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At least 127 records · Page 7

Comparison of the kinetics of different Markov models for ligand binding under varying conditions

We recently derived a Markov model for macromolecular ligand binding dynamics from few physical assumptions and showed that its stationary distribution is the grand canonical ensemble [J. W. R. Martini, M. Habeck, and M. Schlather, J. Math. Chem. 52, 665 (2014)]. The transition probabilities of the proposed Markov process define a particular Glauber dynamics and have some similarity to the Metropolis-Hastings algorithm. Here, we illustrate that this model is the stochastic analog of (pseudo) rate equations and the corresponding system of differential equations. Moreover, it can be viewed as a limiting case of general stochastic simulations of chemical kinetics. Thus, the model links stochastic and deterministic approaches as well as kinetics and equilibrium described by the grand canonical ensemble. We demonstrate that the family of transition matrices of our model, parameterized by temperature and ligand activity, generates ligand binding kinetics that respond to changes in these parameters in a qualitatively similar way as experimentally observed kinetics. In contrast, neither the Metropolis-Hastings algorithm nor the Glauber heat bath reflects changes in the external conditions correctly. Both converge rapidly to the stationary distribution, which is advantageous when the major interest is in the equilibrium state, but fail to describe the kinetics of ligand binding realistically. To simulate cellular processes that involve the reversible stochastic binding of multiple factors, our pseudo rate equation model should therefore be preferred to the Metropolis-Hastings algorithm and the Glauber heat bath, if the stationary distribution is not of only interest.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20x to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.

97 MATHEMATICS AND COMPUTING↗

The matrix product approximation for the dynamic cavity method

Stochastic dynamics of classical degrees of freedom, defined on vertices of locally tree-like graphs, can be studied in the framework of the dynamic cavity method which is exact for tree graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, and other technical, biological, and social networks. The central objects in the cavity method are edge messages—conditional probabilities of two vertex variable trajectories. In this paper, we discuss a rather pedagogical derivation for the dynamic cavity method, give a detailed account of the novel matrix product edge message (MPEM) algorithm for the solution of the dynamic cavity equation as introduced, and present optimizations and extensions. Matrix product approximations of the edge messages are constructed recursively in an iteration over time. Computation costs and precision can be tuned by controlling the matrix dimensions of the MPEM in truncations. Without truncations, the dynamics is exact. Data for Glauber–Ising dynamics shows a linear growth of computation costs in time. In contrast to Monte Carlo simulations, the approach has a much better error scaling. Hence, it gives for example access to low probability events and decaying observables like temporal correlations. Here, we discuss optimized truncation schemes and an extension that allows to capture models which have a continuum time limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Discrete ion stochastic continuum overdamped solvent algorithm for modeling electrolytes

In this paper we develop a methodology for the mesoscale simulation of strong electrolytes. The methodology is an extension of the fluctuating immersed-boundary approach that treats a solute as discrete Lagrangian particles that interact with Eulerian hydrodynamic and electrostatic fields. In both algorithms the immersed-boundary method of Peskin is used for particle-field coupling. Hydrodynamic interactions are taken to be overdamped, with thermal noise incorporated using the fluctuating Stokes equation, including a "dry diffusion" Brownian motion to account for scales not resolved by the coarse-grained model of the solvent. Long-range electrostatic interactions are computed by solving the Poisson equation, with short-range corrections included using an immersed-boundary variant of the classical particle-particle particle-mesh technique. Also included is a short-range repulsive force based on the Weeks-Chandler-Andersen potential. This methodology is validated by comparison to Debye-Hückel theory for ion-ion pair correlation functions, and Debye-Hückel-Onsager theory for conductivity, including the Wien effect for strong electric fields. In each case, good agreement is observed, provided that hydrodynamic interactions at the typical ion-ion separation are resolved by the fluid grid.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Stochastic Evolutionary Algorithms for Planning Robot Paths

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Fink, Wolfgang↗

Multi-fidelity stochastic collocation method for computation of statistical moments

We present an efficient numerical algorithm to approximate the statistical moments of stochastic problems, in the presence of models with different fidelities. The method extends the multi-fidelity approximation method developed in . By combining the efficiency of low-fidelity models and the accuracy of high-fidelity models, our method exhibits fast convergence with a limited number of high-fidelity simulations. We establish an error bound of the method and present several numerical examples to demonstrate the efficiency and applicability of the multi-fidelity algorithm.

97 MATHEMATICS AND COMPUTING↗

Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization

Here, we consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients using finite differences of stochastic function evaluations within a common random number framework. We develop modified versions of a norm test and an inner product quasi-Newton test to control the sample sizes used in the stochastic approximations and provide global convergence results to the neighborhood of a locally optimal solution. We present numerical experiments on simulation optimization problems to illustrate the performance of the proposed algorithm. When compared with classical zeroth-order stochastic gradient methods, we observe that our strategies of adapting the sample sizes significantly improve performance in terms of the number of stochastic function evaluations required.

97 MATHEMATICS AND COMPUTING↗

An identification algorithm for linear stochastic systems with time delays

Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.

Leondes, C. T.↗

Dynamic phasing of multichannel cw laser radiation by means of a stochastic gradient algorithm

The phasing of a multichannel laser beam by means of an iterative stochastic parallel gradient (SPG) algorithm has been numerically and experimentally investigated. The operation of the SPG algorithm is simulated, the acceptable range of amplitudes of probe phase shifts is found, and the algorithm parameters at which the desired Strehl number can be obtained with a minimum number of iterations are determined. An experimental bench with phase modulators based on lithium niobate, which are controlled by a multichannel electronic unit with a real-time microcontroller, has been designed. Phasing of 16 cw laser beams at a system response bandwidth of 3.7 kHz and phase thermal distortions in a frequency band of about 10 Hz is experimentally demonstrated. The experimental data are in complete agreement with the calculation results. (control of laser radiation parameters)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Simulation-Based Parameter Optimization Framework for Large-Scale Hybrid Smart Grid Communications Systems Design

The design of reliable, dynamic, fault-tolerant hybrid smart grid communication networks is a challenge to achieve for autonomous power grids. Hybrid networks use different communications technologies for different area networks. A simulation-based parameter optimization framework is proposed to tune parameters of hybrid communication technologies to achieve the optimal network performance. It consists of three main components: a parallel executor used to speedup a list of simulations; a sampler running simulations using the parallel executor at each generation; and a hybrid stochastic optimization algorithm for tuning configurable parameters of hybrid designs and applications. The proposed hybrid metaheuristic optimization algorithm combines an evolutionary algorithm with a gradient method to quickly achieve an approximately global optimum solution. Three optimization test functions are employed to train the adjustable parameters of the hybrid algorithm. Results show the proposed parameter optimization framework can help the designer choose the right hybrid architecture with an optimal parameter set for a large-scale broadband PLC-WiMAX hybrid smart grid communication network.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Learning effective SDEs from Brownian dynamic simulations of colloidal particles

We construct a reduced, data-driven, parameter dependent effective stochastic differential equation (eSDE) for electric-field mediated colloidal crystallization using data obtained from Brownian dynamics simulations. We use diffusion maps (a manifold learning algorithm) to identify a set of useful latent observables. In this latent space we identify an eSDE using a deep learning architecture inspired by numerical stochastic integrators and compare it with the traditional Kramers–Moyal expansion estimation. We show that the obtained variables and the learned dynamics accurately encode the physics of the Brownian dynamic simulations. We further illustrate that our reduced model captures the dynamics of corresponding experimental data. Further, our dimension reduction/reduced model identification approach can be easily ported to a broad class of particle systems dynamics experiments/models.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods

This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.

Zang, Thomas A.↗

An improved target velocity sampling algorithm for free gas elastic scattering

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238 U. Simulations of a light water reactor pin cell problem demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Reducing Urban Traffic Congestion Using Deep Learning and Model Predictive Control

This article proposes a deep learning (DL)-based control algorithm—DL velocity-based model predictive control (VMPC)—for reducing traffic congestion with slowly time-varying traffic signal controls. This control algorithm consists of system identification using DL and traffic signal control using VMPC. For the training process of DL, we established a modeling error entropy loss as the criteria inspired by the theory of stochastic distribution control (SDC) originated by the fourth author. Herein, simulation results show that the proposed algorithm can reduce traffic congestion with a slowly varying traffic signal control input. Results of an ablation study demonstrate that this algorithm compares favorably to other model-based controllers in terms of prediction error, signal varying speed, and control effectiveness.

97 MATHEMATICS AND COMPUTING↗

SLUG-STOCHASTICALLY LIGHTING UP GALAXIES. I. METHODS AND VALIDATING TESTS

The effects of stochasticity on the luminosities of stellar populations are an often neglected but crucial element for understanding populations in the low-mass or the low star formation rate regime. To address this issue, we present SLUG, a new code to 'Stochastically Light Up Galaxies'. SLUG synthesizes stellar populations using a Monte Carlo technique that properly treats stochastic sampling including the effects of clustering, the stellar initial mass function, star formation history, stellar evolution, and cluster disruption. This code produces many useful outputs, including (1) catalogs of star clusters and their properties such as their stellar initial mass distributions and their photometric properties in a variety of filters, (2) two dimensional histograms of color-magnitude diagrams of every star in the simulation, and (3) the photometric properties of field stars and the integrated photometry of the entire simulated galaxy. After presenting the SLUG algorithm in detail, we validate the code through comparisons with STARBURST99 in the well-sampled regime, and with observed photometry of Milky Way clusters. Finally, we demonstrate SLUG's capabilities by presenting outputs in the stochastic regime. SLUG is publicly distributed through the Web site http://sites.google.com/site/runslug/.

79 ASTRONOMY AND ASTROPHYSICS↗

A simulation of remote sensor systems and data processing algorithms for spectral feature classification

A computational model of the deterministic and stochastic processes involved in multispectral remote sensing was designed to evaluate the performance of sensor systems and data processing algorithms for spectral feature classification. Accuracy in distinguishing between categories of surfaces or between specific types is developed as a means to compare sensor systems and data processing algorithms. The model allows studies to be made of the effects of variability of the atmosphere and of surface reflectance, as well as the effects of channel selection and sensor noise. Examples of these effects are shown.

Arduini, R. F.↗

Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An efficient, partitioned ensemble algorithm for simulating ensembles of evolutionary MHD flows at low magnetic Reynolds number

Studying the propagation of uncertainties in a nonlinear dynamical system usually involves generating a set of samples in the stochastic parameter space and then repeated simulations with different sampled parameters. The main difficulty faced in the process is the excessive computational cost. In this paper, we present an efficient, partitioned ensemble algorithm to determine multiple realizations of a reduced Magnetohydrodynamics (MHD) system, which models MHD flows at low magnetic Reynolds number. The algorithm decouples the fully coupled problem into two smaller subphysics problems, which reduces the size of the linear systems that to be solved and allows the use of optimized codes for each subphysics problem. Moreover, the resulting coefficient matrices are the same for all realizations at each time step, which allows faster computation of all realizations and significant savings in computational cost. We prove this algorithm is first order accurate and long time stable under a time step condition. Numerical examples are provided to verify the theoretical results and demonstrate the efficiency of the algorithm.

Jiang, Nan↗