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Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients

We present a novel approach for solving steady-state stochastic partial differential equations in high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that accurate global solutions can be obtained with significantly reduced computational costs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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

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

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An energy-conserving method for stochastic Maxwell equations with multiplicative noise

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic multi-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A discrete element method representation of an anisotropic elastic continuum

A method for modeling cubically anisotropic elasticity within the discrete element method is presented. The discrete element method (DEM) is an approach originally intended for modeling granular materials (sand, soil, and powders); however, recent developments have usefully extended it to model stochastic mechanical processes in monolithic solids which, to date, have been assumed to be elastically isotropic. The method presented here for efficiently capturing cubic elasticity in DEM is an important prerequisite for further extending DEM to capture the influence of elastic anisotropy on the mechanical response of polycrystals, composites, etc. The system demonstrated here uses a directionally assigned stiffness in the bonds between adjacent elements and includes separate schemes for achieving anisotropy with Zener ratios greater and smaller than one. Finally, the model framework is presented along with an analysis of the accessible space of elastic properties that can be modeled and an artificial neural network interpolation scheme for mapping input parameters to model elastic behavior.

42 ENGINEERING↗

Segmentation, statistical analysis, and modelling of the wall system in ceramic foams

Closed walls in otherwise open foam structures may have a great impact on macroscopic properties of the materials. In this paper, we present two algorithms for the segmentation of such closed walls from micro-computed tomography images of the foam structure. The techniques are compared on simulated data and applied to tomographic images of ceramic filters. This allows for a detailed statistical analysis of the normal directions and sizes of the walls. Finally, we explain how the information derived from the segmented wall system can be included in a stochastic microstructure model for the foam.

36 MATERIALS SCIENCE↗

Subsurface microbial communities as a tool for characterizing regional-scale groundwater flow

Subsurface microbial community distribution patterns are influenced by biogeochemical and groundwater fluxes and may inform hydraulic connections along groundwater-flow paths. This study examined the regional-scale microbial community of the Death Valley Regional Flow System and evaluated whether subsurface communities can be used to identify groundwater-flow paths between recharge and discharge areas. Samples were collected from 36 sites in three groundwater basins: Pahute Mesa–Oasis Valley (PMOV), Ash Meadows (AM), and Alkali Flat–Furnace Creek Ranch (AFFCR). Microbial diversity within and between communities varied by location, and communities were separated into two overall groups that affiliated with the AM and PMOV/AFFCR basins. Network analysis revealed patterns between clusters of common microbes that represented groundwaters with similar geochemical conditions and largely corroborated hydraulic connections between recharge and discharge areas. Null model analyses identified deterministic and stochastic ecological processes contributing to microbial community assemblages. Most communities were more different than expected and governed by dispersal limitation, geochemical differences, or undominating processes. However, certain communities from sites located within or near the Nevada National Security Site were more similar than expected and dominated by homogeneous dispersal or selection. Overall, the (dis)similarities between the microbial communities of DVRFS recharge and discharge areas supported previously documented hydraulic connections between: (1) Spring Mountains and Ash Meadows; (2) Frenchman and Yucca Flat and Amargosa Desert; and (3) Amargosa Desert and Death Valley. However, only a portion of the flow path between Pahute Mesa and Oasis Valley could be supported by microbial community analyses, likely due to well-associated artifacts in samples from the two Oasis Valley sites. This study demonstrates the utility of combining microbial data with hydrologic, geologic, and water-chemistry information to comprehensively characterize groundwater systems, highlighting both strengths and limitations of this approach.

54 ENVIRONMENTAL SCIENCES↗

Estimating the fraction of progeny virions that must incorporate APOBEC3G for suppression of productive HIV-1 infection

The contest between the host factor APOBEC3G (A3G) and the HIV-1 protein Vif presents an attractive target of intervention. The extent to which the A3G–Vif interaction must be suppressed to tilt the balance in favor of A3G remains unknown. We employed stochastic simulations and mathematical modeling of the within-host dynamics and evolution of HIV-1 to estimate the fraction of progeny virions that must incorporate A3G to render productive infection unsustainable. Using three different approaches, we found consistently that a transition from sustained infection to suppression of productive infection occurred when the latter fraction exceeded ∼0.8. The transition was triggered by A3G-induced hypermutations that led to premature stop codons compromising viral production and was consistent with driving the basic reproductive number, R{sub 0}, below unity. The fraction identified may serve as a quantitative guideline for strategies targeting the A3G–Vif axis. - Highlights: • We perform simulations and mathematical modeling of the role of APOBEC3G in suppressing HIV-1 infection. • In three distinct ways, we estimate that when over 80% of progeny virions carry APOBEC3G, productive HIV-1 infection would be suppressed. • Our estimate of this critical fraction presents quantitative guidelines for strategies targeting the APOBEC3G–Vif axis.

60 APPLIED LIFE SCIENCES↗

Sequence polymorphism in an insect RNA virus field population: A snapshot from a single point in space and time reveals stochastic differences among and within individual hosts

Population structure of Homalodisca coagulata Virus-1 (HoCV-1) among and within field-collected insects sampled from a single point in space and time was examined. Polymorphism in complete consensus sequences among single-insect isolates was dominated by synonymous substitutions. The mutant spectrum of the C2 helicase region within each single-insect isolate was unique and dominated by nonsynonymous singletons. Bootstrapping was used to correct the within-isolate nonsynonymous:synonymous arithmetic ratio (N:S) for RT-PCR error, yielding an N:S value ~one log-unit greater than that of consensus sequences. Probability of all possible single-base substitutions for the C2 region predicted N:S values within 95% confidence limits of the corrected within-isolate N:S when the only constraint imposed was viral polymerase error bias for transitions over transversions. These results indicate that bottlenecks coupled with strong negative/purifying selection drive consensus sequences toward neutral sequence space, and that most polymorphism within single-insect isolates is composed of newly-minted mutations sampled prior to selection. -- Highlights: •Sampling protocol minimized differential selection/history among isolates. •Polymorphism among consensus sequences dominated by negative/purifying selection. •Within-isolate N:S ratio corrected for RT-PCR error by bootstrapping. •Within-isolate mutant spectrum dominated by new mutations yet to undergo selection.

60 APPLIED LIFE SCIENCES↗

End-of-life flows of multiple cycle consumer products

Explicit expressions for the end-of-life flows (EOL) of single and multiple cycle products (MCPs) are presented, including deterministic and stochastic EOL exit. The expressions are given in terms of the physical parameters (maximum lifetime, T, annual cycling frequency, f, number of cycles, N, and early discard or usage loss). EOL flows are also obtained for hi-tech products, which are rapidly renewed and thus may not attain steady state (e.g. electronic products, passenger cars). A ten-step recursive procedure for obtaining the dynamic EOL flow evolution is proposed. Applications of the EOL expressions and the ten-step procedure are given for electric household appliances, industrial machinery, tyres, vehicles and buildings, both for deterministic and stochastic EOL exit, (normal, Weibull and uniform exit distributions). The effect of the physical parameters and the stochastic characteristics on the EOL flow is investigated in the examples: it is shown that the EOL flow profile is determined primarily by the early discard dynamics; it also depends strongly on longevity and cycling frequency: higher lifetime or early discard/loss imply lower dynamic and steady state EOL flows. The stochastic exit shapes the overall EOL dynamic profile: Under symmetric EOL exit distribution, as the variance of the distribution increases (uniform to normal to deterministic) the initial EOL flow rise becomes steeper but the steady state or maximum EOL flow level is lower. The steepest EOL flow profile, featuring the highest steady state or maximum level, as well, corresponds to skew, earlier shifted EOL exit (e.g. Weibull). Since the EOL flow of returned products consists the sink of the reuse/remanufacturing cycle (sink to recycle) the results may be used in closed loop product lifecycle management operations for scheduling and sizing reverse manufacturing and for planning recycle logistics. Decoupling and quantification of both the full age EOL and of the early discard flows is useful, the latter being the target of enacted legislation aiming at increasing reuse.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Internal cycle modeling and environmental assessment of multiple cycle consumer products

Highlights: Black-Right-Pointing-Pointer Dynamic flow models are presented for remanufactured, reused or recycled products. Black-Right-Pointing-Pointer Early loss and stochastic return are included for fast and slow cycling products. Black-Right-Pointing-Pointer The reuse-to-input flow ratio (Internal Cycle Factor, ICF) is determined. Black-Right-Pointing-Pointer The cycle rate, which is increasing with the ICF, monitors eco-performance. Black-Right-Pointing-Pointer Early internal cycle losses diminish the ICF, the cycle rate and performance. - Abstract: Dynamic annual flow models incorporating consumer discard and usage loss and featuring deterministic and stochastic end-of-cycle (EOC) return by the consumer are developed for reused or remanufactured products (multiple cycle products, MCPs), including fast and slow cycling, short and long-lived products. It is shown that internal flows (reuse and overall consumption) increase proportionally to the dimensionless internal cycle factor (ICF) which is related to environmental impact reduction factors. The combined reuse/recycle (or cycle) rate is shown capable for shortcut, albeit effective, monitoring of environmental performance in terms of waste production, virgin material extraction and manufacturing impacts of all MCPs, a task, which physical variables (lifetime, cycling frequency, mean or total number of return trips) and conventional rates, via which environmental policy has been officially implemented (e.g. recycling rate) cannot accomplish. The cycle rate is shown to be an increasing (hyperbolic) function of ICF. The impact of the stochastic EOC return characteristics on total reuse and consumption flows, as well as on eco-performance, is assessed: symmetric EOC return has a small, positive effect on performance compared to deterministic, while early shifted EOC return is more beneficial. In order to be efficient, environmental policy should set higher minimum reuse targets for higher trippage MCPs. The results may serve for monitoring, flow accounting and comparative eco-assessment of MCPs. They may be useful in identifying reachable and efficient reuse/recycle targets for consumer products and in planning return via appropriate labelling and digital coding for enhancing environmental performance, while satisfying consumer demand.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

SLFP: A stochastic linear fractional programming approach for sustainable waste management

Highlights: > A new fractional programming (SLFP) method is developed for waste management. > SLFP can solve ratio optimization problems associated with random inputs. > A case study of waste flow allocation demonstrates its applicability. > SLFP helps compare objectives of two aspects and reflect system efficiency. > This study supports in-depth analysis of tradeoffs among multiple system criteria. - Abstract: A stochastic linear fractional programming (SLFP) approach is developed for supporting sustainable municipal solid waste management under uncertainty. The SLFP method can solve ratio optimization problems associated with random information, where chance-constrained programming is integrated into a linear fractional programming framework. It has advantages in: (1) comparing objectives of two aspects, (2) reflecting system efficiency, (3) dealing with uncertainty expressed as probability distributions, and (4) providing optimal-ratio solutions under different system-reliability conditions. The method is applied to a case study of waste flow allocation within a municipal solid waste (MSW) management system. The obtained solutions are useful for identifying sustainable MSW management schemes with maximized system efficiency under various constraint-violation risks. The results indicate that SLFP can support in-depth analysis of the interrelationships among system efficiency, system cost and system-failure risk.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Hybrid sensor for metal grade measurement of a falling stream of solid waste particles

Highlights: Black-Right-Pointing-Pointer A new sensor system is developed for metal grade measurement of falling bottom ash particles. Black-Right-Pointing-Pointer The system is hybrid, consisting of an optical and an electromagnetic sensor. Black-Right-Pointing-Pointer Grade of ECS concentrated bottom ash in 1-6 mm sieve size accurately measured up to 143 p/s feed rate. Black-Right-Pointing-Pointer Accuracy reached was 2.4% with respect to manual analysis. Black-Right-Pointing-Pointer Measures for elimination of both stationary and stochastic errors are discussed. - Abstract: A hybrid sensor system for accurate detection of the metal grade of a stream of falling solid waste particles is investigated and experimentally verified. The system holds an infrared and an electromagnetic unit around a central tube and counts all the particles and only the metal particles, respectively. The count ratio together with the measured average particle mass ratio (k) of non-metal and metal particles is sufficient for calculation of grade. The performance of the system is accurately verified using synthetic mixtures of sand and metal particles. Towards an application a case study is performed using municipal solid waste incineration bottom ash in size fractions 1-6 mm, which presents a major challenge for nonferrous metal recovery. The particle count ratio was inherently accurate for particle feed rates up to 13 per second. The average value and spread of k for bottom ash was determined as 0.49 {+-} 0.07 and used to calculate grade within 2.4% from the manually analysed grade. At higher feed rates the sensors start missing particles which fall simultaneously through the central tube, but the hybrid system still counted highly repeatable. This allowed for implementation of a count correction ratio to eliminate the stationary error. In combination with averaging in measurement intervals for suppression of stochastic variations the hybrid system regained its accuracy for particle feed rates up to 143 per second. This performance and its special design, intended to render it insensitive to external interference and noise when applied in an eddy current separator, make the hybrid sensor suitable for applications such as quality control and sensor controlled separation.

42 ENGINEERING↗

Combined Municipal Solid Waste and biomass system optimization for district energy applications

Highlights: • Combined energy conversion of MSW and agricultural residue biomass is examined. • The model optimizes the financial yield of the investment. • Several system specifications are optimally defined by the optimization model. • The application to a case study in Greece shows positive financial yield. • The investment is mostly sensitive on the interest rate, the investment cost and the heating oil price. - Abstract: Municipal Solid Waste (MSW) disposal has been a controversial issue in many countries over the past years, due to disagreement among the various stakeholders on the waste management policies and technologies to be adopted. One of the ways of treating/disposing MSW is energy recovery, as waste is considered to contain a considerable amount of bio-waste and therefore can lead to renewable energy production. The overall efficiency can be very high in the cases of co-generation or tri-generation. In this paper a model is presented, aiming to support decision makers in issues relating to Municipal Solid Waste energy recovery. The idea of using more fuel sources, including MSW and agricultural residue biomass that may exist in a rural area, is explored. The model aims at optimizing the system specifications, such as the capacity of the base-load Waste-to-Energy facility, the capacity of the peak-load biomass boiler and the location of the facility. Furthermore, it defines the quantity of each potential fuel source that should be used annually, in order to maximize the financial yield of the investment. The results of an energy tri-generation case study application at a rural area of Greece, using mixed MSW and biomass, indicate positive financial yield of investment. In addition, a sensitivity analysis is performed on the effect of the most important parameters of the model on the optimum solution, pinpointing the parameters of interest rate, investment cost and heating oil price, as those requiring the attention of the decision makers. Finally, the sensitivity analysis is enhanced by a stochastic analysis to determine the effect of the volatility of parameters on the robustness of the model and the solution obtained.

09 BIOMASS FUELS↗

A multi-echelon supply chain model for municipal solid waste management system

In this paper, a multi-echelon multi-period solid waste management system (MSWM) was developed by inoculating with multi-echelon supply chain. Waste managers, suppliers, industries and distributors could be engaged in joint strategic planning and operational execution. The principal of MSWM system is interactive planning of transportation and inventory for each organization in waste collection, delivery and disposal. An efficient inventory management plan for MSWM would lead to optimized productivity levels under available capacities (e.g., transportation and operational capacities). The applicability of the proposed system was illustrated by a case with three cities, one distribution and two waste disposal facilities. Solutions of the decision variable values under different significant levels indicate a consistent trend. With an increased significant level, the total generated waste would be decreased, and the total transported waste through distribution center to waste to energy and landfill would be decreased as well.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Relationship between recycling rate and air pollution: Waste management in the state of Massachusetts

Highlights: • This study examines the relationship between recycling rate of solid waste and air pollution. • Fixed effects Stochastic Frontier Analysis model with panel data are employed. • The case study is a waste municipality survey in the state of Massachusetts during 2009–2012. • The findings support that a negative relationship between air pollution and recycling. - Abstract: This study examines the relationship between recycling rate of solid waste and air pollution using data from a waste municipality survey in the state of Massachusetts during the period 2009–2012. Two econometric approaches are applied. The first approach is a fixed effects model, while the second is a Stochastic Frontier Analysis (SFA) with fixed effects model. The advantage of the first approach is the ability of controlling for stable time invariant characteristics of the municipalities, thereby eliminating potentially large sources of bias. The second approach is applied in order to estimate the technical efficiency and rank of each municipality accordingly. The regressions control for various demographic, economic and recycling services, such as income per capita, population density, unemployment, trash services, Pay-as-you-throw (PAYT) program and meteorological data. The findings support that a negative relationship between particulate particles in the air 2.5 μm or less in size (PM{sub 2.5}) and recycling rate is presented. In addition, the pollution is increased with increases on income per capita up to $23,000–$26,000, while after this point income contributes positively on air quality. Finally, based on the efficiency derived by the Stochastic Frontier Analysis (SFA) model, the municipalities which provide both drop off and curbside services for trash, food and yard waste and the PAYT program present better performance regarding the air quality.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Effectiveness of the food recovery at the retailing stage under shelf life uncertainty: An application to Italian food chains

Highlights: • The food recovery is seen as suitable way to manage food near to its expiry date. • The variability of the products shelf life must be taken into account. • The paper addresses the mathematic modeling of the profit related to food recovery. • The optimal time to withdraw the products is determinant for food recovery. - Abstract: Food losses represent a significant issue affecting food supply chains. The possibility of recovering such products can be seen as an effective way to reduce such a phenomenon, improve supply chain performances and ameliorate the conditions of undernourished people. The topic has been already investigated by a previous paper enforcing the hypothesis of deterministic and constant Shelf Life (SL) of products. However, such a model cannot be properly extended to products affected by uncertainties of the SL as it does not take into account the deterioration costs and loss of profits due to the overcoming of the SL within the cycle time. Thus the present paper presents an extension of the previous one under stochastic conditions of the food quality. Differently from the previous publication, this work represents a general model applicable to all supply chains, especially to those managing fresh products characterized by uncertain SL such as fruits and vegetables. The deterioration costs and loss of profits are included in the model and the optimal time at which to withdraw the products from the shelves as well as the quantities to be shipped at each alternative destination have been determined. A comparison of the proposed model with that reported in the previous publication has been carried out in order to underline the impact of the SL variability on the optimality conditions. The results show that the food recovery strategy in the presence of uncertainty of the food quality is rewarding, even if the optimal profit is lower than that of the deterministic case.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

E-waste collection in Italy: Results from an exploratory analysis

Highlights: • The performance of the Italian household collection system for E-waste is analysed in a panel data regression analysis. • N. of Collection points, % of female, % of waste separately collected are positively correlated with kg of E-waste collected. • Population density is negatively correlated with kg of E-waste collected. • The Stochastic Frontier Model identifies the optimal production function. • Tuscany, Sardinia and Sicily are the best performing regions. - Abstract: This study looks at the performance of household electrical and electronic waste (WEEE) collection in 20 Italian regions from 2008 to 2015. The impact of several explicative variables on the results of e-waste collection is evaluated. The independent variables are socio-economic and demographic ones (age, gender, household size, education level, migration and income) along with technical-organisational variables (population density, presence of metropoles, macro regions, characteristics of the territory, percentage of household waste collected separately and number of e-waste collection points). The results show that the presence of collection points, the percentage of household waste collected separately and the percentage of females are positively correlated with the kg collected per inhabitant per year. For example, a variation of 1% of input (presence of collection points) corresponds to a 0.25% variation in the output (collection results) while 1% difference in the percentage of females in the population corresponds to a 7.549% difference in the collection rate. Population density, instead, is negatively correlated. It is interesting to note that there is a discrepancy between the Southern regions and the Centre regions (the former have an outcome 0.66 times lower than the latter) while the Northern regions perform similarly to the Centre ones. Moreover, the first year (2008) had a very low performance compared to the following years when the scheme constantly improved, mainly due to the additional collection points available. The Stochastic Frontier Model allows for the identification of the optimal production function among the 20 Italian regions. The best performing region is Tuscany (in the Centre), followed by Sardinia and Sicily (in the South).

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗