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At least 937 records · Page 52

Multiscale method based on coupled lattice‐Boltzmann and Langevin‐dynamics for direct simulation of nanoscale particle/polymer suspensions in complex flows

Summary A hybrid computational method coupling the lattice‐Boltzmann (LB) method and a Langevin‐dynamics (LD) method is developed to simulate nanoscale particle and polymer (NPP) suspensions in the presence of both thermal fluctuation and long‐range many‐body hydrodynamic interactions (HIs). Brownian motion of the NPP is explicitly captured by a stochastic forcing term in the LD method. The LD method is two‐way coupled to the nonfluctuating LB fluid through a discrete LB forcing source distribution to capture the long‐range HI. To ensure intrinsically linear scalability with respect to the number of particles, a Eulerian‐host algorithm for short‐distance particle neighbor search and interaction is developed and embedded to LB‐LD framework. The validity and accuracy of the LB‐LD approach are demonstrated through several sample problems. The simulation results show good agreements with theory and experiment. The LB‐LD approach can be favorably incorporated into complex multiscale computational frameworks for efficiently simulating multiscale multicomponent particulate suspension systems such as complex blood suspensions.

Liu, Zixiang↗

Computation of shear viscosity of colloidal suspensions by SRD-MD

The behaviour of sheared colloidal suspensions with full hydrodynamic interactions (HIs) is numerically studied. To this end, we use the hybrid stochastic rotation dynamics-molecular dynamics (SRD-MD) method. The shear viscosity of colloidal suspensions is computed for different volume fractions, both for dilute and concentrated cases. We verify that HIs help in the collisions and the streaming of colloidal particles, thereby increasing the overall shear viscosity of the suspension. Our results show a good agreement with known experimental, theoretical, and numerical studies. This work demonstrates the ability of SRD-MD to successfully simulate transport coefficients that require correct modelling of HIs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

COLLISIONS BETWEEN GRAVITY-DOMINATED BODIES. II. THE DIVERSITY OF IMPACT OUTCOMES DURING THE END STAGE OF PLANET FORMATION

Numerical simulations of the stochastic end stage of planet formation typically begin with a population of embryos and planetesimals that grow into planets by merging. We analyzed the impact parameters of collisions leading to the growth of terrestrial planets from recent N-body simulations that assumed perfect merging and calculated more realistic outcomes using a new analytic collision physics model. We find that collision outcomes are diverse and span all possible regimes: hit-and-run, merging, partial accretion, partial erosion, and catastrophic disruption. The primary outcomes of giant impacts between planetary embryos are approximately evenly split between partial accretion, graze-and-merge, and hit-and-run events. To explore the cumulative effects of more realistic collision outcomes, we modeled the growth of individual planets with a Monte Carlo technique using the distribution of impact parameters from N-body simulations. We find that fewer planets reached masses >0.7 M{sub Earth} using the collision physics model compared to simulations that assumed every collision results in perfect merging. For final planets with masses >0.7 M{sub Earth}, 60% are enriched in their core-to-mantle mass fraction by >10% compared to the initial embryo composition. Fragmentation during planet formation produces significant debris ({approx}15% of the final mass) and occurs primarily by erosion of the smaller body in partial accretion and hit-and-run events. In partial accretion events, the target body grows by preferentially accreting the iron core of the projectile and the escaping fragments are derived primarily from the silicate mantles of both bodies. Thus, the bulk composition of a planet can evolve via stochastic giant impacts.

79 ASTRONOMY AND ASTROPHYSICS↗

An Overview of Latest Model Reduction and Control Methods of Large Flexible Space Structures

The latest trends and theoretical developments involved with the modeling and control of Large Flexible Space Structures (LFSS) are described. The paper addresses first the basic problems, characteristics, and difficulties inherent in modeling and control of LFSS. Major sources of difficulties and errors are the stiffness and damping operators of the dynamic model. Extensions of Linear Quadratic Gaussian (LQG) theory as applied to LFSS are presented, including frequency-shaped cost functionals and perturbation methods. The minimum data/maximum entropy approach which uses a stochastic design model to overcome difficulties found in the LQG-based methods is described. Latest trends in system theory including balanced realization and singular-value analysis are used to determine reduced order controllers and models. Ad hoc methods such as component cost analysis and modal cost analysis are discussed in context with the closed-loop reduction problem of controller order versus performance. The minimum data/maximum entropy approach also addresses controller order versus performance. Those areas of control science and large scale systems that appear to have an important role in understanding and solving LFSS modeling and control are also identified.

Santiago, J. M.↗

Stochastic quasi-steady state approximations for asymptotic solutions of the chemical master equation

In this paper, we propose two methods to carry out the quasi-steady state approximation in stochastic models of enzyme catalytic regulation, based on WKB asymptotics of the chemical master equation or of the corresponding partial differential equation for the generating function. The first of the methods we propose involves the development of multiscale generalisation of a WKB approximation of the solution of the master equation, where the separation of time scales is made explicit which allows us to apply the quasi-steady state approximation in a straightforward manner. To the lowest order, the multi-scale WKB method provides a quasi-steady state, Gaussian approximation of the probability distribution. The second method is based on the Hamilton-Jacobi representation of the stochastic process where, as predicted by large deviation theory, the solution of the partial differential equation for the corresponding characteristic function is given in terms of an effective action functional. The optimal transition paths between two states are then given by those paths that maximise the effective action. Such paths are the solutions of the Hamilton equations for the Hamiltonian associated to the effective action functional. The quasi-steady state approximation is applied to the Hamilton equations thus providing an approximation to the optimal transition paths and the transition time between two states. Using this approximation we predict that, unlike the mean-field quasi-steady approximation result, the rate of enzyme catalysis depends explicitly on the initial number of enzyme molecules. The accuracy and validity of our approximated results as well as that of our predictions regarding the behaviour of the stochastic enzyme catalytic models are verified by direct simulation of the stochastic model using Gillespie stochastic simulation algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Mining data in a dynamic PRA framework

Computational (also known as Dynamic) Probabilistic Risk Assessment (PRA) methods employs system simulation codes coupled with stochastic analysis tools in order to determine probabilities of certain outcomes such as system failure. In contrast to classical PRA methods (i.e., Event-Tree and Fault-Tree) in which timing and sequencing of events is set by the analyst, accident progression is dictated by the system control logic and its interaction with system temporal evolution. Due to the nature of the problem, Simulation-Based PRA methods require large amount of computationally expensive simulation runs. In addition, these methods usually generate a large number of simulation runs (database storage may be on the order of gigabytes or higher). In this paper we investigate and apply several methods and algorithms to analyze these large amounts of time-dependent data. Furthermore, the scope of this article is to present a broad overview of methods and algorithms that can be used to improve data quality and 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.

97 MATHEMATICS AND COMPUTING↗

Tau leaping of stiff stochastic chemical systems via local central limit approximation

Stiffness manifests in stochastic dynamic systems in a more complex manner than in deterministic systems; it is not only important for a time-stepping method to remain stable but it is also important for the method to capture the asymptotic variances accurately. In the context of stochastic chemical systems, time stepping methods are known as tau leaping. Well known existing tau leaping methods have shortcomings in this regard. The implicit tau method is far more stable than the trapezoidal tau method but underestimates the asymptotic variance. On the other hand, the trapezoidal tau method which estimates the asymptotic variance exactly for linear systems suffers from the fact that the transients of the method do not decay fast enough in the context of very stiff systems. We propose a tau leaping method that possesses the same stability properties as the implicit method while it also captures the asymptotic variance with reasonable accuracy at least for the test system S{sub 1}↔S{sub 2}. The proposed method uses a central limit approximation (CLA) locally over the tau leaping interval and is referred to as the LCLA-τ. The CLA predicts the mean and covariance as solutions of certain differential equations (ODEs) and for efficiency we solve these using a single time step of a suitable low order method. We perform a mean/covariance stability analysis of various possible low order schemes to determine the best scheme. Numerical experiments presented show that LCLA-τ performs favorably for stiff systems and that the LCLA-τ is also able to capture bimodal distributions unlike the CLA itself. The proposed LCLA-τ method uses a split implicit step to compute the mean update. We also prove that any tau leaping method employing a split implicit step converges in the fluid limit to the implicit Euler method as applied to the fluid limit differential equation.

97 MATHEMATICS AND COMPUTING↗

Protein search for multiple targets on DNA

Protein-DNA interactions are crucial for all biological processes. One of the most important fundamental aspects of these interactions is the process of protein searching and recognizing specific binding sites on DNA. A large number of experimental and theoretical investigations have been devoted to uncovering the molecular description of these phenomena, but many aspects of the mechanisms of protein search for the targets on DNA remain not well understood. One of the most intriguing problems is the role of multiple targets in protein search dynamics. Using a recently developed theoretical framework we analyze this question in detail. Our method is based on a discrete-state stochastic approach that takes into account most relevant physical-chemical processes and leads to fully analytical description of all dynamic properties. Specifically, systems with two and three targets have been explicitly investigated. It is found that multiple targets in most cases accelerate the search in comparison with a single target situation. However, the acceleration is not always proportional to the number of targets. Surprisingly, there are even situations when it takes longer to find one of the multiple targets in comparison with the single target. It depends on the spatial position of the targets, distances between them, average scanning lengths of protein molecules on DNA, and the total DNA lengths. Physical-chemical explanations of observed results are presented. Our predictions are compared with experimental observations as well as with results from a continuum theory for the protein search. Extensive Monte Carlo computer simulations fully support our theoretical calculations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

The range of variation of the mass of the most massive star in stellar clusters derived from 35 million Monte Carlo simulations

A growing fraction of simple stellar population models, in an aim to create more realistic simulations capable of including stochastic variation in their outputs, begin their simulations with a distribution of discrete stars following a power-law function of masses. Careful attention is needed to create a correctly sampled initial mass function (IMF), and here we provide a solid mathematical method, called MASSCLEAN IMF Sampling, for doing so. We use our method to perform 10 million MASSCLEAN Monte Carlo stellar cluster simulations to determine the most massive star in a mass distribution as a function of the total mass of the cluster. We find that a maximum mass range is predicted, not a single maximum mass. This range is (1) dependent on the total mass of the cluster and (2) independent of an upper stellar mass limit, M{sub limit} , for unsaturated clusters and emerges naturally from our IMF sampling method. We then turn our analysis around, starting with our new database of 25 million simulated clusters, to constrain the highest mass star from the observed integrated colors of a sample of 40 low-mass Large Magellanic Cloud stellar clusters of known age and mass. Finally, we present an analytical description of the maximum mass range of the most massive star as a function of the cluster's total mass and present a new M{sub max} -M{sub cluster} relation.

79 ASTRONOMY AND ASTROPHYSICS↗

Imaging extended single crystal lattice distortion fields with multi-peak Bragg ptychography

Recent advances in phase-retrieval-based x-ray imaging methods have demonstrated the ability to reconstruct 3D distortion vector fields within a nanocrystal by using coherent diffraction information from multiple crystal Bragg reflections. However, these works do not provide a solution to the challenges encountered in imaging lattice distortions in crystals with significant defect content that result in phase wrapping. Moreover, these methods only apply to isolated crystals smaller than the x-ray illumination, and therefore cannot be used for imaging of distortions in extended crystals. We introduce multi-peak Bragg ptychography which addresses both challenges via an optimization framework that combines stochastic gradient descent and phase unwrapping methods for robust image reconstruction of lattice distortions and defects in extended crystals. Our work uses modern automatic differentiation toolsets so that the method is easy to extend to other settings and easy to implement in high-performance computers. This work is particularly timely given the broad interest in using the increased coherent flux in fourth-generation synchrotrons for innovative material research.

36 MATERIALS SCIENCE↗

ISMB Conference Funding to Support Attendance of Early Researchers and Students

ISMB Conference Funding for Students and Young Scientists Historical Description The Intelligent Systems for Molecular Biology (ISMB) conference has provided a general forum for disseminating the latest developments in bioinformatics on an annual basis for the past 22 years. ISMB is a multidisciplinary conference that brings together scientists from computer science, molecular biology, mathematics and statistics. The goal of the ISMB meeting is to bring together biologists and computational scientists in a focus on actual biological problems, i.e., not simply theoretical calculations. The combined focus on “intelligent systems” and actual biological data makes ISMB a unique and highly important meeting. 21 years of experience in holding the conference has resulted in a consistently well-organized, well attended, and highly respected annual conference. "Intelligent systems" include any software which goes beyond straightforward, closed-form algorithms or standard database technologies, and encompasses those that view data in a symbolic fashion, learn from examples, consolidate multiple levels of abstraction, or synthesize results to be cognitively tractable to a human, including the development and application of advanced computational methods for biological problems. Relevant computational techniques include, but are not limited to: machine learning, pattern recognition, knowledge representation, databases, combinatorics, stochastic modeling, string and graph algorithms, linguistic methods, robotics, constraint satisfaction, and parallel computation. Biological areas of interest include molecular structure, genomics, molecular sequence analysis, evolution and phylogenetics, molecular interactions, metabolic pathways, regulatory networks, developmental control, and molecular biology generally. Emphasis is placed on the validation of methods using real data sets, on practical applications in the biological sciences, and on development of novel computational techniques. The ISMB conferences are distinguished from many other conferences in computational biology or artificial intelligence by an insistence that the researchers work with real molecular biology data, not theoretical or toy examples; and from many other biological conferences by providing a forum for technical advances as they occur, which otherwise may be shunned until a firm experimental result is published. The resulting intellectual richness and cross-disciplinary diversity provides an important opportunity for both students and senior researchers. ISMB has become the premier conference series in this field with refereed, published proceedings, establishing an infrastructure to promote the growing body of research.

60 APPLIED LIFE SCIENCES↗

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

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 of 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.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas

In this work, we develop an Explicitly Solvable Energy-Conserving (ESEC) algorithm for the Stochastic Differential Equation (SDE) describing the pitch-angle scattering process in magnetized plasmas. The Cayley transform is used to calculate both the deterministic gyromotion and stochastic scattering, affording the algorithm to be explicitly solvable and exactly energy conserving. An unusual property of the SDE for pitch-angle scattering is that its coefficients diverge at the zero velocity and do not satisfy the global Lipschitz condition. Consequently, when standard numerical methods, such as the Euler-Maruyama (EM), are applied, numerical convergence is difficult to establish. For the proposed ESEC algorithm, its energy-preserving property enables us to overcome this obstacle. We rigorously prove that the ESEC algorithm is order 1/2 strongly convergent. This result is confirmed by detailed numerical studies. For the case of pitch-angle scattering in a magnetized plasma with a constant magnetic field, the numerical solution is benchmarked against the analytical solution, and excellent agreements are found.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Signal analysis of NEMS sensors at the output of a chromatography column

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle. Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.

97 MATHEMATICS AND COMPUTING↗

Stochastic Look-Ahead Commitment: A Case Study in MISO

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

MATHEMATICS AND COMPUTING↗