completion time distribution function of their projects. Discrete event simulation is used within PAST to determine the completion distribution function for the project of interest. The simulation is populated with both deterministic and stochastic elements. The deterministic inputs include planned project activities, precedence requirements, and resource requirements. The stochastic inputs include activity duration growth distributions, probabilities for events that can impact the project, and other dynamic constraints that may be placed upon project activities and milestones. These stochastic inputs are based upon past data from similar projects. The time for an entity to complete the simulation network, subject to both the deterministic and stochastic factors, represents the time to complete the project. Repeating the simulation hundreds or thousands of times allows one to create the project completion distribution function. The Project Assessment by Simulation Technique was demonstrated to be effective for the on-going NASA project to assemble the International Space Station. Approximately $500 million per month is being spent on this project, which is scheduled to complete by 2010. NASA project stakeholders participated in determining and managing completion distribution functions produced from PAST. The first result was that project stakeholders improved project completion risk awareness. Secondly, using PAST, mitigation options were analyzed to improve project completion performance and reduce total project cost.

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 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.

Experimentally modeling stochastic processes with less memory by the use of a quantum processor

PubMed Central

Palsson, Matthew S.; Gu, Mile; Ho, Joseph; Wiseman, Howard M.; Pryde, Geoff J.

2017-01-01

Computer simulation of observable phenomena is an indispensable tool for engineering new technology, understanding the natural world, and studying human society. However, the most interesting systems are often so complex that simulating their future behavior demands storing immense amounts of information regarding how they have behaved in the past. For increasingly complex systems, simulation becomes increasingly difficult and is ultimately constrained by resources such as computer memory. Recent theoretical work shows that quantum theory can reduce this memory requirement beyond ultimate classical limits, as measured by a process’ statistical complexity, C. We experimentally demonstrate this quantum advantage in simulating stochastic processes. Our quantum implementation observes a memory requirement of Cq = 0.05 ± 0.01, far below the ultimate classical limit of C = 1. Scaling up this technique would substantially reduce the memory required in simulations of more complex systems. PMID:28168218

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.

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

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

PubMed

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

2018-03-01

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

Stochastic hybrid systems for studying biochemical processes.

PubMed

Singh, Abhyudai; Hespanha, João P

2010-11-13

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

Stochastic Evolutionary Algorithms for Planning Robot Paths

NASA Technical Reports Server (NTRS)

Fink, Wolfgang; Aghazarian, Hrand; Huntsberger, Terrance; Terrile, Richard

2006-01-01

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Regression and Geostatistical Techniques: Considerations and Observations from Experiences in NE-FIA

Treesearch

Rachel Riemann; Andrew Lister

2005-01-01

Maps of forest variables improve our understanding of the forest resource by allowing us to view and analyze it spatially. The USDA Forest Service's Northeastern Forest Inventory and Analysis unit (NE-FIA) has used geostatistical techniques, particularly stochastic simulation, to produce maps and spatial data sets of FIA variables. That work underscores the...

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

Imaging lateral groundwater flow in the shallow subsurface using stochastic temperature fields

NASA Astrophysics Data System (ADS)

Fairley, Jerry P.; Nicholson, Kirsten N.

2006-04-01

Although temperature has often been used as an indication of vertical groundwater movement, its usefulness for identifying horizontal fluid flow has been limited by the difficulty of obtaining sufficient data to draw defensible conclusions. Here we use stochastic simulation to develop a high-resolution image of fluid temperatures in the shallow subsurface at Borax Lake, Oregon. The temperature field inferred from the geostatistical simulations clearly shows geothermal fluids discharging from a group of fault-controlled hydrothermal springs, moving laterally through the subsurface, and mixing with shallow subsurface flow originating from nearby Borax Lake. This interpretation of the data is supported by independent geochemical and isotopic evidence, which show a simple mixing trend between Borax Lake water and discharge from the thermal springs. It is generally agreed that stochastic simulation can be a useful tool for extracting information from complex and/or noisy data and, although not appropriate in all situations, geostatistical analysis may provide good definition of flow paths in the shallow subsurface. Although stochastic imaging techniques are well known in problems involving transport of species, e.g. delineation of contaminant plumes from soil gas survey data, we are unaware of previous applications to the transport of thermal energy for the purpose of inferring shallow groundwater flow.

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

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.

Integrated Multiscale Modeling of Molecular Computing Devices. Final Report

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

Tim Schulze

2012-11-01

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

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

Finite Element Aircraft Simulation of Turbulence

NASA Technical Reports Server (NTRS)

McFarland, R. E.

1997-01-01

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

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

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

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

Computer simulation of stochastic processes through model-sampling (Monte Carlo) techniques.

PubMed

Sheppard, C W.

1969-03-01

A simple Monte Carlo simulation program is outlined which can be used for the investigation of random-walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well-established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.

Computational study of noise in a large signal transduction network.

PubMed

Intosalmi, Jukka; Manninen, Tiina; Ruohonen, Keijo; Linne, Marja-Leena

2011-06-21

Biochemical systems are inherently noisy due to the discrete reaction events that occur in a random manner. Although noise is often perceived as a disturbing factor, the system might actually benefit from it. In order to understand the role of noise better, its quality must be studied in a quantitative manner. Computational analysis and modeling play an essential role in this demanding endeavor. We implemented a large nonlinear signal transduction network combining protein kinase C, mitogen-activated protein kinase, phospholipase A2, and β isoform of phospholipase C networks. We simulated the network in 300 different cellular volumes using the exact Gillespie stochastic simulation algorithm and analyzed the results in both the time and frequency domain. In order to perform simulations in a reasonable time, we used modern parallel computing techniques. The analysis revealed that time and frequency domain characteristics depend on the system volume. The simulation results also indicated that there are several kinds of noise processes in the network, all of them representing different kinds of low-frequency fluctuations. In the simulations, the power of noise decreased on all frequencies when the system volume was increased. We concluded that basic frequency domain techniques can be applied to the analysis of simulation results produced by the Gillespie stochastic simulation algorithm. This approach is suited not only to the study of fluctuations but also to the study of pure noise processes. Noise seems to have an important role in biochemical systems and its properties can be numerically studied by simulating the reacting system in different cellular volumes. Parallel computing techniques make it possible to run massive simulations in hundreds of volumes and, as a result, accurate statistics can be obtained from computational studies. © 2011 Intosalmi et al; licensee BioMed Central Ltd.

Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

NASA Astrophysics Data System (ADS)

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2016-04-01

There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127.

Gearbox damage identification and quantification using stochastic resonance

NASA Astrophysics Data System (ADS)

Mba, Clement U.; Marchesiello, Stefano; Fasana, Alessandro; Garibaldi, Luigi

2018-03-01

Amongst the many new tools used for vibration based mechanical fault diagnosis in rotating machineries, stochastic resonance (SR) has been shown to be able to identify as well as quantify gearbox damage via numerical simulations. To validate the numerical simulation results that were obtained in a previous work by the authors, SR is applied in the present study to data from an experimental gearbox that is representative of an industrial gearbox. Both spur and helical gears are used in the gearbox setup. While the results of the direct application of SR to experimental data do not exactly corroborate the numerical simulation results, applying SR to experimental data in pre-processed form is shown to be quite effective. In addition, it is demonstrated that traditional statistical techniques used for gearbox diagnosis can be used as a reference to check how well SR performs.

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

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.

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.

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

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.

Multi-fidelity Gaussian process regression for prediction of random fields

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

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

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

Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

PubMed

Huang, Haiying; Du, Qiaosheng; Kang, Xibing

2013-11-01

In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Dodov, B.

2017-12-01

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

On the physical realizability of quantum stochastic walks

NASA Astrophysics Data System (ADS)

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

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

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

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

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

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

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

Romanov, Gennady; /Fermilab

CST Particle Studio combines electromagnetic field simulation, multi-particle tracking, adequate post-processing and advanced probabilistic emission model, which is the most important new capability in multipactor simulation. The emission model includes in simulation the stochastic properties of emission and adds primary electron elastic and inelastic reflection from the surfaces. The simulation of multipactor in coaxial waveguides have been performed to study the effects of the innovations on the multipactor threshold and the range over which multipactor can occur. The results compared with available previous experiments and simulations as well as the technique of MP simulation with CST PS are presented andmore » discussed.« 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.

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

PubMed Central

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

2015-01-01

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

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.

Regional-specific Stochastic Simulation of Spatially-distributed Ground-motion Time Histories using Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Huang, D.; Wang, G.

2014-12-01

Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.

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

Intrinsic map dynamics exploration for uncharted effective free-energy landscapes

PubMed Central

Covino, Roberto; Coifman, Ronald R.; Gear, C. William; Georgiou, Anastasia S.; Kevrekidis, Ioannis G.

2017-01-01

We describe and implement a computer-assisted approach for accelerating the exploration of uncharted effective free-energy surfaces (FESs). More generally, the aim is the extraction of coarse-grained, macroscopic information from stochastic or atomistic simulations, such as molecular dynamics (MD). The approach functionally links the MD simulator with nonlinear manifold learning techniques. The added value comes from biasing the simulator toward unexplored phase-space regions by exploiting the smoothness of the gradually revealed intrinsic low-dimensional geometry of the FES. PMID:28634293

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

Artificial Neural Network Metamodels of Stochastic Computer Simulations

DTIC Science & Technology

1994-08-10

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

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

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

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

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

PubMed

Koh, Wonryull; Blackwell, Kim T

2011-04-21

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

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.

COLLABORATIVE RESEARCH:USING ARM OBSERVATIONS & ADVANCED STATISTICAL TECHNIQUES TO EVALUATE CAM3 CLOUDS FOR DEVELOPMENT OF STOCHASTIC CLOUD-RADIATION

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

Somerville, Richard

2013-08-22

The long-range goal of several past and current projects in our DOE-supported research has been the development of new and improved parameterizations of cloud-radiation effects and related processes, using ARM data, and the implementation and testing of these parameterizations in global models. The main objective of the present project being reported on here has been to develop and apply advanced statistical techniques, including Bayesian posterior estimates, to diagnose and evaluate features of both observed and simulated clouds. The research carried out under this project has been novel in two important ways. The first is that it is a key stepmore » in the development of practical stochastic cloud-radiation parameterizations, a new category of parameterizations that offers great promise for overcoming many shortcomings of conventional schemes. The second is that this work has brought powerful new tools to bear on the problem, because it has been a collaboration between a meteorologist with long experience in ARM research (Somerville) and a mathematician who is an expert on a class of advanced statistical techniques that are well-suited for diagnosing model cloud simulations using ARM observations (Shen).« less

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.

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.

Stochastic Effects in Computational Biology of Space Radiation Cancer Risk

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.; Pluth, Janis; Harper, Jane; O'Neill, Peter

2007-01-01

Estimating risk from space radiation poses important questions on the radiobiology of protons and heavy ions. We are considering systems biology models to study radiation induced repair foci (RIRF) at low doses, in which less than one-track on average transverses the cell, and the subsequent DNA damage processing and signal transduction events. Computational approaches for describing protein regulatory networks coupled to DNA and oxidative damage sites include systems of differential equations, stochastic equations, and Monte-Carlo simulations. We review recent developments in the mathematical description of protein regulatory networks and possible approaches to radiation effects simulation. These include robustness, which states that regulatory networks maintain their functions against external and internal perturbations due to compensating properties of redundancy and molecular feedback controls, and modularity, which leads to general theorems for considering molecules that interact through a regulatory mechanism without exchange of matter leading to a block diagonal reduction of the connecting pathways. Identifying rate-limiting steps, robustness, and modularity in pathways perturbed by radiation damage are shown to be valid techniques for reducing large molecular systems to realistic computer simulations. Other techniques studied are the use of steady-state analysis, and the introduction of composite molecules or rate-constants to represent small collections of reactants. Applications of these techniques to describe spatial and temporal distributions of RIRF and cell populations following low dose irradiation are described.

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.

Noise-induced shifts in the population model with a weak Allee effect

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev

2018-02-01

We consider the Truscott-Brindley system of interacting phyto- and zooplankton populations with a weak Allee effect. We add a random noise to the parameter of the prey carrying capacity, and study how the noise affects the dynamic behavior of this nonlinear prey-predator model. Phenomena of the stochastic excitement and noise-induced shifts in zones of the Andronov-Hopf bifurcation and Canard explosion are analyzed on the base of the direct numerical simulation and stochastic sensitivity functions technique. A relationship of these phenomena with transitions between order and chaos is discussed.

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.

Robust stochastic stability of discrete-time fuzzy Markovian jump neural networks.

PubMed

Arunkumar, A; Sakthivel, R; Mathiyalagan, K; Park, Ju H

2014-07-01

This paper focuses the issue of robust stochastic stability for a class of uncertain fuzzy Markovian jumping discrete-time neural networks (FMJDNNs) with various activation functions and mixed time delay. By employing the Lyapunov technique and linear matrix inequality (LMI) approach, a new set of delay-dependent sufficient conditions are established for the robust stochastic stability of uncertain FMJDNNs. More precisely, the parameter uncertainties are assumed to be time varying, unknown and norm bounded. The obtained stability conditions are established in terms of LMIs, which can be easily checked by using the efficient MATLAB-LMI toolbox. Finally, numerical examples with simulation result are provided to illustrate the effectiveness and less conservativeness of the obtained results. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

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

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

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

PubMed

Li, Yongming; Tong, Shaocheng

2017-12-01

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

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

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.

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.

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

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

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

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

2009-06-15

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

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

Use of artificial landscapes to isolate controls on burn probability

Treesearch

Marc-Andre Parisien; Carol Miller; Alan A. Ager; Mark A. Finney

2010-01-01

Techniques for modeling burn probability (BP) combine the stochastic components of fire regimes (ignitions and weather) with sophisticated fire growth algorithms to produce high-resolution spatial estimates of the relative likelihood of burning. Despite the numerous investigations of fire patterns from either observed or simulated sources, the specific influence of...

Simulation studies of phase inversion in agitated vessels using a Monte Carlo technique.

PubMed

Yeo, Leslie Y; Matar, Omar K; Perez de Ortiz, E Susana; Hewitt, Geoffrey F

2002-04-15

A speculative study on the conditions under which phase inversion occurs in agitated liquid-liquid dispersions is conducted using a Monte Carlo technique. The simulation is based on a stochastic model, which accounts for fundamental physical processes such as drop deformation, breakup, and coalescence, and utilizes the minimization of interfacial energy as a criterion for phase inversion. Profiles of the interfacial energy indicate that a steady-state equilibrium is reached after a sufficiently large number of random moves and that predictions are insensitive to initial drop conditions. The calculated phase inversion holdup is observed to increase with increasing density and viscosity ratio, and to decrease with increasing agitation speed for a fixed viscosity ratio. It is also observed that, for a fixed viscosity ratio, the phase inversion holdup remains constant for large enough agitation speeds. The proposed model is therefore capable of achieving reasonable qualitative agreement with general experimental trends and of reproducing key features observed experimentally. The results of this investigation indicate that this simple stochastic method could be the basis upon which more advanced models for predicting phase inversion behavior can be developed.

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…

Collaborative Research: Using ARM Observations to Evaluate GCM Cloud Statistics for Development of Stochastic Cloud-Radiation Parameterizations

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

Shen, Samuel S. P.

2013-09-01

The long-range goal of several past and current projects in our DOE-supported research has been the development of new and improved parameterizations of cloud-radiation effects and related processes, using ARM data, and the implementation and testing of these parameterizations in global models. The main objective of the present project being reported on here has been to develop and apply advanced statistical techniques, including Bayesian posterior estimates, to diagnose and evaluate features of both observed and simulated clouds. The research carried out under this project has been novel in two important ways. The first is that it is a key stepmore » in the development of practical stochastic cloud-radiation parameterizations, a new category of parameterizations that offers great promise for overcoming many shortcomings of conventional schemes. The second is that this work has brought powerful new tools to bear on the problem, because it has been an interdisciplinary collaboration between a meteorologist with long experience in ARM research (Somerville) and a mathematician who is an expert on a class of advanced statistical techniques that are well-suited for diagnosing model cloud simulations using ARM observations (Shen). The motivation and long-term goal underlying this work is the utilization of stochastic radiative transfer theory (Lane-Veron and Somerville, 2004; Lane et al., 2002) to develop a new class of parametric representations of cloud-radiation interactions and closely related processes for atmospheric models. The theoretical advantage of the stochastic approach is that it can accurately calculate the radiative heating rates through a broken cloud layer without requiring an exact description of the cloud geometry.« less

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

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.

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 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.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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.

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.

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.

Hydrogeologic Unit Flow Characterization Using Transition Probability Geostatistics

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

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

2003-11-21

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

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

PubMed

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

2010-02-21

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

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.

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...

Sliding mode control-based linear functional observers for discrete-time stochastic systems

NASA Astrophysics Data System (ADS)

Singh, Satnesh; Janardhanan, Sivaramakrishnan

2017-11-01

Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

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

PubMed

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

2011-04-15

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

Applications of Evolutionary Technology to Manufacturing and Logistics Systems : State-of-the Art Survey

NASA Astrophysics Data System (ADS)

Gen, Mitsuo; Lin, Lin

Many combinatorial optimization problems from industrial engineering and operations research in real-world are very complex in nature and quite hard to solve them by conventional techniques. Since the 1960s, there has been an increasing interest in imitating living beings to solve such kinds of hard combinatorial optimization problems. Simulating the natural evolutionary process of human beings results in stochastic optimization techniques called evolutionary algorithms (EAs), which can often outperform conventional optimization methods when applied to difficult real-world problems. In this survey paper, we provide a comprehensive survey of the current state-of-the-art in the use of EA in manufacturing and logistics systems. In order to demonstrate the EAs which are powerful and broadly applicable stochastic search and optimization techniques, we deal with the following engineering design problems: transportation planning models, layout design models and two-stage logistics models in logistics systems; job-shop scheduling, resource constrained project scheduling in manufacturing system.

Acceleration of discrete stochastic biochemical simulation using GPGPU.

PubMed

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

2015-01-01

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

Acceleration of discrete stochastic biochemical simulation using GPGPU

PubMed Central

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

2015-01-01

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

Approximate Dynamic Programming and Aerial Refueling

DTIC Science & Technology

2007-06-01

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

Distributed delays in a hybrid model of tumor-immune system interplay.

PubMed

Caravagna, Giulio; Graudenzi, Alex; d'Onofrio, Alberto

2013-02-01

A tumor is kinetically characterized by the presence of multiple spatio-temporal scales in which its cells interplay with, for instance, endothelial cells or Immune system effectors, exchanging various chemical signals. By its nature, tumor growth is an ideal object of hybrid modeling where discrete stochastic processes model low-numbers entities, and mean-field equations model abundant chemical signals. Thus, we follow this approach to model tumor cells, effector cells and Interleukin-2, in order to capture the Immune surveillance effect. We here present a hybrid model with a generic delay kernel accounting that, due to many complex phenomena such as chemical transportation and cellular differentiation, the tumor-induced recruitment of effectors exhibits a lag period. This model is a Stochastic Hybrid Automata and its semantics is a Piecewise Deterministic Markov process where a two-dimensional stochastic process is interlinked to a multi-dimensional mean-field system. We instantiate the model with two well-known weak and strong delay kernels and perform simulations by using an algorithm to generate trajectories of this process. Via simulations and parametric sensitivity analysis techniques we (i) relate tumor mass growth with the two kernels, we (ii) measure the strength of the Immune surveillance in terms of probability distribution of the eradication times, and (iii) we prove, in the oscillatory regime, the existence of a stochastic bifurcation resulting in delay-induced tumor eradication.

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.

Stochastic Liouville equations for femtosecond stimulated Raman spectroscopy

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

Agarwalla, Bijay Kumar; Ando, Hideo; Dorfman, Konstantin E.

2015-01-14

Electron and vibrational dynamics of molecules are commonly studied by subjecting them to two interactions with a fast actinic pulse that prepares them in a nonstationary state and after a variable delay period T, probing them with a Raman process induced by a combination of a broadband and a narrowband pulse. This technique, known as femtosecond stimulated Raman spectroscopy (FSRS), can effectively probe time resolved vibrational resonances. We show how FSRS signals can be modeled and interpreted using the stochastic Liouville equations (SLE), originally developed for NMR lineshapes. The SLE provide a convenient simulation protocol that can describe complex dynamicsmore » caused by coupling to collective bath coordinates at much lower cost than a full dynamical simulation. The origin of the dispersive features that appear when there is no separation of timescales between vibrational variations and the dephasing time is clarified.« less

Steady-state helices of the actin homolog MreB inside bacteria: dynamics without motors.

PubMed

Allard, Jun F; Rutenberg, Andrew D

2007-09-01

Within individual bacteria, we combine force-dependent polymerization dynamics of individual MreB protofilaments with an elastic model of protofilament bundles buckled into helical configurations. We use variational techniques and stochastic simulations to relate the pitch of the MreB helix, the total abundance of MreB, and the number of protofilaments. By comparing our simulations with mean-field calculations, we find that stochastic fluctuations are significant. We examine the quasistatic evolution of the helical pitch with cell growth, as well as time scales of helix turnover and de novo establishment. We find that while the body of a polarized MreB helix treadmills toward its slow-growing end, the fast-growing tips of laterally associated protofilaments move toward the opposite fast-growing end of the MreB helix. This offers a possible mechanism for targeted polar localization without cytoplasmic motor proteins.

Steady-state helices of the actin homolog MreB inside bacteria: Dynamics without motors

NASA Astrophysics Data System (ADS)

Allard, Jun F.; Rutenberg, Andrew D.

2007-09-01

Within individual bacteria, we combine force-dependent polymerization dynamics of individual MreB protofilaments with an elastic model of protofilament bundles buckled into helical configurations. We use variational techniques and stochastic simulations to relate the pitch of the MreB helix, the total abundance of MreB, and the number of protofilaments. By comparing our simulations with mean-field calculations, we find that stochastic fluctuations are significant. We examine the quasistatic evolution of the helical pitch with cell growth, as well as time scales of helix turnover and de novo establishment. We find that while the body of a polarized MreB helix treadmills toward its slow-growing end, the fast-growing tips of laterally associated protofilaments move toward the opposite fast-growing end of the MreB helix. This offers a possible mechanism for targeted polar localization without cytoplasmic motor proteins.

Great Britain Storm Surge Modeling for a 10,000-Year Stochastic Catalog with the Effect of Sea Level Rise

NASA Astrophysics Data System (ADS)

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

2017-12-01

Storm surge caused by Extratropical Cyclones (ETCs) has significantly impacted not only the life of private citizens but also the insurance and reinsurance industry in Great Britain. The storm surge risk assessment requires a larger dataset of storms than the limited recorded historical ETCs. Thus, historical ETCs were perturbed to generate a 10,000-year stochastic catalog that accounts for surge-generating ETCs in the study area with return periods from one year to 10,000 years. Delft3D-Flexible Mesh hydrodynamic model was used to numerically simulate the storm surge along the Great Britain coastline. A nested grid technique was used to increase the simulation grid resolution up to 200 m near the highly populated coastal areas. Coarse and fine mesh models were calibrated and validated using historical recorded water elevations. Then, numerical simulations were performed on a 10,000-year stochastic catalog. The 50-, 100-, and 500-year return period maps were generated for Great Britain coastal areas. The corresponding events with return periods of 50-, 100-, and 500-years in Humber Bay and Thames River coastal areas were identified, and simulated with the consideration of projected sea level rises to reveal the effect of rising sea levels on the inundation return period maps in two highly-populated coastal areas. Finally, the return period of Storm Xaver (2013) was determined with and without the effect of rising sea levels.

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 Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

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

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 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.

Fuzzy Adaptive Compensation Control of Uncertain Stochastic Nonlinear Systems With Actuator Failures and Input Hysteresis.

PubMed

Wang, Jianhui; Liu, Zhi; Chen, C L Philip; Zhang, Yun

2017-10-12

Hysteresis exists ubiquitously in physical actuators. Besides, actuator failures/faults may also occur in practice. Both effects would deteriorate the transient tracking performance, and even trigger instability. In this paper, we consider the problem of compensating for actuator failures and input hysteresis by proposing a fuzzy control scheme for stochastic nonlinear systems. Compared with the existing research on stochastic nonlinear uncertain systems, it is found that how to guarantee a prescribed transient tracking performance when taking into account actuator failures and hysteresis simultaneously also remains to be answered. Our proposed control scheme is designed on the basis of the fuzzy logic system and backstepping techniques for this purpose. It is proven that all the signals remain bounded and the tracking error is ensured to be within a preestablished bound with the failures of hysteretic actuator. Finally, simulations are provided to illustrate the effectiveness of the obtained theoretical results.

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.

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

Analysis of convergence of an evolutionary algorithm with self-adaptation using a stochastic Lyapunov function.

PubMed

Semenov, Mikhail A; Terkel, Dmitri A

2003-01-01

This paper analyses the convergence of evolutionary algorithms using a technique which is based on a stochastic Lyapunov function and developed within the martingale theory. This technique is used to investigate the convergence of a simple evolutionary algorithm with self-adaptation, which contains two types of parameters: fitness parameters, belonging to the domain of the objective function; and control parameters, responsible for the variation of fitness parameters. Although both parameters mutate randomly and independently, they converge to the "optimum" due to the direct (for fitness parameters) and indirect (for control parameters) selection. We show that the convergence velocity of the evolutionary algorithm with self-adaptation is asymptotically exponential, similar to the velocity of the optimal deterministic algorithm on the class of unimodal functions. Although some martingale inequalities have not be proved analytically, they have been numerically validated with 0.999 confidence using Monte-Carlo simulations.

Distributed Adaptive Neural Network Output Tracking of Leader-Following High-Order Stochastic Nonlinear Multiagent Systems With Unknown Dead-Zone Input.

PubMed

Hua, Changchun; Zhang, Liuliu; Guan, Xinping

2017-01-01

This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.

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

PubMed

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

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

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

PubMed

Marquez-Lago, Tatiana T; Burrage, Kevin

2007-09-14

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

Simple stochastic simulation.

PubMed

Schilstra, Maria J; Martin, Stephen R

2009-01-01

Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.

Two-point T1 measurement: wide-coverage optimizations by stochastic simulations.

PubMed

Lin, M S; Fletcher, J W; Donati, R M

1986-08-01

Stochastic reliability of T1 measurement from image signal ratios is examined in the ideal case by stochastic simulations in the context of wide-coverage optimizations. Precise measurements prove to be accurate, and accurate ones precise. Sign-preserved inversion-recovery (IR)/non-IR techniques are the best ratio method, reciprocal non-IR/IR ones being equivalent, but inconvenient. Wide-coverage optima are relatively unsharp. Suggested guidelines for covering the 150- to 1500-ms T1 band are minimal relevant TE; TI about 400 ms; effective repetition times about in the ratio, TR2(IR)/TR1 (non-IR) = 2.5-3.0, and in a sum as long as possible up to about TR1 + TR2 = 3.5-4.0 s; signal-averaging after and only after TR1 + TR2 has been lengthened to the said region. Also suggested are different guidelines for covering T1 bands, 120-1200 and 200-1800 ms. Typically, precisions and accuracies improve linearly or faster with increasing S/N and (S/N)2, respectively. Unnecessarily high pixel resolutions or thin slicings exact great penalties in accuracies. Progressively shortening TR1 eventually transforms a wide coverage into a sharp targeting with small potential gains in a narrow T1 locality and large compromises almost everywhere else. The simulations yield an insight into applicabilities of standard error propagation analyses in two-point T1 measurement.

Stochastic ground-motion simulation of two Himalayan earthquakes: seismic hazard assessment perspective

NASA Astrophysics Data System (ADS)

Harbindu, Ashish; Sharma, Mukat Lal; Kamal

2012-04-01

The earthquakes in Uttarkashi (October 20, 1991, M w 6.8) and Chamoli (March 8, 1999, M w 6.4) are among the recent well-documented earthquakes that occurred in the Garhwal region of India and that caused extensive damage as well as loss of life. Using strong-motion data of these two earthquakes, we estimate their source, path, and site parameters. The quality factor ( Q β ) as a function of frequency is derived as Q β ( f) = 140 f 1.018. The site amplification functions are evaluated using the horizontal-to-vertical spectral ratio technique. The ground motions of the Uttarkashi and Chamoli earthquakes are simulated using the stochastic method of Boore (Bull Seismol Soc Am 73:1865-1894, 1983). The estimated source, path, and site parameters are used as input for the simulation. The simulated time histories are generated for a few stations and compared with the observed data. The simulated response spectra at 5% damping are in fair agreement with the observed response spectra for most of the stations over a wide range of frequencies. Residual trends closely match the observed and simulated response spectra. The synthetic data are in rough agreement with the ground-motion attenuation equation available for the Himalayas (Sharma, Bull Seismol Soc Am 98:1063-1069, 1998).

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

System theoretic models for high density VLSI structures

NASA Astrophysics Data System (ADS)

Dickinson, Bradley W.; Hopkins, William E., Jr.

This research project involved the development of mathematical models for analysis, synthesis, and simulation of large systems of interacting devices. The work was motivated by problems that may become important in high density VLSI chips with characteristic feature sizes less than 1 micron: it is anticipated that interactions of neighboring devices will play an important role in the determination of circuit properties. It is hoped that the combination of high device densities and such local interactions can somehow be exploited to increase circuit speed and to reduce power consumption. To address these issues from the point of view of system theory, research was pursued in the areas of nonlinear and stochastic systems and into neural network models. Statistical models were developed to characterize various features of the dynamic behavior of interacting systems. Random process models for studying the resulting asynchronous modes of operation were investigated. The local interactions themselves may be modeled as stochastic effects. The resulting behavior was investigated through the use of various scaling limits, and by a combination of other analytical and simulation techniques. Techniques arising in a variety of disciplines where models of interaction were formulated and explored were considered and adapted for use.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Stochastic modelling of temperatures affecting the in situ performance of a solar-assisted heat pump: The multivariate approach and physical interpretation

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

Loveday, D.L.; Craggs, C.

Box-Jenkins-based multivariate stochastic modeling is carried out using data recorded from a domestic heating system. The system comprises an air-source heat pump sited in the roof space of a house, solar assistance being provided by the conventional tile roof acting as a radiation absorber. Multivariate models are presented which illustrate the time-dependent relationships between three air temperatures - at external ambient, at entry to, and at exit from, the heat pump evaporator. Using a deterministic modeling approach, physical interpretations are placed on the results of the multivariate technique. It is concluded that the multivariate Box-Jenkins approach is a suitable techniquemore » for building thermal analysis. Application to multivariate Box-Jenkins approach is a suitable technique for building thermal analysis. Application to multivariate model-based control is discussed, with particular reference to building energy management systems. It is further concluded that stochastic modeling of data drawn from a short monitoring period offers a means of retrofitting an advanced model-based control system in existing buildings, which could be used to optimize energy savings. An approach to system simulation is suggested.« less

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

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

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

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

PubMed

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

2009-03-07

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

Utilization of advanced calibration techniques in stochastic rock fall analysis of quarry slopes

NASA Astrophysics Data System (ADS)

Preh, Alexander; Ahmadabadi, Morteza; Kolenprat, Bernd

2016-04-01

In order to study rock fall dynamics, a research project was conducted by the Vienna University of Technology and the Austrian Central Labour Inspectorate (Federal Ministry of Labour, Social Affairs and Consumer Protection). A part of this project included 277 full-scale drop tests at three different quarries in Austria and recording key parameters of the rock fall trajectories. The tests involved a total of 277 boulders ranging from 0.18 to 1.8 m in diameter and from 0.009 to 8.1 Mg in mass. The geology of these sites included strong rock belonging to igneous, metamorphic and volcanic types. In this paper the results of the tests are used for calibration and validation a new stochastic computer model. It is demonstrated that the error of the model (i.e. the difference between observed and simulated results) has a lognormal distribution. Selecting two parameters, advanced calibration techniques including Markov Chain Monte Carlo Technique, Maximum Likelihood and Root Mean Square Error (RMSE) are utilized to minimize the error. Validation of the model based on the cross validation technique reveals that in general, reasonable stochastic approximations of the rock fall trajectories are obtained in all dimensions, including runout, bounce heights and velocities. The approximations are compared to the measured data in terms of median, 95% and maximum values. The results of the comparisons indicate that approximate first-order predictions, using a single set of input parameters, are possible and can be used to aid practical hazard and risk assessment.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

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

Site correction of a high-frequency strong-ground-motion simulation based on an empirical transfer function

NASA Astrophysics Data System (ADS)

Huang, Jyun-Yan; Wen, Kuo-Liang; Lin, Che-Min; Kuo, Chun-Hsiang; Chen, Chun-Te; Chang, Shuen-Chiang

2017-05-01

In this study, an empirical transfer function (ETF), which is the spectrum difference in Fourier amplitude spectra between observed strong ground motion and synthetic motion obtained by a stochastic point-source simulation technique, is constructed for the Taipei Basin, Taiwan. The basis stochastic point-source simulations can be treated as reference rock site conditions in order to consider site effects. The parameters of the stochastic point-source approach related to source and path effects are collected from previous well-verified studies. A database of shallow, small-magnitude earthquakes is selected to construct the ETFs so that the point-source approach for synthetic motions might be more widely applicable. The high-frequency synthetic motion obtained from the ETF procedure is site-corrected in the strong site-response area of the Taipei Basin. The site-response characteristics of the ETF show similar responses as in previous studies, which indicates that the base synthetic model is suitable for the reference rock conditions in the Taipei Basin. The dominant frequency contour corresponds to the shape of the bottom of the geological basement (the top of the Tertiary period), which is the Sungshan formation. Two clear high-amplification areas are identified in the deepest region of the Sungshan formation, as shown by an amplification contour of 0.5 Hz. Meanwhile, a high-amplification area was shifted to the basin's edge, as shown by an amplification contour of 2.0 Hz. Three target earthquakes with different kinds of source conditions, including shallow small-magnitude events, shallow and relatively large-magnitude events, and deep small-magnitude events relative to the ETF database, are tested to verify site correction. The results indicate that ETF-based site correction is effective for shallow earthquakes, even those with higher magnitudes, but is not suitable for deep earthquakes. Finally, one of the most significant shallow large-magnitude earthquakes (the 1999 Chi-Chi earthquake in Taiwan) is verified in this study. A finite fault stochastic simulation technique is applied, owing to the complexity of the fault rupture process for the Chi-Chi earthquake, and the ETF-based site-correction function is multiplied to obtain a precise simulation of high-frequency (up to 10 Hz) strong motions. The high-frequency prediction has good agreement in both time and frequency domain in this study, and the prediction level is the same as that predicted by the site-corrected ground motion prediction equation.

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

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

PubMed

Tian, Tianhai

2010-03-01

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

A novel Kinetic Monte Carlo algorithm for Non-Equilibrium Simulations

NASA Astrophysics Data System (ADS)

Jha, Prateek; Kuzovkov, Vladimir; Grzybowski, Bartosz; Olvera de La Cruz, Monica

2012-02-01

We have developed an off-lattice kinetic Monte Carlo simulation scheme for reaction-diffusion problems in soft matter systems. The definition of transition probabilities in the Monte Carlo scheme are taken identical to the transition rates in a renormalized master equation of the diffusion process and match that of the Glauber dynamics of Ising model. Our scheme provides several advantages over the Brownian dynamics technique for non-equilibrium simulations. Since particle displacements are accepted/rejected in a Monte Carlo fashion as opposed to moving particles following a stochastic equation of motion, nonphysical movements (e.g., violation of a hard core assumption) are not possible (these moves have zero acceptance). Further, the absence of a stochastic ``noise'' term resolves the computational difficulties associated with generating statistically independent trajectories with definitive mean properties. Finally, since the timestep is independent of the magnitude of the interaction forces, much longer time-steps can be employed than Brownian dynamics. We discuss the applications of this scheme for dynamic self-assembly of photo-switchable nanoparticles and dynamical problems in polymeric systems.

Model selection for integrated pest management with stochasticity.

PubMed

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

2018-04-07

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

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.

Control of stochastic sensitivity in a stabilization problem for gas discharge system

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

Bashkirtseva, Irina

2015-11-30

We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.

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?'

Analyzing simulation-based PRA data through traditional and topological clustering: A BWR station blackout case study

DOE PAGES

Maljovec, D.; Liu, S.; Wang, B.; ...

2015-07-14

Here, dynamic probabilistic risk assessment (DPRA) methodologies couple system simulator codes (e.g., RELAP and MELCOR) with simulation controller codes (e.g., RAVEN and ADAPT). Whereas system simulator codes model system dynamics deterministically, simulation controller codes introduce both deterministic (e.g., system control logic and operating procedures) and stochastic (e.g., component failures and parameter uncertainties) elements into the simulation. Typically, a DPRA is performed by sampling values of a set of parameters and simulating the system behavior for that specific set of parameter values. For complex systems, a major challenge in using DPRA methodologies is to analyze the large number of scenarios generated,more » where clustering techniques are typically employed to better organize and interpret the data. In this paper, we focus on the analysis of two nuclear simulation datasets that are part of the risk-informed safety margin characterization (RISMC) boiling water reactor (BWR) station blackout (SBO) case study. We provide the domain experts a software tool that encodes traditional and topological clustering techniques within an interactive analysis and visualization environment, for understanding the structures of such high-dimensional nuclear simulation datasets. We demonstrate through our case study that both types of clustering techniques complement each other for enhanced structural understanding of the data.« less

Modelling and simulation techniques for membrane biology.

PubMed

Burrage, Kevin; Hancock, John; Leier, André; Nicolau, Dan V

2007-07-01

One of the most important aspects of Computational Cell Biology is the understanding of the complicated dynamical processes that take place on plasma membranes. These processes are often so complicated that purely temporal models cannot always adequately capture the dynamics. On the other hand, spatial models can have large computational overheads. In this article, we review some of these issues with respect to chemistry, membrane microdomains and anomalous diffusion and discuss how to select appropriate modelling and simulation paradigms based on some or all the following aspects: discrete, continuous, stochastic, delayed and complex spatial processes.

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

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.

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.

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

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.

Scheduling Earth Observing Satellites with Evolutionary Algorithms

NASA Technical Reports Server (NTRS)

Globus, Al; Crawford, James; Lohn, Jason; Pryor, Anna

2003-01-01

We hypothesize that evolutionary algorithms can effectively schedule coordinated fleets of Earth observing satellites. The constraints are complex and the bottlenecks are not well understood, a condition where evolutionary algorithms are often effective. This is, in part, because evolutionary algorithms require only that one can represent solutions, modify solutions, and evaluate solution fitness. To test the hypothesis we have developed a representative set of problems, produced optimization software (in Java) to solve them, and run experiments comparing techniques. This paper presents initial results of a comparison of several evolutionary and other optimization techniques; namely the genetic algorithm, simulated annealing, squeaky wheel optimization, and stochastic hill climbing. We also compare separate satellite vs. integrated scheduling of a two satellite constellation. While the results are not definitive, tests to date suggest that simulated annealing is the best search technique and integrated scheduling is superior.

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

Micromagnetic simulation study of a disordered model for one-dimensional granular perovskite manganite oxide nanostructures

NASA Astrophysics Data System (ADS)

Longone, P.; Romá, F.

2018-06-01

Chemical techniques are an efficient method to synthesize one-dimensional perovskite manganite oxide nanostructures with a granular morphology, that is, formed by arrays of monodomain magnetic nanoparticles. Integrating the stochastic Landau-Lifshitz-Gilbert equation, we simulate the dynamics of a simple disordered model for such materials that only takes into account the morphological characteristics of their nanograins. We show that it is possible to describe reasonably well experimental hysteresis loops reported in the literature for single La0.67Ca0.33MnO3 nanotubes and powders of these nanostructures, simulating small systems consisting of only 100 nanoparticles.

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

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

Wang-Landau method for calculating Rényi entropies in finite-temperature quantum Monte Carlo simulations.

PubMed

Inglis, Stephen; Melko, Roger G

2013-01-01

We implement a Wang-Landau sampling technique in quantum Monte Carlo (QMC) simulations for the purpose of calculating the Rényi entanglement entropies and associated mutual information. The algorithm converges an estimate for an analog to the density of states for stochastic series expansion QMC, allowing a direct calculation of Rényi entropies without explicit thermodynamic integration. We benchmark results for the mutual information on two-dimensional (2D) isotropic and anisotropic Heisenberg models, a 2D transverse field Ising model, and a three-dimensional Heisenberg model, confirming a critical scaling of the mutual information in cases with a finite-temperature transition. We discuss the benefits and limitations of broad sampling techniques compared to standard importance sampling methods.

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.

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2010-05-01

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

The effect of averaging adjacent planes for artifact reduction in matrix inversion tomosynthesis

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

Godfrey, Devon J.; Page McAdams, H.; Dobbins, James T. III

2013-02-15

Purpose: Matrix inversion tomosynthesis (MITS) uses linear systems theory and knowledge of the imaging geometry to remove tomographic blur that is present in conventional backprojection tomosynthesis reconstructions, leaving in-plane detail rendered clearly. The use of partial-pixel interpolation during the backprojection process introduces imprecision in the MITS modeling of tomographic blur, and creates low-contrast artifacts in some MITS planes. This paper examines the use of MITS slabs, created by averaging several adjacent MITS planes, as a method for suppressing partial-pixel artifacts. Methods: Human chest tomosynthesis projection data, acquired as part of an IRB-approved pilot study, were used to generate MITS planes,more » three-plane MITS slabs (MITSa3), five-plane MITS slabs (MITSa5), and seven-plane MITS slabs (MITSa7). These were qualitatively examined for partial-pixel artifacts and the visibility of normal and abnormal anatomy. Additionally, small (5 mm) subtle pulmonary nodules were simulated and digitally superimposed upon human chest tomosynthesis projection images, and their visibility was qualitatively assessed in the different reconstruction techniques. Simulated images of a thin wire were used to generate modulation transfer function (MTF) and slice-sensitivity profile curves for the different MITS and MITS slab techniques, and these were examined for indications of partial-pixel artifacts and frequency response uniformity. Finally, mean-subtracted, exposure-normalized noise power spectra (ENNPS) estimates were computed and compared for MITS and MITS slab reconstructions, generated from 10 sets of tomosynthesis projection data of an acrylic slab. The simulated in-plane MTF response of each technique was also combined with the square root of the ENNPS estimate to yield stochastic signal-to-noise ratio (SNR) information about the different reconstruction techniques. Results: For scan angles of 20 Degree-Sign and 5 mm plane separation, seven MITS planes must be averaged to sufficiently remove partial-pixel artifacts. MITSa7 does appear to subtly reduce the contrast of high-frequency 'edge' information, but the removal of partial-pixel artifacts makes the appearance of low-contrast, fine-detail anatomy even more conspicuous in MITSa7 slices. MITSa7 also appears to render simulated subtle 5 mm pulmonary nodules with greater visibility than MITS alone, in both the open lung and regions overlying the mediastinum. Finally, the MITSa7 technique reduces stochastic image variance, though the in-plane stochastic SNR (for very thin objects which do not span multiple MITS planes) is only improved at spatial frequencies between 0.05 and 0.20 cycles/mm. Conclusions: The MITSa7 method is an improvement over traditional single-plane MITS for thoracic imaging and the pulmonary nodule detection task, and thus the authors plan to use the MITSa7 approach for all future MITS research at the authors' institution.« less

The effect of averaging adjacent planes for artifact reduction in matrix inversion tomosynthesis.

PubMed

Godfrey, Devon J; McAdams, H Page; Dobbins, James T

2013-02-01

Matrix inversion tomosynthesis (MITS) uses linear systems theory and knowledge of the imaging geometry to remove tomographic blur that is present in conventional backprojection tomosynthesis reconstructions, leaving in-plane detail rendered clearly. The use of partial-pixel interpolation during the backprojection process introduces imprecision in the MITS modeling of tomographic blur, and creates low-contrast artifacts in some MITS planes. This paper examines the use of MITS slabs, created by averaging several adjacent MITS planes, as a method for suppressing partial-pixel artifacts. Human chest tomosynthesis projection data, acquired as part of an IRB-approved pilot study, were used to generate MITS planes, three-plane MITS slabs (MITSa3), five-plane MITS slabs (MITSa5), and seven-plane MITS slabs (MITSa7). These were qualitatively examined for partial-pixel artifacts and the visibility of normal and abnormal anatomy. Additionally, small (5 mm) subtle pulmonary nodules were simulated and digitally superimposed upon human chest tomosynthesis projection images, and their visibility was qualitatively assessed in the different reconstruction techniques. Simulated images of a thin wire were used to generate modulation transfer function (MTF) and slice-sensitivity profile curves for the different MITS and MITS slab techniques, and these were examined for indications of partial-pixel artifacts and frequency response uniformity. Finally, mean-subtracted, exposure-normalized noise power spectra (ENNPS) estimates were computed and compared for MITS and MITS slab reconstructions, generated from 10 sets of tomosynthesis projection data of an acrylic slab. The simulated in-plane MTF response of each technique was also combined with the square root of the ENNPS estimate to yield stochastic signal-to-noise ratio (SNR) information about the different reconstruction techniques. For scan angles of 20° and 5 mm plane separation, seven MITS planes must be averaged to sufficiently remove partial-pixel artifacts. MITSa7 does appear to subtly reduce the contrast of high-frequency "edge" information, but the removal of partial-pixel artifacts makes the appearance of low-contrast, fine-detail anatomy even more conspicuous in MITSa7 slices. MITSa7 also appears to render simulated subtle 5 mm pulmonary nodules with greater visibility than MITS alone, in both the open lung and regions overlying the mediastinum. Finally, the MITSa7 technique reduces stochastic image variance, though the in-plane stochastic SNR (for very thin objects which do not span multiple MITS planes) is only improved at spatial frequencies between 0.05 and 0.20 cycles∕mm. The MITSa7 method is an improvement over traditional single-plane MITS for thoracic imaging and the pulmonary nodule detection task, and thus the authors plan to use the MITSa7 approach for all future MITS research at the authors' institution.

Robust adaptive fuzzy tracking control for pure-feedback stochastic nonlinear systems with input constraints.

PubMed

Wang, Huanqing; Chen, Bing; Liu, Xiaoping; Liu, Kefu; Lin, Chong

2013-12-01

This paper is concerned with the problem of adaptive fuzzy tracking control for a class of pure-feedback stochastic nonlinear systems with input saturation. To overcome the design difficulty from nondifferential saturation nonlinearity, a smooth nonlinear function of the control input signal is first introduced to approximate the saturation function; then, an adaptive fuzzy tracking controller based on the mean-value theorem is constructed by using backstepping technique. The proposed adaptive fuzzy controller guarantees that all signals in the closed-loop system are bounded in probability and the system output eventually converges to a small neighborhood of the desired reference signal in the sense of mean quartic value. Simulation results further illustrate the effectiveness of the proposed control scheme.

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

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2006-01-01

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

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

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2007-01-01

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

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.

Data-driven Climate Modeling and Prediction

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2016-12-01

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

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

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

Xiu, Dongbin

2017-03-03

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

Efficient Simulation of Tropical Cyclone Pathways with Stochastic Perturbations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

Time-Frequency Approach for Stochastic Signal Detection

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

Ghosh, Ripul; Akula, Aparna; Kumar, Satish

2011-10-20

The detection of events in a stochastic signal has been a subject of great interest. One of the oldest signal processing technique, Fourier Transform of a signal contains information regarding frequency content, but it cannot resolve the exact onset of changes in the frequency, all temporal information is contained in the phase of the transform. On the other hand, Spectrogram is better able to resolve temporal evolution of frequency content, but has a trade-off in time resolution versus frequency resolution in accordance with the uncertainty principle. Therefore, time-frequency representations are considered for energetic characterisation of the non-stationary signals. Wigner Villemore » Distribution (WVD) is the most prominent quadratic time-frequency signal representation and used for analysing frequency variations in signals.WVD allows for instantaneous frequency estimation at each data point, for a typical temporal resolution of fractions of a second. This paper through simulations describes the way time frequency models are applied for the detection of event in a stochastic signal.« less

Time-Frequency Approach for Stochastic Signal Detection

NASA Astrophysics Data System (ADS)

Ghosh, Ripul; Akula, Aparna; Kumar, Satish; Sardana, H. K.

2011-10-01

The detection of events in a stochastic signal has been a subject of great interest. One of the oldest signal processing technique, Fourier Transform of a signal contains information regarding frequency content, but it cannot resolve the exact onset of changes in the frequency, all temporal information is contained in the phase of the transform. On the other hand, Spectrogram is better able to resolve temporal evolution of frequency content, but has a trade-off in time resolution versus frequency resolution in accordance with the uncertainty principle. Therefore, time-frequency representations are considered for energetic characterisation of the non-stationary signals. Wigner Ville Distribution (WVD) is the most prominent quadratic time-frequency signal representation and used for analysing frequency variations in signals.WVD allows for instantaneous frequency estimation at each data point, for a typical temporal resolution of fractions of a second. This paper through simulations describes the way time frequency models are applied for the detection of event in a stochastic signal.

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.

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

Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

NASA Astrophysics Data System (ADS)

Wang, Pengfei; Jin, Wei; Su, Huan

2018-04-01

This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

Finite state projection based bounds to compare chemical master equation models using single-cell data

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

Fox, Zachary; Neuert, Gregor; Department of Pharmacology, School of Medicine, Vanderbilt University, Nashville, Tennessee 37232

2016-08-21

Emerging techniques now allow for precise quantification of distributions of biological molecules in single cells. These rapidly advancing experimental methods have created a need for more rigorous and efficient modeling tools. Here, we derive new bounds on the likelihood that observations of single-cell, single-molecule responses come from a discrete stochastic model, posed in the form of the chemical master equation. These strict upper and lower bounds are based on a finite state projection approach, and they converge monotonically to the exact likelihood value. These bounds allow one to discriminate rigorously between models and with a minimum level of computational effort.more » In practice, these bounds can be incorporated into stochastic model identification and parameter inference routines, which improve the accuracy and efficiency of endeavors to analyze and predict single-cell behavior. We demonstrate the applicability of our approach using simulated data for three example models as well as for experimental measurements of a time-varying stochastic transcriptional response in yeast.« less

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

NASA Astrophysics Data System (ADS)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Anticipating the Chaotic Behaviour of Industrial Systems Based on Stochastic, Event-Driven Simulations

NASA Astrophysics Data System (ADS)

Bruzzone, Agostino G.; Revetria, Roberto; Simeoni, Simone; Viazzo, Simone; Orsoni, Alessandra

2004-08-01

In logistics and industrial production managers must deal with the impact of stochastic events to improve performances and reduce costs. In fact, production and logistics systems are generally designed considering some parameters as deterministically distributed. While this assumption is mostly used for preliminary prototyping, it is sometimes also retained during the final design stage, and especially for estimated parameters (i.e. Market Request). The proposed methodology can determine the impact of stochastic events in the system by evaluating the chaotic threshold level. Such an approach, based on the application of a new and innovative methodology, can be implemented to find the condition under which chaos makes the system become uncontrollable. Starting from problem identification and risk assessment, several classification techniques are used to carry out an effect analysis and contingency plan estimation. In this paper the authors illustrate the methodology with respect to a real industrial case: a production problem related to the logistics of distributed chemical processing.

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

PubMed

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

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

NASA Technical Reports Server (NTRS)

Parrish, R. V.; Dieudonne, J. E.; Filippas, T. A.

1971-01-01

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

Calculation of broadband time histories of ground motion: Comparison of methods and validation using strong-ground motion from the 1994 Northridge earthquake

USGS Publications Warehouse

Hartzell, S.; Harmsen, S.; Frankel, A.; Larsen, S.

1999-01-01

This article compares techniques for calculating broadband time histories of ground motion in the near field of a finite fault by comparing synthetics with the strong-motion data set for the 1994 Northridge earthquake. Based on this comparison, a preferred methodology is presented. Ground-motion-simulation techniques are divided into two general methods: kinematic- and composite-fault models. Green's functions of three types are evaluated: stochastic, empirical, and theoretical. A hybrid scheme is found to give the best fit to the Northridge data. Low frequencies ( 1 Hz) are calculated using a composite-fault model with a fractal subevent size distribution and stochastic, bandlimited, white-noise Green's functions. At frequencies below 1 Hz, theoretical elastic-wave-propagation synthetics introduce proper seismic-phase arrivals of body waves and surface waves. The 3D velocity structure more accurately reproduces record durations for the deep sedimentary basin structures found in the Los Angeles region. At frequencies above 1 Hz, scattering effects become important and wave propagation is more accurately represented by stochastic Green's functions. A fractal subevent size distribution for the composite fault model ensures an ??-2 spectral shape over the entire frequency band considered (0.1-20 Hz).

Groundwater management under uncertainty using a stochastic multi-cell model

NASA Astrophysics Data System (ADS)

Joodavi, Ata; Zare, Mohammad; Ziaei, Ali Naghi; Ferré, Ty P. A.

2017-08-01

The optimization of spatially complex groundwater management models over long time horizons requires the use of computationally efficient groundwater flow models. This paper presents a new stochastic multi-cell lumped-parameter aquifer model that explicitly considers uncertainty in groundwater recharge. To achieve this, the multi-cell model is combined with the constrained-state formulation method. In this method, the lower and upper bounds of groundwater heads are incorporated into the mass balance equation using indicator functions. This provides expressions for the means, variances and covariances of the groundwater heads, which can be included in the constraint set in an optimization model. This method was used to formulate two separate stochastic models: (i) groundwater flow in a two-cell aquifer model with normal and non-normal distributions of groundwater recharge; and (ii) groundwater management in a multiple cell aquifer in which the differences between groundwater abstractions and water demands are minimized. The comparison between the results obtained from the proposed modeling technique with those from Monte Carlo simulation demonstrates the capability of the proposed models to approximate the means, variances and covariances. Significantly, considering covariances between the heads of adjacent cells allows a more accurate estimate of the variances of the groundwater heads. Moreover, this modeling technique requires no discretization of state variables, thus offering an efficient alternative to computationally demanding methods.

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.

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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

USGS Publications Warehouse

Boore, David

2015-01-01

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

Computation of Steady-State Probability Distributions in Stochastic Models of Cellular Networks

PubMed Central

Hallen, Mark; Li, Bochong; Tanouchi, Yu; Tan, Cheemeng; West, Mike; You, Lingchong

2011-01-01

Cellular processes are “noisy”. In each cell, concentrations of molecules are subject to random fluctuations due to the small numbers of these molecules and to environmental perturbations. While noise varies with time, it is often measured at steady state, for example by flow cytometry. When interrogating aspects of a cellular network by such steady-state measurements of network components, a key need is to develop efficient methods to simulate and compute these distributions. We describe innovations in stochastic modeling coupled with approaches to this computational challenge: first, an approach to modeling intrinsic noise via solution of the chemical master equation, and second, a convolution technique to account for contributions of extrinsic noise. We show how these techniques can be combined in a streamlined procedure for evaluation of different sources of variability in a biochemical network. Evaluation and illustrations are given in analysis of two well-characterized synthetic gene circuits, as well as a signaling network underlying the mammalian cell cycle entry. PMID:22022252

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Aerosol properties from spectral extinction and backscatter estimated by an inverse Monte Carlo method.

PubMed

Ligon, D A; Gillespie, J B; Pellegrino, P

2000-08-20

The feasibility of using a generalized stochastic inversion methodology to estimate aerosol size distributions accurately by use of spectral extinction, backscatter data, or both is examined. The stochastic method used, inverse Monte Carlo (IMC), is verified with both simulated and experimental data from aerosols composed of spherical dielectrics with a known refractive index. Various levels of noise are superimposed on the data such that the effect of noise on the stability and results of inversion can be determined. Computational results show that the application of the IMC technique to inversion of spectral extinction or backscatter data or both can produce good estimates of aerosol size distributions. Specifically, for inversions for which both spectral extinction and backscatter data are used, the IMC technique was extremely accurate in determining particle size distributions well outside the wavelength range. Also, the IMC inversion results proved to be stable and accurate even when the data had significant noise, with a signal-to-noise ratio of 3.

Off-diagonal expansion quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Hybrid stochastic simulations of intracellular reaction-diffusion systems.

PubMed

Kalantzis, Georgios

2009-06-01

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

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

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

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

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

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

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

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

2015-12-21

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

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.

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.

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

PubMed Central

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

2017-01-01

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

Stochastic 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.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

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

2015-10-15

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

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

PubMed Central

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

2016-01-01

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

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

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

Furse, Daniel; Groh, Stefan; Trost, Nikolaus

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

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

DOE PAGES

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

2017-05-16

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

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Enhanced algorithms for stochastic programming

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

Krishna, Alamuru S.

1993-09-01

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

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.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

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

PubMed

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

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

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

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

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,...

Systematization of a set of closure techniques.

PubMed

Hausken, Kjell; Moxnes, John F

2011-11-01

Approximations in population dynamics are gaining popularity since stochastic models in large populations are time consuming even on a computer. Stochastic modeling causes an infinite set of ordinary differential equations for the moments. Closure models are useful since they recast this infinite set into a finite set of ordinary differential equations. This paper systematizes a set of closure approximations. We develop a system, which we call a power p closure of n moments, where 0≤p≤n. Keeling's (2000a,b) approximation with third order moments is shown to be an instantiation of this system which we call a power 3 closure of 3 moments. We present an epidemiological example and evaluate the system for third and fourth moments compared with Monte Carlo simulations. Copyright © 2011 Elsevier Inc. All rights reserved.

Adaptive statistical pattern classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.

1975-01-01

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

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.

Stochastic Feedforward Control Technique

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1990-01-01

Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

Stochastic molecular model of enzymatic hydrolysis of cellulose for ethanol production

PubMed Central

2013-01-01

Background During cellulosic ethanol production, cellulose hydrolysis is achieved by synergistic action of cellulase enzyme complex consisting of multiple enzymes with different mode of actions. Enzymatic hydrolysis of cellulose is one of the bottlenecks in the commercialization of the process due to low hydrolysis rates and high cost of enzymes. A robust hydrolysis model that can predict hydrolysis profile under various scenarios can act as an important forecasting tool to improve the hydrolysis process. However, multiple factors affecting hydrolysis: cellulose structure and complex enzyme-substrate interactions during hydrolysis make it diffucult to develop mathematical kinetic models that can simulate hydrolysis in presence of multiple enzymes with high fidelity. In this study, a comprehensive hydrolysis model based on stochastic molecular modeling approch in which each hydrolysis event is translated into a discrete event is presented. The model captures the structural features of cellulose, enzyme properties (mode of actions, synergism, inhibition), and most importantly dynamic morphological changes in the substrate that directly affect the enzyme-substrate interactions during hydrolysis. Results Cellulose was modeled as a group of microfibrils consisting of elementary fibrils bundles, where each elementary fibril was represented as a three dimensional matrix of glucose molecules. Hydrolysis of cellulose was simulated based on Monte Carlo simulation technique. Cellulose hydrolysis results predicted by model simulations agree well with the experimental data from literature. Coefficients of determination for model predictions and experimental values were in the range of 0.75 to 0.96 for Avicel hydrolysis by CBH I action. Model was able to simulate the synergistic action of multiple enzymes during hydrolysis. The model simulations captured the important experimental observations: effect of structural properties, enzyme inhibition and enzyme loadings on the hydrolysis and degree of synergism among enzymes. Conclusions The model was effective in capturing the dynamic behavior of cellulose hydrolysis during action of individual as well as multiple cellulases. Simulations were in qualitative and quantitative agreement with experimental data. Several experimentally observed phenomena were simulated without the need for any additional assumptions or parameter changes and confirmed the validity of using the stochastic molecular modeling approach to quantitatively and qualitatively describe the cellulose hydrolysis. PMID:23638989

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.

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

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

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

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

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

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

NASA Astrophysics Data System (ADS)

Sayyidmousavi, Alireza; Ilie, Silvana

2017-12-01

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

Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

USDA-ARS?s Scientific Manuscript database

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

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

EPA Science Inventory

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

Stochastic Human Exposure and Dose Simulation for Air Toxics

EPA Science Inventory

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

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

PubMed Central

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

2017-01-01

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

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

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

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

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

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

Wang, Yong; Zhang, Guang J.

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

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

PubMed Central

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

2016-01-01

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

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

DOE PAGES

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

2016-12-08

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

SLUG - stochastically lighting up galaxies - III. A suite of tools for simulated photometry, spectroscopy, and Bayesian inference with stochastic stellar populations

NASA Astrophysics Data System (ADS)

Krumholz, Mark R.; Fumagalli, Michele; da Silva, Robert L.; Rendahl, Theodore; Parra, Jonathan

2015-09-01

Stellar population synthesis techniques for predicting the observable light emitted by a stellar population have extensive applications in numerous areas of astronomy. However, accurate predictions for small populations of young stars, such as those found in individual star clusters, star-forming dwarf galaxies, and small segments of spiral galaxies, require that the population be treated stochastically. Conversely, accurate deductions of the properties of such objects also require consideration of stochasticity. Here we describe a comprehensive suite of modular, open-source software tools for tackling these related problems. These include the following: a greatly-enhanced version of the SLUG code introduced by da Silva et al., which computes spectra and photometry for stochastically or deterministically sampled stellar populations with nearly arbitrary star formation histories, clustering properties, and initial mass functions; CLOUDY_SLUG, a tool that automatically couples SLUG-computed spectra with the CLOUDY radiative transfer code in order to predict stochastic nebular emission; BAYESPHOT, a general-purpose tool for performing Bayesian inference on the physical properties of stellar systems based on unresolved photometry; and CLUSTER_SLUG and SFR_SLUG, a pair of tools that use BAYESPHOT on a library of SLUG models to compute the mass, age, and extinction of mono-age star clusters, and the star formation rate of galaxies, respectively. The latter two tools make use of an extensive library of pre-computed stellar population models, which are included in the software. The complete package is available at http://www.slugsps.com.

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.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Parallel stochastic simulation of macroscopic calcium currents.

PubMed

González-Vélez, Virginia; González-Vélez, Horacio

2007-06-01

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

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Stochastic Simulation Tool for Aerospace Structural Analysis

NASA Technical Reports Server (NTRS)

Knight, Norman F.; Moore, David F.

2006-01-01

Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

JavaGenes Molecular Evolution

NASA Technical Reports Server (NTRS)

Lohn, Jason; Smith, David; Frank, Jeremy; Globus, Al; Crawford, James

2007-01-01

JavaGenes is a general-purpose, evolutionary software system written in Java. It implements several versions of a genetic algorithm, simulated annealing, stochastic hill climbing, and other search techniques. This software has been used to evolve molecules, atomic force field parameters, digital circuits, Earth Observing Satellite schedules, and antennas. This version differs from version 0.7.28 in that it includes the molecule evolution code and other improvements. Except for the antenna code, JaveGenes is available for NASA Open Source distribution.

Random noise effects in pulse-mode digital multilayer neural networks.

PubMed

Kim, Y C; Shanblatt, M A

1995-01-01

A pulse-mode digital multilayer neural network (DMNN) based on stochastic computing techniques is implemented with simple logic gates as basic computing elements. The pulse-mode signal representation and the use of simple logic gates for neural operations lead to a massively parallel yet compact and flexible network architecture, well suited for VLSI implementation. Algebraic neural operations are replaced by stochastic processes using pseudorandom pulse sequences. The distributions of the results from the stochastic processes are approximated using the hypergeometric distribution. Synaptic weights and neuron states are represented as probabilities and estimated as average pulse occurrence rates in corresponding pulse sequences. A statistical model of the noise (error) is developed to estimate the relative accuracy associated with stochastic computing in terms of mean and variance. Computational differences are then explained by comparison to deterministic neural computations. DMNN feedforward architectures are modeled in VHDL using character recognition problems as testbeds. Computational accuracy is analyzed, and the results of the statistical model are compared with the actual simulation results. Experiments show that the calculations performed in the DMNN are more accurate than those anticipated when Bernoulli sequences are assumed, as is common in the literature. Furthermore, the statistical model successfully predicts the accuracy of the operations performed in the DMNN.

Event-Based Variance-Constrained ${\\mathcal {H}}_{\\infty }$ Filtering for Stochastic Parameter Systems Over Sensor Networks With Successive Missing Measurements.

PubMed

Wang, Licheng; Wang, Zidong; Han, Qing-Long; Wei, Guoliang

2018-03-01

This paper is concerned with the distributed filtering problem for a class of discrete time-varying stochastic parameter systems with error variance constraints over a sensor network where the sensor outputs are subject to successive missing measurements. The phenomenon of the successive missing measurements for each sensor is modeled via a sequence of mutually independent random variables obeying the Bernoulli binary distribution law. To reduce the frequency of unnecessary data transmission and alleviate the communication burden, an event-triggered mechanism is introduced for the sensor node such that only some vitally important data is transmitted to its neighboring sensors when specific events occur. The objective of the problem addressed is to design a time-varying filter such that both the requirements and the variance constraints are guaranteed over a given finite-horizon against the random parameter matrices, successive missing measurements, and stochastic noises. By recurring to stochastic analysis techniques, sufficient conditions are established to ensure the existence of the time-varying filters whose gain matrices are then explicitly characterized in term of the solutions to a series of recursive matrix inequalities. A numerical simulation example is provided to illustrate the effectiveness of the developed event-triggered distributed filter design strategy.

Coastal zone management with stochastic multi-criteria analysis.

PubMed

Félix, A; Baquerizo, A; Santiago, J M; Losada, M A

2012-12-15

The methodology for coastal management proposed in this study takes into account the physical processes of the coastal system and the stochastic nature of forcing agents. Simulation techniques are used to assess the uncertainty in the performance of a set of predefined management strategies based on different criteria representing the main concerns of interest groups. This statistical information as well as the distribution function that characterizes the uncertainty regarding the preferences of the decision makers is fed into a stochastic multi-criteria acceptability analysis that provides the probability of alternatives obtaining certain ranks and also calculates the preferences of a typical decision maker who supports an alternative. This methodology was applied as a management solution for Playa Granada in the Guadalfeo River Delta (Granada, Spain), where the construction of a dam in the river basin is causing severe erosion. The analysis of shoreline evolution took into account the coupled action of atmosphere, ocean, and land agents and their intrinsic stochastic character. This study considered five different management strategies. The criteria selected for the analysis were the economic benefits for three interest groups: (i) indirect beneficiaries of tourist activities; (ii) beach homeowners; and (iii) the administration. The strategies were ranked according to their effectiveness, and the relative importance given to each criterion was obtained. Copyright © 2012 Elsevier Ltd. All rights reserved.

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).

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.

A Simple Ensemble Simulation Technique for Assessment of Future Variations in Specific High-Impact Weather Events

NASA Astrophysics Data System (ADS)

Taniguchi, Kenji

2018-04-01

To investigate future variations in high-impact weather events, numerous samples are required. For the detailed assessment in a specific region, a high spatial resolution is also required. A simple ensemble simulation technique is proposed in this paper. In the proposed technique, new ensemble members were generated from one basic state vector and two perturbation vectors, which were obtained by lagged average forecasting simulations. Sensitivity experiments with different numbers of ensemble members, different simulation lengths, and different perturbation magnitudes were performed. Experimental application to a global warming study was also implemented for a typhoon event. Ensemble-mean results and ensemble spreads of total precipitation, atmospheric conditions showed similar characteristics across the sensitivity experiments. The frequencies of the maximum total and hourly precipitation also showed similar distributions. These results indicate the robustness of the proposed technique. On the other hand, considerable ensemble spread was found in each ensemble experiment. In addition, the results of the application to a global warming study showed possible variations in the future. These results indicate that the proposed technique is useful for investigating various meteorological phenomena and the impacts of global warming. The results of the ensemble simulations also enable the stochastic evaluation of differences in high-impact weather events. In addition, the impacts of a spectral nudging technique were also examined. The tracks of a typhoon were quite different between cases with and without spectral nudging; however, the ranges of the tracks among ensemble members were comparable. It indicates that spectral nudging does not necessarily suppress ensemble spread.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

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

2017-10-18

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

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

PubMed

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

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

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

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.

Stochastic representation of fire behavior in a wildland fire protection planning model for California.

Treesearch

J. Keith Gilless; Jeremy S. Fried

1998-01-01

A fire behavior module was developed for the California Fire Economics Simulator version 2 (CFES2), a stochastic simulation model of initial attack on wildland fire used by the California Department of Forestry and Fire Protection. Fire rate of spread (ROS) and fire dispatch level (FDL) for simulated fires "occurring" on the same day are determined by making...

Impact of number of realizations on the suitability of simulated weather data for hydrologic and environmental applications

USDA-ARS?s Scientific Manuscript database

Stochastic weather generators are widely used in hydrological, environmental, and agricultural applications to simulate and forecast weather time series. However, such stochastic processes usually produce random outputs hence the question on how representative the generated data are if obtained fro...

Evaluation and recommendation of sensitivity analysis methods for application to Stochastic Human Exposure and Dose Simulation models.

PubMed

Mokhtari, Amirhossein; Christopher Frey, H; Zheng, Junyu

2006-11-01

Sensitivity analyses of exposure or risk models can help identify the most significant factors to aid in risk management or to prioritize additional research to reduce uncertainty in the estimates. However, sensitivity analysis is challenged by non-linearity, interactions between inputs, and multiple days or time scales. Selected sensitivity analysis methods are evaluated with respect to their applicability to human exposure models with such features using a testbed. The testbed is a simplified version of a US Environmental Protection Agency's Stochastic Human Exposure and Dose Simulation (SHEDS) model. The methods evaluated include the Pearson and Spearman correlation, sample and rank regression, analysis of variance, Fourier amplitude sensitivity test (FAST), and Sobol's method. The first five methods are known as "sampling-based" techniques, wheras the latter two methods are known as "variance-based" techniques. The main objective of the test cases was to identify the main and total contributions of individual inputs to the output variance. Sobol's method and FAST directly quantified these measures of sensitivity. Results show that sensitivity of an input typically changed when evaluated under different time scales (e.g., daily versus monthly). All methods provided similar insights regarding less important inputs; however, Sobol's method and FAST provided more robust insights with respect to sensitivity of important inputs compared to the sampling-based techniques. Thus, the sampling-based methods can be used in a screening step to identify unimportant inputs, followed by application of more computationally intensive refined methods to a smaller set of inputs. The implications of time variation in sensitivity results for risk management are briefly discussed.

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.

Review of stochastic hybrid systems with applications in biological systems modeling and analysis.

PubMed

Li, Xiangfang; Omotere, Oluwaseyi; Qian, Lijun; Dougherty, Edward R

2017-12-01

Stochastic hybrid systems (SHS) have attracted a lot of research interests in recent years. In this paper, we review some of the recent applications of SHS to biological systems modeling and analysis. Due to the nature of molecular interactions, many biological processes can be conveniently described as a mixture of continuous and discrete phenomena employing SHS models. With the advancement of SHS theory, it is expected that insights can be obtained about biological processes such as drug effects on gene regulation. Furthermore, combining with advanced experimental methods, in silico simulations using SHS modeling techniques can be carried out for massive and rapid verification or falsification of biological hypotheses. The hope is to substitute costly and time-consuming in vitro or in vivo experiments or provide guidance for those experiments and generate better hypotheses.

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

PubMed

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

2018-07-01

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

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

NASA Astrophysics Data System (ADS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

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

Stochastic effects in a discretized kinetic model of economic exchange

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Adaptive Neural Output Feedback Control for Nonstrict-Feedback Stochastic Nonlinear Systems With Unknown Backlash-Like Hysteresis and Unknown Control Directions.

PubMed

Yu, Zhaoxu; Li, Shugang; Yu, Zhaosheng; Li, Fangfei

2018-04-01

This paper investigates the problem of output feedback adaptive stabilization for a class of nonstrict-feedback stochastic nonlinear systems with both unknown backlashlike hysteresis and unknown control directions. A new linear state transformation is applied to the original system, and then, control design for the new system becomes feasible. By combining the neural network's (NN's) parameterization, variable separation technique, and Nussbaum gain function method, an input-driven observer-based adaptive NN control scheme, which involves only one parameter to be updated, is developed for such systems. All closed-loop signals are bounded in probability and the error signals remain semiglobally bounded in the fourth moment (or mean square). Finally, the effectiveness and the applicability of the proposed control design are verified by two simulation examples.

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

PubMed

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

2014-11-11

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

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.

The subtle business of model reduction for stochastic chemical kinetics

NASA Astrophysics Data System (ADS)

Gillespie, Dan T.; Cao, Yang; Sanft, Kevin R.; Petzold, Linda R.

2009-02-01

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S1⇌S2→S3, whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S3-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

The subtle business of model reduction for stochastic chemical kinetics.

PubMed

Gillespie, Dan T; Cao, Yang; Sanft, Kevin R; Petzold, Linda R

2009-02-14

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S(1)<=>S(2)-->S(3), whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S(3)-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

ULTRASONIC STUDIES OF THE FUNDAMENTAL MECHANISMS OF RECRYSTALLIZATION AND SINTERING OF METALS

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

TURNER, JOSEPH A.

2005-11-30

The purpose of this project was to develop a fundamental understanding of the interaction of an ultrasonic wave with complex media, with specific emphases on recrystallization and sintering of metals. A combined analytical, numerical, and experimental research program was implemented. Theoretical models of elastic wave propagation through these complex materials were developed using stochastic wave field techniques. The numerical simulations focused on finite element wave propagation solutions through complex media. The experimental efforts were focused on corroboration of the models developed and on the development of new experimental techniques. The analytical and numerical research allows the experimental results to bemore » interpreted quantitatively.« less

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

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

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

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

Stochastic Convection Parameterizations

NASA Technical Reports Server (NTRS)

Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios

2012-01-01

computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

Stochastic simulation in systems biology

PubMed Central

Székely, Tamás; Burrage, Kevin

2014-01-01

Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest. PMID:25505503

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

DOE PAGES

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

2017-12-28

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

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

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

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

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.

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

PubMed

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

2017-03-14

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

Theoretical study of a molecular turbine.

PubMed

Perez-Carrasco, R; Sancho, J M

2013-10-01

We present an analytic and stochastic simulation study of a molecular engine working with a flux of particles as a turbine. We focus on the physical observables of velocity, flux, power, and efficiency. The control parameters are the external conservative force and the particle densities. We revise a simpler previous study by using a more realistic model containing multiple equidistant vanes complemented by stochastic simulations of the particles and the turbine. Here we show that the effect of the thermal fluctuations into the flux and the efficiency of these nanometric devices are relevant to the working scale of the system. The stochastic simulations of the Brownian motion of the particles and turbine support the simplified analytical calculations performed.

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

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

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

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

On Parallelizing Single Dynamic Simulation Using HPC Techniques and APIs of Commercial Software

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

Diao, Ruisheng; Jin, Shuangshuang; Howell, Frederic

Time-domain simulations are heavily used in today’s planning and operation practices to assess power system transient stability and post-transient voltage/frequency profiles following severe contingencies to comply with industry standards. Because of the increased modeling complexity, it is several times slower than real time for state-of-the-art commercial packages to complete a dynamic simulation for a large-scale model. With the growing stochastic behavior introduced by emerging technologies, power industry has seen a growing need for performing security assessment in real time. This paper presents a parallel implementation framework to speed up a single dynamic simulation by leveraging the existing stability model librarymore » in commercial tools through their application programming interfaces (APIs). Several high performance computing (HPC) techniques are explored such as parallelizing the calculation of generator current injection, identifying fast linear solvers for network solution, and parallelizing data outputs when interacting with APIs in the commercial package, TSAT. The proposed method has been tested on a WECC planning base case with detailed synchronous generator models and exhibits outstanding scalable performance with sufficient accuracy.« less

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

PubMed

Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

2012-01-01

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

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

PubMed Central

Grima, Ramon

2012-01-01

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

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

DOE PAGES

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

2017-09-04

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

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

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

An, Jingjing; Yan, Da; Hong, Tianzhen

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

The High-Throughput Stochastic Human Exposure and Dose Simulation Model (SHEDS-HT) & The Chemical and Products Database (CPDat)

EPA Science Inventory

The Stochastic Human Exposure and Dose Simulation Model – High-Throughput (SHEDS-HT) is a U.S. Environmental Protection Agency research tool for predicting screening-level (low-tier) exposures to chemicals in consumer products. This course will present an overview of this m...

Comparison of holstein and jersey milk production with a new stochastic animal reproduction model

USDA-ARS?s Scientific Manuscript database

Holsteins and Jerseys are the most popular breeds in the US dairy industry. We built a stochastic, Monte Carlo life events simulation model in Python to test if Jersey cattle’s higher conception rate offsets their lower milk production. The model simulates individual cows and their life events such ...

Development and Evaluation of a New Air Exchange Rate Algorithm for the Stochastic Human Exposure and Dose Simulation Model

EPA Science Inventory

between-home and between-city variability in residential pollutant infiltration. This is likely a result of differences in home ventilation, or air exchange rates (AER). The Stochastic Human Exposure and Dose Simulation (SHEDS) model is a population exposure model that uses a pro...

Parameter-based stochastic simulation of selection and breeding for multiple traits

Treesearch

Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

2006-01-01

To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

PubMed

Roh, Min K; Gillespie, Dan T; Petzold, Linda R

2010-11-07

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

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.

Using Genotype Abundance to Improve Phylogenetic Inference

PubMed Central

Mesin, Luka; Victora, Gabriel D; Minin, Vladimir N; Matsen, Frederick A

2018-01-01

Abstract Modern biological techniques enable very dense genetic sampling of unfolding evolutionary histories, and thus frequently sample some genotypes multiple times. This motivates strategies to incorporate genotype abundance information in phylogenetic inference. In this article, we synthesize a stochastic process model with standard sequence-based phylogenetic optimality, and show that tree estimation is substantially improved by doing so. Our method is validated with extensive simulations and an experimental single-cell lineage tracing study of germinal center B cell receptor affinity maturation. PMID:29474671

Application of remote sensing to hydrology. [for the formulation of watershed behavior models

NASA Technical Reports Server (NTRS)

Ambaruch, R.; Simmons, J. W.

1973-01-01

Streamflow forecasting and hydrologic modelling are considered in a feasibility assessment of using the data produced by remote observation from space and/or aircraft to reduce the time and expense normally involved in achieving the ability to predict the hydrological behavior of an ungaged watershed. Existing watershed models are described, and both stochastic and parametric techniques are discussed towards the selection of a suitable simulation model. Technical progress and applications are reported and recommendations are made for additional research.

Modeling the Webgraph: How Far We Are

NASA Astrophysics Data System (ADS)

Donato, Debora; Laura, Luigi; Leonardi, Stefano; Millozzi, Stefano

The following sections are included: * Introduction * Preliminaries * WebBase * In-degree and out-degree * PageRank * Bipartite cliques * Strongly connected components * Stochastic models of the webgraph * Models of the webgraph * A multi-layer model * Large scale simulation * Algorithmic techniques for generating and measuring webgraphs * Data representation and multifiles * Generating webgraphs * Traversal with two bits for each node * Semi-external breadth first search * Semi-external depth first search * Computation of the SCCs * Computation of the bow-tie regions * Disjoint bipartite cliques * PageRank * Summary and outlook

Estimation and enhancement of real-time software reliability through mutation analysis

NASA Technical Reports Server (NTRS)

Geist, Robert; Offutt, A. J.; Harris, Frederick C., Jr.

1992-01-01

A simulation-based technique for obtaining numerical estimates of the reliability of N-version, real-time software is presented. An extended stochastic Petri net is employed to represent the synchronization structure of N versions of the software, where dependencies among versions are modeled through correlated sampling of module execution times. Test results utilizing specifications for NASA's planetary lander control software indicate that mutation-based testing could hold greater potential for enhancing reliability than the desirable but perhaps unachievable goal of independence among N versions.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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.

Spatiotemporal stochastic models for earth science and engineering applications

NASA Astrophysics Data System (ADS)

Luo, Xiaochun

1998-12-01

Spatiotemporal processes occur in many areas of earth sciences and engineering. However, most of the available theoretical tools and techniques of space-time daft processing have been designed to operate exclusively in time or in space, and the importance of spatiotemporal variability was not fully appreciated until recently. To address this problem, a systematic framework of spatiotemporal random field (S/TRF) models for geoscience/engineering applications is presented and developed in this thesis. The space-tune continuity characterization is one of the most important aspects in S/TRF modelling, where the space-time continuity is displayed with experimental spatiotemporal variograms, summarized in terms of space-time continuity hypotheses, and modelled using spatiotemporal variogram functions. Permissible spatiotemporal covariance/variogram models are addressed through permissibility criteria appropriate to spatiotemporal processes. The estimation of spatiotemporal processes is developed in terms of spatiotemporal kriging techniques. Particular emphasis is given to the singularity analysis of spatiotemporal kriging systems. The impacts of covariance, functions, trend forms, and data configurations on the singularity of spatiotemporal kriging systems are discussed. In addition, the tensorial invariance of universal spatiotemporal kriging systems is investigated in terms of the space-time trend. The conditional simulation of spatiotemporal processes is proposed with the development of the sequential group Gaussian simulation techniques (SGGS), which is actually a series of sequential simulation algorithms associated with different group sizes. The simulation error is analyzed with different covariance models and simulation grids. The simulated annealing technique honoring experimental variograms, is also proposed, providing a way of conditional simulation without the covariance model fitting which is prerequisite for most simulation algorithms. The proposed techniques were first applied for modelling of the pressure system in a carbonate reservoir, and then applied for modelling of springwater contents in the Dyle watershed. The results of these case studies as well as the theory suggest that these techniques are realistic and feasible.

Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

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

Doubrawa, P.; Barthelmie, R. J.; Wang, H.

The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

DOE PAGES

Doubrawa, P.; Barthelmie, R. J.; Wang, H.; ...

2016-10-03

The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

A review of downscaling procedures - a contribution to the research on climate change impacts at city scale

NASA Astrophysics Data System (ADS)

Smid, Marek; Costa, Ana; Pebesma, Edzer; Granell, Carlos; Bhattacharya, Devanjan

2016-04-01

Human kind is currently predominantly urban based, and the majority of ever continuing population growth will take place in urban agglomerations. Urban systems are not only major drivers of climate change, but also the impact hot spots. Furthermore, climate change impacts are commonly managed at city scale. Therefore, assessing climate change impacts on urban systems is a very relevant subject of research. Climate and its impacts on all levels (local, meso and global scale) and also the inter-scale dependencies of those processes should be a subject to detail analysis. While global and regional projections of future climate are currently available, local-scale information is lacking. Hence, statistical downscaling methodologies represent a potentially efficient way to help to close this gap. In general, the methodological reviews of downscaling procedures cover the various methods according to their application (e.g. downscaling for the hydrological modelling). Some of the most recent and comprehensive studies, such as the ESSEM COST Action ES1102 (VALUE), use the concept of Perfect Prog and MOS. Other examples of classification schemes of downscaling techniques consider three main categories: linear methods, weather classifications and weather generators. Downscaling and climate modelling represent a multidisciplinary field, where researchers from various backgrounds intersect their efforts, resulting in specific terminology, which may be somewhat confusing. For instance, the Polynomial Regression (also called the Surface Trend Analysis) is a statistical technique. In the context of the spatial interpolation procedures, it is commonly classified as a deterministic technique, and kriging approaches are classified as stochastic. Furthermore, the terms "statistical" and "stochastic" (frequently used as names of sub-classes in downscaling methodological reviews) are not always considered as synonymous, even though both terms could be seen as identical since they are referring to methods handling input modelling factors as variables with certain probability distributions. In addition, the recent development is going towards multi-step methodologies containing deterministic and stochastic components. This evolution leads to the introduction of new terms like hybrid or semi-stochastic approaches, which makes the efforts to systematically classifying downscaling methods to the previously defined categories even more challenging. This work presents a review of statistical downscaling procedures, which classifies the methods in two steps. In the first step, we describe several techniques that produce a single climatic surface based on observations. The methods are classified into two categories using an approximation to the broadest consensual statistical terms: linear and non-linear methods. The second step covers techniques that use simulations to generate alternative surfaces, which correspond to different realizations of the same processes. Those simulations are essential because there is a limited number of real observational data, and such procedures are crucial for modelling extremes. This work emphasises the link between statistical downscaling methods and the research of climate change impacts at city scale.

On the deterministic and stochastic use of hydrologic models

USGS Publications Warehouse

Farmer, William H.; Vogel, Richard M.

2016-01-01

Environmental simulation models, such as precipitation-runoff watershed models, are increasingly used in a deterministic manner for environmental and water resources design, planning, and management. In operational hydrology, simulated responses are now routinely used to plan, design, and manage a very wide class of water resource systems. However, all such models are calibrated to existing data sets and retain some residual error. This residual, typically unknown in practice, is often ignored, implicitly trusting simulated responses as if they are deterministic quantities. In general, ignoring the residuals will result in simulated responses with distributional properties that do not mimic those of the observed responses. This discrepancy has major implications for the operational use of environmental simulation models as is shown here. Both a simple linear model and a distributed-parameter precipitation-runoff model are used to document the expected bias in the distributional properties of simulated responses when the residuals are ignored. The systematic reintroduction of residuals into simulated responses in a manner that produces stochastic output is shown to improve the distributional properties of the simulated responses. Every effort should be made to understand the distributional behavior of simulation residuals and to use environmental simulation models in a stochastic manner.

Investigation of GDL compression effects on the performance of a PEM fuel cell cathode by lattice Boltzmann method

NASA Astrophysics Data System (ADS)

Molaeimanesh, G. R.; Nazemian, M.

2017-08-01

Proton exchange membrane (PEM) fuel cells with a great potential for application in vehicle propulsion systems will have a promising future. However, to overcome the exiting challenges against their wider commercialization further fundamental research is inevitable. The effects of gas diffusion layer (GDL) compression on the performance of a PEM fuel cell is not well-recognized; especially, via pore-scale simulation technique capturing the fibrous microstructure of the GDL. In the current investigation, a stochastic microstructure reconstruction method is proposed which can capture GDL microstructure changes by compression. Afterwards, lattice Boltzmann pore-scale simulation technique is adopted to simulate the reactive gas flow through 10 different cathode electrodes with dissimilar carbon paper GDLs produced from five different compression levels and two different carbon fiber diameters. The distributions of oxygen mole fraction, water vapor mole fraction and current density for the simulated cases are presented and analyzed. The results of simulations demonstrate that when the fiber diameter is 9 μm adding compression leads to lower average current density while when the fiber diameter is 7 μm the compression effect is not monotonic.

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.

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

PubMed Central

2010-01-01

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

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

PubMed

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

2010-12-01

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

Introducing Stochastic Simulation of Chemical Reactions Using the Gillespie Algorithm and MATLAB: Revisited and Augmented

ERIC Educational Resources Information Center

Argoti, A.; Fan, L. T.; Cruz, J.; Chou, S. T.

2008-01-01

The stochastic simulation of chemical reactions, specifically, a simple reversible chemical reaction obeying the first-order, i.e., linear, rate law, has been presented by Martinez-Urreaga and his collaborators in this journal. The current contribution is intended to complement and augment their work in two aspects. First, the simple reversible…

Analysing initial attack on wildland fires using stochastic simulation.

Treesearch

Jeremy S. Fried; J. Keith Gilless; James Spero

2006-01-01

Stochastic simulation models of initial attack on wildland fire can be designed to reflect the complexity of the environmental, administrative, and institutional context in which wildland fire protection agencies operate, but such complexity may come at the cost of a considerable investment in data acquisition and management. This cost may be well justified when it...

ENVIRONMENT: a computational platform to stochastically simulate reacting and self-reproducing lipid compartments

NASA Astrophysics Data System (ADS)

Mavelli, Fabio; Ruiz-Mirazo, Kepa

2010-09-01

'ENVIRONMENT' is a computational platform that has been developed in the last few years with the aim to simulate stochastically the dynamics and stability of chemically reacting protocellular systems. Here we present and describe some of its main features, showing how the stochastic kinetics approach can be applied to study the time evolution of reaction networks in heterogeneous conditions, particularly when supramolecular lipid structures (micelles, vesicles, etc) coexist with aqueous domains. These conditions are of special relevance to understand the origins of cellular, self-reproducing compartments, in the context of prebiotic chemistry and evolution. We contrast our simulation results with real lab experiments, with the aim to bring together theoretical and experimental research on protocell and minimal artificial cell systems.

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.

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.

Perpendicular and Parallel Ion Stochastic Heating by Kinetic Alfvén Wave Turbulence in the Solar Wind

NASA Astrophysics Data System (ADS)

Hoppock, I. W.; Chandran, B. D. G.

2017-12-01

The dissipation of turbulence is a prime candidate to explain the heating of collisionless plasmas like the solar wind. We consider the heating of protons and alpha particles using test particle simulations with a broad spectrum of randomly phased kinetic Alfvén waves (KAWs). Previous research extensively simulated and analytically considered stochastic heating at low plasma beta for conditions similar to coronal holes and the near-sun solar wind. We verify the analytical models of proton and alpha particle heating rates, and extend these simulations to plasmas with beta of order unity like in the solar wind at 1 au. Furthermore, we consider cases with very large beta of order 100, relevant to other astrophysical plasmas. We explore the parameter dependency of the critical KAW amplitude that breaks the gyro-center approximation and leads to stochastic gyro-orbits of the particles. Our results suggest that stochastic heating by KAW turbulence is an efficient heating mechanisms for moderate to high beta plasmas.

Analysis of the stochastic excitability in the flow chemical reactor

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

Bashkirtseva, Irina

2015-11-30

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

PubMed

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

CERENA: ChEmical REaction Network Analyzer—A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics

PubMed Central

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J.; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

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

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

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

2016-06-01

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

Ultrasound Image Despeckling Using Stochastic Distance-Based BM3D.

PubMed

Santos, Cid A N; Martins, Diego L N; Mascarenhas, Nelson D A

2017-06-01

Ultrasound image despeckling is an important research field, since it can improve the interpretability of one of the main categories of medical imaging. Many techniques have been tried over the years for ultrasound despeckling, and more recently, a great deal of attention has been focused on patch-based methods, such as non-local means and block-matching collaborative filtering (BM3D). A common idea in these recent methods is the measure of distance between patches, originally proposed as the Euclidean distance, for filtering additive white Gaussian noise. In this paper, we derive new stochastic distances for the Fisher-Tippett distribution, based on well-known statistical divergences, and use them as patch distance measures in a modified version of the BM3D algorithm for despeckling log-compressed ultrasound images. State-of-the-art results in filtering simulated, synthetic, and real ultrasound images confirm the potential of the proposed approach.

Stochastic competitive learning in complex networks.

PubMed

Silva, Thiago Christiano; Zhao, Liang

2012-03-01

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

Role of weakest links and system-size scaling in multiscale modeling of stochastic plasticity

NASA Astrophysics Data System (ADS)

Ispánovity, Péter Dusán; Tüzes, Dániel; Szabó, Péter; Zaiser, Michael; Groma, István

2017-02-01

Plastic deformation of crystalline and amorphous matter often involves intermittent local strain burst events. To understand the physical background of the phenomenon a minimal stochastic mesoscopic model was introduced, where details of the microstructure evolution are statistically represented in terms of a fluctuating local yield threshold. In the present paper we propose a method for determining the corresponding yield stress distribution for the case of crystal plasticity from lower scale discrete dislocation dynamics simulations which we combine with weakest link arguments. The success of scale linking is demonstrated by comparing stress-strain curves obtained from the resulting mesoscopic and the underlying discrete dislocation models in the microplastic regime. As shown by various scaling relations they are statistically equivalent and behave identically in the thermodynamic limit. The proposed technique is expected to be applicable to different microstructures and also to amorphous materials.

Access Protocol For An Industrial Optical Fibre LAN

NASA Astrophysics Data System (ADS)

Senior, John M.; Walker, William M.; Ryley, Alan

1987-09-01

A structure for OSI levels 1 and 2 of a local area network suitable for use in a variety of industrial environments is reported. It is intended that the LAN will utilise optical fibre technology at the physical level and a hybrid of dynamically optimisable token passing and CSMA/CD techniques at the data link (IEEE 802 medium access control - logical link control) level. An intelligent token passing algorithm is employed which dynamically allocates tokens according to the known upper limits on the requirements of each device. In addition a system of stochastic tokens is used to increase efficiency when the stochastic traffic is significant. The protocol also allows user-defined priority systems to be employed and is suitable for distributed or centralised implementation. The results of computer simulated performance characteristics for the protocol using a star-ring topology are reported which demonstrate its ability to perform efficiently with the device and traffic loads anticipated within an industrial environment.

New “Tau-Leap” Strategy for Accelerated Stochastic Simulation

PubMed Central

2015-01-01

The “Tau-Leap” strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev’s inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev’s inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. (J. Chem. Phys.2006, 124, 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys.2004, 121, 10356; Chatterjee et al. J. Chem. Phys.2005, 122, 024112; Peng et al. J. Chem. Phys.2007, 126, 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys.2001, 115, 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance. PMID:25620846

New "Tau-Leap" Strategy for Accelerated Stochastic Simulation.

PubMed

Ramkrishna, Doraiswami; Shu, Che-Chi; Tran, Vu

2014-12-10

The "Tau-Leap" strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev's inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev's inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. ( J. Chem. Phys. 2006 , 124 , 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys. 2004 , 121 , 10356; Chatterjee et al. J. Chem. Phys. 2005 , 122 , 024112; Peng et al. J. Chem. Phys. 2007 , 126 , 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys. 2001 , 115 , 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance.

Stochastic locality and master-field simulations of very large lattices

NASA Astrophysics Data System (ADS)

Lüscher, Martin

2018-03-01

In lattice QCD and other field theories with a mass gap, the field variables in distant regions of a physically large lattice are only weakly correlated. Accurate stochastic estimates of the expectation values of local observables may therefore be obtained from a single representative field. Such master-field simulations potentially allow very large lattices to be simulated, but require various conceptual and technical issues to be addressed. In this talk, an introduction to the subject is provided and some encouraging results of master-field simulations of the SU(3) gauge theory are reported.

Python-based geometry preparation and simulation visualization toolkits for STEPS

PubMed Central

Chen, Weiliang; De Schutter, Erik

2014-01-01

STEPS is a stochastic reaction-diffusion simulation engine that implements a spatial extension of Gillespie's Stochastic Simulation Algorithm (SSA) in complex tetrahedral geometries. An extensive Python-based interface is provided to STEPS so that it can interact with the large number of scientific packages in Python. However, a gap existed between the interfaces of these packages and the STEPS user interface, where supporting toolkits could reduce the amount of scripting required for research projects. This paper introduces two new supporting toolkits that support geometry preparation and visualization for STEPS simulations. PMID:24782754

Investigation of the SCS-CN initial abstraction ratio using a Monte Carlo simulation for the derived flood frequency curves

NASA Astrophysics Data System (ADS)

Caporali, E.; Chiarello, V.; Galeati, G.

2014-12-01

Peak discharges estimates for a given return period are of primary importance in engineering practice for risk assessment and hydraulic structure design. Different statistical methods are chosen here for the assessment of flood frequency curve: one indirect technique based on the extreme rainfall event analysis, the Peak Over Threshold (POT) model and the Annual Maxima approach as direct techniques using river discharge data. In the framework of the indirect method, a Monte Carlo simulation approach is adopted to determine a derived frequency distribution of peak runoff using a probabilistic formulation of the SCS-CN method as stochastic rainfall-runoff model. A Monte Carlo simulation is used to generate a sample of different runoff events from different stochastic combination of rainfall depth, storm duration, and initial loss inputs. The distribution of the rainfall storm events is assumed to follow the GP law whose parameters are estimated through GEV's parameters of annual maximum data. The evaluation of the initial abstraction ratio is investigated since it is one of the most questionable assumption in the SCS-CN model and plays a key role in river basin characterized by high-permeability soils, mainly governed by infiltration excess mechanism. In order to take into account the uncertainty of the model parameters, this modified approach, that is able to revise and re-evaluate the original value of the initial abstraction ratio, is implemented. In the POT model the choice of the threshold has been an essential issue, mainly based on a compromise between bias and variance. The Generalized Extreme Value (GEV) distribution fitted to the annual maxima discharges is therefore compared with the Pareto distributed peaks to check the suitability of the frequency of occurrence representation. The methodology is applied to a large dam in the Serchio river basin, located in the Tuscany Region. The application has shown as Monte Carlo simulation technique can be a useful tool to provide more robust estimation of the results obtained by direct statistical methods.

A stochastic modeling of isotope exchange reactions in glutamine synthetase

NASA Astrophysics Data System (ADS)

Kazmiruk, N. V.; Boronovskiy, S. E.; Nartsissov, Ya R.

2017-11-01

The model presented in this work allows simulation of isotopic exchange reactions at chemical equilibrium catalyzed by a glutamine synthetase. To simulate the functioning of the enzyme the algorithm based on the stochastic approach was applied. The dependence of exchange rates for 14C and 32P on metabolite concentration was estimated. The simulation results confirmed the hypothesis of the ascertained validity for preferred order random binding mechanism. Corresponding values of K0.5 were also obtained.

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.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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.

The Sharma-Parthasarathy stochastic two-body problem

NASA Astrophysics Data System (ADS)

Cresson, J.; Pierret, F.; Puig, B.

2015-03-01

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.

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.

MOSES: A Matlab-based open-source stochastic epidemic simulator.

PubMed

Varol, Huseyin Atakan

2016-08-01

This paper presents an open-source stochastic epidemic simulator. Discrete Time Markov Chain based simulator is implemented in Matlab. The simulator capable of simulating SEQIJR (susceptible, exposed, quarantined, infected, isolated and recovered) model can be reduced to simpler models by setting some of the parameters (transition probabilities) to zero. Similarly, it can be extended to more complicated models by editing the source code. It is designed to be used for testing different control algorithms to contain epidemics. The simulator is also designed to be compatible with a network based epidemic simulator and can be used in the network based scheme for the simulation of a node. Simulations show the capability of reproducing different epidemic model behaviors successfully in a computationally efficient manner.

Stochastic reaction-diffusion algorithms for macromolecular crowding

NASA Astrophysics Data System (ADS)

Sturrock, Marc

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

Brenowitz, Noah D.

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

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

PubMed

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

2004-10-01

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

Adiabatic coarse-graining and simulations of stochastic biochemical networks

PubMed Central

Sinitsyn, N. A.; Hengartner, Nicolas; Nemenman, Ilya

2009-01-01

We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical networks, which rests on elimination of fast chemical species without a loss of information about mesoscopic, non-Poissonian fluctuations of the slow ones. Our approach is similar to the Born–Oppenheimer approximation in quantum mechanics and follows from the stochastic path integral representation of the cumulant generating function of reaction events. In applications with a small number of chemical reactions, it produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, interpretable representation and can be used for high-accuracy, low-complexity coarse-grained numerical simulations. As an example, we derive the coarse-grained description for a chain of biochemical reactions and show that the coarse-grained and the microscopic simulations agree, but the former is 3 orders of magnitude faster. PMID:19525397

System identification and model reduction using modulating function techniques

NASA Technical Reports Server (NTRS)

Shen, Yan

1993-01-01

Weighted least squares (WLS) and adaptive weighted least squares (AWLS) algorithms are initiated for continuous-time system identification using Fourier type modulating function techniques. Two stochastic signal models are examined using the mean square properties of the stochastic calculus: an equation error signal model with white noise residuals, and a more realistic white measurement noise signal model. The covariance matrices in each model are shown to be banded and sparse, and a joint likelihood cost function is developed which links the real and imaginary parts of the modulated quantities. The superior performance of above algorithms is demonstrated by comparing them with the LS/MFT and popular predicting error method (PEM) through 200 Monte Carlo simulations. A model reduction problem is formulated with the AWLS/MFT algorithm, and comparisons are made via six examples with a variety of model reduction techniques, including the well-known balanced realization method. Here the AWLS/MFT algorithm manifests higher accuracy in almost all cases, and exhibits its unique flexibility and versatility. Armed with this model reduction, the AWLS/MFT algorithm is extended into MIMO transfer function system identification problems. The impact due to the discrepancy in bandwidths and gains among subsystem is explored through five examples. Finally, as a comprehensive application, the stability derivatives of the longitudinal and lateral dynamics of an F-18 aircraft are identified using physical flight data provided by NASA. A pole-constrained SIMO and MIMO AWLS/MFT algorithm is devised and analyzed. Monte Carlo simulations illustrate its high-noise rejecting properties. Utilizing the flight data, comparisons among different MFT algorithms are tabulated and the AWLS is found to be strongly favored in almost all facets.

Coupled stochastic soil moisture simulation-optimization model of deficit irrigation

NASA Astrophysics Data System (ADS)

Alizadeh, Hosein; Mousavi, S. Jamshid

2013-07-01

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

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers

PubMed Central

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation. PMID:28239346

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers.

PubMed

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation.

Optimal sensor locations for the backward Lagrangian stochastic technique in measuring lagoon gas emission

USDA-ARS?s Scientific Manuscript database

This study evaluated the impact of gas concentration and wind sensor locations on the accuracy of the backward Lagrangian stochastic inverse-dispersion technique (bLS) for measuring gas emission rates from a typical lagoon environment. Path-integrated concentrations (PICs) and 3-dimensional (3D) wi...

Recent Advances in Voltammetry

PubMed Central

Batchelor-McAuley, Christopher; Kätelhön, Enno; Barnes, Edward O; Compton, Richard G; Laborda, Eduardo; Molina, Angela

2015-01-01

Recent progress in the theory and practice of voltammetry is surveyed and evaluated. The transformation over the last decade of the level of modelling and simulation of experiments has realised major advances such that electrochemical techniques can be fully developed and applied to real chemical problems of distinct complexity. This review focuses on the topic areas of: multistep electrochemical processes, voltammetry in ionic liquids, the development and interpretation of theories of electron transfer (Butler–Volmer and Marcus–Hush), advances in voltammetric pulse techniques, stochastic random walk models of diffusion, the influence of migration under conditions of low support, voltammetry at rough and porous electrodes, and nanoparticle electrochemistry. The review of the latter field encompasses both the study of nanoparticle-modified electrodes, including stripping voltammetry and the new technique of ‘nano-impacts’. PMID:26246984

A Scheduling Algorithm for Replicated Real-Time Tasks

NASA Technical Reports Server (NTRS)

Yu, Albert C.; Lin, Kwei-Jay

1991-01-01

We present an algorithm for scheduling real-time periodic tasks on a multiprocessor system under fault-tolerant requirement. Our approach incorporates both the redundancy and masking technique and the imprecise computation model. Since the tasks in hard real-time systems have stringent timing constraints, the redundancy and masking technique are more appropriate than the rollback techniques which usually require extra time for error recovery. The imprecise computation model provides flexible functionality by trading off the quality of the result produced by a task with the amount of processing time required to produce it. It therefore permits the performance of a real-time system to degrade gracefully. We evaluate the algorithm by stochastic analysis and Monte Carlo simulations. The results show that the algorithm is resilient under hardware failures.

A PROBABILISTIC EXPOSURE ASSESSMENT FOR CHILDREN WHO CONTACT CCA-TREATED PLAYSETS AND DECKS USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL FOR THE WOOD PRESERVATIVE EXPOSURE SCENARIO

EPA Science Inventory

The U.S. Environmental Protection Agency has conducted a probabilistic exposure and dose assessment on the arsenic (As) and chromium (Cr) components of Chromated Copper Arsenate (CCA) using the Stochastic Human Exposure and Dose Simulation model for wood preservatives (SHEDS-Wood...

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.

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.

Simulation-based planning for theater air warfare

NASA Astrophysics Data System (ADS)

Popken, Douglas A.; Cox, Louis A., Jr.

2004-08-01

Planning for Theatre Air Warfare can be represented as a hierarchy of decisions. At the top level, surviving airframes must be assigned to roles (e.g., Air Defense, Counter Air, Close Air Support, and AAF Suppression) in each time period in response to changing enemy air defense capabilities, remaining targets, and roles of opposing aircraft. At the middle level, aircraft are allocated to specific targets to support their assigned roles. At the lowest level, routing and engagement decisions are made for individual missions. The decisions at each level form a set of time-sequenced Courses of Action taken by opposing forces. This paper introduces a set of simulation-based optimization heuristics operating within this planning hierarchy to optimize allocations of aircraft. The algorithms estimate distributions for stochastic outcomes of the pairs of Red/Blue decisions. Rather than using traditional stochastic dynamic programming to determine optimal strategies, we use an innovative combination of heuristics, simulation-optimization, and mathematical programming. Blue decisions are guided by a stochastic hill-climbing search algorithm while Red decisions are found by optimizing over a continuous representation of the decision space. Stochastic outcomes are then provided by fast, Lanchester-type attrition simulations. This paper summarizes preliminary results from top and middle level models.

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.

Stochastic Partial Differential Equation Solver for Hydroacoustic Modeling: Improvements to Paracousti Sound Propagation Solver

NASA Astrophysics Data System (ADS)

Preston, L. A.

2017-12-01

Marine hydrokinetic (MHK) devices offer a clean, renewable alternative energy source for the future. Responsible utilization of MHK devices, however, requires that the effects of acoustic noise produced by these devices on marine life and marine-related human activities be well understood. Paracousti is a 3-D full waveform acoustic modeling suite that can accurately propagate MHK noise signals in the complex bathymetry found in the near-shore to open ocean environment and considers real properties of the seabed, water column, and air-surface interface. However, this is a deterministic simulation that assumes the environment and source are exactly known. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected noise levels within the marine environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. One method is to use Monte Carlo (MC) techniques where simulation results from a large number of deterministic solutions are aggregated to provide statistical properties of the output signal. However, MC methods can be computationally prohibitive since they can require tens of thousands or more simulations to build up an accurate representation of those statistical properties. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a small fraction of the computational cost of MC. We are developing a SPDE solver for the 3-D acoustic wave propagation problem called Paracousti-UQ to help regulators and operators assess the statistical properties of environmental noise produced by MHK devices. In this presentation, we present the SPDE method and compare statistical distributions of simulated acoustic signals in simple models to MC simulations to show the accuracy and efficiency of the SPDE method. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia LLC, a wholly owned subsidiary of Honeywell International Inc. for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

What can we learn from the stochastic gravitational wave background produced by oscillons?

NASA Astrophysics Data System (ADS)

Antusch, Stefan; Cefalà, Francesco; Orani, Stefano

2018-03-01

The stochastic gravitational wave (GW) background provides a fascinating window to the physics of the very early universe. Beyond the nearly scale-invariant primordial GW spectrum produced during inflation, a spectrum with a much richer structure is typically generated during the preheating phase after inflation (or after some other phase transition at lower energies). This raises the question of what one can learn from a future observation of the stochastic gravitational wave background spectrum about the underlying physics during preheating. Recently, it has been shown that during preheating non-perturbative quasi-stable objects like oscillons can act as strong sources for GW, leading to characteristic features such as distinct peaks in the spectrum. In this paper, we study the GW production from oscillons using semi-analytical techniques. In particular, we discuss how the GW spectrum is affected by the parameters that characterise a given oscillon system, e.g. by the background cosmology, the asymmetry of the oscillons and the evolution of the number density of the oscillons. We compare our semi-analytic results with numerical lattice simulations for a hilltop inflation model and a KKLT scenario, which differ strongly in some of these characteristics, and find very good agreement.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

A stochastic multiple imputation algorithm for missing covariate data in tree-structured survival analysis.

PubMed

Wallace, Meredith L; Anderson, Stewart J; Mazumdar, Sati

2010-12-20

Missing covariate data present a challenge to tree-structured methodology due to the fact that a single tree model, as opposed to an estimated parameter value, may be desired for use in a clinical setting. To address this problem, we suggest a multiple imputation algorithm that adds draws of stochastic error to a tree-based single imputation method presented by Conversano and Siciliano (Technical Report, University of Naples, 2003). Unlike previously proposed techniques for accommodating missing covariate data in tree-structured analyses, our methodology allows the modeling of complex and nonlinear covariate structures while still resulting in a single tree model. We perform a simulation study to evaluate our stochastic multiple imputation algorithm when covariate data are missing at random and compare it to other currently used methods. Our algorithm is advantageous for identifying the true underlying covariate structure when complex data and larger percentages of missing covariate observations are present. It is competitive with other current methods with respect to prediction accuracy. To illustrate our algorithm, we create a tree-structured survival model for predicting time to treatment response in older, depressed adults. Copyright © 2010 John Wiley & Sons, Ltd.

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

Optimization of contrast resolution by genetic algorithm in ultrasound tissue harmonic imaging.

PubMed

Ménigot, Sébastien; Girault, Jean-Marc

2016-09-01

The development of ultrasound imaging techniques such as pulse inversion has improved tissue harmonic imaging. Nevertheless, no recommendation has been made to date for the design of the waveform transmitted through the medium being explored. Our aim was therefore to find automatically the optimal "imaging" wave which maximized the contrast resolution without a priori information. To overcome assumption regarding the waveform, a genetic algorithm investigated the medium thanks to the transmission of stochastic "explorer" waves. Moreover, these stochastic signals could be constrained by the type of generator available (bipolar or arbitrary). To implement it, we changed the current pulse inversion imaging system by including feedback. Thus the method optimized the contrast resolution by adaptively selecting the samples of the excitation. In simulation, we benchmarked the contrast effectiveness of the best found transmitted stochastic commands and the usual fixed-frequency command. The optimization method converged quickly after around 300 iterations in the same optimal area. These results were confirmed experimentally. In the experimental case, the contrast resolution measured on a radiofrequency line could be improved by 6% with a bipolar generator and it could still increase by 15% with an arbitrary waveform generator. Copyright © 2016 Elsevier B.V. All rights reserved.

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.

On generic obstructions to recovering correct statistics from climate simulations: Homogenization for deterministic maps and multiplicative noise

NASA Astrophysics Data System (ADS)

Gottwald, Georg; Melbourne, Ian

2013-04-01

Whereas diffusion limits of stochastic multi-scale systems have a long and successful history, the case of constructing stochastic parametrizations of chaotic deterministic systems has been much less studied. We present rigorous results of convergence of a chaotic slow-fast system to a stochastic differential equation with multiplicative noise. Furthermore we present rigorous results for chaotic slow-fast maps, occurring as numerical discretizations of continuous time systems. This raises the issue of how to interpret certain stochastic integrals; surprisingly the resulting integrals of the stochastic limit system are generically neither of Stratonovich nor of Ito type in the case of maps. It is shown that the limit system of a numerical discretisation is different to the associated continuous time system. This has important consequences when interpreting the statistics of long time simulations of multi-scale systems - they may be very different to the one of the original continuous time system which we set out to study.

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.

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.

Estimator banks: a new tool for direction-of-arrival estimation

NASA Astrophysics Data System (ADS)

Gershman, Alex B.; Boehme, Johann F.

1997-10-01

A new powerful tool for improving the threshold performance of direction-of-arrival (DOA) estimation is considered. The essence of our approach is to reduce the number of outliers in the threshold domain using the so-called estimator bank containing multiple 'parallel' underlying DOA estimators which are based on pseudorandom resampling of the MUSIC spatial spectrum for given data batch or sample covariance matrix. To improve the threshold performance relative to conventional MUSIC, evolutionary principles are used, i.e., only 'successful' underlying estimators (having no failure in the preliminary estimated source localization sectors) are exploited in the final estimate. An efficient beamspace root implementation of the estimator bank approach is developed, combined with the array interpolation technique which enables the application to arbitrary arrays. A higher-order extension of our approach is also presented, where the cumulant-based MUSIC estimator is exploited as a basic technique for spatial spectrum resampling. Simulations and experimental data processing show that our algorithm performs well below the MUSIC threshold, namely, has the threshold performance similar to that of the stochastic ML method. At the same time, the computational cost of our algorithm is much lower than that of stochastic ML because no multidimensional optimization is involved.

Damage location and quantification of a pretensioned concrete beam using stochastic subspace identification

NASA Astrophysics Data System (ADS)

Cancelli, Alessandro; Micheli, Laura; Laflamme, Simon; Alipour, Alice; Sritharan, Sri; Ubertini, Filippo

2017-04-01

Stochastic subspace identification (SSID) is a first-order linear system identification technique enabling modal analysis through the time domain. Research in the field of structural health monitoring has demonstrated that SSID can be used to successfully retrieve modal properties, including modal damping ratios, using output-only measurements. In this paper, the utilization of SSID for indirectly retrieving structures' stiffness matrix was investigated, through the study of a simply supported reinforced concrete beam subjected to dynamic loads. Hence, by introducing a physical model of the structure, a second-order identification method is achieved. The reconstruction is based on system condensation methods, which enables calculation of reduced order stiffness, damping, and mass matrices for the structural system. The methods compute the reduced order matrices directly from the modal properties, obtained through the use of SSID. Lastly, the reduced properties of the system are used to reconstruct the stiffness matrix of the beam. The proposed approach is first verified through numerical simulations and then validated using experimental data obtained from a full-scale reinforced concrete beam that experienced progressive damage. Results show that the SSID technique can be used to diagnose, locate, and quantify damage through the reconstruction of the stiffness matrix.

Computational model of chromosome aberration yield induced by high- and low-LET radiation exposures.

PubMed

Ponomarev, Artem L; George, Kerry; Cucinotta, Francis A

2012-06-01

We present a computational model for calculating the yield of radiation-induced chromosomal aberrations in human cells based on a stochastic Monte Carlo approach and calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. A previously developed DNA-fragmentation model for high- and low-LET radiation called the NASARadiationTrackImage model was enhanced to simulate a stochastic process of the formation of chromosomal aberrations from DNA fragments. The current version of the model gives predictions of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G(0)/G(1) cell cycle phase during the first cell division after irradiation. As the model can predict smaller-sized deletions and rings (<3 Mbp) that are below the resolution limits of current cytogenetic analysis techniques, we present predictions of hypothesized small deletions that may be produced as a byproduct of properly repaired DNA double-strand breaks (DSB) by nonhomologous end-joining. Additionally, the model was used to scale chromosomal exchanges in two or three chromosomes that were obtained from whole-chromosome FISH painting analysis techniques to whole-genome equivalent values.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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.

The Sharma-Parthasarathy stochastic two-body problem

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

Cresson, J.; SYRTE/Observatoire de Paris, 75014 Paris; Pierret, F.

2015-03-15

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in [“Dynamics of a stochastically perturbed two-body problem,” Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss’s equations in the planar case.

2–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.

Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating.

PubMed

Schmandt, Nicolaus T; Galán, Roberto F

2012-09-14

Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

Dynamical Epidemic Suppression Using Stochastic Prediction and Control

DTIC Science & Technology

2004-10-28

initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

Constraints on the Dynamical Environments of Supermassive Black-Hole Binaries Using Pulsar-Timing Arrays.

PubMed

Taylor, Stephen R; Simon, Joseph; Sampson, Laura

2017-05-05

We introduce a technique for gravitational-wave analysis, where Gaussian process regression is used to emulate the strain spectrum of a stochastic background by training on population-synthesis simulations. This leads to direct Bayesian inference on astrophysical parameters. For pulsar timing arrays specifically, we interpolate over the parameter space of supermassive black-hole binary environments, including three-body stellar scattering, and evolving orbital eccentricity. We illustrate our approach on mock data, and assess the prospects for inference with data similar to the NANOGrav 9-yr data release.

Integration of Coastal Ocean Dynamics Application Radar (CODAR) and Short-Term Predictive System (STPS): Surface Current Estimates into the Search and Rescue Optimal Planning System (SAROPS)

DTIC Science & Technology

2005-11-01

walk (Markovian in position) techniques to perform these simulations ( Breivik et al, 2004; Spaulding and Howlett, 1996; Spaulding and Jayko, 1991; ASA...studies. Model 1 is used in most search and rescue models to make trajectory predictions ( Breivik et al, 2004; Spaulding and Howlett, 1996; Spaulding...ocean gyres: Part II hierarchy of stochastic models, Journal of Physical Oceanography, Vol. 32, 797-830. March 2002. Breivik , O., A. Allen, C. Wettre

Advanced reliability modeling of fault-tolerant computer-based systems

NASA Technical Reports Server (NTRS)

Bavuso, S. J.

1982-01-01

Two methodologies for the reliability assessment of fault tolerant digital computer based systems are discussed. The computer-aided reliability estimation 3 (CARE 3) and gate logic software simulation (GLOSS) are assessment technologies that were developed to mitigate a serious weakness in the design and evaluation process of ultrareliable digital systems. The weak link is based on the unavailability of a sufficiently powerful modeling technique for comparing the stochastic attributes of one system against others. Some of the more interesting attributes are reliability, system survival, safety, and mission success.

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.

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.

Simulating the complex output of rainfall and hydrological processes using the information contained in large data sets: the Direct Sampling approach.

NASA Astrophysics Data System (ADS)

Oriani, Fabio

2017-04-01

The unpredictable nature of rainfall makes its estimation as much difficult as it is essential to hydrological applications. Stochastic simulation is often considered a convenient approach to asses the uncertainty of rainfall processes, but preserving their irregular behavior and variability at multiple scales is a challenge even for the most advanced techniques. In this presentation, an overview on the Direct Sampling technique [1] and its recent application to rainfall and hydrological data simulation [2, 3] is given. The algorithm, having its roots in multiple-point statistics, makes use of a training data set to simulate the outcome of a process without inferring any explicit probability measure: the data are simulated in time or space by sampling the training data set where a sufficiently similar group of neighbor data exists. This approach allows preserving complex statistical dependencies at different scales with a good approximation, while reducing the parameterization to the minimum. The straights and weaknesses of the Direct Sampling approach are shown through a series of applications to rainfall and hydrological data: from time-series simulation to spatial rainfall fields conditioned by elevation or a climate scenario. In the era of vast databases, is this data-driven approach a valid alternative to parametric simulation techniques? [1] Mariethoz G., Renard P., and Straubhaar J. (2010), The Direct Sampling method to perform multiple-point geostatistical simulations, Water. Rerous. Res., 46(11), http://dx.doi.org/10.1029/2008WR007621 [2] Oriani F., Straubhaar J., Renard P., and Mariethoz G. (2014), Simulation of rainfall time series from different climatic regions using the direct sampling technique, Hydrol. Earth Syst. Sci., 18, 3015-3031, http://dx.doi.org/10.5194/hess-18-3015-2014 [3] Oriani F., Borghi A., Straubhaar J., Mariethoz G., Renard P. (2016), Missing data simulation inside flow rate time-series using multiple-point statistics, Environ. Model. Softw., vol. 86, pp. 264 - 276, http://dx.doi.org/10.1016/j.envsoft.2016.10.002

Stochastic simulation of the spray formation assisted by a high pressure

NASA Astrophysics Data System (ADS)

Gorokhovski, M.; Chtab-Desportes, A.; Voloshina, I.; Askarova, A.

2010-03-01

The stochastic model of spray formation in the vicinity of the injector and in the far-field has been described and assessed by comparison with measurements in Diesel-like conditions. In the proposed mesh-free approach, the 3D configuration of continuous liquid core is simulated stochastically by ensemble of spatial trajectories of the specifically introduced stochastic particles. The parameters of the stochastic process are presumed from the physics of primary atomization. The spray formation model consists in computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region. This model is combined with KIVA II computation of atomizing Diesel spray in two-ways. First, simultaneously with the gas phase RANS computation, the ensemble of stochastic particles is tracking and the probability field of their positions is calculated, which is used for sampling of initial locations of primary blobs. Second, the velocity increment of the gas due to the liquid injection is computed from the mean volume fraction of the simulated liquid core. Two novelties are proposed in the secondary atomization modeling. The first one is due to unsteadiness of the injection velocity. When the injection velocity increment in time is decreasing, the supplementary breakup may be induced. Therefore the critical Weber number is based on such increment. Second, a new stochastic model of the secondary atomization is proposed, in which the intermittent turbulent stretching is taken into account as the main mechanism. The measurements reported by Arcoumanis et al. (time-history of the mean axial centre-line velocity of droplet, and of the centre-line Sauter Mean Diameter), are compared with computations.

Stochastic subset selection for learning with kernel machines.

PubMed

Rhinelander, Jason; Liu, Xiaoping P

2012-06-01

Kernel machines have gained much popularity in applications of machine learning. Support vector machines (SVMs) are a subset of kernel machines and generalize well for classification, regression, and anomaly detection tasks. The training procedure for traditional SVMs involves solving a quadratic programming (QP) problem. The QP problem scales super linearly in computational effort with the number of training samples and is often used for the offline batch processing of data. Kernel machines operate by retaining a subset of observed data during training. The data vectors contained within this subset are referred to as support vectors (SVs). The work presented in this paper introduces a subset selection method for the use of kernel machines in online, changing environments. Our algorithm works by using a stochastic indexing technique when selecting a subset of SVs when computing the kernel expansion. The work described here is novel because it separates the selection of kernel basis functions from the training algorithm used. The subset selection algorithm presented here can be used in conjunction with any online training technique. It is important for online kernel machines to be computationally efficient due to the real-time requirements of online environments. Our algorithm is an important contribution because it scales linearly with the number of training samples and is compatible with current training techniques. Our algorithm outperforms standard techniques in terms of computational efficiency and provides increased recognition accuracy in our experiments. We provide results from experiments using both simulated and real-world data sets to verify our algorithm.

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

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

NASA Astrophysics Data System (ADS)

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

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

Electron distribution functions in electric field environments

NASA Technical Reports Server (NTRS)

Rudolph, Terence H.

1991-01-01

The amount of current carried by an electric discharge in its early stages of growth is strongly dependent on its geometrical shape. Discharges with a large number of branches, each funnelling current to a common stem, tend to carry more current than those with fewer branches. The fractal character of typical discharges was simulated using stochastic models based on solutions of the Laplace equation. Extension of these models requires the use of electron distribution functions to describe the behavior of electrons in the undisturbed medium ahead of the discharge. These electrons, interacting with the electric field, determine the propagation of branches in the discharge and the way in which further branching occurs. The first phase in the extension of the referenced models , the calculation of simple electron distribution functions in an air/electric field medium, is discussed. Two techniques are investigated: (1) the solution of the Boltzmann equation in homogeneous, steady state environments, and (2) the use of Monte Carlo simulations. Distribution functions calculated from both techniques are illustrated. Advantages and disadvantages of each technique are discussed.

Turbulence modeling and combustion simulation in porous media under high Peclet number

NASA Astrophysics Data System (ADS)

Moiseev, Andrey A.; Savin, Andrey V.

2018-05-01

Turbulence modelling in porous flows and burning still remains not completely clear until now. Undoubtedly, conventional turbulence models must work well under high Peclet numbers when porous channels shape is implemented in details. Nevertheless, the true turbulent mixing takes place at micro-scales only, and the dispersion mixing works at macro-scales almost independent from true turbulence. The dispersion mechanism is characterized by the definite space scale (scale of the porous structure) and definite velocity scale (filtration velocity). The porous structure is stochastic one usually, and this circumstance allows applying the analogy between space-time-stochastic true turbulence and the dispersion flow which is stochastic in space only, when porous flow is simulated at the macro-scale level. Additionally, the mentioned analogy allows applying well-known turbulent combustion models in simulations of porous combustion under high Peclet numbers.

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems such as the dynamical description of quantum phase transition (local- ization) and the numerical stability of the trace-conserving, nonlinear stochastic Liouville equation are outlined.

Performance of Stochastic Targeted Blood Glucose Control Protocol by virtual trials in the Malaysian intensive care unit.

PubMed

Jamaludin, Ummu K; M Suhaimi, Fatanah; Abdul Razak, Normy Norfiza; Md Ralib, Azrina; Mat Nor, Mohd Basri; Pretty, Christopher G; Humaidi, Luqman

2018-08-01

Blood glucose variability is common in healthcare and it is not related or influenced by diabetes mellitus. To minimise the risk of high blood glucose in critically ill patients, Stochastic Targeted Blood Glucose Control Protocol is used in intensive care unit at hospitals worldwide. Thus, this study focuses on the performance of stochastic modelling protocol in comparison to the current blood glucose management protocols in the Malaysian intensive care unit. Also, this study is to assess the effectiveness of Stochastic Targeted Blood Glucose Control Protocol when it is applied to a cohort of diabetic patients. Retrospective data from 210 patients were obtained from a general hospital in Malaysia from May 2014 until June 2015, where 123 patients were having comorbid diabetes mellitus. The comparison of blood glucose control protocol performance between both protocol simulations was conducted through blood glucose fitted with physiological modelling on top of virtual trial simulations, mean calculation of simulation error and several graphical comparisons using stochastic modelling. Stochastic Targeted Blood Glucose Control Protocol reduces hyperglycaemia by 16% in diabetic and 9% in nondiabetic cohorts. The protocol helps to control blood glucose level in the targeted range of 4.0-10.0 mmol/L for 71.8% in diabetic and 82.7% in nondiabetic cohorts, besides minimising the treatment hour up to 71 h for 123 diabetic patients and 39 h for 87 nondiabetic patients. It is concluded that Stochastic Targeted Blood Glucose Control Protocol is good in reducing hyperglycaemia as compared to the current blood glucose management protocol in the Malaysian intensive care unit. Hence, the current Malaysian intensive care unit protocols need to be modified to enhance their performance, especially in the integration of insulin and nutrition intervention in decreasing the hyperglycaemia incidences. Improvement in Stochastic Targeted Blood Glucose Control Protocol in terms of u en model is also a must to adapt with the diabetic cohort. Copyright © 2018 Elsevier B.V. All rights reserved.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems.

PubMed

Williams, Richard A; Timmis, Jon; Qwarnstrom, Eva E

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems

PubMed Central

Timmis, Jon; Qwarnstrom, Eva E.

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model. PMID:27571414

Multi Car Elevator Control by using Learning Automaton

NASA Astrophysics Data System (ADS)

Shiraishi, Kazuaki; Hamagami, Tomoki; Hirata, Hironori

We study an adaptive control technique for multi car elevators (MCEs) by adopting learning automatons (LAs.) The MCE is a high performance and a near-future elevator system with multi shafts and multi cars. A strong point of the system is that realizing a large carrying capacity in small shaft area. However, since the operation is too complicated, realizing an efficient MCE control is difficult for top-down approaches. For example, “bunching up together" is one of the typical phenomenon in a simple traffic environment like the MCE. Furthermore, an adapting to varying environment in configuration requirement is a serious issue in a real elevator service. In order to resolve these issues, having an autonomous behavior is required to the control system of each car in MCE system, so that the learning automaton, as the solutions for this requirement, is supposed to be appropriate for the simple traffic control. First, we assign a stochastic automaton (SA) to each car control system. Then, each SA varies its stochastic behavior distributions for adapting to environment in which its policy is evaluated with each passenger waiting times. That is LA which learns the environment autonomously. Using the LA based control technique, the MCE operation efficiency is evaluated through simulation experiments. Results show the technique enables reducing waiting times efficiently, and we confirm the system can adapt to the dynamic environment.

Large-Scale CTRW Analysis of Push-Pull Tracer Tests and Other Transport in Heterogeneous Porous Media

NASA Astrophysics Data System (ADS)

Hansen, S. K.; Berkowitz, B.

2014-12-01

Recently, we developed an alternative CTRW formulation which uses a "latching" upscaling scheme to rigorously map continuous or fine-scale stochastic solute motion onto discrete transitions on an arbitrarily coarse lattice (with spacing potentially on the meter scale or more). This approach enables model simplification, among many other things. Under advection, for example, we see that many relevant anomalous transport problems may be mapped into 1D, with latching to a sequence of successive, uniformly spaced planes. On this formulation (which we term RP-CTRW), the spatial transition vector may generally be made deterministic, with CTRW waiting time distributions encapsulating all the stochastic behavior. We demonstrate the excellent performance of this technique alongside Pareto-distributed waiting times in explaining experiments across a variety of scales using only two degrees of freedom. An interesting new application of the RP-CTRW technique is the analysis of radial (push-pull) tracer tests. Given modern computational power, random walk simulations are a natural fit for the inverse problem of inferring subsurface parameters from push-pull test data, and we propose them as an alternative to the classical type curve approach. In particular, we explore the visibility of heterogeneity through non-Fickian behavior in push-pull tests, and illustrate the ability of a radial RP-CTRW technique to encapsulate this behavior using a sparse parameterization which has predictive value.

The Physics of Ultrabroadband Frequency Comb Generation and Optimized Combs for Measurements in Fundamental Physics

DTIC Science & Technology

2016-07-02

great potential of chalcogenide microwires for applications in the mid-IR ranging from absorption spectroscopy to entangled photon pairs generation...modulation instability) gain. Stochastic nonlinear Schrödinger equation simulations were shown to be in very good agreement with experiment. This...as the seed coherence decreases. Stochastic nonlinear Schrödinger equation simulations of spectral and noise properties are in excellent agreement with

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…

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

NASA Astrophysics Data System (ADS)

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

2009-10-01

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

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.

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 wave-function unravelling of the generalized Lindblad equation

NASA Astrophysics Data System (ADS)

Semin, V.; Semina, I.; Petruccione, F.

2017-12-01

We investigate generalized non-Markovian stochastic Schrödinger equations (SSEs), driven by a multidimensional counting process and multidimensional Brownian motion introduced by A. Barchielli and C. Pellegrini [J. Math. Phys. 51, 112104 (2010), 10.1063/1.3514539]. We show that these SSEs can be translated in a nonlinear form, which can be efficiently simulated. The simulation is illustrated by the model of a two-level system in a structured bath, and the results of the simulations are compared with the exact solution of the generalized master equation.

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.

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

Spike timing precision of neuronal circuits.

PubMed

Kilinc, Deniz; Demir, Alper

2018-06-01

Spike timing is believed to be a key factor in sensory information encoding and computations performed by the neurons and neuronal circuits. However, the considerable noise and variability, arising from the inherently stochastic mechanisms that exist in the neurons and the synapses, degrade spike timing precision. Computational modeling can help decipher the mechanisms utilized by the neuronal circuits in order to regulate timing precision. In this paper, we utilize semi-analytical techniques, which were adapted from previously developed methods for electronic circuits, for the stochastic characterization of neuronal circuits. These techniques, which are orders of magnitude faster than traditional Monte Carlo type simulations, can be used to directly compute the spike timing jitter variance, power spectral densities, correlation functions, and other stochastic characterizations of neuronal circuit operation. We consider three distinct neuronal circuit motifs: Feedback inhibition, synaptic integration, and synaptic coupling. First, we show that both the spike timing precision and the energy efficiency of a spiking neuron are improved with feedback inhibition. We unveil the underlying mechanism through which this is achieved. Then, we demonstrate that a neuron can improve on the timing precision of its synaptic inputs, coming from multiple sources, via synaptic integration: The phase of the output spikes of the integrator neuron has the same variance as that of the sample average of the phases of its inputs. Finally, we reveal that weak synaptic coupling among neurons, in a fully connected network, enables them to behave like a single neuron with a larger membrane area, resulting in an improvement in the timing precision through cooperation.

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

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

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.

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.

Wave-optics modeling of the optical-transport line for passive optical stochastic cooling

NASA Astrophysics Data System (ADS)

Andorf, M. B.; Lebedev, V. A.; Piot, P.; Ruan, J.

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the SYNCHROTRON RADIATION WORKSHOP (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.

Rich stochastic dynamics of co-doped Er:Yb fluorescence upconversion nanoparticles in the presence of thermal, non-conservative, harmonic and optical forces

NASA Astrophysics Data System (ADS)

Nome, Rene A.; Sorbello, Cecilia; Jobbágy, Matías; Barja, Beatriz C.; Sanches, Vitor; Cruz, Joyce S.; Aguiar, Vinicius F.

2017-03-01

The stochastic dynamics of individual co-doped Er:Yb upconversion nanoparticles (UCNP) were investigated from experiments and simulations. The UCNP were characterized by high-resolution scanning electron microscopy, dynamic light scattering, and zeta potential measurements. Single UCNP measurements were performed by fluorescence upconversion micro-spectroscopy and optical trapping. The mean-square displacement (MSD) from single UCNP exhibited a time-dependent diffusion coefficient which was compared with Brownian dynamics simulations of a viscoelastic model of harmonically bound spheres. Experimental time-dependent two-dimensional trajectories of individual UCNP revealed correlated two-dimensional nanoparticle motion. The measurements were compared with stochastic trajectories calculated in the presence of a non-conservative rotational force field. Overall, the complex interplay of UCNP adhesion, thermal fluctuations and optical forces led to a rich stochastic behavior of these nanoparticles.

Holistic irrigation water management approach based on stochastic soil water dynamics

NASA Astrophysics Data System (ADS)

Alizadeh, H.; Mousavi, S. J.

2012-04-01

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

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

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

You can run, you can hide: The epidemiology and statistical mechanics of zombies

NASA Astrophysics Data System (ADS)

Alemi, Alexander A.; Bierbaum, Matthew; Myers, Christopher R.; Sethna, James P.

2015-11-01

We use a popular fictional disease, zombies, in order to introduce techniques used in modern epidemiology modeling, and ideas and techniques used in the numerical study of critical phenomena. We consider variants of zombie models, from fully connected continuous time dynamics to a full scale exact stochastic dynamic simulation of a zombie outbreak on the continental United States. Along the way, we offer a closed form analytical expression for the fully connected differential equation, and demonstrate that the single person per site two dimensional square lattice version of zombies lies in the percolation universality class. We end with a quantitative study of the full scale US outbreak, including the average susceptibility of different geographical regions.

Attofarad resolution capacitance-voltage measurement of nanometer scale field effect transistors utilizing ambient noise.

PubMed

Gokirmak, Ali; Inaltekin, Hazer; Tiwari, Sandip

2009-08-19

A high resolution capacitance-voltage (C-V) characterization technique, enabling direct measurement of electronic properties at the nanoscale in devices such as nanowire field effect transistors (FETs) through the use of random fluctuations, is described. The minimum noise level required for achieving sub-aF (10(-18) F) resolution, the leveraging of stochastic resonance, and the effect of higher levels of noise are illustrated through simulations. The non-linear DeltaC(gate-source/drain)-V(gate) response of FETs is utilized to determine the inversion layer capacitance (C(inv)) and carrier mobility. The technique is demonstrated by extracting the carrier concentration and effective electron mobility in a nanoscale Si FET with C(inv) = 60 aF.

ML-Space: Hybrid Spatial Gillespie and Particle Simulation of Multi-Level Rule-Based Models in Cell Biology.

PubMed

Bittig, Arne T; Uhrmacher, Adelinde M

2017-01-01

Spatio-temporal dynamics of cellular processes can be simulated at different levels of detail, from (deterministic) partial differential equations via the spatial Stochastic Simulation algorithm to tracking Brownian trajectories of individual particles. We present a spatial simulation approach for multi-level rule-based models, which includes dynamically hierarchically nested cellular compartments and entities. Our approach ML-Space combines discrete compartmental dynamics, stochastic spatial approaches in discrete space, and particles moving in continuous space. The rule-based specification language of ML-Space supports concise and compact descriptions of models and to adapt the spatial resolution of models easily.

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

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

2006-03-01

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

Direct numerical simulation of stochastically forced laminar plane couette flow: peculiarities of hydrodynamic fluctuations.

PubMed

Khujadze, G; Oberlack, M; Chagelishvili, G

2006-07-21

The background of three-dimensional hydrodynamic (vortical) fluctuations in a stochastically forced, laminar, incompressible, plane Couette flow is simulated numerically. The fluctuating field is anisotropic and has well pronounced peculiarities: (i) the hydrodynamic fluctuations exhibit nonexponential, transient growth; (ii) fluctuations with the streamwise characteristic length scale about 2 times larger than the channel width are predominant in the fluctuating spectrum instead of streamwise constant ones; (iii) nonzero cross correlations of velocity (even streamwise-spanwise) components appear; (iv) stochastic forcing destroys the spanwise reflection symmetry (inherent to the linear and full Navier-Stokes equations in a case of the Couette flow) and causes an asymmetry of the dynamical processes.

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

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

Atmospheric precipitable water vapor (PWV) is the amount of water vapor in the atmosphere within a vertical column of unit cross-sectional area and is a critically important parameter of precipitation processes. However, accurate high-frequency and long-term observations of PWV in the sky were impossible until the availability of modern instruments such as radar. The United States Department of Energy (DOE)'s Atmospheric Radiation Measurement (ARM) Program facility made the first systematic and high-resolution observations of PWV at Darwin, Australia since 2002. At a resolution of 20 seconds, this time series allowed us to examine the volatility of PWV, including fractal behavior with dimension equal to 1.9, higher than the Brownian motion dimension of 1.5. Such strong fractal behavior calls for stochastic differential equation modeling in an attempt to address some of the difficulties of convective parameterization in various kinds of climate models, ranging from general circulation models (GCM) to weather research forecasting (WRF) models. This important observed data at high resolution can capture the fractal behavior of PWV and enables stochastic exploration into the next generation of climate models which considers scales from micrometers to thousands of kilometers. As a first step, this thesis explores a simple stochastic differential equation model of water mass balance for PWV and assesses accuracy, robustness, and sensitivity of the stochastic model. A 1000-day simulation allows for the determination of the best-fitting 25-day period as compared to data from the TWP-ICE field campaign conducted out of Darwin, Australia in early 2006. The observed data and this portion of the simulation had a correlation coefficient of 0.6513 and followed similar statistics and low-resolution temporal trends. Building on the point model foundation, a similar algorithm was applied to the National Center for Atmospheric Research (NCAR)'s existing single-column model as a test-of-concept for eventual inclusion in a general circulation model. The stochastic scheme was designed to be coupled with the deterministic single-column simulation by modifying results of the existing convective scheme (Zhang-McFarlane) and was able to produce a 20-second resolution time series that effectively simulated observed PWV, as measured by correlation coefficient (0.5510), fractal dimension (1.9), statistics, and visual examination of temporal trends. Results indicate that simulation of a highly volatile time series of observed PWV is certainly achievable and has potential to improve prediction capabilities in climate modeling. Further, this study demonstrates the feasibility of adding a mathematics- and statistics-based stochastic scheme to an existing deterministic parameterization to simulate observed fractal behavior.

Optoelectronic analogs of self-programming neural nets - Architecture and methodologies for implementing fast stochastic learning by simulated annealing

NASA Technical Reports Server (NTRS)

Farhat, Nabil H.

1987-01-01

Self-organization and learning is a distinctive feature of neural nets and processors that sets them apart from conventional approaches to signal processing. It leads to self-programmability which alleviates the problem of programming complexity in artificial neural nets. In this paper architectures for partitioning an optoelectronic analog of a neural net into distinct layers with prescribed interconnectivity pattern to enable stochastic learning by simulated annealing in the context of a Boltzmann machine are presented. Stochastic learning is of interest because of its relevance to the role of noise in biological neural nets. Practical considerations and methodologies for appreciably accelerating stochastic learning in such a multilayered net are described. These include the use of parallel optical computing of the global energy of the net, the use of fast nonvolatile programmable spatial light modulators to realize fast plasticity, optical generation of random number arrays, and an adaptive noisy thresholding scheme that also makes stochastic learning more biologically plausible. The findings reported predict optoelectronic chips that can be used in the realization of optical learning machines.

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.

An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

DOE PAGES

Lu, Dan; Zhang, Guannan; Webster, Clayton G.; ...

2016-12-30

In this paper, we develop an improved multilevel Monte Carlo (MLMC) method for estimating cumulative distribution functions (CDFs) of a quantity of interest, coming from numerical approximation of large-scale stochastic subsurface simulations. Compared with Monte Carlo (MC) methods, that require a significantly large number of high-fidelity model executions to achieve a prescribed accuracy when computing statistical expectations, MLMC methods were originally proposed to significantly reduce the computational cost with the use of multifidelity approximations. The improved performance of the MLMC methods depends strongly on the decay of the variance of the integrand as the level increases. However, the main challengemore » in estimating CDFs is that the integrand is a discontinuous indicator function whose variance decays slowly. To address this difficult task, we approximate the integrand using a smoothing function that accelerates the decay of the variance. In addition, we design a novel a posteriori optimization strategy to calibrate the smoothing function, so as to balance the computational gain and the approximation error. The combined proposed techniques are integrated into a very general and practical algorithm that can be applied to a wide range of subsurface problems for high-dimensional uncertainty quantification, such as a fine-grid oil reservoir model considered in this effort. The numerical results reveal that with the use of the calibrated smoothing function, the improved MLMC technique significantly reduces the computational complexity compared to the standard MC approach. Finally, we discuss several factors that affect the performance of the MLMC method and provide guidance for effective and efficient usage in practice.« less

Application of SDSM and LARS-WG for simulating and downscaling of rainfall and temperature

NASA Astrophysics Data System (ADS)

Hassan, Zulkarnain; Shamsudin, Supiah; Harun, Sobri

2014-04-01

Climate change is believed to have significant impacts on the water basin and region, such as in a runoff and hydrological system. However, impact studies on the water basin and region are difficult, since general circulation models (GCMs), which are widely used to simulate future climate scenarios, do not provide reliable hours of daily series rainfall and temperature for hydrological modeling. There is a technique named as "downscaling techniques", which can derive reliable hour of daily series rainfall and temperature due to climate scenarios from the GCMs output. In this study, statistical downscaling models are used to generate the possible future values of local meteorological variables such as rainfall and temperature in the selected stations in Peninsular of Malaysia. The models are: (1) statistical downscaling model (SDSM) that utilized the regression models and stochastic weather generators and (2) Long Ashton research station weather generator (LARS-WG) that only utilized the stochastic weather generators. The LARS-WG and SDSM models obviously are feasible methods to be used as tools in quantifying effects of climate change condition in a local scale. SDSM yields a better performance compared to LARS-WG, except SDSM is slightly underestimated for the wet and dry spell lengths. Although both models do not provide identical results, the time series generated by both methods indicate a general increasing trend in the mean daily temperature values. Meanwhile, the trend of the daily rainfall is not similar to each other, with SDSM giving a relatively higher change of annual rainfall compared to LARS-WG.

Efficient coarse simulation of a growing avascular tumor

PubMed Central

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

2013-01-01

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

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 cellular automata model of cell migration, proliferation and differentiation: validation with in vitro cultures of muscle satellite cells.

PubMed

Garijo, N; Manzano, R; Osta, R; Perez, M A

2012-12-07

Cell migration and proliferation has been modelled in the literature as a process similar to diffusion. However, using diffusion models to simulate the proliferation and migration of cells tends to create a homogeneous distribution in the cell density that does not correlate to empirical observations. In fact, the mechanism of cell dispersal is not diffusion. Cells disperse by crawling or proliferation, or are transported in a moving fluid. The use of cellular automata, particle models or cell-based models can overcome this limitation. This paper presents a stochastic cellular automata model to simulate the proliferation, migration and differentiation of cells. These processes are considered as completely stochastic as well as discrete. The model developed was applied to predict the behaviour of in vitro cell cultures performed with adult muscle satellite cells. Moreover, non homogeneous distribution of cells has been observed inside the culture well and, using the above mentioned stochastic cellular automata model, we have been able to predict this heterogeneous cell distribution and compute accurate quantitative results. Differentiation was also incorporated into the computational simulation. The results predicted the myotube formation that typically occurs with adult muscle satellite cells. In conclusion, we have shown how a stochastic cellular automata model can be implemented and is capable of reproducing the in vitro behaviour of adult muscle satellite cells. Copyright © 2012 Elsevier Ltd. All rights reserved.

On the usage of ultrasound computational models for decision making under ambiguity

NASA Astrophysics Data System (ADS)

Dib, Gerges; Sexton, Samuel; Prowant, Matthew; Crawford, Susan; Diaz, Aaron

2018-04-01

Computer modeling and simulation is becoming pervasive within the non-destructive evaluation (NDE) industry as a convenient tool for designing and assessing inspection techniques. This raises a pressing need for developing quantitative techniques for demonstrating the validity and applicability of the computational models. Computational models provide deterministic results based on deterministic and well-defined input, or stochastic results based on inputs defined by probability distributions. However, computational models cannot account for the effects of personnel, procedures, and equipment, resulting in ambiguity about the efficacy of inspections based on guidance from computational models only. In addition, ambiguity arises when model inputs, such as the representation of realistic cracks, cannot be defined deterministically, probabilistically, or by intervals. In this work, Pacific Northwest National Laboratory demonstrates the ability of computational models to represent field measurements under known variabilities, and quantify the differences using maximum amplitude and power spectrum density metrics. Sensitivity studies are also conducted to quantify the effects of different input parameters on the simulation results.

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

Final Technical Report for DOE Award SC0006616

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

Robertson, Andrew

2015-08-01

This report summarizes research carried out by the project "Collaborative Research, Type 1: Decadal Prediction and Stochastic Simulation of Hydroclimate Over Monsoonal Asia. This collaborative project brought together climate dynamicists (UCLA, IRI), dendroclimatologists (LDEO Tree Ring Laboratory), computer scientists (UCI), and hydrologists (Columbia Water Center, CWC), together with applied scientists in climate risk management (IRI) to create new scientific approaches to quantify and exploit the role of climate variability and change in the growing water crisis across southern and eastern Asia. This project developed new tree-ring based streamflow reconstructions for rivers in monsoonal Asia; improved understanding of hydrologic spatio-temporal modesmore » of variability over monsoonal Asia on interannual-to-centennial time scales; assessed decadal predictability of hydrologic spatio-temporal modes; developed stochastic simulation tools for creating downscaled future climate scenarios based on historical/proxy data and GCM climate change; and developed stochastic reservoir simulation and optimization for scheduling hydropower, irrigation and navigation releases.« less

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

cuTauLeaping: A GPU-Powered Tau-Leaping Stochastic Simulator for Massive Parallel Analyses of Biological Systems

PubMed Central

Besozzi, Daniela; Pescini, Dario; Mauri, Giancarlo

2014-01-01

Tau-leaping is a stochastic simulation algorithm that efficiently reconstructs the temporal evolution of biological systems, modeled according to the stochastic formulation of chemical kinetics. The analysis of dynamical properties of these systems in physiological and perturbed conditions usually requires the execution of a large number of simulations, leading to high computational costs. Since each simulation can be executed independently from the others, a massive parallelization of tau-leaping can bring to relevant reductions of the overall running time. The emerging field of General Purpose Graphic Processing Units (GPGPU) provides power-efficient high-performance computing at a relatively low cost. In this work we introduce cuTauLeaping, a stochastic simulator of biological systems that makes use of GPGPU computing to execute multiple parallel tau-leaping simulations, by fully exploiting the Nvidia's Fermi GPU architecture. We show how a considerable computational speedup is achieved on GPU by partitioning the execution of tau-leaping into multiple separated phases, and we describe how to avoid some implementation pitfalls related to the scarcity of memory resources on the GPU streaming multiprocessors. Our results show that cuTauLeaping largely outperforms the CPU-based tau-leaping implementation when the number of parallel simulations increases, with a break-even directly depending on the size of the biological system and on the complexity of its emergent dynamics. In particular, cuTauLeaping is exploited to investigate the probability distribution of bistable states in the Schlögl model, and to carry out a bidimensional parameter sweep analysis to study the oscillatory regimes in the Ras/cAMP/PKA pathway in S. cerevisiae. PMID:24663957

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Coarse-grained stochastic processes and kinetic Monte Carlo simulators for the diffusion of interacting particles

NASA Astrophysics Data System (ADS)

Katsoulakis, Markos A.; Vlachos, Dionisios G.

2003-11-01

We derive a hierarchy of successively coarse-grained stochastic processes and associated coarse-grained Monte Carlo (CGMC) algorithms directly from the microscopic processes as approximations in larger length scales for the case of diffusion of interacting particles on a lattice. This hierarchy of models spans length scales between microscopic and mesoscopic, satisfies a detailed balance, and gives self-consistent fluctuation mechanisms whose noise is asymptotically identical to the microscopic MC. Rigorous, detailed asymptotics justify and clarify these connections. Gradient continuous time microscopic MC and CGMC simulations are compared under far from equilibrium conditions to illustrate the validity of our theory and delineate the errors obtained by rigorous asymptotics. Information theory estimates are employed for the first time to provide rigorous error estimates between the solutions of microscopic MC and CGMC, describing the loss of information during the coarse-graining process. Simulations under periodic boundary conditions are used to verify the information theory error estimates. It is shown that coarse-graining in space leads also to coarse-graining in time by q2, where q is the level of coarse-graining, and overcomes in part the hydrodynamic slowdown. Operation counting and CGMC simulations demonstrate significant CPU savings in continuous time MC simulations that vary from q3 for short potentials to q4 for long potentials. Finally, connections of the new coarse-grained stochastic processes to stochastic mesoscopic and Cahn-Hilliard-Cook models are made.

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.

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.

Forecasting the Relative and Cumulative Effects of Multiple Stressors on At-risk Populations

DTIC Science & Technology

2011-08-01

Vitals (observed vital rates), Movement, Ranges, Barriers (barrier interactions), Stochasticity (a time series of stochasticity indices...Simulation Viewer are themselves stochastic . They can change each time it is run. B. 196 Analysis If multiple Census events are present in the life...30-year period. A monthly time series was generated for the 20th-century using monthly anomalies for temperature, precipitation, and percent

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Reliability and maintainability assessment factors for reliable fault-tolerant systems

NASA Technical Reports Server (NTRS)

Bavuso, S. J.

1984-01-01

A long term goal of the NASA Langley Research Center is the development of a reliability assessment methodology of sufficient power to enable the credible comparison of the stochastic attributes of one ultrareliable system design against others. This methodology, developed over a 10 year period, is a combined analytic and simulative technique. An analytic component is the Computer Aided Reliability Estimation capability, third generation, or simply CARE III. A simulative component is the Gate Logic Software Simulator capability, or GLOSS. The numerous factors that potentially have a degrading effect on system reliability and the ways in which these factors that are peculiar to highly reliable fault tolerant systems are accounted for in credible reliability assessments. Also presented are the modeling difficulties that result from their inclusion and the ways in which CARE III and GLOSS mitigate the intractability of the heretofore unworkable mathematics.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Stochastic resonance in an underdamped system with FitzHug-Nagumo potential for weak signal detection

NASA Astrophysics Data System (ADS)

López, Cristian; Zhong, Wei; Lu, Siliang; Cong, Feiyun; Cortese, Ignacio

2017-12-01

Vibration signals are widely used for bearing fault detection and diagnosis. When signals are acquired in the field, usually, the faulty periodic signal is weak and is concealed by noise. Various de-noising methods have been developed to extract the target signal from the raw signal. Stochastic resonance (SR) is a technique that changed the traditional denoising process, in which the weak periodic fault signal can be identified by adding an expression, the potential, to the raw signal and solving a differential equation problem. However, current SR methods have some deficiencies such us limited filtering performance, low frequency input signal and sequential search for optimum parameters. Consequently, in this study, we explore the application of SR based on the FitzHug-Nagumo (FHN) potential in rolling bearing vibration signals. Besides, we improve the search of the SR optimum parameters by the use of particle swarm optimization (PSO). The effectiveness of the proposed method is verified by using both simulated and real bearing data sets.

Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

NASA Astrophysics Data System (ADS)

Panda, Satyasen

2018-05-01

This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

Bayesian parameter estimation for stochastic models of biological cell migration

NASA Astrophysics Data System (ADS)

Dieterich, Peter; Preuss, Roland

2013-08-01

Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

Fourier-interpolation superresolution optical fluctuation imaging (fSOFi) (Conference Presentation)

NASA Astrophysics Data System (ADS)

Enderlein, Joerg; Stein, Simon C.; Huss, Anja; Hähnel, Dirk; Gregor, Ingo

2016-02-01

Stochastic Optical Fluctuation Imaging (SOFI) is a superresolution fluorescence microscopy technique which allows to enhance the spatial resolution of an image by evaluating the temporal fluctuations of blinking fluorescent emitters. SOFI is not based on the identification and localization of single molecules such as in the widely used Photoactivation Localization Microsopy (PALM) or Stochastic Optical Reconstruction Microscopy (STORM), but computes a superresolved image via temporal cumulants from a recorded movie. A technical challenge hereby is that, when directly applying the SOFI algorithm to a movie of raw images, the pixel size of the final SOFI image is the same as that of the original images, which becomes problematic when the final SOFI resolution is much smaller than this value. In the past, sophisticated cross-correlation schemes have been used for tackling this problem. Here, we present an alternative, exact, straightforward, and simple solution using an interpolation scheme based on Fourier transforms. We exemplify the method on simulated and experimental data.

Data and results of a laboratory investigation of microprocessor upset caused by simulated lightning-induced analog transients

NASA Technical Reports Server (NTRS)

Belcastro, C. M.

1984-01-01

A methodology was developed a assess the upset susceptibility/reliability of a computer system onboard an aircraft flying through a lightning environment. Upset error modes in a general purpose microprocessor were studied. The upset tests involved the random input of analog transients which model lightning induced signals onto interface lines of an 8080 based microcomputer from which upset error data was recorded. The program code on the microprocessor during tests is designed to exercise all of the machine cycles and memory addressing techniques implemented in the 8080 central processing unit. A statistical analysis is presented in which possible correlations are established between the probability of upset occurrence and transient signal inputs during specific processing states and operations. A stochastic upset susceptibility model for the 8080 microprocessor is presented. The susceptibility of this microprocessor to upset, once analog transients have entered the system, is determined analytically by calculating the state probabilities of the stochastic model.

Dual adaptive dynamic control of mobile robots using neural networks.

PubMed

Bugeja, Marvin K; Fabri, Simon G; Camilleri, Liberato

2009-02-01

This paper proposes two novel dual adaptive neural control schemes for the dynamic control of nonholonomic mobile robots. The two schemes are developed in discrete time, and the robot's nonlinear dynamic functions are assumed to be unknown. Gaussian radial basis function and sigmoidal multilayer perceptron neural networks are used for function approximation. In each scheme, the unknown network parameters are estimated stochastically in real time, and no preliminary offline neural network training is used. In contrast to other adaptive techniques hitherto proposed in the literature on mobile robots, the dual control laws presented in this paper do not rely on the heuristic certainty equivalence property but account for the uncertainty in the estimates. This results in a major improvement in tracking performance, despite the plant uncertainty and unmodeled dynamics. Monte Carlo simulation and statistical hypothesis testing are used to illustrate the effectiveness of the two proposed stochastic controllers as applied to the trajectory-tracking problem of a differentially driven wheeled mobile robot.

Fluctuations in protein synthesis from a single RNA template: stochastic kinetics of ribosomes.

PubMed

Garai, Ashok; Chowdhury, Debashish; Ramakrishnan, T V

2009-01-01

Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them--namely, the dwell time distribution--has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

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.

Inference of Stochastic Nonlinear Oscillators with Applications to Physiological Problems

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadim N.; Luchinsky, Dmitry G.

2004-01-01

A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of dynamical models. We illustrate the main ideas of the technique by inferencing a model of five globally and locally coupled noisy oscillators. Specific modifications of the technique for inferencing hidden degrees of freedom of coupled nonlinear oscillators is discussed in the context of physiological applications.

A multiple-point geostatistical approach to quantifying uncertainty for flow and transport simulation in geologically complex environments

NASA Astrophysics Data System (ADS)

Cronkite-Ratcliff, C.; Phelps, G. A.; Boucher, A.

2011-12-01

In many geologic settings, the pathways of groundwater flow are controlled by geologic heterogeneities which have complex geometries. Models of these geologic heterogeneities, and consequently, their effects on the simulated pathways of groundwater flow, are characterized by uncertainty. Multiple-point geostatistics, which uses a training image to represent complex geometric descriptions of geologic heterogeneity, provides a stochastic approach to the analysis of geologic uncertainty. Incorporating multiple-point geostatistics into numerical models provides a way to extend this analysis to the effects of geologic uncertainty on the results of flow simulations. We present two case studies to demonstrate the application of multiple-point geostatistics to numerical flow simulation in complex geologic settings with both static and dynamic conditioning data. Both cases involve the development of a training image from a complex geometric description of the geologic environment. Geologic heterogeneity is modeled stochastically by generating multiple equally-probable realizations, all consistent with the training image. Numerical flow simulation for each stochastic realization provides the basis for analyzing the effects of geologic uncertainty on simulated hydraulic response. The first case study is a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. The SNESIM algorithm is used to stochastically model geologic heterogeneity conditioned to the mapped surface geology as well as vertical drill-hole data. Numerical simulation of groundwater flow and contaminant transport through geologic models produces a distribution of hydraulic responses and contaminant concentration results. From this distribution of results, the probability of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary. The second case study considers a characteristic lava-flow aquifer system in Pahute Mesa, Nevada. A 3D training image is developed by using object-based simulation of parametric shapes to represent the key morphologic features of rhyolite lava flows embedded within ash-flow tuffs. In addition to vertical drill-hole data, transient pressure head data from aquifer tests can be used to constrain the stochastic model outcomes. The use of both static and dynamic conditioning data allows the identification of potential geologic structures that control hydraulic response. These case studies demonstrate the flexibility of the multiple-point geostatistics approach for considering multiple types of data and for developing sophisticated models of geologic heterogeneities that can be incorporated into numerical flow simulations.

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.

Rupture Propagation for Stochastic Fault Models

NASA Astrophysics Data System (ADS)

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

2003-12-01

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

CRPropa 3.1—a low energy extension based on stochastic differential equations

NASA Astrophysics Data System (ADS)

Merten, Lukas; Becker Tjus, Julia; Fichtner, Horst; Eichmann, Björn; Sigl, Günter

2017-06-01

The propagation of charged cosmic rays through the Galactic environment influences all aspects of the observation at Earth. Energy spectrum, composition and arrival directions are changed due to deflections in magnetic fields and interactions with the interstellar medium. Today the transport is simulated with different simulation methods either based on the solution of a transport equation (multi-particle picture) or a solution of an equation of motion (single-particle picture). We developed a new module for the publicly available propagation software CRPropa 3.1, where we implemented an algorithm to solve the transport equation using stochastic differential equations. This technique allows us to use a diffusion tensor which is anisotropic with respect to an arbitrary magnetic background field. The source code of CRPropa is written in C++ with python steering via SWIG which makes it easy to use and computationally fast. In this paper, we present the new low-energy propagation code together with validation procedures that are developed to proof the accuracy of the new implementation. Furthermore, we show first examples of the cosmic ray density evolution, which depends strongly on the ratio of the parallel κ∥ and perpendicular κ⊥ diffusion coefficients. This dependency is systematically examined as well the influence of the particle rigidity on the diffusion process.

Characterizing time series via complexity-entropy curves

NASA Astrophysics Data System (ADS)

Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano; Lenzi, Ervin K.

2017-06-01

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.

On the performance of updating Stochastic Dynamic Programming policy using Ensemble Streamflow Prediction in a snow-covered region

NASA Astrophysics Data System (ADS)

Martin, A.; Pascal, C.; Leconte, R.

2014-12-01

Stochastic Dynamic Programming (SDP) is known to be an effective technique to find the optimal operating policy of hydropower systems. In order to improve the performance of SDP, this project evaluates the impact of re-updating the policy at every time step by using Ensemble Streamflow Prediction (ESP). We present a case study of the Kemano's hydropower system on the Nechako River in British Columbia, Canada. Managed by Rio Tinto Alcan (RTA), this system is subject to large streamflow volumes in spring due to important amount of snow depth during the winter season. Therefore, the operating policy should not only maximize production but also minimize the risk of flooding. The hydrological behavior of the system is simulated with CEQUEAU, a distributed and deterministic hydrological model developed by the Institut national de la recherche scientifique - Eau, Terre et Environnement (INRS-ETE) in Quebec, Canada. On each decision time step, CEQUEAU is used to generate ESP scenarios based on historical meteorological sequences and the current state of the hydrological model. These scenarios are used into the SDP to optimize the new release policy for the next time steps. This routine is then repeated over the entire simulation period. Results are compared with those obtained by using SDP on historical inflow scenarios.