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At least 37 records · Page 2

Constant-complexity stochastic simulation algorithm with optimal binning

At the molecular level, biochemical processes are governed by random interactions between reactant molecules, and the dynamics of such systems are inherently stochastic. When the copy numbers of reactants are large, a deterministic description is adequate, but when they are small, such systems are often modeled as continuous-time Markov jump processes that can be described by the chemical master equation. Gillespie’s Stochastic Simulation Algorithm (SSA) generates exact trajectories of these systems, but the amount of computational work required for each step of the original SSA is proportional to the number of reaction channels, leading to computational complexity that scales linearly with the problem size. The original SSA is therefore inefficient for large problems, which has prompted the development of several alternative formulations with improved scaling properties. We describe an exact SSA that uses a table data structure with event time binning to achieve constant computational complexity with respect to the number of reaction channels for weakly coupled reaction networks. We present a novel adaptive binning strategy and discuss optimal algorithm parameters. We compare the computational efficiency of the algorithm to existing methods and demonstrate excellent scaling for large problems. This method is well suited for generating exact trajectories of large weakly coupled models, including those that can be described by the reaction-diffusion master equation that arises from spatially discretized reaction-diffusion processes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

3-D Simulations of earthquakes rupture jumps: 1. Homogeneous pre-stress conditions

SUMMARY Observational and modelling studies indicate that earthquake ruptures can jump between fault sections as large as ∼3 and ∼5 km for compressional and extensional offsets, respectively. Here, we compare characteristics of the rupture jump process on parallel but offset fault sections from traditional 3-D dynamic rupture simulations governed by slip weakening friction using the finite element code, FaultMod, to those from quasi-dynamic simulations governed by rate- and state-dependent friction (rate-state friction) using the code RSQSim. These simulations use spatially uniform initial stresses. For a variety of measures the rupture renucleation position on the offset fault, the rate-state friction and slip weakening friction models produce very similar results. The principal difference is the additional occurrence of delayed rupture jumps that arise from the time- and stress-dependent nucleation that is characteristic of rate-state friction. For immediate rupture jumps, models with slip weakening friction span greater offsets than those with rate-state friction. However the jump distances are nearly identical when delayed rupture jumps are included in the comparisons. We propose that delayed rupture jumps are the likely mechanism for adjacent large-earthquake pairs and clusters. Based on the similarity of renucleation positions with both dynamic and quasi-dynamic models, we conclude that the renucleation positions for rupture initiation on the receiver fault (separated by less than ∼3 km from the source fault) are primarily controlled by static stress changes induced by slip on the initiating fault. However, in light of the slightly greater maximum jump distances (>3 km) seen with the dynamic slip weakening friction model, dynamic stress changes from seismic waves play an increasingly important role as offset distances increase.

, RSQSim↗

Surface plasmon transmission through discontinuous conducting surfaces: Plasmon amplitude modulation by grazing scattered fields

We have studied numerically the diffraction of a surface plasmon polariton (SPP) when it encounters a wide multi-wavelength slit in conducting films. As a jump process a SPP is excited beyond the slit by wave scattering at the second slit edge. The exciting radiation is produced when the incident SPP collapses at the first slit edge. We have found that the transmitted SPP supports inherent and unavoidable interference with grazing scattered radiation; the spatial modulation extends to the fields in the diffraction region where a series of low intensity spots arises. We demonstrate that the SPP generated on the second slab depends on the frequency but not on the wave vector of the collapsed SPP; a SPP is transmitted even when the two metals forming the slit are different. The numerical results were obtained using the Finite Difference Time Domain (FDTD) method with a grid size λ/100.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Catalyst: Fast and flexible modeling of reaction networks

We introduce Catalyst.jl, a flexible and feature-filled Julia library for modeling and high-performance simulation of chemical reaction networks (CRNs). Catalyst supports simulating stochastic chemical kinetics (jump process), chemical Langevin equation (stochastic differential equation), and reaction rate equation (ordinary differential equation) representations for CRNs. Through comprehensive benchmarks, we demonstrate that Catalyst simulation runtimes are often one to two orders of magnitude faster than other popular tools. More broadly, Catalyst acts as both a domain-specific language and an intermediate representation for symbolically encoding CRN models as Julia-native objects. This enables a pipeline of symbolically specifying, analyzing, and modifying CRNs; converting Catalyst models to symbolic representations of concrete mathematical models; and generating compiled code for numerical solvers. Leveraging ModelingToolkit.jl and Symbolics.jl, Catalyst models can be analyzed, simplified, and compiled into optimized representations for use in numerical solvers. Finally, we demonstrate Catalyst’s broad extensibility and composability by highlighting how it can compose with a variety of Julia libraries, and how existing open-source biological modeling projects have extended its intermediate representation.

59 BASIC BIOLOGICAL SCIENCES↗

A survey of design methods for failure detection in dynamic systems

A number of methods for the detection of abrupt changes (such as failures) in stochastic dynamical systems were surveyed. The class of linear systems were emphasized, but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗

A survey of design methods for failure detection in dynamic systems

A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗

Stochastic Schrödinger evolution over piecewise enlarged filtrations

This paper constructs a nonlinear filtering framework that admits appearances of new information processes at random times by introducing piecewise enlargements of filtrations and proposes a new energy-based Schrodinger evolution expressed as a stochastic differential equation on a complex Hilbert space. Each information process is modeled as the sum of a random variable taking the eigenvalues of a Hamiltonian and an independent Brownian bridge noise. It is shown that under a piecewise enlarged filtration, the wave function is a jump-diffusion process until it collapses at some terminal time. In between discontinuities, the dynamics of the state vector are governed by different Wiener processes and diffusion coefficients. This motivates the introduction of an inclusive chain of Kolmogorov probability spaces or a *-isomorphic chain of commutative von Neumann probability spaces, on which the quantum system evolves differently based on the number of active information processes. The expectation of the Hamiltonian at a given state is the solution of a second-order nonlinear differential equation determined by one of the possible regimes that the quantum system belongs to. It is shown that the collapse rate is a submartingale with positive jumps and the Shannon entropy process is a supermartingale with expected negative jumps when passing to higher-order probability spaces. The framework is extended to the case when the Hamiltonian is modeled as a function of a set of commutative operators, where each operator is associated with a different piecewise enlarged filtration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Large Deviations Analysis of Certain Qualitative Properties of Parallel Tempering and Infinite Swapping Algorithms

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel simulations. From the perspective of large deviations it is optimal to let the swap rate tend to infinity and it is possible to construct a corresponding simulation scheme, known as infinite swapping. In this paper we propose a novel use of large deviations for empirical measures for a more detailed analysis of the infinite swapping limit in the setting of continuous time jump Markov processes. Using the large deviations rate function and associated stochastic control problems we consider a diagnostic based on temperature assignments, which can be easily computed during a simulation. Here we show that the convergence of this diagnostic to its a priori known limit is a necessary condition for the convergence of infinite swapping. Finally, the rate function is also used to investigate the impact of asymmetries in the underlying potential landscape, and where in the state space poor sampling is most likely to occur.

97 MATHEMATICS AND COMPUTING↗

Parameters estimation using the first passage times method in a jump-diffusion model

The main purposes of this paper are two contributions: (1) it presents a new method, which is the first passage time (FPT method) generalized for all passage times (GPT method), in order to estimate the parameters of stochastic Jump-Diffusion process. (2) it compares in a time series model, share price of gold, the empirical results of the estimation and forecasts obtained with the GPT method and those obtained by the moments method and the FPT method applied to the Merton Jump-Diffusion (MJD) model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Logarithmic Superdiffusion in Two Dimensional Driven Lattice Gases

The spreading of density fluctuations in two-dimensional driven diffusive systems is marginally anomalous. Mode coupling theory predicts that the diffusivity in the direction of the drive diverges with time as (ln t){sup 2/3} with a prefactor depending on the macroscopic current-density relation and the diffusion tensor of the fluctuating hydrodynamic field equation. Here we present the first numerical verification of this behavior for a particular version of the two-dimensional asymmetric exclusion process. Particles jump strictly asymmetrically along one of the lattice directions and symmetrically along the other, and an anisotropy parameter p governs the ratio between the two rates. Using a novel massively parallel coupling algorithm that strongly reduces the fluctuations in the numerical estimate of the two-point correlation function, we are able to accurately determine the exponent of the logarithmic correction. In addition, the variation of the prefactor with p provides a stringent test of mode coupling theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Valuing catastrophe bonds involving correlation and CIR interest rate model

Natural catastrophes lead to problems of insurance and reinsurance industry. Classic insurance mechanisms are often inadequate for dealing with consequences of catastrophic events. Therefore, new financial instruments, including catastrophe bonds (cat bonds), were developed. In this paper we price the catastrophe bonds with a generalized payoff structure, assuming that the bondholder’s payoff depends on an underlying asset driven by a stochastic jump-diffusion process. Simultaneously, the risk-free spot interest rate has also a stochastic form and is described by the multi-factor Cox–Ingersoll–Ross model. We assume the possibility of correlation between the Brownian part of the underlying asset and the components of the interest rate model. Using stochastic methods, we prove the valuation formula, which can be applied to the cat bonds with various payoff functions. We use adaptive Monte Carlo simulations to analyze the numerical properties of the obtained pricing formula for various settings, including some similar to the practical cases.

97 MATHEMATICS AND COMPUTING↗

Neuromorphic scaling advantages for energy-efficient random walk computations

Neuromorphic computing, which aims to replicate the computational structure and architecture of the brain in synthetic hardware, has typically focused on artificial intelligence applications. What is less explored is whether such brain-inspired hardware can provide value beyond cognitive tasks. Here we show that the high degree of parallelism and configurability of spiking neuromorphic architectures makes them well suited to implement random walks via discrete-time Markov chains. Overall, these random walks are useful in Monte Carlo methods, which represent a fundamental computational tool for solving a wide range of numerical computing tasks. Using IBM’s TrueNorth and Intel’s Loihi neuromorphic computing platforms, we show that our neuromorphic computing algorithm for generating random walk approximations of diffusion offers advantages in energy-efficient computation compared with conventional approaches. We also show that our neuromorphic computing algorithm can be extended to more sophisticated jump-diffusion processes that are useful in a range of applications, including financial economics, particle physics and machine learning.

97 MATHEMATICS AND COMPUTING↗

Colloidal Oxide Properties and Kinetic Studies

Silica based oxide particles prepared by various methods are compared in terms of their gellation kinetics, densification kinetics, and microable structural evolutions begin at very low temperature. Additional work reported in literature further suggested that the colloidal behaviors and the dried gel structures of the same oxide from different preparation techniques differ fundamentally. These differences significantly affect the densification kinetics and the product microstructure. Gravitational segregation of particles of different sizes in a gravitational field is modelled as a diffusion/segregation problem. A structural free volume model was used to describe the activation process of jump statistics. The sizes of the particles, the interstices, and their packing topology are accounted for in the estimation of the free volume. An attempt frequency is ascribed to particles to account for the vibrational rearrangement during powder packing.

Chen, I. W.↗

[Results of Simulation Studies]

Lattice Monte Carlo and off-lattice molecular dynamics simulations of h(sub 1)t(sub 4) and h(sub 4)t(sub l) (head/tail) amphiphile solutions have been performed as a function of surfactant concentration and temperature. The lattice and off-lattice systems exhibit quite different self-assembly behavior at equivalent thermodynamic conditions. We found that in the weakly aggregating regime (no preferred-size micelles), all models yield similar micelle size distributions at the same average aggregation number, albeit at different thermodynamic conditions (temperatures). In the strongly aggregating regime, this mapping between models (through temperature adjustment) fails, and the models exhibit qualitatively different micellization behavior. Incipient micellization in a model self-associating telechelic polymer solution results in a network with a transient elastic response that decays by a two-step relaxation: the first is due to a heterogeneous jump-diffusion process involving entrapment of end-groups within well-defined clusters and this is followed by rapid diffusion to neighboring clusters and a decay (terminal relaxation) due to cluster disintegration. The viscoelastic response of the solution manifests characteristics of a glass transition and entangled polymer network.

Source record↗

Jump-Down Performance Alterations after Space Flight

INTRODUCTION: Successful jump performance requires functional coordination of visual, vestibular, and somatosensory systems, which are affected by prolonged exposure to microgravity. Astronauts returning from space flight exhibit impaired ability to coordinate effective landing strategies when jumping from a platform to the ground. This study compares jump strategies used by astronauts before and after flight, changes to those strategies within a test session, and recoveries in jump-down performance parameters across several postflight test sessions. These data were obtained as part of an ongoing interdisciplinary study (Functional Task Test, FTT) designed to evaluate both astronaut postflight functional performance and related physiological changes. METHODS: Seven astronauts from short-duration (Shuttle) and three from long-duration (International Space Station) flights performed 3 two-footed jumps from a platform 30 cm high onto a force plate that measured the ground reaction forces and center-of-pressure displacement from the landings. Neuromuscular activation data were collected from the medial gastrocnemius and anterior tibialis of both legs using surface electromyography electrodes. Two load cells in the platform measured the load exerted by each foot during the takeoff phase of the jump. Data were collected in 2 preflight sessions, on landing day (Shuttle only), and 1, 6, and 30 days after flight. RESULTS: Postural settling time was significantly increased on the first postflight test session and many of the astronauts tested were unable to maintain balance on their first jump landing but recovered by the third jump, showing a learning progression in which performance improvements could be attributed to adjustments in takeoff or landing strategy. Jump strategy changes were evident in reduced air time (time between takeoff and landing) and also in increased asymmetry in foot latencies on takeoff. CONCLUSIONS: The test results revealed significant decrements in astronauts abilities to maintain balance and achieve a postural stability upon landing from a jump early after flight. However, the jump landing adaptation process often begins after the first jump with full recovery of most performance parameters within days after space flight. As expected, performance of ISS astronauts on the first day after flight was similar to that of Shuttle crewmembers on landing day.

Reschke, M. F.↗

Stiffener Jumping for Unitized Stitched Composite Preform Manufacturing

A single-sided stitching head is used to assemble unitized three-dimensional preforms using the NASA Langley Research Center (LaRC) Integrated Structural Assembly of Advanced Composites (ISAAC) robotic manufacturing system. Typically, assembly of a preform includes a “skin” that is stiffened by stiffener elements stitched to the skin. The single-sided stitching head has two needles that pass through the preform from the same side to form the stitch, typically from the smooth outer surface so the needles penetrate through the preform towards the stiffener side. The single-sided head cannot stitch across stiffening elements (e.g., stringer, frame, integral cap, etc.) because the needles would penetrate into the stiffener web, which would not allow the stitch form because the thread movement would be impeded. As a result, stitching seams cannot cross stiffening elements, and therefore are very short and must remain in the skin/flange connections within the space between the stiffening element webs. Each short segment requires a stop and cut process that takes a significant amount of time. A stiffener jumping stitching method was developed that eliminates the need to cut and restart seams when encountering a stiffener, thus providing a long, continuous seam with a significant reduction in stitching time by eliminating cutting operations and associated excess thread end trimming. This stiffener jumping process places what could be considered a very long stitch that bridges the stiffener to connect the end of one segment of the seam with the beginning of the next segment of the seam to provide a longer continuous seam. As a result, all intermediate thread cuts that would be done at the end of each individual segment of the seam are eliminated, with only a single cut at the end of the seam. The process and programming requirements for carrying out the stiffener jumping stitching approach are presented in this paper. Using the presented stiffener jumping approach to produce the long continuous seams, the stitching time for a representative commercial transport unitized stiffened wing cover panel can possibly be reduced by at least 25 percent.

stitched↗

Spacecraft Conceptual Design for Returning Entire Near-Earth Asteroids

In situ resource utilization (ISRU) in general, and asteroid mining in particular are ideas that have been around for a long time, and for good reason. It is clear that ultimately human exploration beyond low-Earth orbit will have to utilize the material resources available in space. Historically, the lack of sufficiently capable in-space transportation has been one of the key impediments to the harvesting of near-Earth asteroid resources. With the advent of high-power (or order 40 kW) solar electric propulsion systems, that impediment is being removed. High-power solar electric propulsion (SEP) would be enabling for the exploitation of asteroid resources. The design of a 40-kW end-of-life SEP system is presented that could rendezvous with, capture, and subsequently transport a 1,000-metric-ton near-Earth asteroid back to cislunar space. The conceptual spacecraft design was developed by the Collaborative Modeling for Parametric Assessment of Space Systems (COMPASS) team at the Glenn Research Center in collaboration with the Keck Institute for Space Studies (KISS) team assembled to investigate the feasibility of an asteroid retrieval mission. Returning such an object to cislunar space would enable astronaut crews to inspect, sample, dissect, and ultimately determine how to extract the desired materials from the asteroid. This process could jump-start the entire ISRU industry.

asteroid retrieval↗

Integration of the Total Lightning Jump Algorithm into Current Operational Warning Environment Conceptual Models

The presence and rates of total lightning are both correlated to and physically dependent upon storm updraft strength, mixed phase precipitation volume and the size of the charging zone. The updraft modulates the ingredients necessary for electrification within a thunderstorm, while the updraft also plays a critical role in the development of severe and hazardous weather. Therefore utilizing this relationship, the monitoring of lightning rates and jumps provides an additional piece of information on the evolution of a thunderstorm, more often than not, at higher temporal resolution than current operational radar systems. This correlation is the basis for the total lightning jump algorithm that has been developed in recent years. In order to become a viable option for operational forecasters to incorporate into their severe storm monitoring process, the total lightning jump must be placed into the framework of several severe storm conceptual models (e.g., radar evolution, storm morphology) which forecasters have built through training and experience. Thus, one of the goals of this study is to examine and relate the lightning jump concept to often used radar parameters (e.g., dBZ vertical structure, VIL, MESH, MESO/shear) in the warning environment. Tying lightning trends and lightning jump occurrences to these radar based parameters will provide forecasters with an additional tool that they can use to build an accurate realtime depiction as to what is going on in a given environment. Furthermore, relating the lightning jump concept to these parameters could also increase confidence in a warning decision they have already made, help tip the scales on whether or not to warn on a given storm, or to draw the forecaster s attention to a particular storm that is rapidly developing. Furthermore the lightning information will add vital storm scale information in regions that are not well covered by radar, or when radar failures occur. The physical basis for the lightning jump algorithm in relation to severe storm dynamics and microphysics is a key component that must be further explored. Many radar studies have examined flash rates and their relation to updraft strength, updraft volume, precipitation -sized ice mass, etc.; however, very few have related the concept of the lightning jump and manifestation of severe weather to storm dynamics and microphysics using multi -Doppler and polarimetric radar techniques. Therefore, the second half of this study will combine the lightning jump algorithm and these radar techniques in order to place the lightning jump concept into a physical and dynamical framework. This analysis includes examining such parameters as mixed phase precipitation volume, charging zone, updraft strength and updraft volume. Such a study should provide increased understanding of and confidence in the strengths and limitations of the lightning jump algorithm in the storm warning process.

Schultz, Christopher J.↗