A framework for discrete stochastic simulation on 3D moving boundary domains
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In this paper, we present a novel hybrid method to simulate discrete stochastic reaction-diffusion models arising in biochemical signaling pathways. We study moderately stiff systems, for which we can partition each reaction or diffusion channel into either a slow or fast subset, based on its propensity. Numerical approaches missing this distinction are often limited with respect to computational run time or approximation quality. We design an approximate scheme that remedies these pitfalls by using a new blending strategy of the well-established inhomogeneous stochastic simulation algorithm and the tau-leaping simulation method. The advantages of our hybrid simulation algorithm are demonstrated on three benchmarking systems, with special focus on approximation accuracy and efficiency.
The tau-leaping method is often effective for speeding up discrete stochastic simulation of chemically reacting systems. However, when fast reactions are involved, the speed-up for this method can be quite limited. One way to address this is to apply a stochastic quasi-steady state assumption. However we must be careful when using this assumption. If the fast subsystem cannot reach a steady distribution fast enough, the quasi-steady-state assumption will propagate error into the simulation. To avoid these errors, we propose to use the time dependent solution rather than the quasi-steady-state. Generally speaking, the time dependent solution is not easy to derive for an arbitrary network. However, for some common motifs we do have time dependent solutions. We derive the time dependent solutions for these motifs, and then show how they can be used with tau-leaping to achieve substantial speed-ups, including for a realistic model of blood coagulation. Although the method is complicated, we have automated it.
We incorporate three-dimensional (3D) conformation of chromosome (Hi-C) and single-cell RNA sequencing data together with discrete stochastic simulation, to explore the role of chromatin reorganization in determining gene expression heterogeneity during development. While previous research has emphasized the importance of chromatin architecture on activation and suppression of certain regulatory genes and gene networks, our study demonstrates how chromatin remodeling can dictate gene expression distribution by folding into distinct topological domains. We hypothesize that the local DNA density during differentiation accentuate transcriptional bursting due to the crowding effect of chromatin. This phenomenon yields a heterogeneous cell population, thereby increasing the potential of differentiation of the stem cells.
Biochemical systems are inherently multiscale and stochastic. In microscopic systems formed by living cells, the small numbers of reactant molecules can result in dynamical behavior that is discrete and stochastic rather than continuous and deterministic. An analysis tool that respects these dynamical characteristics is the stochastic simulation algorithm (SSA, Gillespie, 1976), a numerical simulation procedure that is essentially exact for chemical systems that are spatially homogeneous or well stirred. Despite recent improvements, as a procedure that simulates every reaction event, the SSA is necessarily inefficient for most realistic problems. There are two main reasons for this, both arising from the multiscale nature of the underlying problem: (1) stiffness, i.e. the presence of multiple timescales, the fastest of which are stable; and (2) the need to include in the simulation both species that are present in relatively small quantities and should be modeled by a discrete stochastic process, and species that are present in larger quantities and are more efficiently modeled by a deterministic differential equation (or at some scale in between). This project has focused on the development of fast and adaptive algorithms, and the fun- damental theory upon which they must be based, for the multiscale simulation of biochemical systems. Areas addressed by this project include: (1) Theoretical and practical foundations for ac- celerated discrete stochastic simulation (tau-leaping); (2) Dealing with stiffness (fast reactions) in an efficient and well-justified manner in discrete stochastic simulation; (3) Development of adaptive multiscale algorithms for spatially homogeneous discrete stochastic simulation; (4) Development of high-performance SSA algorithms.
The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.
Abstract Large‐scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub‐surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these simulators have successfully been used in several engineering applications, estimates of output quantities of interest (QoI) — such as breakthrough time of particles reaching the edge of the system — suffer from two distinct types of uncertainty. A run of a DFN simulator requires several parameters to be set that dictate the placement and size of fractures, the density of fractures, and the overall permeability of the system; uncertainty on the proper parameters will lead to uncertainty in the QoI, called epistemic uncertainty. Furthermore, since these input settings to DFN simulators control the stochastic processes which place fractures and govern flow, understanding how this randomness affects the QoI requires several runs of the simulator at distinct random seeds. The uncertainty in the QoI attributed to different realizations (i.e., different seeds) of the same random process (i.e., identical input parameters) leads to a second type of uncertainty, called aleatoric uncertainty. In this paper, we perform a Sensitivity Analysis, which directly attributes the uncertainty observed in the QoI to the epistemic uncertainty from each input parameter and to the aleatoric uncertainty. Beyond the specific takeaways on which input variables influence uncertainty in the QoI the most, a major contribution of this paper is the introduction of a statistically rigorous workflow for characterizing the uncertainty in DFN flow simulations that exhibit heteroskedasticity.
Following the Open Research requirements for AGU journals, we must release the code used to perform the experiment described in our recent publication, posted at (https://arxiv.org/abs/2312.04722). This code fits a joint emulator to data from a Discrete Fracture Network (DFN) simulation, performed using the open-source software DFNworks (https://dfnworks.lanl.gov/). All code to be released implements existing methods; there are no novel algorithms nor any major innovations to existing software.
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.
The complex environments that characterize combustion systems can influence the distribution of gas-phase species, the relative importance of various growth mechanisms and the chemical and physical characteristics of the soot precursors generated. In order to provide molecular insights on the effect of combustion environments on the formation of gas-phase species, in this paper, we study the temporal and spatial dependence of soot precursors growth mechanisms in an ethylene/oxygen/argon counterflow diffusion flame. As computational tools of investigation, we included fluid dynamics simulations and stochastic discrete modeling. Results show the relative importance of various reaction pathways in flame, with the hydrogen-abstraction-acetylene-addition mechanism contributing to the formation of pure hydrocarbons near the stagnation plane, and oxygen chemistry prevailing near the maximum temperature region, where the concentration of atomic oxygen reaches its peak and phenols, ethers and furan-embedded species are formed. The computational results show excellent agreement with measurements obtained using aerosol mass spectrometry coupled with vacuum-ultraviolet photoionization. Knowledge acquired in this study can be used to predict the type of compounds formed in various locations of the flame and eventually provide insights on the environmental parameters that influence the growth of soot precursors. In addition, the results reported in this paper highlight the importance of modeling counterflow flames in two or three dimensions to capture the spatial dependence of growth mechanisms of soot precursors.
Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms (SSA) to estimate system statistics. The Gillespie algorithm is exact, but computationally costly as it simulates every single reaction. As such, approximate stochastic simulation algorithms such as the tau-leap algorithm are often used. Potentially computationally more efficient, the system statistics generated suffer from significant bias unless tau is relatively small, in which case the computational time can be comparable to that of the Gillespie algorithm. The multi-level method [Anderson and Higham, “Multi-level Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics,” SIAM Multiscale Model. Simul. 10(1), 146–179 (2012)] tackles this problem. A base estimator is computed using many (cheap) sample paths at low accuracy. The bias inherent in this estimator is then reduced using a number of corrections. Each correction term is estimated using a collection of paired sample paths where one path of each pair is generated at a higher accuracy compared to the other (and so more expensive). By sharing random variables between these paired paths, the variance of each correction estimator can be reduced. This renders the multi-level method very efficient as only a relatively small number of paired paths are required to calculate each correction term. In the original multi-level method, each sample path is simulated using the tau-leap algorithm with a fixed value of τ. This approach can result in poor performance when the reaction activity of a system changes substantially over the timescale of interest. By introducing a novel adaptive time-stepping approach where τ is chosen according to the stochastic behaviour of each sample path, we extend the applicability of the multi-level method to such cases. We demonstrate the efficiency of our method using a number of examples.
We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources and exchange models via a public model repository. We also demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity.
Dislocation climb is an important high temperature process in metals plasticity, responsible for the phenomena such as creep, swelling, or hardening. Climb is defined by the ability of dislocations to leave their original glide plane by interacting with point defects. As such, dislocation climb is controlled by point defect diffusion/absorption/emission, all of which involve thermal activation. The existing thermodynamically consistent models for climb are generally formulated in a continuum framework, through the definition of effective defect fluxes and climb propensities in response to thermodynamic driving forces. However, the point-wise discrete nature of vacancies (and/or self-interstitials) confers a highly discrete nature to the climb dynamics, which is also strongly affected by elastic forces. The combination of discreteness, thermal activation, and elasticity makes this process too challenging for direct atomistic methods such as molecular dynamics. Here we develop a kinetic Monte Carlo model that captures vacancy generation and transport kinetics acting in conjuction with the evolving elastic fields provided by discrete dislocation dynamics simulations. The two models are coupled via the applied stresses and stress gradients generated by dislocation structures at vacancy locations. Our simulations reveal two surprising results. First that climb is dominated by vacancy emission even when the background vacancy concentration is much higher than the equilibrium one. And, second, that climb velocities might be much faster than otherwise believed when one uses the classical theories of climb. These effects are due to the locality of vacancy-dislocation processes, which are not captured in classical treatments that assume smooth vacancy fluxes and homogeneous concentrations. We apply the method to study elementary climb processes in body-centered cubic iron and furnish climb mobility functions to be used in parametric dislocation dynamics and/or crystal plasticity simulations. Here, we apply the technique to study non-conservative plastic bypass of spherical precipitates by edge dislocations and point out the differences between our discrete approach and existing continuum formulations.
In this article we develop an algorithm for the efficient simulation of electrolytes in the presence of physical boundaries. In previous work the discrete ion stochastic continuum overdamped solvent (DISCOS) algorithm was derived for triply periodic domains, and was validated through ion-ion pair correlation functions and Debye-Hückel-Onsager theory for conductivity, including the Wien effect for strong electric fields. In extending this approach to include an accurate treatment of physical boundaries we must address several important issues. First, the modifications to the spreading and interpolation operators necessary to incorporate interactions of the ions with the boundary are described. Next we discuss the modifications to the electrostatic solver to handle the influence of charges near either a fixed potential or dielectric boundary. An additional short-ranged potential is also introduced to represent interaction of the ions with a solid wall. Finally, the dry diffusion term is modified to account for the reduced mobility of ions near a boundary, which introduces an additional stochastic drift correction. Herein, several validation tests are presented confirming the correct equilibrium distribution of ions in a channel. Additionally, the methodology is demonstrated using electro-osmosis and induced-charge electro-osmosis, with comparison made to theory and other numerical methods. Notably, the DISCOS approach achieves greater accuracy than a continuum electrostatic simulation method. We also examine the effect of under-resolving hydrodynamic effects using a “dry diffusion” approach, and find that considerable computational speedup can be achieved with a negligible impact on accuracy.
Concentrating solar power (CSP) plants depend on thousands of heliostats whose reflectance declines as dust accumulates. Operators routinely measure reflectance to estimate soiling and, in turn, inform cleaning schedules, but the value of collecting more frequent or more accurate data has not been formally quantified. This study introduces a Monte Carlo discrete event simulation framework that integrates stochastic models of soiling, weather, and measurement error with a dynamic cleaning dispatch policy to estimate annual energy production and operations costs. Applied to two representative central-receiver field configurations, the results show that both the frequency and accuracy of reflectance measurements can meaningfully impact plant performance. In both case studies, reducing measurement intervals yields significant returns, with the energy gains greatly exceeding the cost of more frequent data collection. The simulation framework serves as a decision-support tool for CSP operators, allowing them to input site-specific soiling conditions, measurement accuracy, and survey frequency to evaluate the tradeoffs between data collection cost and energy recovery, and to identify measurement strategies that maximize plant profit.
This paper investigates the controllability of discrete-time networks of coupled chaotic maps through stochastic pinning. In this control scheme, the network dynamics are steered towards a desired trajectory through a feedback control input that is applied stochastically to the network nodes. The network controllability is studied by analyzing the local mean square stability of the error dynamics with respect to the desired trajectory. Through the analysis of the spectral properties of salient matrices, a toolbox of conditions for controllability are obtained, in terms of the dynamics of the individual maps, algebraic properties of the network, and the probability distribution of the pinning control. We demonstrate the use of these conditions in the design of a stochastic pinning control strategy for networks of Chirikov standard maps. To elucidate the applicability of the approach, we consider different network topologies and compare five different stochastic pinning strategies through extensive numerical simulations.
Nearly 30% of commercial building energy use is wasted due to equipment faults and HVAC controls problems. The result is increased emissions, compromised comfort and productivity, and less reliable coordination of building power needs with a clean grid. The energy impact alone represents $17 billion in potential savings. Today’s smart building software provides a robust solution to address these operational deficiencies. Energy management and information systems (EMIS) are saving up to 9% on average, with two-year paybacks. They are being incorporated into energy management processes, commissioning services, and utility programs. As effective as they are, two barriers prevent even deeper benefits; limited personnel to fix problems once they are identified, and the expense and time to manually implement changes in control systems. In partnership with the research community, the EMIS industry is developing new capabilities to overcome these barriers. Moving beyond siloed products for either fault detection and diagnostics, or optimal control, these new capabilities empower users to not only automatically identify faults, but also to push corrective action, and control improvements to their buildings. In this paper, several areas for enhancements are documented: ‘one-time’ correction of faults such as setpoints, schedules, and economizer lockouts; short-term active testing for automated proportional integral derivative (PID) loop tuning and functional testing; and continuous supervisory control for demand flexibility and year-round efficiency. Results are presented from a pair of partner implementations out of a dozen providers integrating these enhancements into their products, including field tests from across the country, and insights into operator acceptance and integration into operations and maintenance practices.
Air travel and requisite surface traffic supporting passenger arrival/departure constitutes a significant portion of travel and emissions in cities with large airports. An airport trip can segment into three parts namely: i) travel from a location in the city to the airport; ii) travel from a parking lot or rental car center to the terminal (i.e., within the airport premises), and iii) travel inside the terminal. Depending on the airport access mode all or a part of these legs comprise a traveler’s journey to the airport. The priority of airport ground transport management teams is to provide passengers with a seamless travel experience within the airport, so it is understandable that within airport shuttle routes might not be optimized for minimizing energy consumption. Solutions that meet the dual objective of reducing energy consumption from airport shuttle operations without compromising on passenger travel experience are key to improving system efficiency. There is currently a dearth of research and tools that can inform airports in making such decisions. Addressing this need, this research effort puts forth an optimization model that generates optimal shuttle routes for a given set of constraints, and a discrete-event simulator that evaluates the optimal solutions in a stochastic environment to understand the tradeoffs between passenger wait times, and within airport shuttle energy consumption. The proposed set of tools are tested in the context of optimizing airport shuttles routes within the Dallas Fort Worth International Airport (DFW). In addition to shuttle spatial positioning, and passenger demand information, high-fidelity vehicle data was collected using data loggers installed on DFW shuttles. Results show that 20% energy reduction in shuttle operations is possible with a modest two-minute increase in average passenger wait times. The tools developed in this research effort are designed to be generalizable and can help optimize shuttle operations planning at any major airport.