Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic simulation algorithm”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

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↗

Comparison of different moment-closure approximations for stochastic chemical kinetics

In recent years, moment-closure approximations (MAs) of the chemical master equation have become a popular method for the study of stochastic effects in chemical reaction systems. Several different MA methods have been proposed and applied in the literature, but it remains unclear how they perform with respect to each other. In this paper, we study the normal, Poisson, log-normal, and central-moment-neglect MAs by applying them to understand the stochastic properties of chemical systems whose deterministic rate equations show the properties of bistability, ultrasensitivity, and oscillatory behaviour. Our results suggest that the normal MA is favourable over the other studied MAs. In particular, we found that (i) the size of the region of parameter space where a closure gives physically meaningful results, e.g., positive mean and variance, is considerably larger for the normal closure than for the other three closures, (ii) the accuracy of the predictions of the four closures (relative to simulations using the stochastic simulation algorithm) is comparable in those regions of parameter space where all closures give physically meaningful results, and (iii) the Poisson and log-normal MAs are not uniquely defined for systems involving conservation laws in molecule numbers. We also describe the new software package MOCA which enables the automated numerical analysis of various MA methods in a graphical user interface and which was used to perform the comparative analysis presented in this paper. MOCA allows the user to develop novel closure methods and can treat polynomial, non-polynomial, as well as time-dependent propensity functions, thus being applicable to virtually any chemical reaction system.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Hybrid framework for the simulation of stochastic chemical kinetics

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The effects of intrinsic noise on the behaviour of bistable cell regulatory systems under quasi-steady state conditions

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady state approximation based on the semi-classical approximation of the partial differential equation for the generating function associated with the chemical master equation. Such approximation proceeds by optimising an action functional whose associated set of Euler-Lagrange (Hamilton) equations provides the most likely fluctuation path. We show that, under appropriate conditions granting time scale separation, the Hamiltonian can be re-scaled so that the set of Hamilton equations splits up into slow and fast variables, whereby the quasi-steady state approximation can be applied. We analyse two particular examples of systems whose mean-field limit has been shown to exhibit bi-stability: an enzyme-catalysed system of two mutually inhibitory proteins and a gene regulatory circuit with self-activation. Our theory establishes that the number of molecules of the conserved species is order parameters whose variation regulates bistable behaviour in the associated systems beyond the predictions of the mean-field theory. This prediction is fully confirmed by direct numerical simulations using the stochastic simulation algorithm. This result allows us to propose strategies whereby, by varying the number of molecules of the three conserved chemical species, cell properties associated to bistable behaviour (phenotype, cell-cycle status, etc.) can be controlled.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations

Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.

Bimolecular reactions↗

Lazy Updating of hubs can enable more realistic models by speeding up stochastic simulations

To respect the nature of discrete parts in a system, stochastic simulation algorithms (SSAs) must update for each action (i) all part counts and (ii) each action's probability of occurring next and its timing. This makes it expensive to simulate biological networks with well-connected “hubs” such as ATP that affect many actions. Temperature and volume also affect many actions and may be changed significantly in small steps by the network itself during fever and cell growth, respectively. Such trends matter for evolutionary questions, as cell volume determines doubling times and fever may affect survival, both key traits for biological evolution. Yet simulations often ignore such trends and assume constant environments to avoid many costly probability updates. Such computational convenience precludes analyses of important aspects of evolution. Here we present “Lazy Updating,” an add-on for SSAs designed to reduce the cost of simulating hubs. When a hub changes, Lazy Updating postpones all probability updates for reactions depending on this hub, until a threshold is crossed. Speedup is substantial if most computing time is spent on such updates. We implemented Lazy Updating for the Sorting Direct Method and it is easily integrated into other SSAs such as Gillespie's Direct Method or the Next Reaction Method. Testing on several toy models and a cellular metabolism model showed >10× faster simulations for its use-cases—with a small loss of accuracy. Thus we see Lazy Updating as a valuable tool for some special but important simulation problems that are difficult to address efficiently otherwise.

97 MATHEMATICS AND COMPUTING↗

A fast exact simulation method for a class of Markov jump processes

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze its properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Whole cell simulator

A whole cell model (WCM) is a comprehensive multi-scale computational model representing all the known biochemical processes in a cell. It relies on a variety of intracellular pathway models and omics data. This computational framework enables seamless integration of diverse simulation methods used in WCM such as stochastic simulation algorithm (SSA), ordinary differential equations (ODE), flux balance analysis (FBA), and logic-based approaches. These methods run simultaneously, not only for whole pathways but also for subsets of reactions. Furthermore, we aim to enable dynamic switching between the methods when beneficial. Is

GEORGAKOUDIS, GIORGIS↗

SSA Monte Carlo and Master Equation Modeling of Neutron Leakage Distributions

Strongly stochastic neutron populations in highly subcritical multiplying media containing weak spontaneous fission sources are unique indicators of the presence of SNM. For instance, in neutron multiplicity counting, an extended tail in the count number probability distribution is observed that is a characteristic of and sensitive to the amount of SNM present. Theoretical modeling and efficient computation of stochastic neutron distributions are complementary to experimental measurements and moreover shed light on the fundamental interactions and transport processes that underlie nuclear signatures. Modeling approaches that are intermediate between gross-system level models and high-fidelity but computationally demanding Monte Carlo simulations are of particular interest in this regard. Furthermore we present three advances on existing work in point kinetic or lumped geometry: (i) implementation of the Stochastic Simulation Algorithm (SSA), a system state-updating Monte Carlo method that is more e cient than single-event Monte Carlo in lumped geometries, (ii) application of the backward Master equation to obtain time-gated count moments, and (iii) reconstructing the count number distribution from the deterministically computed moments using a generalized Laguerre polynomial expansion.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic relativistic viscous hydrodynamics from the Metropolis algorithm

We propose an algorithm for simulating stochastic relativistic fluid dynamics based on Metropolis updates. Each step of the algorithm begins with an update based on ideal hydrodynamics. This is followed by proposing random (spatial) momentum transfers between fluid cells, keeping the total energy fixed. These proposals are then accepted or rejected using the change in entropy as a statistical weight. The algorithm reproduces relativistic viscous hydrodynamics in the “density frame,” which is a formulation of viscous hydrodynamics we review and clarify here. This formulation is first order in time and requires no auxiliary dynamical fields such as Π 𝜇⁢𝜈 . The only parameters are the shear and bulk viscosities and the equation of state. Here, by adopting the 3+1 split of general relativity, we extend the Metropolis algorithm to general space-time coordinates, such as Bjorken coordinates, which are commonly used to simulate heavy-ion collisions.

Hydrodynamic noise↗

Parallel and interacting stochastic approximation annealing algorithms for global optimisation

We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using population Monte Carlo ideas. The efficiency of standard SAA algorithm crucially depends on its selfadjusting mechanism which presents stability issues in high dimensional or rugged optimisation problems. The proposed algorithm involves simulating a population of SAA chains that interact each other in a manner that significantly improves the stability of the self-adjusting mechanism and the search for the global optimum in the sampling space, as well as it inherits SAA desired convergence properties when a square-root cooling schedule is used. It can be implemented in parallel computing environments in order to mitigate the computational overhead. As a result, PISAA can address complex optimisation problems that it would be difficult for SAA to satisfactory address. We demonstrate the good performance of the proposed algorithm on challenging applications including Bayesian network learning and protein folding. Our numerical comparisons suggest that PISAA outperforms the simulated annealing, stochastic approximation annealing, and annealing evolutionary stochastic approximation Monte Carlo.

Local trap↗

A Framework to Analyze the Performance of Load Balancing Schemes for Ensembles of Stochastic Simulations

Ensembles of simulations are employed to estimate the statistics of possible future states of a system, and are widely used in important applications such as climate change and biological modeling. Ensembles of runs can naturally be executed in parallel. However, when the CPU times of individual simulations vary considerably, a simple strategy of assigning an equal number of tasks per processor can lead to serious work imbalances and low parallel efficiency. This paper presents a new probabilistic framework to analyze the performance of dynamic load balancing algorithms for ensembles of simulations where many tasks are mapped onto each processor, and where the individual compute times vary considerably among tasks. Four load balancing strategies are discussed: most-dividing, all-redistribution, random-polling, and neighbor-redistribution. Simulation results with a stochastic budding yeast cell cycle model are consistent with the theoretical analysis. It is especially significant that there is a provable global decrease in load imbalance for the local rebalancing algorithms due to scalability concerns for the global rebalancing algorithms. The overall simulation time is reduced by up to 25 %, and the total processor idle time by 85 %.

ALGORITHMS↗

Noise analysis of genome-scale protein synthesis using a discrete computational model of translation

Noise in genetic networks has been the subject of extensive experimental and computational studies. However, very few of these studies have considered noise properties using mechanistic models that account for the discrete movement of ribosomes and RNA polymerases along their corresponding templates (messenger RNA (mRNA) and DNA). The large size of these systems, which scales with the number of genes, mRNA copies, codons per mRNA, and ribosomes, is responsible for some of the challenges. Additionally, one should be able to describe the dynamics of ribosome exchange between the free ribosome pool and those bound to mRNAs, as well as how mRNA species compete for ribosomes. We developed an efficient algorithm for stochastic simulations that addresses these issues and used it to study the contribution and trade-offs of noise to translation properties (rates, time delays, and rate-limiting steps). The algorithm scales linearly with the number of mRNA copies, which allowed us to study the importance of genome-scale competition between mRNAs for the same ribosomes. We determined that noise is minimized under conditions maximizing the specific synthesis rate. Moreover, sensitivity analysis of the stochastic system revealed the importance of the elongation rate in the resultant noise, whereas the translation initiation rate constant was more closely related to the average protein synthesis rate. We observed significant differences between our results and the noise properties of the most commonly used translation models. Overall, our studies demonstrate that the use of full mechanistic models is essential for the study of noise in translation and transcription.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

ecode - Electron Transport Algorithm Testing v. 1.0

ecode is a Monte Carlo code used for testing algorithms related to electron transport. The code can read basic physics parameters, such as energy-dependent stopping powers and screening parameters. The code permits simple planar geometries of slabs or cubes. Parallelization consists of domain replication, with work distributed at the start of the calculation and statistical results gathered at the end of the calculation. Some basic routines (such as input parsing, random number generation, and statistics processing) are shared with the Integrated Tiger Series codes. A variety of algorithms for uncertainty propagation are incorporated based on the stochastic collocation and stochastic Galerkin methods. These permit uncertainty only in the total and angular scattering cross sections. The code contains algorithms for simulating stochastic mixtures of two materials. The physics is approximate, ranging from mono-energetic and isotropic scattering to screened Rutherford angular scattering and Rutherford energy-loss scattering (simple electron transport models). No production of secondary particles is implemented, and no photon physics is implemented.

Franke, Brian C.↗

Implementation of the Iterative Proportion Fitting Algorithm for Geostatistical Facies Modeling

In geostatistics, most stochastic algorithm for simulation of categorical variables such as facies or rock types require a conditional probability distribution. The multivariate probability distribution of all the grouped locations including the unsampled location permits calculation of the conditional probability directly based on its definition. In this article, the iterative proportion fitting (IPF) algorithm is implemented to infer this multivariate probability. Using the IPF algorithm, the multivariate probability is obtained by iterative modification to an initial estimated multivariate probability using lower order bivariate probabilities as constraints. The imposed bivariate marginal probabilities are inferred from profiles along drill holes or wells. In the IPF process, a sparse matrix is used to calculate the marginal probabilities from the multivariate probability, which makes the iterative fitting more tractable and practical. This algorithm can be extended to higher order marginal probability constraints as used in multiple point statistics. The theoretical framework is developed and illustrated with estimation and simulation example.

58 GEOSCIENCES↗

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗