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At least 1,135 records · Page 63

Statistical properties of sites visited by independent random walks

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. Here, we consider two independent random walks on hyper-cubic lattices and study ordering probabilities associated with these characteristics. The first is the probability that during the time interval (0, t), the number of sites visited by a walker never exceeds that of another walker. The second is the probability that the sites visited by a walker remain a subset of the sites visited by another walker. Using numerical simulations, we investigate the leading asymptotic behaviors of the ordering probabilities in spatial dimensions d = 1, 2, 3, 4. We also study the time evolution of the number of ties between the number of visited sites. We show analytically that the average number of ties increases as a 1 ln t with a 1 = 0.970 508 in one dimension and as (ln t) 2 in two dimensions.

97 MATHEMATICS AND COMPUTING↗

Skyrmion pinball and directed motion on obstacle arrays

Abstract We examine skyrmions interacting with a square array of obstacles under ac drives applied in one or two directions. For a single direction of ac driving, we find that the Magnus force in conjunction with the obstacle interactions can create elliptical skyrmion orbits of increasing size, leading to localized phases, chaotic phases, and translating or ratcheting orbits. Under two ac drives that are out of phase by 90° and applied in two directions, the skyrmions form localized commensurate orbits that encircle an integer number of obstacles, similar to the electron pinball effect observed for electrons in antidot lattices. As a function of ac amplitude, Magnus force strength, and obstacle size, we find that chaotic scattering regimes and directed motion can emerge even in the absence of asymmetry in the substrate. The directed motion follows different symmetry axes of the periodic substrate, and we observe a variety of reversed ratchet effects. The Magnus force in the skyrmion system produces a significantly larger number of directed motion regimes than are exhibited by overdamped systems. We discuss how these results could be used to move skyrmions in a controlled way for possible applications.

97 MATHEMATICS AND COMPUTING↗

Scalable edge clustering of dynamic graphs via weighted line graphs

Timestamped relational datasets consisting of records (or connections) between pairs of entities are ubiquitous in network science. For applications like peer-to-peer communication, email, various social network interactions, and computer network security, it is useful to organize these records into groups based on how and when they are occurring. Weighted line graphs offer a natural way to model how records are related in such datasets but for large real-world graph topologies, building and utilizing the line graph is prohibitively expensive. Here, we present the framework to cluster the edges of a dynamic graph via the associated line graph that contains two major contributions. The first is a method to work with the line graph implicitly and the second is a distributed scale implementation of an agglomerative hierarchical graph clustering algorithm. We outline a novel hierarchical dynamic graph edge clustering approach that efficiently breaks massive relational datasets into small sets of edges containing events at various timescales. This is in stark contrast to traditional graph clustering algorithms that prioritize highly connected (clique-like) community structures. Our approach relies on constructing a sufficient subgraph of a weighted line graph and applying a hierarchical agglomerative clustering. This approach is related to scalable techniques from spatial clustering, nonlinear-dimension reduction, topological data analysis, and draws particular inspiration from HDBSCAN. As an edge clustering, this method yields an overlapping node clustering. Our algorithm is parallelizable and we demonstrate efficient clustering of a billion-scale, real-world dynamic graph into small edge sets that correlate in topology and time. The entire clustering process for a graph with tens of billions of edges takes just a few minutes of run time on 256 nodes of a distributed compute environment. We argue how the output of the edge clustering is useful for a multitude of data visualization and powerful machine learning tasks, both involving the original massive dynamic graph data and metadata associated with the nodes and edges. Finally, we describe how this approach can be extended to dynamic hypergraphs and dynamic graphs/hypergraphs with unstructured data living on vertices and edges.

Data Analysis↗

Universal shift of the fidelity susceptibility peak away from the critical point of the Berezinskii-Kosterlitz-Thouless quantum phase transition

We show that the peak which can be observed in fidelity susceptibility around the Berezinskii-Kosterlitz-Thouless transition is shifted from the quantum critical point (QCP) at J c to J * in the gapped phase by a value | J *– J c | = B 2 /36, where B 2 is a transition width controlling the asymptotic form of the correlation length ξ~exp(– B /√| J – J c |) in that phase. This is in contrast to the conventional continuous QCP where the maximum is an indicator of the position of the critical point. The shape of the peak is universal, emphasizing the close connection between fidelity susceptibility and the correlation length. Here, we support those arguments with numerical matrix product state simulations of the one-dimensional Bose-Hubbard model in the thermodynamic limit, where the broad peak is located at J * = 0.212 that is significantly different from J c = 0.3048(3). In the spin-3/2 XXZ model the shift from J c = 1 to J * = 1.0021 is small but the narrow universal peak is much more pronounced over the nonuniversal background.

36 MATERIALS SCIENCE↗

Measurement and memory in the periodically driven complex Ginzburg-Landau equation

In the present work we illustrate that classical but nonlinear systems may possess features reminiscent of quantum ones, such as memory, upon suitable external perturbation. As our prototypical example, we use the two-dimensional complex Ginzburg-Landau equation in its vortex glass regime. Here, we impose an external drive as a perturbation mimicking a quantum measurement protocol, with a given “measurement rate” (the rate of repetition of the drive) and “mixing rate” (characterized by the intensity of the drive). Using a variety of measures, we find that the system may or may not retain its coherence, statistically retrieving its original glass state, depending on the strength and periodicity of the perturbing field. The corresponding parametric regimes and the associated energy cascade mechanisms involving the dynamics of vortex waveforms and domain boundaries are discussed.

97 MATHEMATICS AND COMPUTING↗

Security proof of practical quantum key distribution with detection-efficiency mismatch

Quantum key distribution (QKD) protocols with threshold detectors are driving high-performance QKD demonstrations. The corresponding security proofs usually assume that all physical detectors have the same detection efficiency. However, the efficiencies of the detectors used in practice might show a mismatch depending on the manufacturing and setup of these detectors. A mismatch can also be induced as the different spatial-temporal modes of an incoming signal might couple differently to a detector. Here we develop a method that allows to provide security proofs without the usual assumption. Our method can take the detection-efficiency mismatch into account without having to restrict the attack strategy of the adversary. Especially, we do not rely on any photon-number cutoff of incoming signals such that our security proof is directly applicable to practical situations. We illustrate our method for a receiver that is designed for polarization encoding and is sensitive to a number of spatial-temporal modes. In our detector model, the absence of quantum interference between any pair of spatial-temporal modes is assumed. For a QKD protocol with this detector model, we can perform a security proof with characterized efficiency mismatch and without photon-number cutoff assumption. Our method also shows that in the absence of efficiency mismatch in our detector model, the key rate increases if the loss due to detection inefficiency is assumed to be outside of the adversary's control, as compared to the view where for a security proof this loss is attributed to the action of the adversary.

97 MATHEMATICS AND COMPUTING↗

A Note on Alternating Minimization Algorithm for the Matrix Completion Problem

Here, we consider the problem of reconstructing a low-rank matrix from a subset of its entries and analyze two variants of the so-called alternating minimization algorithm, which has been proposed in the past.We establish that when the underlying matrix has rank one, has positive bounded entries, and the graph underlying the revealed entries has diameter which is logarithmic in the size of the matrix, both algorithms succeed in reconstructing the matrix approximately in polynomial time starting from an arbitrary initialization.We further provide simulation results which suggest that the second variant which is based on the message passing type updates performs significantly better.

97 MATHEMATICS AND COMPUTING↗

Insights From the Software Design of a Multiphysics Multicomponent Scientific Code

Using simulations for scientific discovery requires that the software used in the simulations undergoes a rigorous design and development process similar to that of the lab instruments in the experimental sciences. To devise a good design methodology, it is critical to understand the requirements, constraints, and challenges. Furthermore, this article describes insights from the long-term stewardship of a multiphysics multicomponent software, FLASH, that was designed more than 20 years ago for astrophysics, now serves multiple communities, and has been successful in adapting to the changing world of high-performance computing.

97 MATHEMATICS AND COMPUTING↗

Stochastic robust mathematical programming model for power system optimization

We present a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with different uncertainty sets. In addition, a case study of unit commitment shows the effectiveness of the proposed model and algorithms.

97 MATHEMATICS AND COMPUTING↗

Local Equilibrium and Retardation Revisited

We present that in modeling solute transport with mobile-immobile mass transfer (MIMT), it is common to use an advection-dispersion equation (ADE) with a retardation factor, or retarded ADE. This is commonly referred to as making the local equilibrium assumption (LEA). Assuming local equilibrium, Eulerian textbook treatments derive the retarded ADE, ostensibly exactly. However, other authors have presented rigorous mathematical derivations of the dispersive effect of MIMT, applicable even in the case of arbitrarily fast mass transfer. We resolve the apparent contradiction between these seemingly exact derivations by adopting a Lagrangian point of view. We show that local equilibrium constrains the expected time immobile, whereas the retarded ADE actually embeds a stronger, nonphysical, constraint: that all particles spend the same amount of every time increment immobile. Eulerian derivations of the retarded ADE thus silently commit the gambler's fallacy, leading them to ignore dispersion due to mass transfer that is correctly modeled by other approaches. We then present a particle tracking simulation illustrating how poor an approximation the retarded ADE may be, even when mobile and immobile plumes are continually near local equilibrium. Finally, we note that classic “LEA” (actually, retarded ADE validity) criteria test for insignificance of MIMT-driven dispersion relative to hydrodynamic dispersion, rather than for local equilibrium.

58 GEOSCIENCES↗

Global minimization via classical tunneling assisted by collective force field formation

Simple elements interacting in networks can give rise to intricate emergent behaviors. Examples such as synchronization and phase transitions often apply in many contexts, as many different systems may reduce to the same effective model. Here, we demonstrate such a behavior in a model inspired by memristors. When weakly driven, the system is described by movement in an effective potential, but when strongly driven, instabilities cause escapes from local minima, which can be interpreted as an unstable tunneling mechanism. We dub this collective and nonperturbative effect a “Lyapunov force,” which steers the system toward the global minimum of the potential function, even if the full system has a constellation of equilibrium points growing exponentially with the system size. This mechanism is appealing for its physical relevance in nanoscale physics and for its possible applications in optimization, Monte Carlo schemes, and machine learning.

97 MATHEMATICS AND COMPUTING↗

Multiscale cyclic dynamics in light harvesting complex in presence of vibrations and noise

Starting from the many-body Schrödinger equation, in this work we derive a new type of Lindblad master equations describing a cyclic exciton/electron dynamics in the light harvesting complex and the reaction center. These equations resemble the master equations for the electric current in mesoscopic systems, and they go beyond the single-exciton description by accounting for the multi-exciton states accumulated in the antenna, as well as the charge-separation, fluorescence and photo-absorption. Although these effects take place on very different timescales, their inclusion is necessary for a consistent description of the exciton dynamics. Our approach reproduces both coherent and incoherent dynamics of exciton motion along the antenna in the presence of vibrational modes and noise. We applied our results to evaluate energy (exciton) and fluorescent currents as functions of sunlight intensity.

59 BASIC BIOLOGICAL SCIENCES↗

A novel procedure on next generation sequencing data analysis using text mining algorithm

Background: Next-generation sequencing (NGS) technologies have provided researchers with vast possibilities in various biological and biomedical research areas. Efficient data mining strategies are in high demand for large scale comparative and evolutional studies to be performed on the large amounts of data derived from NGS projects. Topic modeling is an active research field in machine learning and has been mainly used as an analytical tool to structure large textual corpora for data mining. Methods: We report a novel procedure to analyse NGS data using topic modeling. It consists of four major procedures: NGS data retrieval, preprocessing, topic modeling, and data mining using Latent Dirichlet Allocation (LDA) topic outputs. The NGS data set of the Salmonella enterica strains were used as a case study to show the workflow of this procedure. The perplexity measurement of the topic numbers and the convergence efficiencies of Gibbs sampling were calculated and discussed for achieving the best result from the proposed procedure. Results: The output topics by LDA algorithms could be treated as features of Salmonella strains to accurately describe the genetic diversity of fliC gene in various serotypes. The results of a two-way hierarchical clustering and data matrix analysis on LDA-derived matrices successfully classified Salmonella serotypes based on the NGS data. The implementation of topic modeling in NGS data analysis procedure provides a new way to elucidate genetic information from NGS data, and identify the gene-phenotype relationships and biomarkers, especially in the era of biological and medical big data. Conclusion: The implementation of topic modeling in NGS data analysis provides a new way to elucidate genetic information from NGS data, and identify the gene-phenotype relationships and biomarkers, especially in the era of biological and medical big data.

59 BASIC BIOLOGICAL SCIENCES↗

A Multi-Armed Bayesian Ordinal Outcome Utility-Based Sequential Trial with a Pairwise Null Clustering Prior

A multi-armed trial based on ordinal outcomes is proposed that leverages a flexible non-proportional odds cumulative logit model and numerical utility scores for each outcome to determine treatment optimality. This trial design uses a Bayesian clustering prior on the treatment effects that encourages the pairwise null hypothesis of no differences between treatments. A group sequential design is proposed to determine which treatments are clinically different with an adaptive decision boundary that becomes more aggressive as the sample size or clinical significance grows, or the number of active treatments decreases. A simulation study is conducted for 3 and 5 treatment arms, which shows that the design has superior operating characteristics (family wise error rate, generalized power, average sample size) compared to utility designs that do not allow clustering, a frequentist proportional odds model, or a permutation test based on empirical mean utilities.

97 MATHEMATICS AND COMPUTING↗

Accuracy of real-time multi-model ensemble forecasts for seasonal influenza in the U.S.

Seasonal influenza results in substantial annual morbidity and mortality in the United States and worldwide. Accurate forecasts of key features of influenza epidemics, such as the timing and severity of the peak incidence in a given season, can inform public health response to outbreaks. As part of ongoing efforts to incorporate data and advanced analytical methods into public health decision-making, the United States Centers for Disease Control and Prevention (CDC) has organized seasonal influenza forecasting challenges since the 2013/2014 season. In the 2017/2018 season, 22 teams participated. A subset of four teams created a research consortium called the FluSight Network in early 2017. During the 2017/2018 season they worked together to produce a collaborative multi-model ensemble that combined 21 separate component models into a single model using a machine learning technique called stacking. This approach creates a weighted average of predictive densities where the weight for each component is determined by maximizing overall ensemble accuracy over past seasons. In the 2017/2018 influenza season, one of the largest seasonal outbreaks in the last 15 years, this multi-model ensemble performed better on average than all individual component models and placed second overall in the CDC challenge. It also outperformed the baseline multi-model ensemble created by the CDC that took a simple average of all models submitted to the forecasting challenge. This project shows that collaborative efforts between research teams to develop ensemble forecasting approaches can bring measurable improvements in forecast accuracy and important reductions in the variability of performance from year to year. Efforts such as this, that emphasize real-time testing and evaluation of forecasting models and facilitate the close collaboration between public health officials and modeling researchers, are essential to improving our understanding of how best to use forecasts to improve public health response to seasonal and emerging epidemic threats.

59 BASIC BIOLOGICAL SCIENCES↗

Challenges of COVID-19 Case Forecasting in the US, 2020–2021

During the COVID-19 pandemic, forecasting COVID-19 trends to support planning and response was a priority for scientists and decision makers alike. In the United States, COVID-19 forecasting was coordinated by a large group of universities, companies, and government entities led by the Centers for Disease Control and Prevention and the US COVID-19 Forecast Hub ( https://covid19forecasthub.org ). We evaluated approximately 9.7 million forecasts of weekly state-level COVID-19 cases for predictions 1–4 weeks into the future submitted by 24 teams from August 2020 to December 2021. We assessed coverage of central prediction intervals and weighted interval scores (WIS), adjusting for missing forecasts relative to a baseline forecast, and used a Gaussian generalized estimating equation (GEE) model to evaluate differences in skill across epidemic phases that were defined by the effective reproduction number. Overall, we found high variation in skill across individual models, with ensemble-based forecasts outperforming other approaches. Forecast skill relative to the baseline was generally higher for larger jurisdictions (e.g., states compared to counties). Over time, forecasts generally performed worst in periods of rapid changes in reported cases (either in increasing or decreasing epidemic phases) with 95% prediction interval coverage dropping below 50% during the growth phases of the winter 2020, Delta, and Omicron waves. Ideally, case forecasts could serve as a leading indicator of changes in transmission dynamics. However, while most COVID-19 case forecasts outperformed a naïve baseline model, even the most accurate case forecasts were unreliable in key phases. Further research could improve forecasts of leading indicators, like COVID-19 cases, by leveraging additional real-time data, addressing performance across phases, improving the characterization of forecast confidence, and ensuring that forecasts were coherent across spatial scales. In the meantime, it is critical for forecast users to appreciate current limitations and use a broad set of indicators to inform pandemic-related decision making.

59 BASIC BIOLOGICAL SCIENCES↗