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Sample records for discrete stochastic simulation

  1. Powering stochastic reliability models by discrete event simulation

    Kozine, Igor; Wang, Xiaoyun

    2012-01-01

    it difficult to find a solution to the problem. The power of modern computers and recent developments in discrete-event simulation (DES) software enable to diminish some of the drawbacks of stochastic models. In this paper we describe the insights we have gained based on using both Markov and DES models...

  2. Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

    Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

    2017-09-26

    The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

  3. Parallel discrete-event simulation of FCFS stochastic queueing networks

    Nicol, David M.

    1988-01-01

    Physical systems are inherently parallel. Intuition suggests that simulations of these systems may be amenable to parallel execution. The parallel execution of a discrete-event simulation requires careful synchronization of processes in order to ensure the execution's correctness; this synchronization can degrade performance. Largely negative results were recently reported in a study which used a well-known synchronization method on queueing network simulations. Discussed here is a synchronization method (appointments), which has proven itself to be effective on simulations of FCFS queueing networks. The key concept behind appointments is the provision of lookahead. Lookahead is a prediction on a processor's future behavior, based on an analysis of the processor's simulation state. It is shown how lookahead can be computed for FCFS queueing network simulations, give performance data that demonstrates the method's effectiveness under moderate to heavy loads, and discuss performance tradeoffs between the quality of lookahead, and the cost of computing lookahead.

  4. Multi-objective optimisation with stochastic discrete-event simulation in retail banking: a case study

    E Scholtz

    2012-12-01

    Full Text Available The cash management of an autoteller machine (ATM is a multi-objective optimisation problem which aims to maximise the service level provided to customers at minimum cost. This paper focus on improved cash management in a section of the South African retail banking industry, for which a decision support system (DSS was developed. This DSS integrates four Operations Research (OR methods: the vehicle routing problem (VRP, the continuous review policy for inventory management, the knapsack problem and stochastic, discrete-event simulation. The DSS was applied to an ATM network in the Eastern Cape, South Africa, to investigate 90 different scenarios. Results show that the application of a formal vehicle routing method consistently yields higher service levels at lower cost when compared to two other routing approaches, in conjunction with selected ATM reorder levels and a knapsack-based notes dispensing algorithm. It is concluded that the use of vehicle routing methods is especially beneficial when the bank has substantial control over transportation cost.

  5. StochKit2: software for discrete stochastic simulation of biochemical systems with events.

    Sanft, Kevin R; Wu, Sheng; Roh, Min; Fu, Jin; Lim, Rone Kwei; Petzold, Linda R

    2011-09-01

    StochKit2 is the first major upgrade of the popular StochKit stochastic simulation software package. StochKit2 provides highly efficient implementations of several variants of Gillespie's stochastic simulation algorithm (SSA), and tau-leaping with automatic step size selection. StochKit2 features include automatic selection of the optimal SSA method based on model properties, event handling, and automatic parallelism on multicore architectures. The underlying structure of the code has been completely updated to provide a flexible framework for extending its functionality. StochKit2 runs on Linux/Unix, Mac OS X and Windows. It is freely available under GPL version 3 and can be downloaded from http://sourceforge.net/projects/stochkit/. petzold@engineering.ucsb.edu.

  6. Design and validation of a dynamic discrete event stochastic simulation model of mastitis control in dairy herds.

    Allore, H G; Schruben, L W; Erb, H N; Oltenacu, P A

    1998-03-01

    A dynamic stochastic simulation model for discrete events, SIMMAST, was developed to simulate the effect of mastitis on the composition of the bulk tank milk of dairy herds. Intramammary infections caused by Streptococcus agalactiae, Streptococcus spp. other than Strep. agalactiae, Staphylococcus aureus, and coagulase-negative staphylococci were modeled as were the milk, fat, and protein test day solutions for individual cows, which accounted for the fixed effects of days in milk, age at calving, season of calving, somatic cell count (SCC), and random effects of test day, cow yield differences from herdmates, and autocorrelated errors. Probabilities for the transitions among various states of udder health (uninfected or subclinically or clinically infected) were calculated to account for exposure, heifer infection, spontaneous recovery, lactation cure, infection or cure during the dry period, month of lactation, parity, within-herd yields, and the number of quarters with clinical intramammary infection in the previous and current lactations. The stochastic simulation model was constructed using estimates from the literature and also using data from 164 herds enrolled with Quality Milk Promotion Services that each had bulk tank SCC between 500,000 and 750,000/ml. Model parameters and outputs were validated against a separate data file of 69 herds from the Northeast Dairy Herd Improvement Association, each with a bulk tank SCC that was > or = 500,000/ml. Sensitivity analysis was performed on all input parameters for control herds. Using the validated stochastic simulation model, the control herds had a stable time average bulk tank SCC between 500,000 and 750,000/ml.

  7. Discrete stochastic analogs of Erlang epidemic models.

    Getz, Wayne M; Dougherty, Eric R

    2018-12-01

    Erlang differential equation models of epidemic processes provide more realistic disease-class transition dynamics from susceptible (S) to exposed (E) to infectious (I) and removed (R) categories than the ubiquitous SEIR model. The latter is itself is at one end of the spectrum of Erlang SE[Formula: see text]I[Formula: see text]R models with [Formula: see text] concatenated E compartments and [Formula: see text] concatenated I compartments. Discrete-time models, however, are computationally much simpler to simulate and fit to epidemic outbreak data than continuous-time differential equations, and are also much more readily extended to include demographic and other types of stochasticity. Here we formulate discrete-time deterministic analogs of the Erlang models, and their stochastic extension, based on a time-to-go distributional principle. Depending on which distributions are used (e.g. discretized Erlang, Gamma, Beta, or Uniform distributions), we demonstrate that our formulation represents both a discretization of Erlang epidemic models and generalizations thereof. We consider the challenges of fitting SE[Formula: see text]I[Formula: see text]R models and our discrete-time analog to data (the recent outbreak of Ebola in Liberia). We demonstrate that the latter performs much better than the former; although confining fits to strict SEIR formulations reduces the numerical challenges, but sacrifices best-fit likelihood scores by at least 7%.

  8. Discrete stochastic processes and applications

    Collet, Jean-François

    2018-01-01

    This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.

  9. Multivariate Discrete First Order Stochastic Dominance

    Tarp, Finn; Østerdal, Lars Peter

    This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution  f first order stochastic dominates distribution g if and only if  f can be obtained from g by iteratively shifting density from one outcome to another...

  10. Stochastic Kuramoto oscillators with discrete phase states

    Jörg, David J.

    2017-09-01

    We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the effects of phase discretization on the synchronization and precision properties of the coupled system both analytically and numerically. Remarkably, many key observables such as the steady-state synchrony and the quality of oscillations show distinct extrema while converging to the classical Kuramoto model in the limit of a continuous phase. The phase-discretized model provides a general framework for coupled oscillations in a Markov chain setting.

  11. Stochastic Kuramoto oscillators with discrete phase states.

    Jörg, David J

    2017-09-01

    We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the effects of phase discretization on the synchronization and precision properties of the coupled system both analytically and numerically. Remarkably, many key observables such as the steady-state synchrony and the quality of oscillations show distinct extrema while converging to the classical Kuramoto model in the limit of a continuous phase. The phase-discretized model provides a general framework for coupled oscillations in a Markov chain setting.

  12. Dimension Reduction and Discretization in Stochastic Problems by Regression Method

    Ditlevsen, Ove Dalager

    1996-01-01

    The chapter mainly deals with dimension reduction and field discretizations based directly on the concept of linear regression. Several examples of interesting applications in stochastic mechanics are also given.Keywords: Random fields discretization, Linear regression, Stochastic interpolation, ...

  13. Stochastic modeling analysis and simulation

    Nelson, Barry L

    1995-01-01

    A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se

  14. Discrete-Event Simulation

    Prateek Sharma

    2015-01-01

    Abstract Simulation can be regarded as the emulation of the behavior of a real-world system over an interval of time. The process of simulation relies upon the generation of the history of a system and then analyzing that history to predict the outcome and improve the working of real systems. Simulations can be of various kinds but the topic of interest here is one of the most important kind of simulation which is Discrete-Event Simulation which models the system as a discrete sequence of ev...

  15. 3D discrete angiogenesis dynamic model and stochastic simulation for the assessment of blood perfusion coefficient and impact on heat transfer between nanoparticles and malignant tumors.

    Yifat, Jonathan; Gannot, Israel

    2015-03-01

    Early detection of malignant tumors plays a crucial role in the survivability chances of the patient. Therefore, new and innovative tumor detection methods are constantly searched for. Tumor-specific magnetic-core nano-particles can be used with an alternating magnetic field to detect and treat tumors by hyperthermia. For the analysis of the method effectiveness, the bio-heat transfer between the nanoparticles and the tissue must be carefully studied. Heat diffusion in biological tissue is usually analyzed using the Pennes Bio-Heat Equation, where blood perfusion plays an important role. Malignant tumors are known to initiate an angiogenesis process, where endothelial cell migration from neighboring vasculature eventually leads to the formation of a thick blood capillary network around them. This process allows the tumor to receive its extensive nutrition demands and evolve into a more progressive and potentially fatal tumor. In order to assess the effect of angiogenesis on the bio-heat transfer problem, we have developed a discrete stochastic 3D model & simulation of tumor-induced angiogenesis. The model elaborates other angiogenesis models by providing high resolution 3D stochastic simulation, capturing of fine angiogenesis morphological features, effects of dynamic sprout thickness functions, and stochastic parent vessel generator. We show that the angiogenesis realizations produced are well suited for numerical bio-heat transfer analysis. Statistical study on the angiogenesis characteristics was derived using Monte Carlo simulations. According to the statistical analysis, we provide analytical expression for the blood perfusion coefficient in the Pennes equation, as a function of several parameters. This updated form of the Pennes equation could be used for numerical and analytical analyses of the proposed detection and treatment method. Copyright © 2014 Elsevier Inc. All rights reserved.

  16. The Stochastic-Deterministic Transition in Discrete Fracture Network Models and its Implementation in a Safety Assessment Application by Means of Conditional Simulation

    Selroos, J. O.; Appleyard, P.; Bym, T.; Follin, S.; Hartley, L.; Joyce, S.; Munier, R.

    2015-12-01

    In 2011 the Swedish Nuclear Fuel and Waste Management Company (SKB) applied for a license to start construction of a final repository for spent nuclear fuel at Forsmark in Northern Uppland, Sweden. The repository is to be built at approximately 500 m depth in crystalline rock. A stochastic, discrete fracture network (DFN) concept was chosen for interpreting the surface-based (incl. boreholes) data, and for assessing the safety of the repository in terms of groundwater flow and flow pathways to and from the repository. Once repository construction starts, also underground data such as tunnel pilot borehole and tunnel trace data will become available. It is deemed crucial that DFN models developed at this stage honors the mapped structures both in terms of location and geometry, and in terms of flow characteristics. The originally fully stochastic models will thus increase determinism towards the repository. Applying the adopted probabilistic framework, predictive modeling to support acceptance criteria for layout and disposal can be performed with the goal of minimizing risks associated with the repository. This presentation describes and illustrates various methodologies that have been developed to condition stochastic realizations of fracture networks around underground openings using borehole and tunnel trace data, as well as using hydraulic measurements of inflows or hydraulic interference tests. The methodologies, implemented in the numerical simulators ConnectFlow and FracMan/MAFIC, are described in some detail, and verification tests and realistic example cases are shown. Specifically, geometric and hydraulic data are obtained from numerical synthetic realities approximating Forsmark conditions, and are used to test the constraining power of the developed methodologies by conditioning unconditional DFN simulations following the same underlying fracture network statistics. Various metrics are developed to assess how well the conditional simulations compare to

  17. Discrete-Event Simulation

    Prateek Sharma

    2015-04-01

    Full Text Available Abstract Simulation can be regarded as the emulation of the behavior of a real-world system over an interval of time. The process of simulation relies upon the generation of the history of a system and then analyzing that history to predict the outcome and improve the working of real systems. Simulations can be of various kinds but the topic of interest here is one of the most important kind of simulation which is Discrete-Event Simulation which models the system as a discrete sequence of events in time. So this paper aims at introducing about Discrete-Event Simulation and analyzing how it is beneficial to the real world systems.

  18. Improved stochastic approximation methods for discretized parabolic partial differential equations

    Guiaş, Flavius

    2016-12-01

    We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

  19. Hopf Bifurcation Analysis for a Stochastic Discrete-Time Hyperchaotic System

    Jie Ran

    2015-01-01

    Full Text Available The dynamics of a discrete-time hyperchaotic system and the amplitude control of Hopf bifurcation for a stochastic discrete-time hyperchaotic system are investigated in this paper. Numerical simulations are presented to exhibit the complex dynamical behaviors in the discrete-time hyperchaotic system. Furthermore, the stochastic discrete-time hyperchaotic system with random parameters is transformed into its equivalent deterministic system with the orthogonal polynomial theory of discrete random function. In addition, the dynamical features of the discrete-time hyperchaotic system with random disturbances are obtained through its equivalent deterministic system. By using the Hopf bifurcation conditions of the deterministic discrete-time system, the specific conditions for the existence of Hopf bifurcation in the equivalent deterministic system are derived. And the amplitude control with random intensity is discussed in detail. Finally, the feasibility of the control method is demonstrated by numerical simulations.

  20. Bayesian inference for hybrid discrete-continuous stochastic kinetic models

    Sherlock, Chris; Golightly, Andrew; Gillespie, Colin S

    2014-01-01

    We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process (MJP), computational cost can be prohibitive for networks of realistic size and complexity. In this paper, we consider an inference scheme based on a novel hybrid simulator that classifies reactions as either ‘fast’ or ‘slow’ with fast reactions evolving as a continuous Markov process whilst the remaining slow reaction occurrences are modelled through a MJP with time-dependent hazards. A linear noise approximation (LNA) of fast reaction dynamics is employed and slow reaction events are captured by exploiting the ability to solve the stochastic differential equation driving the LNA. This simulation procedure is used as a proposal mechanism inside a particle MCMC scheme, thus allowing Bayesian inference for the model parameters. We apply the scheme to a simple application and compare the output with an existing hybrid approach and also a scheme for performing inference for the underlying discrete stochastic model. (paper)

  1. Discrete stochastic charging of aggregate grains

    Matthews, Lorin S.; Shotorban, Babak; Hyde, Truell W.

    2018-05-01

    Dust particles immersed in a plasma environment become charged through the collection of electrons and ions at random times, causing the dust charge to fluctuate about an equilibrium value. Small grains (with radii less than 1 μm) or grains in a tenuous plasma environment are sensitive to single additions of electrons or ions. Here we present a numerical model that allows examination of discrete stochastic charge fluctuations on the surface of aggregate grains and determines the effect of these fluctuations on the dynamics of grain aggregation. We show that the mean and standard deviation of charge on aggregate grains follow the same trends as those predicted for spheres having an equivalent radius, though aggregates exhibit larger variations from the predicted values. In some plasma environments, these charge fluctuations occur on timescales which are relevant for dynamics of aggregate growth. Coupled dynamics and charging models show that charge fluctuations tend to produce aggregates which are much more linear or filamentary than aggregates formed in an environment where the charge is stationary.

  2. Simple stochastic simulation.

    Schilstra, Maria J; Martin, Stephen R

    2009-01-01

    Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.

  3. Aggregation patterns from nonlocal interactions: Discrete stochastic and continuum modeling

    Hackett-Jones, Emily J.; Landman, Kerry A.; Fellner, Klemens

    2012-01-01

    both attractive and repulsive singularities. Currently, no existence theory for such potentials is available. We develop and compare two complementary solution methods, a continuous pseudoinverse method and a discrete stochastic lattice approach

  4. A retrodictive stochastic simulation algorithm

    Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.

    2010-01-01

    In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.

  5. Variance decomposition in stochastic simulators.

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  6. Variance decomposition in stochastic simulators

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  7. Variance decomposition in stochastic simulators

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  8. Variance decomposition in stochastic simulators

    Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

    2015-01-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  9. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C.

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when

  10. Stochastic transport processes in discrete biological systems

    Frehland, Eckart

    1982-01-01

    These notes are in part based on a course for advanced students in the applications of stochastic processes held in 1978 at the University of Konstanz. These notes contain the results of re­ cent studies on the stochastic description of ion transport through biological membranes. In particular, they serve as an introduction to an unified theory of fluctuations in complex biological transport systems. We emphasize that the subject of this volume is not to introduce the mathematics of stochastic processes but to present a field of theoretical biophysics in which stochastic methods are important. In the last years the study of membrane noise has become an important method in biophysics. Valuable information on the ion transport mechanisms in membranes can be obtained from noise analysis. A number of different processes such as the opening and closing of ion channels have been shown to be sources of the measured current or voltage fluctuations. Bio­ logical 'transport systems can be complex. For example, the tr...

  11. Stochastic ℋ∞ Finite-Time Control of Discrete-Time Systems with Packet Loss

    Yingqi Zhang

    2012-01-01

    Full Text Available This paper investigates the stochastic finite-time stabilization and ℋ∞ control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochastic ℋ∞ finite-time boundedness and then state feedback controllers are designed to guarantee stochastic ℋ∞ finite-time stabilization of the class of stochastic systems. The stochastic ℋ∞ finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.

  12. Stochastic analysis in discrete and continuous settings with normal martingales

    Privault, Nicolas

    2009-01-01

    This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.

  13. Synchronization Techniques in Parallel Discrete Event Simulation

    Lindén, Jonatan

    2018-01-01

    Discrete event simulation is an important tool for evaluating system models in many fields of science and engineering. To improve the performance of large-scale discrete event simulations, several techniques to parallelize discrete event simulation have been developed. In parallel discrete event simulation, the work of a single discrete event simulation is distributed over multiple processing elements. A key challenge in parallel discrete event simulation is to ensure that causally dependent ...

  14. Stochastic Spectral Descent for Discrete Graphical Models

    Carlson, David; Hsieh, Ya-Ping; Collins, Edo; Carin, Lawrence; Cevher, Volkan

    2015-01-01

    Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted as gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.

  15. Parallel discrete event simulation

    Overeinder, B.J.; Hertzberger, L.O.; Sloot, P.M.A.; Withagen, W.J.

    1991-01-01

    In simulating applications for execution on specific computing systems, the simulation performance figures must be known in a short period of time. One basic approach to the problem of reducing the required simulation time is the exploitation of parallelism. However, in parallelizing the simulation

  16. Stochastic models: theory and simulation.

    Field, Richard V., Jr.

    2008-03-01

    Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

  17. Optimization of Operations Resources via Discrete Event Simulation Modeling

    Joshi, B.; Morris, D.; White, N.; Unal, R.

    1996-01-01

    The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

  18. Analysis of stochastic effects in Kaldor-type business cycle discrete model

    Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna

    2016-07-01

    We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.

  19. A stochastic discrete optimization model for designing container terminal facilities

    Zukhruf, Febri; Frazila, Russ Bona; Burhani, Jzolanda Tsavalista

    2017-11-01

    As uncertainty essentially affect the total transportation cost, it remains important in the container terminal that incorporates several modes and transshipments process. This paper then presents a stochastic discrete optimization model for designing the container terminal, which involves the decision of facilities improvement action. The container terminal operation model is constructed by accounting the variation of demand and facilities performance. In addition, for illustrating the conflicting issue that practically raises in the terminal operation, the model also takes into account the possible increment delay of facilities due to the increasing number of equipment, especially the container truck. Those variations expectantly reflect the uncertainty issue in the container terminal operation. A Monte Carlo simulation is invoked to propagate the variations by following the observed distribution. The problem is constructed within the framework of the combinatorial optimization problem for investigating the optimal decision of facilities improvement. A new variant of glow-worm swarm optimization (GSO) is thus proposed for solving the optimization, which is rarely explored in the transportation field. The model applicability is tested by considering the actual characteristics of the container terminal.

  20. Aggregation patterns from nonlocal interactions: Discrete stochastic and continuum modeling

    Hackett-Jones, Emily J.

    2012-04-17

    Conservation equations governed by a nonlocal interaction potential generate aggregates from an initial uniform distribution of particles. We address the evolution and formation of these aggregating steady states when the interaction potential has both attractive and repulsive singularities. Currently, no existence theory for such potentials is available. We develop and compare two complementary solution methods, a continuous pseudoinverse method and a discrete stochastic lattice approach, and formally show a connection between the two. Interesting aggregation patterns involving multiple peaks for a simple doubly singular attractive-repulsive potential are determined. For a swarming Morse potential, characteristic slow-fast dynamics in the scaled inverse energy is observed in the evolution to steady state in both the continuous and discrete approaches. The discrete approach is found to be remarkably robust to modifications in movement rules, related to the potential function. The comparable evolution dynamics and steady states of the discrete model with the continuum model suggest that the discrete stochastic approach is a promising way of probing aggregation patterns arising from two- and three-dimensional nonlocal interaction conservation equations. © 2012 American Physical Society.

  1. Error estimates for discretized quantum stochastic differential inclusions

    Ayoola, E.O.

    2001-09-01

    This paper is concerned with the error estimates involved in the solution of a discrete approximation of a quantum stochastic differential inclusion (QSDI). Our main results rely on certain properties of the averaged modulus of continuity for multivalued sesquilinear forms associated with QSDI. We obtained results concerning the estimates of the Hausdorff distance between the set of solutions of the QSDI and the set of solutions of its discrete approximation. This extend the results of Dontchev and Farkhi concerning classical differential inclusions to the present noncommutative Quantum setting involving inclusions in certain locally convex space. (author)

  2. AESS: Accelerated Exact Stochastic Simulation

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution

  3. Multivariable controller for discrete stochastic amplitude-constrained systems

    Hannu T. Toivonen

    1983-04-01

    Full Text Available A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stationary probability distribution of the state by a gaussian distribution. An algorithm for minimizing a quadratic loss function is given, and examples are presented to illustrate the performance of the sub-optimal controller.

  4. Exponential stability result for discrete-time stochastic fuzzy uncertain neural networks

    Mathiyalagan, K.; Sakthivel, R.; Marshal Anthoni, S.

    2012-01-01

    This Letter addresses the stability analysis problem for a class of uncertain discrete-time stochastic fuzzy neural networks (DSFNNs) with time-varying delays. By constructing a new Lyapunov–Krasovskii functional combined with the free weighting matrix technique, a new set of delay-dependent sufficient conditions for the robust exponential stability of the considered DSFNNs is established in terms of Linear Matrix Inequalities (LMIs). Finally, numerical examples with simulation results are provided to illustrate the applicability and usefulness of the obtained theory. -- Highlights: ► Applications of neural networks require the knowledge of dynamic behaviors. ► Exponential stability of discrete-time stochastic fuzzy neural networks is studied. ► Linear matrix inequality optimization approach is used to obtain the result. ► Delay-dependent stability criterion is established in terms of LMIs. ► Examples with simulation are provided to show the effectiveness of the result.

  5. Sliding mode control-based linear functional observers for discrete-time stochastic systems

    Singh, Satnesh; Janardhanan, Sivaramakrishnan

    2017-11-01

    Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

  6. Stochastic search in structural optimization - Genetic algorithms and simulated annealing

    Hajela, Prabhat

    1993-01-01

    An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

  7. Discrete event simulation of crop operations in sweet pepper in support of work method innovation

    Ooster, van 't Bert; Aantjes, Wiger; Melamed, Z.

    2017-01-01

    Greenhouse Work Simulation, GWorkS, is a model that simulates crop operations in greenhouses for the purpose of analysing work methods. GWorkS is a discrete event model that approaches reality as a discrete stochastic dynamic system. GWorkS was developed and validated using cut-rose as a case

  8. Biochemical Network Stochastic Simulator (BioNetS: software for stochastic modeling of biochemical networks

    Elston Timothy C

    2004-03-01

    Full Text Available Abstract Background Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. Results We have developed the software package Biochemical Network Stochastic Simulator (BioNetS for efficientlyand accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solvesthe appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. Conclusions We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

  9. Synchronization Of Parallel Discrete Event Simulations

    Steinman, Jeffrey S.

    1992-01-01

    Adaptive, parallel, discrete-event-simulation-synchronization algorithm, Breathing Time Buckets, developed in Synchronous Parallel Environment for Emulation and Discrete Event Simulation (SPEEDES) operating system. Algorithm allows parallel simulations to process events optimistically in fluctuating time cycles that naturally adapt while simulation in progress. Combines best of optimistic and conservative synchronization strategies while avoiding major disadvantages. Algorithm processes events optimistically in time cycles adapting while simulation in progress. Well suited for modeling communication networks, for large-scale war games, for simulated flights of aircraft, for simulations of computer equipment, for mathematical modeling, for interactive engineering simulations, and for depictions of flows of information.

  10. On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout

    Yingqi Zhang

    2012-01-01

    Full Text Available This paper is concerned with the stochastic finite-time stability and stochastic finite-time boundedness problems for one family of fuzzy discrete-time systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, we present the dynamic model description studied, in which the discrete-time fuzzy T-S systems with packet loss can be described by one class of fuzzy Markovian jump systems. Then, the concepts of stochastic finite-time stability and stochastic finite-time boundedness and problem formulation are given. Based on Lyapunov function approach, sufficient conditions on stochastic finite-time stability and stochastic finite-time boundedness are established for the resulting closed-loop fuzzy discrete-time system with Markovian jumps, and state-feedback controllers are designed to ensure stochastic finite-time stability and stochastic finite-time boundedness of the class of fuzzy systems. The stochastic finite-time stability and stochastic finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the stochastic stability of the class of fuzzy T-S systems with packet loss. Finally, two illustrative examples are presented to show the validity of the developed methodology.

  11. Running Parallel Discrete Event Simulators on Sierra

    Barnes, P. D. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Jefferson, D. R. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2015-12-03

    In this proposal we consider porting the ROSS/Charm++ simulator and the discrete event models that run under its control so that they run on the Sierra architecture and make efficient use of the Volta GPUs.

  12. Discrete and continuous simulation theory and practice

    Bandyopadhyay, Susmita

    2014-01-01

    When it comes to discovering glitches inherent in complex systems-be it a railway or banking, chemical production, medical, manufacturing, or inventory control system-developing a simulation of a system can identify problems with less time, effort, and disruption than it would take to employ the original. Advantageous to both academic and industrial practitioners, Discrete and Continuous Simulation: Theory and Practice offers a detailed view of simulation that is useful in several fields of study.This text concentrates on the simulation of complex systems, covering the basics in detail and exploring the diverse aspects, including continuous event simulation and optimization with simulation. It explores the connections between discrete and continuous simulation, and applies a specific focus to simulation in the supply chain and manufacturing field. It discusses the Monte Carlo simulation, which is the basic and traditional form of simulation. It addresses future trends and technologies for simulation, with par...

  13. Stochastic series expansion simulation of the t -V model

    Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

    2016-04-01

    We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

  14. Program For Parallel Discrete-Event Simulation

    Beckman, Brian C.; Blume, Leo R.; Geiselman, John S.; Presley, Matthew T.; Wedel, John J., Jr.; Bellenot, Steven F.; Diloreto, Michael; Hontalas, Philip J.; Reiher, Peter L.; Weiland, Frederick P.

    1991-01-01

    User does not have to add any special logic to aid in synchronization. Time Warp Operating System (TWOS) computer program is special-purpose operating system designed to support parallel discrete-event simulation. Complete implementation of Time Warp mechanism. Supports only simulations and other computations designed for virtual time. Time Warp Simulator (TWSIM) subdirectory contains sequential simulation engine interface-compatible with TWOS. TWOS and TWSIM written in, and support simulations in, C programming language.

  15. Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

    Turner, Douglas C.; Ladde, Gangaram S.

    2018-03-01

    Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

  16. HYDRASTAR - a code for stochastic simulation of groundwater flow

    Norman, S.

    1992-05-01

    The computer code HYDRASTAR was developed as a tool for groundwater flow and transport simulations in the SKB 91 safety analysis project. Its conceptual ideas can be traced back to a report by Shlomo Neuman in 1988, see the reference section. The main idea of the code is the treatment of the rock as a stochastic continuum which separates it from the deterministic methods previously employed by SKB and also from the discrete fracture models. The current report is a comprehensive description of HYDRASTAR including such topics as regularization or upscaling of a hydraulic conductivity field, unconditional and conditional simulation of stochastic processes, numerical solvers for the hydrology and streamline equations and finally some proposals for future developments

  17. Stochastic cluster algorithms for discrete Gaussian (SOS) models

    Evertz, H.G.; Hamburg Univ.; Hasenbusch, M.; Marcu, M.; Tel Aviv Univ.; Pinn, K.; Muenster Univ.; Solomon, S.

    1990-10-01

    We present new Monte Carlo cluster algorithms which eliminate critical slowing down in the simulation of solid-on-solid models. In this letter we focus on the two-dimensional discrete Gaussian model. The algorithms are based on reflecting the integer valued spin variables with respect to appropriately chosen reflection planes. The proper choice of the reflection plane turns out to be crucial in order to obtain a small dynamical exponent z. Actually, the successful versions of our algorithm are a mixture of two different procedures for choosing the reflection plane, one of them ergodic but slow, the other one non-ergodic and also slow when combined with a Metropolis algorithm. (orig.)

  18. Multiscale Hy3S: Hybrid stochastic simulation for supercomputers

    Kaznessis Yiannis N

    2006-02-01

    Full Text Available Abstract Background Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Results Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users

  19. Stochastic analysis for finance with simulations

    Choe, Geon Ho

    2016-01-01

    This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilistic phenomena. The level of familiarity with computer programming is kept to a minimum. To make the book accessible to a wider audience, some background mathematical facts are included in the first part of the book and also in the appendices. This work attempts to bridge the gap between mathematics and finance by using diagrams, graphs and simulations in addition to rigorous theoretical exposition. Simulations are not only used as the computational method in quantitative finance, but they can also facilitate an intuitive and deeper understanding of theoret...

  20. Optimization of stochastic discrete systems and control on complex networks computational networks

    Lozovanu, Dmitrii

    2014-01-01

    This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors' new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book's final chapter is devoted to finite horizon stochastic con...

  1. Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion

    Garrido-Atienza, Maria J.; Kloeden, Peter E.; Neuenkirch, Andreas

    2009-01-01

    In this article we study the behavior of dissipative systems with additive fractional noise of any Hurst parameter. Under a one-sided dissipative Lipschitz condition on the drift the continuous stochastic system is shown to have a unique stationary solution, which pathwise attracts all other solutions. The same holds for the discretized stochastic system, if the drift-implicit Euler method is used for the discretization. Moreover, the unique stationary solution of the drift-implicit Euler scheme converges to the unique stationary solution of the original system as the stepsize of the discretization decreases

  2. Speeding Up Network Simulations Using Discrete Time

    Lucas, Aaron; Armbruster, Benjamin

    2013-01-01

    We develop a way of simulating disease spread in networks faster at the cost of some accuracy. Instead of a discrete event simulation (DES) we use a discrete time simulation. This aggregates events into time periods. We prove a bound on the accuracy attained. We also discuss the choice of step size and do an analytical comparison of the computational costs. Our error bound concept comes from the theory of numerical methods for SDEs and the basic proof structure comes from the theory of numeri...

  3. Modeling and simulation of discrete event systems

    Choi, Byoung Kyu

    2013-01-01

    Computer modeling and simulation (M&S) allows engineers to study and analyze complex systems. Discrete-event system (DES)-M&S is used in modern management, industrial engineering, computer science, and the military. As computer speeds and memory capacity increase, so DES-M&S tools become more powerful and more widely used in solving real-life problems. Based on over 20 years of evolution within a classroom environment, as well as on decades-long experience in developing simulation-based solutions for high-tech industries, Modeling and Simulation of Discrete-Event Systems is the only book on

  4. Fuzzy Stabilization for Nonlinear Discrete Ship Steering Stochastic Systems Subject to State Variance and Passivity Constraints

    Wen-Jer Chang

    2014-01-01

    Full Text Available For nonlinear discrete-time stochastic systems, a fuzzy controller design methodology is developed in this paper subject to state variance constraint and passivity constraint. According to fuzzy model based control technique, the nonlinear discrete-time stochastic systems considered in this paper are represented by the discrete-time Takagi-Sugeno fuzzy models with multiplicative noise. Employing Lyapunov stability theory, upper bound covariance control theory, and passivity theory, some sufficient conditions are derived to find parallel distributed compensation based fuzzy controllers. In order to solve these sufficient conditions, an iterative linear matrix inequality algorithm is applied based on the linear matrix inequality technique. Finally, the fuzzy stabilization problem for nonlinear discrete ship steering stochastic systems is investigated in the numerical example to illustrate the feasibility and validity of proposed fuzzy controller design method.

  5. Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

    Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

    2017-03-14

    Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

  6. Discrete Event Simulation Computers can be used to simulate the ...

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    people who use computers every moment of their waking lives, others even ... How is discrete event simulation different from other kinds of simulation? ... time, energy consumption .... Schedule the CustomerDeparture event for this customer.

  7. Simulation of Stochastic Loads for Fatigue Experiments

    Sørensen, John Dalsgaard; Brincker, Rune

    1989-01-01

    process by a Markov process. Two different spectra from two tubular joints in an offshore structure (one narrow banded and one wide banded) are considered in an example. The results show that the simple direct method is quite efficient and results in a simulation speed of about 3000 load cycles per second......A simple direct simulation method for stochastic fatigue-load generation is described in this paper. The simulation method is based on the assumption that only the peaks of the load process significantly affect the fatigue life. The method requires the conditional distribution functions of load...... ranges given the last peak values. Analytical estimates of these distribution functions are presented in the paper and compared with estimates based on a more accurate simulation method. In the more accurate simulation method samples at equidistant times are generated by approximating the stochastic load...

  8. Simulation of Stochastic Loads for Fatigue Experiments

    Sørensen, John Dalsgaard; Brincker, Rune

    process by a Markov process. Two different spectra from two tubular joints in an offshore structure (one narrow banded and one wide banded) are considered in an example. The results show that the simple direct method is quite efficient and is results in a simulation speed at about 3000 load cycles per......A simple direct simulation method for stochastic fatigue load generation is described in this paper. The simulation method is based on the assumption that only the peaks of the load process significantly affect the fatigue life. The method requires the conditional distribution functions of load...... ranges given the last peak values. Analytical estimates of these distribution functions are presented in the paper and compared with estimates based on a more accurate simulation method. In the more accurate simulation method samples at equidistant times are generated by approximating the stochastic load...

  9. Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

    2018-06-01

    This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

  10. Non-fragile ?-? control for discrete-time stochastic nonlinear systems under event-triggered protocols

    Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian

    2018-07-01

    In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.

  11. Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays

    Dongyan Chen

    2015-01-01

    Full Text Available This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays. Three Bernoulli distributed random variables with known conditional probabilities are introduced to characterize the phenomena of the random two-step sensor delays which may happen during the data transmission. By using the state augmentation approach and innovation analysis technique, an optimal Kalman filter is constructed for the augmented system in the sense of the minimum mean square error (MMSE. Subsequently, the optimal Kalman filtering is derived for corresponding augmented system in initial instants. Finally, a simulation example is provided to demonstrate the feasibility and effectiveness of the proposed filtering method.

  12. Hybrid framework for the simulation of stochastic chemical kinetics

    Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos

    2016-01-01

    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.

  13. Hybrid framework for the simulation of stochastic chemical kinetics

    Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos

    2016-12-01

    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.

  14. Hybrid framework for the simulation of stochastic chemical kinetics

    Duncan, Andrew, E-mail: a.duncan@imperial.ac.uk [Department of Mathematics, Imperial College, South Kensington Campus, London, SW7 2AZ (United Kingdom); Erban, Radek, E-mail: erban@maths.ox.ac.uk [Mathematical Institute, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG (United Kingdom); Zygalakis, Konstantinos, E-mail: k.zygalakis@ed.ac.uk [School of Mathematics, University of Edinburgh, Peter Guthrie Tait Road, Edinburgh, EH9 3FD (United Kingdom)

    2016-12-01

    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.

  15. Natural tracer test simulation by stochastic particle tracking method

    Ackerer, P.; Mose, R.; Semra, K.

    1990-01-01

    Stochastic particle tracking methods are well adapted to 3D transport simulations where discretization requirements of other methods usually cannot be satisfied. They do need a very accurate approximation of the velocity field. The described code is based on the mixed hybrid finite element method (MHFEM) to calculated the piezometric and velocity field. The random-walk method is used to simulate mass transport. The main advantages of the MHFEM over FD or FE are the simultaneous calculation of pressure and velocity, which are considered as unknowns; the possibility of interpolating velocities everywhere; and the continuity of the normal component of the velocity vector from one element to another. For these reasons, the MHFEM is well adapted for particle tracking methods. After a general description of the numerical methods, the model is used to simulate the observations made during the Twin Lake Tracer Test in 1983. A good match is found between observed and simulated heads and concentrations. (Author) (12 refs., 4 figs.)

  16. Stochastic airspace simulation tool development

    2009-10-01

    Modeling and simulation is often used to study : the physical world when observation may not be : practical. The overall goal of a recent and ongoing : simulation tool project has been to provide a : documented, lifecycle-managed, multi-processor : c...

  17. Discretely Integrated Condition Event (DICE) Simulation for Pharmacoeconomics.

    Caro, J Jaime

    2016-07-01

    Several decision-analytic modeling techniques are in use for pharmacoeconomic analyses. Discretely integrated condition event (DICE) simulation is proposed as a unifying approach that has been deliberately designed to meet the modeling requirements in a straightforward transparent way, without forcing assumptions (e.g., only one transition per cycle) or unnecessary complexity. At the core of DICE are conditions that represent aspects that persist over time. They have levels that can change and many may coexist. Events reflect instantaneous occurrences that may modify some conditions or the timing of other events. The conditions are discretely integrated with events by updating their levels at those times. Profiles of determinant values allow for differences among patients in the predictors of the disease course. Any number of valuations (e.g., utility, cost, willingness-to-pay) of conditions and events can be applied concurrently in a single run. A DICE model is conveniently specified in a series of tables that follow a consistent format and the simulation can be implemented fully in MS Excel, facilitating review and validation. DICE incorporates both state-transition (Markov) models and non-resource-constrained discrete event simulation in a single formulation; it can be executed as a cohort or a microsimulation; and deterministically or stochastically.

  18. Reproductive Health Services Discrete-Event Simulation

    Lee, Sungjoo; Giles, Denise F.; Goldsman, David; Cook, Douglas A.; Mishra, Ninad; McCarthy, Brian

    2006-01-01

    Low resource healthcare environments are often characteristic of patient flow patterns with varying patient risks, extensive patient waiting times, uneven workload distributions, and inefficient service delivery. Models from industrial and systems engineering allow for a greater examination of processes by applying discrete-event computer simulation techniques to evaluate and optimize hospital performance.

  19. Stochastic Simulation of Process Calculi for Biology

    Andrew Phillips

    2010-10-01

    Full Text Available Biological systems typically involve large numbers of components with complex, highly parallel interactions and intrinsic stochasticity. To model this complexity, numerous programming languages based on process calculi have been developed, many of which are expressive enough to generate unbounded numbers of molecular species and reactions. As a result of this expressiveness, such calculi cannot rely on standard reaction-based simulation methods, which require fixed numbers of species and reactions. Rather than implementing custom stochastic simulation algorithms for each process calculus, we propose to use a generic abstract machine that can be instantiated to a range of process calculi and a range of reaction-based simulation algorithms. The abstract machine functions as a just-in-time compiler, which dynamically updates the set of possible reactions and chooses the next reaction in an iterative cycle. In this short paper we give a brief summary of the generic abstract machine, and show how it can be instantiated with the stochastic simulation algorithm known as Gillespie's Direct Method. We also discuss the wider implications of such an abstract machine, and outline how it can be used to simulate multiple calculi simultaneously within a common framework.

  20. The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate

    Šmíd, Martin

    2009-01-01

    Roč. 165, č. 1 (2009), s. 29-45 ISSN 0254-5330 R&D Projects: GA ČR GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : multistage stochastic programming problems * approximation * discretization * Monte Carlo Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.961, year: 2009 http://library.utia.cas.cz/separaty/2008/E/smid-the expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate.pdf

  1. Software Tools for Stochastic Simulations of Turbulence

    2015-08-28

    40] R. D. Richtmyer. Taylor instability in shock acceleration of compressible fluids. Comm. pure Appl. Math , 13(297-319), 1960. 76 [41] R. Samulyak, J...Research Triangle Park, NC 27709-2211 Pure sciences, Applied sciences, Front tracking, Large eddy simulations, Mesh convergence, Stochastic convergence, Weak...Illustration of a component grid with a front crossing solution stencil. Cells in the pure yellow and pure blue regions are assigned different components

  2. Parametric inference for discretely sampled stochastic differential equations

    Sørensen, Michael

    A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion processes. The main focus is on estimating functions and asymp- totic results. Maximum likelihood estimation is briefly considered, but the emphasis is on computationally less demanding martingale...

  3. Parallel discrete event simulation using shared memory

    Reed, Daniel A.; Malony, Allen D.; Mccredie, Bradley D.

    1988-01-01

    With traditional event-list techniques, evaluating a detailed discrete-event simulation-model can often require hours or even days of computation time. By eliminating the event list and maintaining only sufficient synchronization to ensure causality, parallel simulation can potentially provide speedups that are linear in the numbers of processors. A set of shared-memory experiments, using the Chandy-Misra distributed-simulation algorithm, to simulate networks of queues is presented. Parameters of the study include queueing network topology and routing probabilities, number of processors, and assignment of network nodes to processors. These experiments show that Chandy-Misra distributed simulation is a questionable alternative to sequential-simulation of most queueing network models.

  4. Statistical inference for discrete-time samples from affine stochastic delay differential equations

    Küchler, Uwe; Sørensen, Michael

    2013-01-01

    Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class of prediction-based estimating functions is investigated...

  5. A theory of Markovian time-inconsistent stochastic control in discrete time

    Bjork, Tomas; Murgoci, Agatha

    2014-01-01

    We develop a theory for a general class of discrete-time stochastic control problems that, in various ways, are time-inconsistent in the sense that they do not admit a Bellman optimality principle. We attack these problems by viewing them within a game theoretic framework, and we look for subgame...

  6. ON THE ANISOTROPIC NORM OF DISCRETE TIME STOCHASTIC SYSTEMS WITH STATE DEPENDENT NOISE

    Isaac Yaesh

    2013-01-01

    Full Text Available The purpose of this paper is to determine conditions for the bound-edness of the anisotropic norm of discrete-time linear stochastic sys-tems with state dependent noise. It is proved that these conditions canbe expressed in terms of the feasibility of a specific system of matrixinequalities.

  7. Finite approximations in discrete-time stochastic control quantized models and asymptotic optimality

    Saldi, Naci; Yüksel, Serdar

    2018-01-01

    In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original mo...

  8. Discrete changes of current statistics in periodically driven stochastic systems

    Chernyak, Vladimir Y; Sinitsyn, N A

    2010-01-01

    We demonstrate that the counting statistics of currents in periodically driven ergodic stochastic systems can show sharp changes of some of its properties in response to continuous changes of the driving protocol. To describe this effect, we introduce a new topological phase factor in the evolution of the moment generating function which is akin to the topological geometric phase in the evolution of a periodically driven quantum mechanical system with time-reversal symmetry. This phase leads to the prediction of a sign change for the difference of the probabilities to find even and odd numbers of particles transferred in a stochastic system in response to cyclic evolution of control parameters. The driving protocols that lead to this sign change should enclose specific degeneracy points in the space of control parameters. The relation between the topology of the paths in the control parameter space and the sign changes can be described in terms of the first Stiefel–Whitney class of topological invariants. (letter)

  9. An Advanced Simulation Framework for Parallel Discrete-Event Simulation

    Li, P. P.; Tyrrell, R. Yeung D.; Adhami, N.; Li, T.; Henry, H.

    1994-01-01

    Discrete-event simulation (DEVS) users have long been faced with a three-way trade-off of balancing execution time, model fidelity, and number of objects simulated. Because of the limits of computer processing power the analyst is often forced to settle for less than desired performances in one or more of these areas.

  10. A higher-order numerical framework for stochastic simulation of chemical reaction systems.

    Székely, Tamás

    2012-07-15

    BACKGROUND: In this paper, we present a framework for improving the accuracy of fixed-step methods for Monte Carlo simulation of discrete stochastic chemical kinetics. Stochasticity is ubiquitous in many areas of cell biology, for example in gene regulation, biochemical cascades and cell-cell interaction. However most discrete stochastic simulation techniques are slow. We apply Richardson extrapolation to the moments of three fixed-step methods, the Euler, midpoint and θ-trapezoidal τ-leap methods, to demonstrate the power of stochastic extrapolation. The extrapolation framework can increase the order of convergence of any fixed-step discrete stochastic solver and is very easy to implement; the only condition for its use is knowledge of the appropriate terms of the global error expansion of the solver in terms of its stepsize. In practical terms, a higher-order method with a larger stepsize can achieve the same level of accuracy as a lower-order method with a smaller one, potentially reducing the computational time of the system. RESULTS: By obtaining a global error expansion for a general weak first-order method, we prove that extrapolation can increase the weak order of convergence for the moments of the Euler and the midpoint τ-leap methods, from one to two. This is supported by numerical simulations of several chemical systems of biological importance using the Euler, midpoint and θ-trapezoidal τ-leap methods. In almost all cases, extrapolation results in an improvement of accuracy. As in the case of ordinary and stochastic differential equations, extrapolation can be repeated to obtain even higher-order approximations. CONCLUSIONS: Extrapolation is a general framework for increasing the order of accuracy of any fixed-step stochastic solver. This enables the simulation of complicated systems in less time, allowing for more realistic biochemical problems to be solved.

  11. Stability results for stochastic delayed recurrent neural networks with discrete and distributed delays

    Chen, Guiling; Li, Dingshi; Shi, Lin; van Gaans, Onno; Verduyn Lunel, Sjoerd

    2018-03-01

    We present new conditions for asymptotic stability and exponential stability of a class of stochastic recurrent neural networks with discrete and distributed time varying delays. Our approach is based on the method using fixed point theory, which do not resort to any Liapunov function or Liapunov functional. Our results neither require the boundedness, monotonicity and differentiability of the activation functions nor differentiability of the time varying delays. In particular, a class of neural networks without stochastic perturbations is also considered. Examples are given to illustrate our main results.

  12. Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

    Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

    2012-06-01

    We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

  13. The cost of conservative synchronization in parallel discrete event simulations

    Nicol, David M.

    1990-01-01

    The performance of a synchronous conservative parallel discrete-event simulation protocol is analyzed. The class of simulation models considered is oriented around a physical domain and possesses a limited ability to predict future behavior. A stochastic model is used to show that as the volume of simulation activity in the model increases relative to a fixed architecture, the complexity of the average per-event overhead due to synchronization, event list manipulation, lookahead calculations, and processor idle time approach the complexity of the average per-event overhead of a serial simulation. The method is therefore within a constant factor of optimal. The analysis demonstrates that on large problems--those for which parallel processing is ideally suited--there is often enough parallel workload so that processors are not usually idle. The viability of the method is also demonstrated empirically, showing how good performance is achieved on large problems using a thirty-two node Intel iPSC/2 distributed memory multiprocessor.

  14. Improved result on stability analysis of discrete stochastic neural networks with time delay

    Wu Zhengguang; Su Hongye; Chu Jian; Zhou Wuneng

    2009-01-01

    This Letter investigates the problem of exponential stability for discrete stochastic time-delay neural networks. By defining a novel Lyapunov functional, an improved delay-dependent exponential stability criterion is established in terms of linear matrix inequality (LMI) approach. Meanwhile, the computational complexity of the newly established stability condition is reduced because less variables are involved. Numerical example is given to illustrate the effectiveness and the benefits of the proposed method.

  15. Stochastic simulations of the tetracycline operon

    Kaznessis Yiannis N

    2011-01-01

    Full Text Available Abstract Background The tetracycline operon is a self-regulated system. It is found naturally in bacteria where it confers resistance to antibiotic tetracycline. Because of the performance of the molecular elements of the tetracycline operon, these elements are widely used as parts of synthetic gene networks where the protein production can be efficiently turned on and off in response to the presence or the absence of tetracycline. In this paper, we investigate the dynamics of the tetracycline operon. To this end, we develop a mathematical model guided by experimental findings. Our model consists of biochemical reactions that capture the biomolecular interactions of this intriguing system. Having in mind that small biological systems are subjects to stochasticity, we use a stochastic algorithm to simulate the tetracycline operon behavior. A sensitivity analysis of two critical parameters embodied this system is also performed providing a useful understanding of the function of this system. Results Simulations generate a timeline of biomolecular events that confer resistance to bacteria against tetracycline. We monitor the amounts of intracellular TetR2 and TetA proteins, the two important regulatory and resistance molecules, as a function of intrecellular tetracycline. We find that lack of one of the promoters of the tetracycline operon has no influence on the total behavior of this system inferring that this promoter is not essential for Escherichia coli. Sensitivity analysis with respect to the binding strength of tetracycline to repressor and of repressor to operators suggests that these two parameters play a predominant role in the behavior of the system. The results of the simulations agree well with experimental observations such as tight repression, fast gene expression, induction with tetracycline, and small intracellular TetR2 amounts. Conclusions Computer simulations of the tetracycline operon afford augmented insight into the

  16. Stochastic simulations of the tetracycline operon

    2011-01-01

    Background The tetracycline operon is a self-regulated system. It is found naturally in bacteria where it confers resistance to antibiotic tetracycline. Because of the performance of the molecular elements of the tetracycline operon, these elements are widely used as parts of synthetic gene networks where the protein production can be efficiently turned on and off in response to the presence or the absence of tetracycline. In this paper, we investigate the dynamics of the tetracycline operon. To this end, we develop a mathematical model guided by experimental findings. Our model consists of biochemical reactions that capture the biomolecular interactions of this intriguing system. Having in mind that small biological systems are subjects to stochasticity, we use a stochastic algorithm to simulate the tetracycline operon behavior. A sensitivity analysis of two critical parameters embodied this system is also performed providing a useful understanding of the function of this system. Results Simulations generate a timeline of biomolecular events that confer resistance to bacteria against tetracycline. We monitor the amounts of intracellular TetR2 and TetA proteins, the two important regulatory and resistance molecules, as a function of intrecellular tetracycline. We find that lack of one of the promoters of the tetracycline operon has no influence on the total behavior of this system inferring that this promoter is not essential for Escherichia coli. Sensitivity analysis with respect to the binding strength of tetracycline to repressor and of repressor to operators suggests that these two parameters play a predominant role in the behavior of the system. The results of the simulations agree well with experimental observations such as tight repression, fast gene expression, induction with tetracycline, and small intracellular TetR2 amounts. Conclusions Computer simulations of the tetracycline operon afford augmented insight into the interplay between its molecular

  17. Discrete element simulation of crushable rockfill materials

    Lei Shao

    2013-04-01

    Full Text Available A discrete element method was used to study the evolution of particle crushing in a rockfill sample subjected to triaxial shear. A simple procedure was developed to generate clusters with arbitrary shapes, which resembled real rockfill particles. A theoretical method was developed to define the failure criterion for an individual particle subjected to an arbitrary set of contact forces. Then, a series of numerical tests of large-scale drained triaxial tests were conducted to simulate the behaviors of the rockfill sample. Finally, we examined the development of micro-characteristics such as particle crushing, contact characteristics, porosity, deformation, movement, and energy dissipation. The simulation results were partially compared with the laboratory experiments, and good agreement was achieved, demonstrating that the particle crushing model proposed can be used to simulate the drained triaxial test of rockfill materials. Based on a comparison of macro behaviors of the rockfill sample and micro structures of the particles, the microscopic mechanism of the rockfill materials subjected to triaxial shear was determined qualitatively. It is shown that the crushing rate, rather than the number of crushed particles, can be used to reflect the relationship between macro- and micro-mechanical characteristics of rockfill materials. These research results further develop our understanding of the deformation mechanism of rockfill materials.

  18. Simulating Electrophoresis with Discrete Charge and Drag

    Mowitz, Aaron J.; Witten, Thomas A.

    A charged asymmetric rigid cluster of colloidal particles in saline solution can respond in exotic ways to an electric field: it may spin or move transversely. These distinctive motions arise from the drag force of the neutralizing countercharge surrounding the cluster. Because of this drag, calculating the motion of arbitrary asymmetric objects with nonuniform charge is impractical by conventional methods. Here we present a new method of simulating electrophoresis, in which we replace the continuous object and the surrounding countercharge with discrete point-draggers, called Stokeslets. The balance of forces imposes a linear, self-consistent relation among the drag and Coulomb forces on the Stokeslets, which allows us to easily determine the object's motion via matrix inversion. By explicitly enforcing charge+countercharge neutrality, the simulation recovers the distinctive features of electrophoretic motion to few-percent accuracy using as few as 1000 Stokeslets. In particular, for uniformly charged objects, we observe the characteristic Smoluchowski independence of mobility on object size and shape. We then discuss electrophoretic motion of asymmetric objects, where our simulation method is particularly advantageous. This work is supported by a Grant from the US-Israel Binational Science Foundation.

  19. Stochastic simulation of karst conduit networks

    Pardo-Igúzquiza, Eulogio; Dowd, Peter A.; Xu, Chaoshui; Durán-Valsero, Juan José

    2012-01-01

    Karst aquifers have very high spatial heterogeneity. Essentially, they comprise a system of pipes (i.e., the network of conduits) superimposed on rock porosity and on a network of stratigraphic surfaces and fractures. This heterogeneity strongly influences the hydraulic behavior of the karst and it must be reproduced in any realistic numerical model of the karst system that is used as input to flow and transport modeling. However, the directly observed karst conduits are only a small part of the complete karst conduit system and knowledge of the complete conduit geometry and topology remains spatially limited and uncertain. Thus, there is a special interest in the stochastic simulation of networks of conduits that can be combined with fracture and rock porosity models to provide a realistic numerical model of the karst system. Furthermore, the simulated model may be of interest per se and other uses could be envisaged. The purpose of this paper is to present an efficient method for conditional and non-conditional stochastic simulation of karst conduit networks. The method comprises two stages: generation of conduit geometry and generation of topology. The approach adopted is a combination of a resampling method for generating conduit geometries from templates and a modified diffusion-limited aggregation method for generating the network topology. The authors show that the 3D karst conduit networks generated by the proposed method are statistically similar to observed karst conduit networks or to a hypothesized network model. The statistical similarity is in the sense of reproducing the tortuosity index of conduits, the fractal dimension of the network, the direction rose of directions, the Z-histogram and Ripley's K-function of the bifurcation points (which differs from a random allocation of those bifurcation points). The proposed method (1) is very flexible, (2) incorporates any experimental data (conditioning information) and (3) can easily be modified when

  20. A Framework for the Optimization of Discrete-Event Simulation Models

    Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.

    1996-01-01

    With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

  1. Accurate reaction-diffusion operator splitting on tetrahedral meshes for parallel stochastic molecular simulations

    Hepburn, I.; De Schutter, E., E-mail: erik@oist.jp [Computational Neuroscience Unit, Okinawa Institute of Science and Technology Graduate University, Onna, Okinawa 904 0495 (Japan); Theoretical Neurobiology & Neuroengineering, University of Antwerp, Antwerp 2610 (Belgium); Chen, W. [Computational Neuroscience Unit, Okinawa Institute of Science and Technology Graduate University, Onna, Okinawa 904 0495 (Japan)

    2016-08-07

    Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, which has led to the development of parallel methods that can take advantage of the power of modern supercomputers in recent years. We systematically test suggested components of stochastic reaction-diffusion operator splitting in the literature and discuss their effects on accuracy. We introduce an operator splitting implementation for irregular meshes that enhances accuracy with minimal performance cost. We test a range of models in small-scale MPI simulations from simple diffusion models to realistic biological models and find that multi-dimensional geometry partitioning is an important consideration for optimum performance. We demonstrate performance gains of 1-3 orders of magnitude in the parallel implementation, with peak performance strongly dependent on model specification.

  2. Quantum simulation of a quantum stochastic walk

    Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

    2017-03-01

    The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

  3. Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist.

    Brian Drawert

    2016-12-01

    Full Text Available 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 demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity.

  4. MCdevelop - a universal framework for Stochastic Simulations

    Slawinska, M.; Jadach, S.

    2011-03-01

    We present MCdevelop, a universal computer framework for developing and exploiting the wide class of Stochastic Simulations (SS) software. This powerful universal SS software development tool has been derived from a series of scientific projects for precision calculations in high energy physics (HEP), which feature a wide range of functionality in the SS software needed for advanced precision Quantum Field Theory calculations for the past LEP experiments and for the ongoing LHC experiments at CERN, Geneva. MCdevelop is a "spin-off" product of HEP to be exploited in other areas, while it will still serve to develop new SS software for HEP experiments. Typically SS involve independent generation of large sets of random "events", often requiring considerable CPU power. Since SS jobs usually do not share memory it makes them easy to parallelize. The efficient development, testing and running in parallel SS software requires a convenient framework to develop software source code, deploy and monitor batch jobs, merge and analyse results from multiple parallel jobs, even before the production runs are terminated. Throughout the years of development of stochastic simulations for HEP, a sophisticated framework featuring all the above mentioned functionality has been implemented. MCdevelop represents its latest version, written mostly in C++ (GNU compiler gcc). It uses Autotools to build binaries (optionally managed within the KDevelop 3.5.3 Integrated Development Environment (IDE)). It uses the open-source ROOT package for histogramming, graphics and the mechanism of persistency for the C++ objects. MCdevelop helps to run multiple parallel jobs on any computer cluster with NQS-type batch system. Program summaryProgram title:MCdevelop Catalogue identifier: AEHW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http

  5. Use Cases of Discrete Event Simulation Appliance and Research

    2012-01-01

    Over the last decades Discrete Event Simulation has conquered many different application areas. This trend is, on the one hand, driven by an ever wider use of this technology in different fields of science and on the other hand by an incredibly creative use of available software programs through dedicated experts. This book contains articles from scientists and experts from 10 countries. They illuminate the width of application of this technology and the quality of problems solved using Discrete Event Simulation. Practical applications of simulation dominate in the present book.   The book is aimed to researchers and students who deal in their work with Discrete Event Simulation and which want to inform them about current applications. By focusing on discrete event simulation, this book can also serve as an inspiration source for practitioners for solving specific problems during their work. Decision makers who deal with the question of the introduction of discrete event simulation for planning support and o...

  6. Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

    Xiu, Dongbin [Univ. of Utah, Salt Lake City, UT (United States)

    2017-03-03

    The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

  7. Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

    Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhou, Xinyang [University of Colorado; Liu, Zhiyuan [University of Colorado; Chen, Lijun [University of Colorado

    2017-10-03

    This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together with pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.

  8. Numerical Simulation of Antennae by Discrete Exterior Calculus

    Xie Zheng; Ye Zheng; Ma Yujie

    2009-01-01

    Numerical simulation of antennae is a topic in computational electromagnetism, which is concerned with the numerical study of Maxwell equations. By discrete exterior calculus and the lattice gauge theory with coefficient R, we obtain the Bianchi identity on prism lattice. By defining an inner product of discrete differential forms, we derive the source equation and continuity equation. Those equations compose the discrete Maxwell equations in vacuum case on discrete manifold, which are implemented on Java development platform to simulate the Gaussian pulse radiation on antennaes. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

  9. Exact and Approximate Stochastic Simulation of Intracellular Calcium Dynamics

    Nicolas Wieder

    2011-01-01

    pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

  10. Use cases of discrete event simulation. Appliance and research

    Bangsow, Steffen (ed.)

    2012-11-01

    Use Cases of Discrete Event Simulation. Includes case studies from various important industries such as automotive, aerospace, robotics, production industry. Written by leading experts in the field. Over the last decades Discrete Event Simulation has conquered many different application areas. This trend is, on the one hand, driven by an ever wider use of this technology in different fields of science and on the other hand by an incredibly creative use of available software programs through dedicated experts. This book contains articles from scientists and experts from 10 countries. They illuminate the width of application of this technology and the quality of problems solved using Discrete Event Simulation. Practical applications of simulation dominate in the present book. The book is aimed to researchers and students who deal in their work with Discrete Event Simulation and which want to inform them about current applications. By focusing on discrete event simulation, this book can also serve as an inspiration source for practitioners for solving specific problems during their work. Decision makers who deal with the question of the introduction of discrete event simulation for planning support and optimization this book provides a contribution to the orientation, what specific problems could be solved with the help of Discrete Event Simulation within the organization.

  11. Ensemble simulations with discrete classical dynamics

    Toxværd, Søren

    2013-01-01

    For discrete classical Molecular dynamics (MD) obtained by the "Verlet" algorithm (VA) with the time increment $h$ there exist a shadow Hamiltonian $\\tilde{H}$ with energy $\\tilde{E}(h)$, for which the discrete particle positions lie on the analytic trajectories for $\\tilde{H}$. $\\tilde......{E}(h)$ is employed to determine the relation with the corresponding energy, $E$ for the analytic dynamics with $h=0$ and the zero-order estimate $E_0(h)$ of the energy for discrete dynamics, appearing in the literature for MD with VA. We derive a corresponding time reversible VA algorithm for canonical dynamics...

  12. Multiobjective Two-Stage Stochastic Programming Problems with Interval Discrete Random Variables

    S. K. Barik

    2012-01-01

    Full Text Available Most of the real-life decision-making problems have more than one conflicting and incommensurable objective functions. In this paper, we present a multiobjective two-stage stochastic linear programming problem considering some parameters of the linear constraints as interval type discrete random variables with known probability distribution. Randomness of the discrete intervals are considered for the model parameters. Further, the concepts of best optimum and worst optimum solution are analyzed in two-stage stochastic programming. To solve the stated problem, first we remove the randomness of the problem and formulate an equivalent deterministic linear programming model with multiobjective interval coefficients. Then the deterministic multiobjective model is solved using weighting method, where we apply the solution procedure of interval linear programming technique. We obtain the upper and lower bound of the objective function as the best and the worst value, respectively. It highlights the possible risk involved in the decision-making tool. A numerical example is presented to demonstrate the proposed solution procedure.

  13. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    Garner, Andrew J. P.; Liu, Qing; Thompson, Jayne; Vedral, Vlatko; Gu, mile

    2017-10-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart.

  14. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    Garner, Andrew J P; Thompson, Jayne; Vedral, Vlatko; Gu, Mile; Liu, Qing

    2017-01-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart. (paper)

  15. Global stability of stochastic high-order neural networks with discrete and distributed delays

    Wang Zidong; Fang Jianan; Liu Xiaohui

    2008-01-01

    High-order neural networks can be considered as an expansion of Hopfield neural networks, and have stronger approximation property, faster convergence rate, greater storage capacity, and higher fault tolerance than lower-order neural networks. In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with discrete and distributed time-delays. Based on an Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived, which guarantee the global asymptotic convergence of the equilibrium point in the mean square. It is shown that the stochastic high-order delayed neural networks under consideration are globally asymptotically stable in the mean square if two linear matrix inequalities (LMIs) are feasible, where the feasibility of LMIs can be readily checked by the Matlab LMI toolbox. It is also shown that the main results in this paper cover some recently published works. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria

  16. An adaptive algorithm for simulation of stochastic reaction-diffusion processes

    Ferm, Lars; Hellander, Andreas; Loetstedt, Per

    2010-01-01

    We propose an adaptive hybrid method suitable for stochastic simulation of diffusion dominated reaction-diffusion processes. For such systems, simulation of the diffusion requires the predominant part of the computing time. In order to reduce the computational work, the diffusion in parts of the domain is treated macroscopically, in other parts with the tau-leap method and in the remaining parts with Gillespie's stochastic simulation algorithm (SSA) as implemented in the next subvolume method (NSM). The chemical reactions are handled by SSA everywhere in the computational domain. A trajectory of the process is advanced in time by an operator splitting technique and the timesteps are chosen adaptively. The spatial adaptation is based on estimates of the errors in the tau-leap method and the macroscopic diffusion. The accuracy and efficiency of the method are demonstrated in examples from molecular biology where the domain is discretized by unstructured meshes.

  17. MOSES: A Matlab-based open-source stochastic epidemic simulator.

    Varol, Huseyin Atakan

    2016-08-01

    This paper presents an open-source stochastic epidemic simulator. Discrete Time Markov Chain based simulator is implemented in Matlab. The simulator capable of simulating SEQIJR (susceptible, exposed, quarantined, infected, isolated and recovered) model can be reduced to simpler models by setting some of the parameters (transition probabilities) to zero. Similarly, it can be extended to more complicated models by editing the source code. It is designed to be used for testing different control algorithms to contain epidemics. The simulator is also designed to be compatible with a network based epidemic simulator and can be used in the network based scheme for the simulation of a node. Simulations show the capability of reproducing different epidemic model behaviors successfully in a computationally efficient manner.

  18. Complex dynamics of a stochastic discrete modified Leslie-Gower predator-prey model with Michaelis-Menten type prey harvesting

    A. Elhassanein

    2014-06-01

    Full Text Available This paper introduced a stochastic discretized version of the modified Leslie-Gower predator-prey model with Michaelis-Menten type prey harvesting. The dynamical behavior of the proposed model was investigated. The existence and stability of the equilibria of the skeleton were studied. Numerical simulations were employed to show the model's complex dynamics by means of the largest Lyapunov exponents, bifurcations, time series diagrams and phase portraits. The effects of noise intensity on its dynamics and the intermittency phenomenon were also discussed via simulation.

  19. Simulating local measurements on a quantum many-body system with stochastic matrix product states

    Gammelmark, Søren; Mølmer, Klaus

    2010-01-01

    We demonstrate how to simulate both discrete and continuous stochastic evolutions of a quantum many-body system subject to measurements using matrix product states. A particular, but generally applicable, measurement model is analyzed and a simple representation in terms of matrix product operators...... is found. The technique is exemplified by numerical simulations of the antiferromagnetic Heisenberg spin-chain model subject to various instances of the measurement model. In particular, we focus on local measurements with small support and nonlocal measurements, which induce long-range correlations....

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

    Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei; Biteus, Jonas

    2014-01-01

    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

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

    Tahvili, Sahar [Mälardalen University (Sweden); Österberg, Jonas; Silvestrov, Sergei [Division of Applied Mathematics, Mälardalen University (Sweden); Biteus, Jonas [Scania CV (Sweden)

    2014-12-10

    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.

  2. Manufacturing plant performance evaluation by discrete event simulation

    Rosli Darmawan; Mohd Rasid Osman; Rosnah Mohd Yusuff; Napsiah Ismail; Zulkiflie Leman

    2002-01-01

    A case study was conducted to evaluate the performance of a manufacturing plant using discrete event simulation technique. The study was carried out on animal feed production plant. Sterifeed plant at Malaysian Institute for Nuclear Technology Research (MINT), Selangor, Malaysia. The plant was modelled base on the actual manufacturing activities recorded by the operators. The simulation was carried out using a discrete event simulation software. The model was validated by comparing the simulation results with the actual operational data of the plant. The simulation results show some weaknesses with the current plant design and proposals were made to improve the plant performance. (Author)

  3. Stochastic Simulation of Biomolecular Reaction Networks Using the Biomolecular Network Simulator Software

    Frazier, John; Chusak, Yaroslav; Foy, Brent

    2008-01-01

    .... The software uses either exact or approximate stochastic simulation algorithms for generating Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks...

  4. Fast stochastic algorithm for simulating evolutionary population dynamics

    Tsimring, Lev; Hasty, Jeff; Mather, William

    2012-02-01

    Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

  5. Monte Carlo simulation of fully Markovian stochastic geometries

    Lepage, Thibaut; Delaby, Lucie; Malvagi, Fausto; Mazzolo, Alain

    2010-01-01

    The interest in resolving the equation of transport in stochastic media has continued to increase these last years. For binary stochastic media it is often assumed that the geometry is Markovian, which is never the case in usual environments. In the present paper, based on rigorous mathematical theorems, we construct fully two-dimensional Markovian stochastic geometries and we study their main properties. In particular, we determine a percolation threshold p c , equal to 0.586 ± 0.0015 for such geometries. Finally, Monte Carlo simulations are performed through these geometries and the results compared to homogeneous geometries. (author)

  6. Discrete Event Simulation of Distributed Team Communication

    2012-03-22

    performs, and auditory information that is provided through multiple audio devices with speech response. This paper extends previous discrete event workload...2008, pg. 1) notes that “Architecture modeling furnishes abstrac- tions for use in managing complexities, allowing engineers to visualise the proposed

  7. Stochastic models to simulate paratuberculosis in dairy herds

    Nielsen, Søren Saxmose; Weber, M.F.; Kudahl, Anne Margrethe Braad

    2011-01-01

    Stochastic simulation models are widely accepted as a means of assessing the impact of changes in daily management and the control of different diseases, such as paratuberculosis, in dairy herds. This paper summarises and discusses the assumptions of four stochastic simulation models and their use...... the models are somewhat different in their underlying principles and do put slightly different values on the different strategies, their overall findings are similar. Therefore, simulation models may be useful in planning paratuberculosis strategies in dairy herds, although as with all models caution...

  8. Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

    Mahdi Alavi, S. M.; Saif, Mehrdad

    2013-12-01

    This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

  9. HSimulator: Hybrid Stochastic/Deterministic Simulation of Biochemical Reaction Networks

    Luca Marchetti

    2017-01-01

    Full Text Available HSimulator is a multithread simulator for mass-action biochemical reaction systems placed in a well-mixed environment. HSimulator provides optimized implementation of a set of widespread state-of-the-art stochastic, deterministic, and hybrid simulation strategies including the first publicly available implementation of the Hybrid Rejection-based Stochastic Simulation Algorithm (HRSSA. HRSSA, the fastest hybrid algorithm to date, allows for an efficient simulation of the models while ensuring the exact simulation of a subset of the reaction network modeling slow reactions. Benchmarks show that HSimulator is often considerably faster than the other considered simulators. The software, running on Java v6.0 or higher, offers a simulation GUI for modeling and visually exploring biological processes and a Javadoc-documented Java library to support the development of custom applications. HSimulator is released under the COSBI Shared Source license agreement (COSBI-SSLA.

  10. SELANSI: a toolbox for simulation of stochastic gene regulatory networks.

    Pájaro, Manuel; Otero-Muras, Irene; Vázquez, Carlos; Alonso, Antonio A

    2018-03-01

    Gene regulation is inherently stochastic. In many applications concerning Systems and Synthetic Biology such as the reverse engineering and the de novo design of genetic circuits, stochastic effects (yet potentially crucial) are often neglected due to the high computational cost of stochastic simulations. With advances in these fields there is an increasing need of tools providing accurate approximations of the stochastic dynamics of gene regulatory networks (GRNs) with reduced computational effort. This work presents SELANSI (SEmi-LAgrangian SImulation of GRNs), a software toolbox for the simulation of stochastic multidimensional gene regulatory networks. SELANSI exploits intrinsic structural properties of gene regulatory networks to accurately approximate the corresponding Chemical Master Equation with a partial integral differential equation that is solved by a semi-lagrangian method with high efficiency. Networks under consideration might involve multiple genes with self and cross regulations, in which genes can be regulated by different transcription factors. Moreover, the validity of the method is not restricted to a particular type of kinetics. The tool offers total flexibility regarding network topology, kinetics and parameterization, as well as simulation options. SELANSI runs under the MATLAB environment, and is available under GPLv3 license at https://sites.google.com/view/selansi. antonio@iim.csic.es. © The Author(s) 2017. Published by Oxford University Press.

  11. Discrete-Event Simulation in Chemical Engineering.

    Schultheisz, Daniel; Sommerfeld, Jude T.

    1988-01-01

    Gives examples, descriptions, and uses for various types of simulation systems, including the Flowtran, Process, Aspen Plus, Design II, GPSS, Simula, and Simscript. Explains similarities in simulators, terminology, and a batch chemical process. Tables and diagrams are included. (RT)

  12. MONTE CARLO SIMULATION OF MULTIFOCAL STOCHASTIC SCANNING SYSTEM

    LIXIN LIU

    2014-01-01

    Full Text Available Multifocal multiphoton microscopy (MMM has greatly improved the utilization of excitation light and imaging speed due to parallel multiphoton excitation of the samples and simultaneous detection of the signals, which allows it to perform three-dimensional fast fluorescence imaging. Stochastic scanning can provide continuous, uniform and high-speed excitation of the sample, which makes it a suitable scanning scheme for MMM. In this paper, the graphical programming language — LabVIEW is used to achieve stochastic scanning of the two-dimensional galvo scanners by using white noise signals to control the x and y mirrors independently. Moreover, the stochastic scanning process is simulated by using Monte Carlo method. Our results show that MMM can avoid oversampling or subsampling in the scanning area and meet the requirements of uniform sampling by stochastically scanning the individual units of the N × N foci array. Therefore, continuous and uniform scanning in the whole field of view is implemented.

  13. Stochastic simulation of off-shore oil terminal systems

    Frankel, E.G.; Oberle, J.

    1991-01-01

    To cope with the problem of uncertainty and conditionality in the planning, design, and operation of offshore oil transshipment terminal systems, a conditional stochastic simulation approach is presented. Examples are shown, using SLAM II, a computer simulation language based on GERT, a conditional stochastic network analysis methodology in which use of resources such as time and money are expressed by the moment generating function of the statistics of the resource requirements. Similarly each activity has an associated conditional probability of being performed and/or of requiring some of the resources. The terminal system is realistically represented by modelling the statistics of arrivals, loading and unloading times, uncertainties in costs and availabilities, etc

  14. Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

    Christensen, H. M.; Dawson, A.; Palmer, T.

    2017-12-01

    Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

  15. Analysis of Time Discretization and its Effect on Simulation Processes

    Gilbert-Rainer Gillich

    2006-10-01

    Full Text Available The paper presents the influence of time discretization on the results of simulations of technical systems. In this sense the systems are mod-eled using the SciLab/SCICOS environment, using different time inter-vals. Ulterior the processes are simulated and the results are com-pared.

  16. Simulation of quasistatic deformations using discrete rod models

    Linn, J.; Stephan, T.

    2008-01-01

    Recently we developed a discrete model of elastic rods with symmetric cross section suitable for a fast simulation of quasistatic deformations [33]. The model is based on Kirchhoff’s geometrically exact theory of rods. Unlike simple models of “mass & spring” type typically used in VR applications, our model provides a proper coupling of bending and torsion. The computational approach comprises a variational formulation combined with a finite difference discretization of the continuum model. A...

  17. Improved operating strategies for uranium extraction: a stochastic simulation

    Broekman, B.R.

    1986-01-01

    Deterministic and stochastic simulations of a Western Transvaal uranium process are used in this research report to determine more profitable uranium plant operating strategies and to gauge the potential financial benefits of automatic process control. The deterministic simulation model was formulated using empirical and phenomenological process models. The model indicated that profitability increases significantly as the uranium leaching strategy becomes harsher. The stochastic simulation models use process variable distributions corresponding to manually and automatically controlled conditions to investigate the economic gains that may be obtained if a change is made from manual to automatic control of two important process variables. These lognormally distributed variables are the pachuca 1 sulphuric acid concentration and the ferric to ferrous ratio. The stochastic simulations show that automatic process control is justifiable in certain cases. Where the leaching strategy is relatively harsh, such as that in operation during January 1986, it is not possible to justify an automatic control system. Automatic control is, however, justifiable if a relatively mild leaching strategy is adopted. The stochastic and deterministic simulations represent two different approaches to uranium process modelling. This study has indicated the necessity for each approach to be applied in the correct context. It is contended that incorrect conclusions may have been drawn by other investigators in South Africa who failed to consider the two approaches separately

  18. Simulating biological processes: stochastic physics from whole cells to colonies

    Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida

    2018-05-01

    The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

  19. Multi-objective optimisation with stochastic discrete-event simulation ...

    at costs negotiated between the banking group and a CIT company. The cost structure ... Costs associated with covering the distances between these ATMs ...... [5] Daganzo CF, 2005, Logistics systems analysis, Springer, New York (NY).

  20. Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

    A dynamic, stochastic, mechanistic simulation model of a dairy business was developed to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm system within a partial budgeting fram...

  1. Analysing initial attack on wildland fires using stochastic simulation.

    Jeremy S. Fried; J. Keith Gilless; James. Spero

    2006-01-01

    Stochastic simulation models of initial attack on wildland fire can be designed to reflect the complexity of the environmental, administrative, and institutional context in which wildland fire protection agencies operate, but such complexity may come at the cost of a considerable investment in data acquisition and management. This cost may be well justified when it...

  2. Stochastic simulation using @Risk for dairy business investment decisions

    Bewley, J.D.; Boehlje, M.D.; Gray, A.W.; Hogeveen, H.; Kenyon, S.J.; Eicher, S.D.; Schutz, M.M.

    2010-01-01

    Purpose – The purpose of this paper is to develop a dynamic, stochastic, mechanistic simulation model of a dairy business to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm

  3. Productivity improvement using discrete events simulation

    Hazza, M. H. F. Al; Elbishari, E. M. Y.; Ismail, M. Y. Bin; Adesta, E. Y. T.; Rahman, Nur Salihah Binti Abdul

    2018-01-01

    The increasing in complexity of the manufacturing systems has increased the cost of investment in many industries. Furthermore, the theoretical feasibility studies are not enough to take the decision in investing for that particular area. Therefore, the development of the new advanced software is protecting the manufacturer from investing money in production lines that may not be sufficient and effective with their requirement in terms of machine utilization and productivity issue. By conducting a simulation, using accurate model will reduce and eliminate the risk associated with their new investment. The aim of this research is to prove and highlight the importance of simulation in decision-making process. Delmia quest software was used as a simulation program to run a simulation for the production line. A simulation was first done for the existing production line and show that the estimated production rate is 261 units/day. The results have been analysed based on utilization percentage and idle time. Two different scenarios have been proposed based on different objectives. The first scenario is by focusing on low utilization machines and their idle time, this was resulted in minimizing the number of machines used by three with the addition of the works who maintain them without having an effect on the production rate. The second scenario is to increase the production rate by upgrading the curing machine which lead to the increase in the daily productivity by 7% from 261 units to 281 units.

  4. Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix and Polymer Matrix Composite Structures

    Nemeth, Noel N.; Bednarcyk, Brett A.; Pineda, Evan J.; Walton, Owen J.; Arnold, Steven M.

    2016-01-01

    Stochastic-based, discrete-event progressive damage simulations of ceramic-matrix composite and polymer matrix composite material structures have been enabled through the development of a unique multiscale modeling tool. This effort involves coupling three independently developed software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/ Life), and (3) the Abaqus finite element analysis (FEA) program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating unit cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC. Abaqus is used at the global scale to model the overall composite structure. An Abaqus user-defined material (UMAT) interface, referred to here as "FEAMAC/CARES," was developed that enables MAC/GMC and CARES/Life to operate seamlessly with the Abaqus FEA code. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events, which incrementally progress and lead to ultimate structural failure. This report describes the FEAMAC/CARES methodology and discusses examples that illustrate the performance of the tool. A comprehensive example problem, simulating the progressive damage of laminated ceramic matrix composites under various off-axis loading conditions and including a double notched tensile specimen geometry, is described in a separate report.

  5. Methodology for characterizing modeling and discretization uncertainties in computational simulation

    ALVIN,KENNETH F.; OBERKAMPF,WILLIAM L.; RUTHERFORD,BRIAN M.; DIEGERT,KATHLEEN V.

    2000-03-01

    This research effort focuses on methodology for quantifying the effects of model uncertainty and discretization error on computational modeling and simulation. The work is directed towards developing methodologies which treat model form assumptions within an overall framework for uncertainty quantification, for the purpose of developing estimates of total prediction uncertainty. The present effort consists of work in three areas: framework development for sources of uncertainty and error in the modeling and simulation process which impact model structure; model uncertainty assessment and propagation through Bayesian inference methods; and discretization error estimation within the context of non-deterministic analysis.

  6. Research on neutron noise analysis stochastic simulation method for α calculation

    Zhong Bin; Shen Huayun; She Ruogu; Zhu Shengdong; Xiao Gang

    2014-01-01

    The prompt decay constant α has significant application on the physical design and safety analysis in nuclear facilities. To overcome the difficulty of a value calculation with Monte-Carlo method, and improve the precision, a new method based on the neutron noise analysis technology was presented. This method employs the stochastic simulation and the theory of neutron noise analysis technology. Firstly, the evolution of stochastic neutron was simulated by discrete-events Monte-Carlo method based on the theory of generalized Semi-Markov process, then the neutron noise in detectors was solved from neutron signal. Secondly, the neutron noise analysis methods such as Rossia method, Feynman-α method, zero-probability method, and cross-correlation method were used to calculate a value. All of the parameters used in neutron noise analysis method were calculated based on auto-adaptive arithmetic. The a value from these methods accords with each other, the largest relative deviation is 7.9%, which proves the feasibility of a calculation method based on neutron noise analysis stochastic simulation. (authors)

  7. Stochastic sensitivity analysis and Langevin simulation for neural network learning

    Koda, Masato

    1997-01-01

    A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

  8. Stochastic simulation of nucleation in binary alloys

    L’vov, P. E.; Svetukhin, V. V.

    2018-06-01

    In this study, we simulate nucleation in binary alloys with respect to thermal fluctuations of the alloy composition. The simulation is based on the Cahn–Hilliard–Cook equation. We have considered the influence of some fluctuation parameters (wave vector cutoff and noise amplitude) on the kinetics of nucleation and growth of minority phase precipitates. The obtained results are validated by the example of iron–chromium alloys.

  9. Qualitative and Quantitative Integrated Modeling for Stochastic Simulation and Optimization

    Xuefeng Yan

    2013-01-01

    Full Text Available The simulation and optimization of an actual physics system are usually constructed based on the stochastic models, which have both qualitative and quantitative characteristics inherently. Most modeling specifications and frameworks find it difficult to describe the qualitative model directly. In order to deal with the expert knowledge, uncertain reasoning, and other qualitative information, a qualitative and quantitative combined modeling specification was proposed based on a hierarchical model structure framework. The new modeling approach is based on a hierarchical model structure which includes the meta-meta model, the meta-model and the high-level model. A description logic system is defined for formal definition and verification of the new modeling specification. A stochastic defense simulation was developed to illustrate how to model the system and optimize the result. The result shows that the proposed method can describe the complex system more comprehensively, and the survival probability of the target is higher by introducing qualitative models into quantitative simulation.

  10. Friction dependence of shallow granular flows from discrete particle simulations

    Thornton, Anthony Richard; Weinhart, Thomas; Luding, Stefan; Bokhove, Onno

    2011-01-01

    A shallow-layer model for granular flows is completed with a closure relation for the macroscopic bed friction or basal roughness obtained from micro-scale discrete particle simulations of steady flows. We systematically vary the bed friction by changing the contact friction coefficient between

  11. Discrete event simulation: Modeling simultaneous complications and outcomes

    Quik, E.H.; Feenstra, T.L.; Krabbe, P.F.M.

    2012-01-01

    OBJECTIVES: To present an effective and elegant model approach to deal with specific characteristics of complex modeling. METHODS: A discrete event simulation (DES) model with multiple complications and multiple outcomes that each can occur simultaneously was developed. In this DES model parameters,

  12. Discrete event simulation of the ATLAS second level trigger

    Vermeulen, J.C.; Dankers, R.J.; Hunt, S.; Harris, F.; Hortnagl, C.; Erasov, A.; Bogaerts, A.

    1998-01-01

    Discrete event simulation is applied for determining the computing and networking resources needed for the ATLAS second level trigger. This paper discusses the techniques used and some of the results obtained so far for well defined laboratory configurations and for the full system

  13. Application of Discrete Event Simulation in Mine Production Forecast

    Application of Discrete Event Simulation in Mine Production Forecast. Felix Adaania Kaba, Victor Amoako Temeng, Peter Arroja Eshun. Abstract. Mine production forecast is pertinent to mining as it serves production goals for a production period. Perseus Mining Ghana Limited (PMGL), Ayanfuri, deterministically forecasts ...

  14. Synchronization of autonomous objects in discrete event simulation

    Rogers, Ralph V.

    1990-01-01

    Autonomous objects in event-driven discrete event simulation offer the potential to combine the freedom of unrestricted movement and positional accuracy through Euclidean space of time-driven models with the computational efficiency of event-driven simulation. The principal challenge to autonomous object implementation is object synchronization. The concept of a spatial blackboard is offered as a potential methodology for synchronization. The issues facing implementation of a spatial blackboard are outlined and discussed.

  15. Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

    Elliott, Thomas J.; Gu, Mile

    2018-03-01

    Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

  16. Parallel discrete event simulation: A shared memory approach

    Reed, Daniel A.; Malony, Allen D.; Mccredie, Bradley D.

    1987-01-01

    With traditional event list techniques, evaluating a detailed discrete event simulation model can often require hours or even days of computation time. Parallel simulation mimics the interacting servers and queues of a real system by assigning each simulated entity to a processor. By eliminating the event list and maintaining only sufficient synchronization to insure causality, parallel simulation can potentially provide speedups that are linear in the number of processors. A set of shared memory experiments is presented using the Chandy-Misra distributed simulation algorithm to simulate networks of queues. Parameters include queueing network topology and routing probabilities, number of processors, and assignment of network nodes to processors. These experiments show that Chandy-Misra distributed simulation is a questionable alternative to sequential simulation of most queueing network models.

  17. Discrete-time state estimation for stochastic polynomial systems over polynomial observations

    Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

    2018-07-01

    This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

  18. New "Tau-Leap" Strategy for Accelerated Stochastic Simulation.

    Ramkrishna, Doraiswami; Shu, Che-Chi; Tran, Vu

    2014-12-10

    The "Tau-Leap" strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev's inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev's inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. ( J. Chem. Phys. 2006 , 124 , 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys. 2004 , 121 , 10356; Chatterjee et al. J. Chem. Phys. 2005 , 122 , 024112; Peng et al. J. Chem. Phys. 2007 , 126 , 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys. 2001 , 115 , 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance.

  19. Stochastic simulation of enzyme-catalyzed reactions with disparate timescales.

    Barik, Debashis; Paul, Mark R; Baumann, William T; Cao, Yang; Tyson, John J

    2008-10-01

    Many physiological characteristics of living cells are regulated by protein interaction networks. Because the total numbers of these protein species can be small, molecular noise can have significant effects on the dynamical properties of a regulatory network. Computing these stochastic effects is made difficult by the large timescale separations typical of protein interactions (e.g., complex formation may occur in fractions of a second, whereas catalytic conversions may take minutes). Exact stochastic simulation may be very inefficient under these circumstances, and methods for speeding up the simulation without sacrificing accuracy have been widely studied. We show that the "total quasi-steady-state approximation" for enzyme-catalyzed reactions provides a useful framework for efficient and accurate stochastic simulations. The method is applied to three examples: a simple enzyme-catalyzed reaction where enzyme and substrate have comparable abundances, a Goldbeter-Koshland switch, where a kinase and phosphatase regulate the phosphorylation state of a common substrate, and coupled Goldbeter-Koshland switches that exhibit bistability. Simulations based on the total quasi-steady-state approximation accurately capture the steady-state probability distributions of all components of these reaction networks. In many respects, the approximation also faithfully reproduces time-dependent aspects of the fluctuations. The method is accurate even under conditions of poor timescale separation.

  20. Disaster Response Modeling Through Discrete-Event Simulation

    Wang, Jeffrey; Gilmer, Graham

    2012-01-01

    Organizations today are required to plan against a rapidly changing, high-cost environment. This is especially true for first responders to disasters and other incidents, where critical decisions must be made in a timely manner to save lives and resources. Discrete-event simulations enable organizations to make better decisions by visualizing complex processes and the impact of proposed changes before they are implemented. A discrete-event simulation using Simio software has been developed to effectively analyze and quantify the imagery capabilities of domestic aviation resources conducting relief missions. This approach has helped synthesize large amounts of data to better visualize process flows, manage resources, and pinpoint capability gaps and shortfalls in disaster response scenarios. Simulation outputs and results have supported decision makers in the understanding of high risk locations, key resource placement, and the effectiveness of proposed improvements.

  1. Stochastic and simulation models of maritime intercept operations capabilities

    Sato, Hiroyuki

    2005-01-01

    The research formulates and exercises stochastic and simulation models to assess the Maritime Intercept Operations (MIO) capabilities. The models focus on the surveillance operations of the Maritime Patrol Aircraft (MPA). The analysis using the models estimates the probability with which a terrorist vessel (Red) is detected, correctly classified, and escorted for intensive investigation and neutralization before it leaves an area of interest (AOI). The difficulty of obtaining adequate int...

  2. Stochastic Simulation of Cardiac Ventricular Myocyte Calcium Dynamics and Waves

    Tuan, Hoang-Trong Minh; Williams, George S. B.; Chikando, Aristide C.; Sobie, Eric A.; Lederer, W. Jonathan; Jafri, M. Saleet

    2011-01-01

    A three dimensional model of calcium dynamics in the rat ventricular myocyte was developed to study the mechanism of calcium homeostasis and pathological calcium dynamics during calcium overload. The model contains 20,000 calcium release units (CRUs) each containing 49 ryanodine receptors. The model simulates calcium sparks with a realistic spontaneous calcium spark rate. It suggests that in addition to the calcium spark-based leak, there is an invisible calcium leak caused by the stochastic ...

  3. Discrete-event system simulation on small and medium enterprises productivity improvement

    Sulistio, J.; Hidayah, N. A.

    2017-12-01

    Small and medium industries in Indonesia is currently developing. The problem faced by SMEs is the difficulty of meeting growing demand coming into the company. Therefore, SME need an analysis and evaluation on its production process in order to meet all orders. The purpose of this research is to increase the productivity of SMEs production floor by applying discrete-event system simulation. This method preferred because it can solve complex problems die to the dynamic and stochastic nature of the system. To increase the credibility of the simulation, model validated by cooperating the average of two trials, two trials of variance and chi square test. Afterwards, Benferroni method applied to development several alternatives. The article concludes that, the productivity of SMEs production floor increased up to 50% by adding the capacity of dyeing and drying machines.

  4. A Generic Discrete-Event Simulation Model for Outpatient Clinics in a Large Public Hospital

    Waressara Weerawat

    2013-01-01

    Full Text Available The orthopedic outpatient department (OPD ward in a large Thai public hospital is modeled using Discrete-Event Stochastic (DES simulation. Key Performance Indicators (KPIs are used to measure effects across various clinical operations during different shifts throughout the day. By considering various KPIs such as wait times to see doctors, percentage of patients who can see a doctor within a target time frame, and the time that the last patient completes their doctor consultation, bottlenecks are identified and resource-critical clinics can be prioritized. The simulation model quantifies the chronic, high patient congestion that is prevalent amongst Thai public hospitals with very high patient-to-doctor ratios. Our model can be applied across five different OPD wards by modifying the model parameters. Throughout this work, we show how DES models can be used as decision-support tools for hospital management.

  5. Stochastic simulations of calcium contents in sugarcane area

    Gener T. Pereira

    2015-08-01

    Full Text Available ABSTRACTThe aim of this study was to quantify and to map the spatial distribution and uncertainty of soil calcium (Ca content in a sugarcane area by sequential Gaussian and simulated-annealing simulation methods. The study was conducted in the municipality of Guariba, northeast of the São Paulo state. A sampling grid with 206 points separated by a distance of 50 m was established, totaling approximately 42 ha. The calcium contents were evaluated in layer of 0-0.20 m. Techniques of geostatistical estimation, ordinary kriging and stochastic simulations were used. The technique of ordinary kriging does not reproduce satisfactorily the global statistics of the Ca contents. The use of simulation techniques allows reproducing the spatial variability pattern of Ca contents. The techniques of sequential Gaussian simulation and simulated annealing showed significant variations in the contents of Ca in the small scale.

  6. Discrete event simulation in an artificial intelligence environment: Some examples

    Roberts, D.J.; Farish, T.

    1991-01-01

    Several Los Alamos National Laboratory (LANL) object-oriented discrete-event simulation efforts have been completed during the past three years. One of these systems has been put into production and has a growing customer base. Another (started two years earlier than the first project) was completed but has not yet been used. This paper will describe these simulation projects. Factors which were pertinent to the success of the one project, and to the failure of the second project will be discussed (success will be measured as the extent to which the simulation model was used as originally intended). 5 figs

  7. Discrete simulation system based on artificial intelligence methods

    Futo, I; Szeredi, J

    1982-01-01

    A discrete event simulation system based on the AI language Prolog is presented. The system called t-Prolog extends the traditional possibilities of simulation languages toward automatic problem solving by using backtrack in time and automatic model modification depending on logical deductions. As t-Prolog is an interactive tool, the user has the possibility to interrupt the simulation run to modify the model or to force it to return to a previous state for trying possible alternatives. It admits the construction of goal-oriented or goal-seeking models with variable structure. Models are defined in a restricted version of the first order predicate calculus using Horn clauses. 21 references.

  8. A higher-order numerical framework for stochastic simulation of chemical reaction systems.

    Szé kely, Tamá s; Burrage, Kevin; Erban, Radek; Zygalakis, Konstantinos C

    2012-01-01

    , to demonstrate the power of stochastic extrapolation. The extrapolation framework can increase the order of convergence of any fixed-step discrete stochastic solver and is very easy to implement; the only condition for its use is knowledge of the appropriate

  9. STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB

    Klingbeil, G.; Erban, R.; Giles, M.; Maini, P. K.

    2011-01-01

    Motivation: The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new

  10. Simulation of anaerobic digestion processes using stochastic algorithm.

    Palanichamy, Jegathambal; Palani, Sundarambal

    2014-01-01

    The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

  11. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    Moraes, Alvaro

    2015-01-01

    even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  12. Stochastic simulation of regional groundwater flow in Beishan area

    Dong Yanhui; Li Guomin

    2010-01-01

    Because of the hydrogeological complexity, traditional thinking of aquifer characteristics is not appropriate for groundwater system in Beishan area. Uncertainty analysis of groundwater models is needed to examine the hydrologic effects of spatial heterogeneity. In this study, fast Fourier transform spectral method (FFTS) was used to generate the random horizontal permeability parameters. Depth decay and vertical anisotropy of hydraulic conductivity were included to build random permeability models. Based on high-performance computers, hundreds of groundwater flow models were simulated. Through stochastic simulations, the effect of heterogeneity to groundwater flow pattern was analyzed. (authors)

  13. Simulation of Stochastic Processes by Coupled ODE-PDE

    Zak, Michail

    2008-01-01

    A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

  14. Effects of Discrete Charge Clustering in Simulations of Charged Interfaces.

    Grime, John M A; Khan, Malek O

    2010-10-12

    A system of counterions between charged surfaces is investigated, with the surfaces represented by uniform charged planes and three different arrangements of discrete surface charges - an equispaced grid and two different clustered arrangements. The behaviors of a series of systems with identical net surface charge density are examined, with particular emphasis placed on the long ranged corrections via the method of "charged slabs" and the effects of the simulation cell size. Marked differences are observed in counterion distributions and the osmotic pressure dependent on the particular representation of the charged surfaces; the uniformly charged surfaces and equispaced grids of discrete charge behave in a broadly similar manner, but the clustered systems display a pronounced decrease in osmotic pressure as the simulation size is increased. The influence of the long ranged correction is shown to be minimal for all but the very smallest of system sizes.

  15. Discrete-Event Simulation Unmasks the Quantum Cheshire Cat

    Michielsen, Kristel; Lippert, Thomas; Raedt, Hans De

    2017-05-01

    It is shown that discrete-event simulation accurately reproduces the experimental data of a single-neutron interferometry experiment [T. Denkmayr {\\sl et al.}, Nat. Commun. 5, 4492 (2014)] and provides a logically consistent, paradox-free, cause-and-effect explanation of the quantum Cheshire cat effect without invoking the notion that the neutron and its magnetic moment separate. Describing the experimental neutron data using weak-measurement theory is shown to be useless for unravelling the quantum Cheshire cat effect.

  16. Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

    Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

    2006-03-01

    The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

  17. Application of discrete event simulation to MRS design

    Bali, M.; Standley, W.

    1993-01-01

    The application of discrete event simulation to the Monitored, Retrievable Storage (MRS) material handling operations supported the MRS conceptual design effort and established a set of tools for use during MRS detail design and license application. The effort to develop a design analysis tool to support the MRS project started in 1991. The MRS simulation has so far identified potential savings and suggested methods of improving operations to enhance throughput. Immediately, simulation aided the MRS conceptual design effort through the investigation of alternative cask handling operations and the sizing and sharing of expensive equipment. The simulation also helped analyze the operability of the current design of MRS under various waste acceptance scenarios. Throughout the simulation effort, the model development and experimentation resulted in early identification and resolution of several design and operational issues

  18. A stochastic model for simulation of the economic consequences of bovine virus diarrhoea virus infection in a dairy herd

    Sørensen, J.T.; Enevoldsen, Carsten; Houe, H.

    1995-01-01

    A dynamic, stochastic model simulating the technical and economic consequences of bovine virus diarrhoea virus (BVDV) infections for a dairy cattle herd for use on a personal computer was developed. The production and state changes of the herd were simulated by state changes of the individual cows...... and heifers. All discrete events at the cow level were triggered stochastically. Each cow and heifer was characterized by state variables such as stage of lactation, parity, oestrous status, decision for culling, milk production potential, and immune status for BVDV. The model was controlled by 170 decision...... variables describing biologic and management variables including 21 decision variables describing the effect of BVDV infection on the production of the individual animal. Two markedly different scenarios were simulated to demonstrate the behaviour of the developed model and the potentials of the applied...

  19. ANALYSIS OF INPATIENT HOSPITAL STAFF MENTAL WORKLOAD BY MEANS OF DISCRETE-EVENT SIMULATION

    2016-03-24

    ANALYSIS OF INPATIENT HOSPITAL STAFF MENTAL WORKLOAD BY MEANS OF DISCRETE -EVENT SIMULATION...in the United States. AFIT-ENV-MS-16-M-166 ANALYSIS OF INPATIENT HOSPITAL STAFF MENTAL WORKLOAD BY MEANS OF DISCRETE -EVENT SIMULATION...UNLIMITED. AFIT-ENV-MS-16-M-166 ANALYSIS OF INPATIENT HOSPITAL STAFF MENTAL WORKLOAD BY MEANS OF DISCRETE -EVENT SIMULATION Erich W

  20. Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

    Nemenman, Ilya [Los Alamos National Laboratory; Sinitsyn, Nikolai [Los Alamos National Laboratory; Hengartner, Nick [Los Alamos National Laboratory

    2008-01-01

    We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

  1. Simulation and inference for stochastic processes with YUIMA a comprehensive R framework for SDEs and other stochastic processes

    Iacus, Stefano M

    2018-01-01

    The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these ...

  2. Numerical Simulation of the Heston Model under Stochastic Correlation

    Long Teng

    2017-12-01

    Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.

  3. A practical guide for operational validation of discrete simulation models

    Fabiano Leal

    2011-04-01

    Full Text Available As the number of simulation experiments increases, the necessity for validation and verification of these models demands special attention on the part of the simulation practitioners. By analyzing the current scientific literature, it is observed that the operational validation description presented in many papers does not agree on the importance designated to this process and about its applied techniques, subjective or objective. With the expectation of orienting professionals, researchers and students in simulation, this article aims to elaborate a practical guide through the compilation of statistical techniques in the operational validation of discrete simulation models. Finally, the guide's applicability was evaluated by using two study objects, which represent two manufacturing cells, one from the automobile industry and the other from a Brazilian tech company. For each application, the guide identified distinct steps, due to the different aspects that characterize the analyzed distributions

  4. Quality Improvement With Discrete Event Simulation: A Primer for Radiologists.

    Booker, Michael T; O'Connell, Ryan J; Desai, Bhushan; Duddalwar, Vinay A

    2016-04-01

    The application of simulation software in health care has transformed quality and process improvement. Specifically, software based on discrete-event simulation (DES) has shown the ability to improve radiology workflows and systems. Nevertheless, despite the successful application of DES in the medical literature, the power and value of simulation remains underutilized. For this reason, the basics of DES modeling are introduced, with specific attention to medical imaging. In an effort to provide readers with the tools necessary to begin their own DES analyses, the practical steps of choosing a software package and building a basic radiology model are discussed. In addition, three radiology system examples are presented, with accompanying DES models that assist in analysis and decision making. Through these simulations, we provide readers with an understanding of the theory, requirements, and benefits of implementing DES in their own radiology practices. Copyright © 2016 American College of Radiology. All rights reserved.

  5. Athermal mechanisms of size-dependent crystal flow gleaned from three-dimensional discrete dislocation simulations

    Rao, S.I.; Dimiduk, D.M.; Parthasarathy, T.A.; Uchic, M.D.; Tang, M.; Woodward, C.

    2008-01-01

    Recent experimental studies have revealed that micrometer-scale face-centered cubic (fcc) crystals show strong strengthening effects, even at high initial dislocation densities. We use large-scale three-dimensional discrete dislocation simulations (DDS) to explicitly model the deformation behavior of fcc Ni microcrystals in the size range of 0.5-20 μm. This study shows that two size-sensitive athermal hardening processes, beyond forest hardening, are sufficient to develop the dimensional scaling of the flow stress, stochastic stress variation, flow intermittency and high initial strain-hardening rates, similar to experimental observations for various materials. One mechanism, source-truncation hardening, is especially potent in micrometer-scale volumes. A second mechanism, termed exhaustion hardening, results from a breakdown of the mean-field conditions for forest hardening in small volumes, thus biasing the statistics of ordinary dislocation processes

  6. Stability analysis of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time varying delays

    Ali, M. Syed

    2014-01-01

    In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples

  7. Discrete Particle Method for Simulating Hypervelocity Impact Phenomena

    Erkai Watson

    2017-04-01

    Full Text Available In this paper, we introduce a computational model for the simulation of hypervelocity impact (HVI phenomena which is based on the Discrete Element Method (DEM. Our paper constitutes the first application of DEM to the modeling and simulating of impact events for velocities beyond 5 kms-1. We present here the results of a systematic numerical study on HVI of solids. For modeling the solids, we use discrete spherical particles that interact with each other via potentials. In our numerical investigations we are particularly interested in the dynamics of material fragmentation upon impact. We model a typical HVI experiment configuration where a sphere strikes a thin plate and investigate the properties of the resulting debris cloud. We provide a quantitative computational analysis of the resulting debris cloud caused by impact and a comprehensive parameter study by varying key parameters of our model. We compare our findings from the simulations with recent HVI experiments performed at our institute. Our findings are that the DEM method leads to very stable, energy–conserving simulations of HVI scenarios that map the experimental setup where a sphere strikes a thin plate at hypervelocity speed. Our chosen interaction model works particularly well in the velocity range where the local stresses caused by impact shock waves markedly exceed the ultimate material strength.

  8. Discrete event simulation of Maglev transport considering traffic waves

    Moo Hyun Cha

    2014-10-01

    Full Text Available A magnetically levitated vehicle (Maglev system is under commercialization as a new transportation system in Korea. The Maglev is operated by an unmanned automatic control system. Therefore, the plan of train operation should be carefully established and validated in advance. In general, when making a train operation plan, statistically predicted traffic data is used. However, a traffic wave often occurs in real train service, and demand-driven simulation technology is required to review a train operation plan and service quality considering traffic waves. We propose a method and model to simulate Maglev operation considering continuous demand changes. For this purpose, we employed a discrete event model that is suitable for modeling the behavior of railway passenger transportation. We modeled the system hierarchically using discrete event system specification (DEVS formalism. In addition, through implementation and an experiment using the DEVSim++ simulation environment, we tested the feasibility of the proposed model. Our experimental results also verified that our demand-driven simulation technology can be used for a priori review of train operation plans and strategies.

  9. Modelling and real-time simulation of continuous-discrete systems in mechatronics

    Lindow, H. [Rostocker, Magdeburg (Germany)

    1996-12-31

    This work presents a methodology for simulation and modelling of systems with continuous - discrete dynamics. It derives hybrid discrete event models from Lagrange`s equations of motion. This method combines continuous mechanical, electrical and thermodynamical submodels on one hand with discrete event models an the other hand into a hybrid discrete event model. This straight forward software development avoids numeric overhead.

  10. Stochastic simulation of ecohydrological interactions between vegetation and groundwater

    Dwelle, M. C.; Ivanov, V. Y.; Sargsyan, K.

    2017-12-01

    The complex interactions between groundwater and vegetation in the Amazon rainforest may yield vital ecophysiological interactions in specific landscape niches such as buffering plant water stress during dry season or suppression of water uptake due to anoxic conditions. Representation of such processes is greatly impacted by both external and internal sources of uncertainty: inaccurate data and subjective choice of model representation. The models that can simulate these processes are complex and computationally expensive, and therefore make it difficult to address uncertainty using traditional methods. We use the ecohydrologic model tRIBS+VEGGIE and a novel uncertainty quantification framework applied to the ZF2 watershed near Manaus, Brazil. We showcase the capability of this framework for stochastic simulation of vegetation-hydrology dynamics. This framework is useful for simulation with internal and external stochasticity, but this work will focus on internal variability of groundwater depth distribution and model parameterizations. We demonstrate the capability of this framework to make inferences on uncertain states of groundwater depth from limited in situ data, and how the realizations of these inferences affect the ecohydrological interactions between groundwater dynamics and vegetation function. We place an emphasis on the probabilistic representation of quantities of interest and how this impacts the understanding and interpretation of the dynamics at the groundwater-vegetation interface.

  11. Stochastic simulation of grain growth during continuous casting

    Ramirez, A. [Department of Aerounatical Engineering, S.E.P.I., E.S.I.M.E., IPN, Instituto Politecnico Nacional (Unidad Profesional Ticoman), Av. Ticoman 600, Col. Ticoman, C.P.07340 (Mexico)]. E-mail: adalop123@mailbanamex.com; Carrillo, F. [Department of Processing Materials, CICATA-IPN Unidad Altamira Tamps (Mexico); Gonzalez, J.L. [Department of Metallurgy and Materials Engineering, E.S.I.Q.I.E.-IPN (Mexico); Lopez, S. [Department of Molecular Engineering of I.M.P., AP 14-805 (Mexico)

    2006-04-15

    The evolution of microstructure is a very important topic in material science engineering because the solidification conditions of steel billets during continuous casting process affect directly the properties of the final products. In this paper a mathematical model is described in order to simulate the dendritic growth using data of real casting operations; here a combination of deterministic and stochastic methods was used as a function of the solidification time of every node in order to create a reconstruction about the morphology of cast structures.

  12. Stochastic simulation of grain growth during continuous casting

    Ramirez, A.; Carrillo, F.; Gonzalez, J.L.; Lopez, S.

    2006-01-01

    The evolution of microstructure is a very important topic in material science engineering because the solidification conditions of steel billets during continuous casting process affect directly the properties of the final products. In this paper a mathematical model is described in order to simulate the dendritic growth using data of real casting operations; here a combination of deterministic and stochastic methods was used as a function of the solidification time of every node in order to create a reconstruction about the morphology of cast structures

  13. Output-Feedback Control of Unknown Linear Discrete-Time Systems With Stochastic Measurement and Process Noise via Approximate Dynamic Programming.

    Wang, Jun-Sheng; Yang, Guang-Hong

    2017-07-25

    This paper studies the optimal output-feedback control problem for unknown linear discrete-time systems with stochastic measurement and process noise. A dithered Bellman equation with the innovation covariance matrix is constructed via the expectation operator given in the form of a finite summation. On this basis, an output-feedback-based approximate dynamic programming method is developed, where the terms depending on the innovation covariance matrix are available with the aid of the innovation covariance matrix identified beforehand. Therefore, by iterating the Bellman equation, the resulting value function can converge to the optimal one in the presence of the aforementioned noise, and the nearly optimal control laws are delivered. To show the effectiveness and the advantages of the proposed approach, a simulation example and a velocity control experiment on a dc machine are employed.

  14. Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models

    Moraes, Alvaro

    2015-01-01

    Epidemics have shaped, sometimes more than wars and natural disasters, demo- graphic aspects of human populations around the world, their health habits and their economies. Ebola and the Middle East Respiratory Syndrome (MERS) are clear and current examples of potential hazards at planetary scale. During the spread of an epidemic disease, there are phenomena, like the sudden extinction of the epidemic, that can not be captured by deterministic models. As a consequence, stochastic models have been proposed during the last decades. A typical forward problem in the stochastic setting could be the approximation of the expected number of infected individuals found in one month from now. On the other hand, a typical inverse problem could be, given a discretely observed set of epidemiological data, infer the transmission rate of the epidemic or its basic reproduction number. Markovian epidemic models are stochastic models belonging to a wide class of pure jump processes known as Stochastic Reaction Networks (SRNs), that are intended to describe the time evolution of interacting particle systems where one particle interacts with the others through a finite set of reaction channels. SRNs have been mainly developed to model biochemical reactions but they also have applications in neural networks, virus kinetics, and dynamics of social networks, among others. 4 This PhD thesis is focused on novel fast simulation algorithms and statistical inference methods for SRNs. Our novel Multi-level Monte Carlo (MLMC) hybrid simulation algorithms provide accurate estimates of expected values of a given observable of SRNs at a prescribed final time. They are designed to control the global approximation error up to a user-selected accuracy and up to a certain confidence level, and with near optimal computational work. We also present novel dual-weighted residual expansions for fast estimation of weak and strong errors arising from the MLMC methodology. Regarding the statistical inference

  15. Desktop Modeling and Simulation: Parsimonious, yet Effective Discrete-Event Simulation Analysis

    Bradley, James R.

    2012-01-01

    This paper evaluates how quickly students can be trained to construct useful discrete-event simulation models using Excel The typical supply chain used by many large national retailers is described, and an Excel-based simulation model is constructed of it The set of programming and simulation skills required for development of that model are then determined we conclude that six hours of training are required to teach the skills to MBA students . The simulation presented here contains all fundamental functionallty of a simulation model, and so our result holds for any discrete-event simulation model. We argue therefore that Industry workers with the same technical skill set as students having completed one year in an MBA program can be quickly trained to construct simulation models. This result gives credence to the efficacy of Desktop Modeling and Simulation whereby simulation analyses can be quickly developed, run, and analyzed with widely available software, namely Excel.

  16. Phenomenological and ratio bifurcations of a class of discrete time stochastic processes

    Diks, C.G.H.; Wagener, F.O.O.

    2011-01-01

    Zeeman proposed a classification of stochastic dynamical systems based on the Morse classification of their invariant probability densities; the associated bifurcations are the ‘phenomenological bifurcations’ of L. Arnold. The classification is however not invariant under diffeomorphisms of the

  17. Discrete event simulation methods applied to advanced importance measures of repairable components in multistate network flow systems

    Huseby, Arne B.; Natvig, Bent

    2013-01-01

    Discrete event models are frequently used in simulation studies to model and analyze pure jump processes. A discrete event model can be viewed as a system consisting of a collection of stochastic processes, where the states of the individual processes change as results of various kinds of events occurring at random points of time. We always assume that each event only affects one of the processes. Between these events the states of the processes are considered to be constant. In the present paper we use discrete event simulation in order to analyze a multistate network flow system of repairable components. In order to study how the different components contribute to the system, it is necessary to describe the often complicated interaction between component processes and processes at the system level. While analytical considerations may throw some light on this, a simulation study often allows the analyst to explore more details. By producing stable curve estimates for the development of the various processes, one gets a much better insight in how such systems develop over time. These methods are particulary useful in the study of advanced importancez measures of repairable components. Such measures can be very complicated, and thus impossible to calculate analytically. By using discrete event simulations, however, this can be done in a very natural and intuitive way. In particular significant differences between the Barlow–Proschan measure and the Natvig measure in multistate network flow systems can be explored

  18. Advances in Discrete-Event Simulation for MSL Command Validation

    Patrikalakis, Alexander; O'Reilly, Taifun

    2013-01-01

    In the last five years, the discrete event simulator, SEQuence GENerator (SEQGEN), developed at the Jet Propulsion Laboratory to plan deep-space missions, has greatly increased uplink operations capacity to deal with increasingly complicated missions. In this paper, we describe how the Mars Science Laboratory (MSL) project makes full use of an interpreted environment to simulate change in more than fifty thousand flight software parameters and conditional command sequences to predict the result of executing a conditional branch in a command sequence, and enable the ability to warn users whenever one or more simulated spacecraft states change in an unexpected manner. Using these new SEQGEN features, operators plan more activities in one sol than ever before.

  19. BioNSi: A Discrete Biological Network Simulator Tool.

    Rubinstein, Amir; Bracha, Noga; Rudner, Liat; Zucker, Noga; Sloin, Hadas E; Chor, Benny

    2016-08-05

    Modeling and simulation of biological networks is an effective and widely used research methodology. The Biological Network Simulator (BioNSi) is a tool for modeling biological networks and simulating their discrete-time dynamics, implemented as a Cytoscape App. BioNSi includes a visual representation of the network that enables researchers to construct, set the parameters, and observe network behavior under various conditions. To construct a network instance in BioNSi, only partial, qualitative biological data suffices. The tool is aimed for use by experimental biologists and requires no prior computational or mathematical expertise. BioNSi is freely available at http://bionsi.wix.com/bionsi , where a complete user guide and a step-by-step manual can also be found.

  20. A PC-based discrete event simulation model of the Civilian Radioactive Waste Management System

    Airth, G.L.; Joy, D.S.; Nehls, J.W.

    1991-01-01

    A System Simulation Model has been developed for the Department of Energy to simulate the movement of individual waste packages (spent fuel assemblies and fuel containers) through the Civilian Radioactive Waste Management System (CRWMS). A discrete event simulation language, GPSS/PC, which runs on an IBM/PC and operates under DOS 5.0, mathematically represents the movement and processing of radioactive waste packages through the CRWMS and the interaction of these packages with the equipment in the various facilities. This model can be used to quantify the impacts of different operating schedules, operational rules, system configurations, and equipment reliability and availability considerations on the performance of processes comprising the CRWMS and how these factors combine to determine overall system performance for the purpose of making system design decisions. The major features of the System Simulation Model are: the ability to reference characteristics of the different types of radioactive waste (age, burnup, etc.) in order to make operational and/or system design decisions, the ability to place stochastic variations on operational parameters such as processing time and equipment outages, and the ability to include a rigorous simulation of the transportation system. Output from the model includes the numbers, types, and characteristics of waste packages at selected points in the CRWMS and the extent to which various resources will be utilized in order to transport, process, and emplace the waste

  1. A PC-based discrete event simulation model of the civilian radioactive waste management system

    Airth, G.L.; Joy, D.S.; Nehls, J.W.

    1992-01-01

    This paper discusses a System Simulation Model which has been developed for the Department of Energy to simulate the movement of individual waste packages (spent fuel assemblies and fuel containers) through the Civilian Radioactive Waste Management System (CRWMS). A discrete event simulation language, GPSS/PC, which runs on an IBM/PC and operates under DOS 5.0, mathematically represents the movement and processing of radioactive waste packages through the CRWMS and the interaction of these packages with the equipment in the various facilities. The major features of the System Simulation Model are: the ability to reference characteristics of the different types of radioactive waste (age, burnup, etc.) in order to make operational and/or system design decisions, the ability to place stochastic variations on operational parameters such as processing time and equipment outages, and the ability to include a rigorous simulation of the transportation system. Output from the model includes the numbers, types, and characteristics of waste packages at selected points in the CRWMS and the extent to which various resources will be utilized in order to transport, process, and emplace the waste

  2. Discrete dipole approximation simulation of bead enhanced diffraction grating biosensor

    Arif, Khalid Mahmood

    2016-01-01

    We present the discrete dipole approximation simulation of light scattering from bead enhanced diffraction biosensor and report the effect of bead material, number of beads forming the grating and spatial randomness on the diffraction intensities of 1st and 0th orders. The dipole models of gratings are formed by volume slicing and image processing while the spatial locations of the beads on the substrate surface are randomly computed using discrete probability distribution. The effect of beads reduction on far-field scattering of 632.8 nm incident field, from fully occupied gratings to very coarse gratings, is studied for various bead materials. Our findings give insight into many difficult or experimentally impossible aspects of this genre of biosensors and establish that bead enhanced grating may be used for rapid and precise detection of small amounts of biomolecules. The results of simulations also show excellent qualitative similarities with experimental observations. - Highlights: • DDA was used to study the relationship between the number of beads forming gratings and ratio of first and zeroth order diffraction intensities. • A very flexible modeling program was developed to design complicated objects for DDA. • Material and spatial effects of bead distribution on surfaces were studied. • It has been shown that bead enhanced grating biosensor can be useful for fast detection of small amounts of biomolecules. • Experimental results qualitatively support the simulations and thus open a way to optimize the grating biosensors.

  3. Stochastic-Strength-Based Damage Simulation of Ceramic Matrix Composite Laminates

    Nemeth, Noel N.; Mital, Subodh K.; Murthy, Pappu L. N.; Bednarcyk, Brett A.; Pineda, Evan J.; Bhatt, Ramakrishna T.; Arnold, Steven M.

    2016-01-01

    The Finite Element Analysis-Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to characterize and predict the progressive damage response of silicon-carbide-fiber-reinforced reaction-bonded silicon nitride matrix (SiC/RBSN) composite laminate tensile specimens. Studied were unidirectional laminates [0] (sub 8), [10] (sub 8), [45] (sub 8), and [90] (sub 8); cross-ply laminates [0 (sub 2) divided by 90 (sub 2),]s; angled-ply laminates [plus 45 (sub 2) divided by -45 (sub 2), ]s; doubled-edge-notched [0] (sub 8), laminates; and central-hole laminates. Results correlated well with the experimental data. This work was performed as a validation and benchmarking exercise of the FEAMAC/CARES program. FEAMAC/CARES simulates stochastic-based discrete-event progressive damage of ceramic matrix composite and polymer matrix composite material structures. It couples three software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/Life), and (3) the Abaqus finite element analysis program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating-unit-cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC, and Abaqus is used to model the overall composite structure. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events that incrementally progress until ultimate structural failure.

  4. Design of Experiment Using Simulation of a Discrete Dynamical System

    Mašek Jan

    2016-12-01

    Full Text Available The topic of the presented paper is a promising approach to achieve optimal Design of Experiment (DoE, i.e. spreading of points within a design domain, using a simulation of a discrete dynamical system of interacting particles within an n-dimensional design space. The system of mutually repelling particles represents a physical analogy of the Audze-Eglājs (AE optimization criterion and its periodical modification (PAE, respectively. The paper compares the performance of two approaches to implementation: a single-thread process using the JAVA language environment and a massively parallel solution employing the nVidia CUDA platform.

  5. Discrete vortex method simulations of aerodynamic admittance in bridge aerodynamics

    Rasmussen, Johannes Tophøj; Hejlesen, Mads Mølholm; Larsen, Allan

    , and to determine aerodynamic forces and the corresponding flutter limit. A simulation of the three-dimensional bridge responseto turbulent wind is carried out by quasi steady theory by modelling the bridge girder as a line like structure [2], applying the aerodynamic load coefficients found from the current version......The meshless and remeshed Discrete Vortex Method (DVM) has been widely used in academia and by the industry to model two-dimensional flow around bluff bodies. The implementation “DVMFLOW” [1] is used by the bridge design company COWI to determine and visualise the flow field around bridge sections...

  6. Combined Simulated Annealing Algorithm for the Discrete Facility Location Problem

    Jin Qin

    2012-01-01

    Full Text Available The combined simulated annealing (CSA algorithm was developed for the discrete facility location problem (DFLP in the paper. The method is a two-layer algorithm, in which the external subalgorithm optimizes the decision of the facility location decision while the internal subalgorithm optimizes the decision of the allocation of customer's demand under the determined location decision. The performance of the CSA is tested by 30 instances with different sizes. The computational results show that CSA works much better than the previous algorithm on DFLP and offers a new reasonable alternative solution method to it.

  7. Discrete event simulation versus conventional system reliability analysis approaches

    Kozine, Igor

    2010-01-01

    Discrete Event Simulation (DES) environments are rapidly developing and appear to be promising tools for building reliability and risk analysis models of safety-critical systems and human operators. If properly developed, they are an alternative to the conventional human reliability analysis models...... and systems analysis methods such as fault and event trees and Bayesian networks. As one part, the paper describes briefly the author’s experience in applying DES models to the analysis of safety-critical systems in different domains. The other part of the paper is devoted to comparing conventional approaches...

  8. Stabilizing simulations of complex stochastic representations for quantum dynamical systems

    Perret, C; Petersen, W P, E-mail: wpp@math.ethz.ch [Seminar for Applied Mathematics, ETH, Zurich (Switzerland)

    2011-03-04

    Path integral representations of quantum dynamics can often be formulated as stochastic differential equations (SDEs). In a series of papers, Corney and Drummond (2004 Phys. Rev. Lett. 93 260401), Deuar and Drummond (2001 Comput. Phys. Commun. 142 442-5), Drummond and Gardnier (1980 J. Phys. A: Math. Gen. 13 2353-68), Gardiner and Zoller (2004 Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics (Springer Series in Synergetics) 3rd edn (Berlin: Springer)) and Gilchrist et al (1997 Phys. Rev. A 55 3014-32) and their collaborators have derived SDEs from coherent states representations for density matrices. Computationally, these SDEs are attractive because they seem simple to simulate. They can be quite unstable, however. In this paper, we consider some of the instabilities and propose a few remedies. Particularly, because the variances of the simulated paths typically grow exponentially, the processes become de-localized in relatively short times. Hence, the issues of boundary conditions and stable integration methods become important. We use the Bose-Einstein Hamiltonian as an example. Our results reveal that it is possible to significantly extend integration times and show the periodic structure of certain functionals.

  9. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    Mélykúti, Bence

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m1 pairs of reversible reactions and m2 irreversible reactions there is another, simple formulation of the CLE with only m1 + m2 Wiener processes, whereas the standard approach uses 2 m1 + m2. We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch. © 2010 American Institute of Physics.

  10. Cyto-Sim: a formal language model and stochastic simulator of membrane-enclosed biochemical processes.

    Sedwards, Sean; Mazza, Tommaso

    2007-10-15

    Compartments and membranes are the basis of cell topology and more than 30% of the human genome codes for membrane proteins. While it is possible to represent compartments and membrane proteins in a nominal way with many mathematical formalisms used in systems biology, few, if any, explicitly model the topology of the membranes themselves. Discrete stochastic simulation potentially offers the most accurate representation of cell dynamics. Since the details of every molecular interaction in a pathway are often not known, the relationship between chemical species in not necessarily best described at the lowest level, i.e. by mass action. Simulation is a form of computer-aided analysis, relying on human interpretation to derive meaning. To improve efficiency and gain meaning in an automatic way, it is necessary to have a formalism based on a model which has decidable properties. We present Cyto-Sim, a stochastic simulator of membrane-enclosed hierarchies of biochemical processes, where the membranes comprise an inner, outer and integral layer. The underlying model is based on formal language theory and has been shown to have decidable properties (Cavaliere and Sedwards, 2006), allowing formal analysis in addition to simulation. The simulator provides variable levels of abstraction via arbitrary chemical kinetics which link to ordinary differential equations. In addition to its compact native syntax, Cyto-Sim currently supports models described as Petri nets, can import all versions of SBML and can export SBML and MATLAB m-files. Cyto-Sim is available free, either as an applet or a stand-alone Java program via the web page (http://www.cosbi.eu/Rpty_Soft_CytoSim.php). Other versions can be made available upon request.

  11. STEPS: efficient simulation of stochastic reaction–diffusion models in realistic morphologies

    Hepburn Iain

    2012-05-01

    Full Text Available Abstract Background Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins, conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. Results We describe STEPS, a stochastic reaction–diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction–diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. Conclusion STEPS simulates

  12. H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

    2016-07-01

    This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

  13. Performance Analysis of Cloud Computing Architectures Using Discrete Event Simulation

    Stocker, John C.; Golomb, Andrew M.

    2011-01-01

    Cloud computing offers the economic benefit of on-demand resource allocation to meet changing enterprise computing needs. However, the flexibility of cloud computing is disadvantaged when compared to traditional hosting in providing predictable application and service performance. Cloud computing relies on resource scheduling in a virtualized network-centric server environment, which makes static performance analysis infeasible. We developed a discrete event simulation model to evaluate the overall effectiveness of organizations in executing their workflow in traditional and cloud computing architectures. The two part model framework characterizes both the demand using a probability distribution for each type of service request as well as enterprise computing resource constraints. Our simulations provide quantitative analysis to design and provision computing architectures that maximize overall mission effectiveness. We share our analysis of key resource constraints in cloud computing architectures and findings on the appropriateness of cloud computing in various applications.

  14. a Discrete Mathematical Model to Simulate Malware Spreading

    Del Rey, A. Martin; Sánchez, G. Rodriguez

    2012-10-01

    With the advent and worldwide development of Internet, the study and control of malware spreading has become very important. In this sense, some mathematical models to simulate malware propagation have been proposed in the scientific literature, and usually they are based on differential equations exploiting the similarities with mathematical epidemiology. The great majority of these models study the behavior of a particular type of malware called computer worms; indeed, to the best of our knowledge, no model has been proposed to simulate the spreading of a computer virus (the traditional type of malware which differs from computer worms in several aspects). In this sense, the purpose of this work is to introduce a new mathematical model not based on continuous mathematics tools but on discrete ones, to analyze and study the epidemic behavior of computer virus. Specifically, cellular automata are used in order to design such model.

  15. Comparison of discrete event simulation tools in an academic environment

    Mario Jadrić

    2014-12-01

    Full Text Available A new research model for simulation software evaluation is proposed consisting of three main categories of criteria: modeling and simulation capabilities of the explored tools, and tools’ input/output analysis possibilities, all with respective sub-criteria. Using the presented model, two discrete event simulation tools are evaluated in detail using the task-centred scenario. Both tools (Arena and ExtendSim were used for teaching discrete event simulation in preceding academic years. With the aim to inspect their effectiveness and to help us determine which tool is more suitable for students i.e. academic purposes, we used a simple simulation model of entities competing for limited resources. The main goal was to measure subjective (primarily attitude and objective indicators while using the tools when the same simulation scenario is given. The subjects were first year students of Master studies in Information Management at the Faculty of Economics in Split taking a course in Business Process Simulations (BPS. In a controlled environment – in a computer lab, two groups of students were given detailed, step-by-step instructions for building models using both tools - first using ExtendSim then Arena or vice versa. Subjective indicators (students’ attitudes were collected using an online survey completed immediately upon building each model. Subjective indicators primarily include students’ personal estimations of Arena and ExtendSim capabilities/features for model building, model simulation and result analysis. Objective indicators were measured using specialised software that logs information on user's behavior while performing a particular task on their computer such as distance crossed by mouse during model building, the number of mouse clicks, usage of the mouse wheel and speed achieved. The results indicate that ExtendSim is well preferred comparing to Arena with regards to subjective indicators while the objective indicators are

  16. Synchronous Parallel System for Emulation and Discrete Event Simulation

    Steinman, Jeffrey S. (Inventor)

    2001-01-01

    A synchronous parallel system for emulation and discrete event simulation having parallel nodes responds to received messages at each node by generating event objects having individual time stamps, stores only the changes to the state variables of the simulation object attributable to the event object and produces corresponding messages. The system refrains from transmitting the messages and changing the state variables while it determines whether the changes are superseded, and then stores the unchanged state variables in the event object for later restoral to the simulation object if called for. This determination preferably includes sensing the time stamp of each new event object and determining which new event object has the earliest time stamp as the local event horizon, determining the earliest local event horizon of the nodes as the global event horizon, and ignoring events whose time stamps are less than the global event horizon. Host processing between the system and external terminals enables such a terminal to query, monitor, command or participate with a simulation object during the simulation process.

  17. An Exploration Algorithm for Stochastic Simulators Driven by Energy Gradients

    Anastasia S. Georgiou

    2017-06-01

    Full Text Available In recent work, we have illustrated the construction of an exploration geometry on free energy surfaces: the adaptive computer-assisted discovery of an approximate low-dimensional manifold on which the effective dynamics of the system evolves. Constructing such an exploration geometry involves geometry-biased sampling (through both appropriately-initialized unbiased molecular dynamics and through restraining potentials and, machine learning techniques to organize the intrinsic geometry of the data resulting from the sampling (in particular, diffusion maps, possibly enhanced through the appropriate Mahalanobis-type metric. In this contribution, we detail a method for exploring the conformational space of a stochastic gradient system whose effective free energy surface depends on a smaller number of degrees of freedom than the dimension of the phase space. Our approach comprises two steps. First, we study the local geometry of the free energy landscape using diffusion maps on samples computed through stochastic dynamics. This allows us to automatically identify the relevant coarse variables. Next, we use the information garnered in the previous step to construct a new set of initial conditions for subsequent trajectories. These initial conditions are computed so as to explore the accessible conformational space more efficiently than by continuing the previous, unbiased simulations. We showcase this method on a representative test system.

  18. The mass transfer approach to multivariate discrete first order stochastic dominance

    Østerdal, Lars Peter Raahave

    2010-01-01

    A fundamental result in the theory of stochastic dominance tells that first order dominance between two finite multivariate distributions is equivalent to the property that the one can be obtained from the other by shifting probability mass from one outcome to another that is worse a finite numbe...

  19. Introduction to Stochastic Simulations for Chemical and Physical Processes: Principles and Applications

    Weiss, Charles J.

    2017-01-01

    An introduction to digital stochastic simulations for modeling a variety of physical and chemical processes is presented. Despite the importance of stochastic simulations in chemistry, the prevalence of turn-key software solutions can impose a layer of abstraction between the user and the underlying approach obscuring the methodology being…

  20. Experiences using DAKOTA stochastic expansion methods in computational simulations.

    Templeton, Jeremy Alan; Ruthruff, Joseph R.

    2012-01-01

    Uncertainty quantification (UQ) methods bring rigorous statistical connections to the analysis of computational and experiment data, and provide a basis for probabilistically assessing margins associated with safety and reliability. The DAKOTA toolkit developed at Sandia National Laboratories implements a number of UQ methods, which are being increasingly adopted by modeling and simulation teams to facilitate these analyses. This report disseminates results as to the performance of DAKOTA's stochastic expansion methods for UQ on a representative application. Our results provide a number of insights that may be of interest to future users of these methods, including the behavior of the methods in estimating responses at varying probability levels, and the expansion levels for the methodologies that may be needed to achieve convergence.

  1. Stochastic simulation and robust design optimization of integrated photonic filters

    Weng Tsui-Wei

    2016-07-01

    Full Text Available Manufacturing variations are becoming an unavoidable issue in modern fabrication processes; therefore, it is crucial to be able to include stochastic uncertainties in the design phase. In this paper, integrated photonic coupled ring resonator filters are considered as an example of significant interest. The sparsity structure in photonic circuits is exploited to construct a sparse combined generalized polynomial chaos model, which is then used to analyze related statistics and perform robust design optimization. Simulation results show that the optimized circuits are more robust to fabrication process variations and achieve a reduction of 11%–35% in the mean square errors of the 3 dB bandwidth compared to unoptimized nominal designs.

  2. Granulation of snow: From tumbler experiments to discrete element simulations

    Steinkogler, Walter; Gaume, Johan; Löwe, Henning; Sovilla, Betty; Lehning, Michael

    2015-06-01

    It is well known that snow avalanches exhibit granulation phenomena, i.e., the formation of large and apparently stable snow granules during the flow. The size distribution of the granules has an influence on flow behavior which, in turn, affects runout distances and avalanche velocities. The underlying mechanisms of granule formation are notoriously difficult to investigate within large-scale field experiments, due to limitations in the scope for measuring temperatures, velocities, and size distributions. To address this issue we present experiments with a concrete tumbler, which provide an appropriate means to investigate granule formation of snow. In a set of experiments at constant rotation velocity with varying temperatures and water content, we demonstrate that temperature has a major impact on the formation of granules. The experiments showed that granules only formed when the snow temperature exceeded -1∘C. No evolution in the granule size was observed at colder temperatures. Depending on the conditions, different granulation regimes are obtained, which are qualitatively classified according to their persistence and size distribution. The potential of granulation of snow in a tumbler is further demonstrated by showing that generic features of the experiments can be reproduced by cohesive discrete element simulations. The proposed discrete element model mimics the competition between cohesive forces, which promote aggregation, and impact forces, which induce fragmentation, and supports the interpretation of the granule regime classification obtained from the tumbler experiments. Generalizations, implications for flow dynamics, and experimental and model limitations as well as suggestions for future work are discussed.

  3. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    Moraes, Alvaro

    2015-01-07

    Stochastic reaction networks (SRNs) is a class of continuous-time Markov chains intended to describe, from the kinetic point of view, the time-evolution of chemical systems in which molecules of different chemical species undergo a finite set of reaction channels. This talk is based on articles [4, 5, 6], where we are interested in the following problem: given a SRN, X, defined though its set of reaction channels, and its initial state, x0, estimate E (g(X(T))); that is, the expected value of a scalar observable, g, of the process, X, at a fixed time, T. This problem lead us to define a series of Monte Carlo estimators, M, such that, with high probability can produce values close to the quantity of interest, E (g(X(T))). More specifically, given a user-selected tolerance, TOL, and a small confidence level, η, find an estimator, M, based on approximate sampled paths of X, such that, P (|E (g(X(T))) − M| ≤ TOL) ≥ 1 − η; even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  4. A discrete event simulation model for evaluating time delays in a pipeline network

    Spricigo, Deisi; Muggiati, Filipe V.; Lueders, Ricardo; Neves Junior, Flavio [Federal University of Technology of Parana (UTFPR), Curitiba, PR (Brazil)

    2009-07-01

    Currently in the oil industry the logistic chain stands out as a strong candidate to obtain highest profit, since recent studies have pointed out to a cost reduction by adoption of better policies for distribution of oil derivatives, particularly those where pipelines are used to transport products. Although there are models to represent transfers of oil derivatives in pipelines, they are quite complex and computationally burden. In this paper, we are interested on models that are less detailed in terms of fluid dynamics but provide more information about operational decisions in a pipeline network. We propose a discrete event simulation model in ARENA that allows simulating a pipeline network based on average historical data. Time delays for transferring different products can be evaluated through different routes. It is considered that transport operations follow a historical behavior and average time delays can thus be estimated within certain bounds. Due to its stochastic nature, time quantities are characterized by average and dispersion measures. This allows comparing different operational scenarios for product transportation. Simulation results are compared to data obtained from a real world pipeline network and different scenarios of production and demand are analyzed. (author)

  5. Modeling energy market dynamics using discrete event system simulation

    Gutierrez-Alcaraz, G.; Sheble, G.B.

    2009-01-01

    This paper proposes the use of Discrete Event System Simulation to study the interactions among fuel and electricity markets and consumers, and the decision-making processes of fuel companies (FUELCOs), generation companies (GENCOs), and consumers in a simple artificial energy market. In reality, since markets can reach a stable equilibrium or fail, it is important to observe how they behave in a dynamic framework. We consider a Nash-Cournot model in which marketers are depicted as Nash-Cournot players that determine supply to meet end-use consumption. Detailed engineering considerations such as transportation network flows are omitted, because the focus is upon the selection and use of appropriate market models to provide answers to policy questions. (author)

  6. Discrete Event Simulation of Patient Admissions to a Neurovascular Unit

    S. Hahn-Goldberg

    2014-01-01

    Full Text Available Evidence exists that clinical outcomes improve for stroke patients admitted to specialized Stroke Units. The Toronto Western Hospital created a Neurovascular Unit (NVU using beds from general internal medicine, Neurology and Neurosurgery to care for patients with stroke and acute neurovascular conditions. Using patient-level data for NVU-eligible patients, a discrete event simulation was created to study changes in patient flow and length of stay pre- and post-NVU implementation. Varying patient volumes and resources were tested to determine the ideal number of beds under various conditions. In the first year of operation, the NVU admitted 507 patients, over 66% of NVU-eligible patient volumes. With the introduction of the NVU, length of stay decreased by around 8%. Scenario testing showed that the current level of 20 beds is sufficient for accommodating the current demand and would continue to be sufficient with an increase in demand of up to 20%.

  7. Nuclear facility safeguards systems modeling using discrete event simulation

    Engi, D.

    1977-01-01

    The threat of theft or dispersal of special nuclear material at a nuclear facility is treated by studying the temporal relationships between adversaries having authorized access to the facility (insiders) and safeguards system events by using a GASP IV discrete event simulation. The safeguards system events--detection, assessment, delay, communications, and neutralization--are modeled for the general insider adversary strategy which includes degradation of the safeguards system elements followed by an attempt to steal or disperse special nuclear material. The performance measure used in the analysis is the estimated probability of safeguards system success in countering the adversary based upon a predetermined set of adversary actions. An exemplary problem which includes generated results is presented for a hypothetical nuclear facility. The results illustrate representative information that could be utilized by safeguards decision-makers

  8. Study of Flapping Flight Using Discrete Vortex Method Based Simulations

    Devranjan, S.; Jalikop, Shreyas V.; Sreenivas, K. R.

    2013-12-01

    In recent times, research in the area of flapping flight has attracted renewed interest with an endeavor to use this mechanism in Micro Air vehicles (MAVs). For a sustained and high-endurance flight, having larger payload carrying capacity we need to identify a simple and efficient flapping-kinematics. In this paper, we have used flow visualizations and Discrete Vortex Method (DVM) based simulations for the study of flapping flight. Our results highlight that simple flapping kinematics with down-stroke period (tD) shorter than the upstroke period (tU) would produce a sustained lift. We have identified optimal asymmetry ratio (Ar = tD/tU), for which flapping-wings will produce maximum lift and find that introducing optimal wing flexibility will further enhances the lift.

  9. Mixed H-Infinity and Passive Filtering for Discrete Fuzzy Neural Networks With Stochastic Jumps and Time Delays.

    Shi, Peng; Zhang, Yingqi; Chadli, Mohammed; Agarwal, Ramesh K

    2016-04-01

    In this brief, the problems of the mixed H-infinity and passivity performance analysis and design are investigated for discrete time-delay neural networks with Markovian jump parameters represented by Takagi-Sugeno fuzzy model. The main purpose of this brief is to design a filter to guarantee that the augmented Markovian jump fuzzy neural networks are stable in mean-square sense and satisfy a prescribed passivity performance index by employing the Lyapunov method and the stochastic analysis technique. Applying the matrix decomposition techniques, sufficient conditions are provided for the solvability of the problems, which can be formulated in terms of linear matrix inequalities. A numerical example is also presented to illustrate the effectiveness of the proposed techniques.

  10. Discrete Event Simulation Model of the Polaris 2.1 Gamma Ray Imaging Radiation Detection Device

    2016-06-01

    release; distribution is unlimited DISCRETE EVENT SIMULATION MODEL OF THE POLARIS 2.1 GAMMA RAY IMAGING RADIATION DETECTION DEVICE by Andres T...ONLY (Leave blank) 2. REPORT DATE June 2016 3. REPORT TYPE AND DATES COVERED Master’s thesis 4. TITLE AND SUBTITLE DISCRETE EVENT SIMULATION MODEL...modeled. The platform, Simkit, was utilized to create a discrete event simulation (DES) model of the Polaris. After carefully constructing the DES

  11. Three-dimensional discrete element method simulation of core disking

    Wu, Shunchuan; Wu, Haoyan; Kemeny, John

    2018-04-01

    The phenomenon of core disking is commonly seen in deep drilling of highly stressed regions in the Earth's crust. Given its close relationship with the in situ stress state, the presence and features of core disking can be used to interpret the stresses when traditional in situ stress measuring techniques are not available. The core disking process was simulated in this paper using the three-dimensional discrete element method software PFC3D (particle flow code). In particular, PFC3D is used to examine the evolution of fracture initiation, propagation and coalescence associated with core disking under various stress states. In this paper, four unresolved problems concerning core disking are investigated with a series of numerical simulations. These simulations also provide some verification of existing results by other researchers: (1) Core disking occurs when the maximum principal stress is about 6.5 times the tensile strength. (2) For most stress situations, core disking occurs from the outer surface, except for the thrust faulting stress regime, where the fractures were found to initiate from the inner part. (3) The anisotropy of the two horizontal principal stresses has an effect on the core disking morphology. (4) The thickness of core disk has a positive relationship with radial stress and a negative relationship with axial stresses.

  12. A spectral approach for discrete dislocation dynamics simulations of nanoindentation

    Bertin, Nicolas; Glavas, Vedran; Datta, Dibakar; Cai, Wei

    2018-07-01

    We present a spectral approach to perform nanoindentation simulations using three-dimensional nodal discrete dislocation dynamics. The method relies on a two step approach. First, the contact problem between an indenter of arbitrary shape and an isotropic elastic half-space is solved using a spectral iterative algorithm, and the contact pressure is fully determined on the half-space surface. The contact pressure is then used as a boundary condition of the spectral solver to determine the resulting stress field produced in the simulation volume. In both stages, the mechanical fields are decomposed into Fourier modes and are efficiently computed using fast Fourier transforms. To further improve the computational efficiency, the method is coupled with a subcycling integrator and a special approach is devised to approximate the displacement field associated with surface steps. As a benchmark, the method is used to compute the response of an elastic half-space using different types of indenter. An example of a dislocation dynamics nanoindentation simulation with complex initial microstructure is presented.

  13. STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB

    Klingbeil, G.

    2011-02-25

    Motivation: The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. Results: The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user\\'s models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. © The Author 2011. Published by Oxford University Press. All rights reserved.

  14. Quasi-continuous stochastic simulation framework for flood modelling

    Moustakis, Yiannis; Kossieris, Panagiotis; Tsoukalas, Ioannis; Efstratiadis, Andreas

    2017-04-01

    Typically, flood modelling in the context of everyday engineering practices is addressed through event-based deterministic tools, e.g., the well-known SCS-CN method. A major shortcoming of such approaches is the ignorance of uncertainty, which is associated with the variability of soil moisture conditions and the variability of rainfall during the storm event.In event-based modeling, the sole expression of uncertainty is the return period of the design storm, which is assumed to represent the acceptable risk of all output quantities (flood volume, peak discharge, etc.). On the other hand, the varying antecedent soil moisture conditions across the basin are represented by means of scenarios (e.g., the three AMC types by SCS),while the temporal distribution of rainfall is represented through standard deterministic patterns (e.g., the alternative blocks method). In order to address these major inconsistencies,simultaneously preserving the simplicity and parsimony of the SCS-CN method, we have developed a quasi-continuous stochastic simulation approach, comprising the following steps: (1) generation of synthetic daily rainfall time series; (2) update of potential maximum soil moisture retention, on the basis of accumulated five-day rainfall; (3) estimation of daily runoff through the SCS-CN formula, using as inputs the daily rainfall and the updated value of soil moisture retention;(4) selection of extreme events and application of the standard SCS-CN procedure for each specific event, on the basis of synthetic rainfall.This scheme requires the use of two stochastic modelling components, namely the CastaliaR model, for the generation of synthetic daily data, and the HyetosMinute model, for the disaggregation of daily rainfall to finer temporal scales. Outcomes of this approach are a large number of synthetic flood events, allowing for expressing the design variables in statistical terms and thus properly evaluating the flood risk.

  15. Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

    Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

    2010-09-01

    Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

  16. Synchronization of Markovian jumping stochastic complex networks with distributed time delays and probabilistic interval discrete time-varying delays

    Li Hongjie; Yue Dong

    2010-01-01

    The paper investigates the synchronization stability problem for a class of complex dynamical networks with Markovian jumping parameters and mixed time delays. The complex networks consist of m modes and the networks switch from one mode to another according to a Markovian chain with known transition probability. The mixed time delays are composed of discrete and distributed delays, the discrete time delay is assumed to be random and its probability distribution is known a priori. In terms of the probability distribution of the delays, the new type of system model with probability-distribution-dependent parameter matrices is proposed. Based on the stochastic analysis techniques and the properties of the Kronecker product, delay-dependent synchronization stability criteria in the mean square are derived in the form of linear matrix inequalities which can be readily solved by using the LMI toolbox in MATLAB, the solvability of derived conditions depends on not only the size of the delay, but also the probability of the delay-taking values in some intervals. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.

  17. Stochastic Rotation Dynamics simulations of wetting multi-phase flows

    Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin

    2016-06-01

    Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.

  18. Stochastic simulation of destruction processes in self-irradiated materials

    T. Patsahan

    2017-09-01

    Full Text Available Self-irradiation damages resulting from fission processes are common phenomena observed in nuclear fuel containing (NFC materials. Numerous α-decays lead to local structure transformations in NFC materials. The damages appearing due to the impacts of heavy nuclear recoils in the subsurface layer can cause detachments of material particles. Such a behaviour is similar to sputtering processes observed during a bombardment of the material surface by a flux of energetic particles. However, in the NFC material, the impacts are initiated from the bulk. In this work we propose a two-dimensional mesoscopic model to perform a stochastic simulation of the destruction processes occurring in a subsurface region of NFC material. We describe the erosion of the material surface, the evolution of its roughness and predict the detachment of the material particles. Size distributions of the emitted particles are obtained in this study. The simulation results of the model are in a qualitative agreement with the size histogram of particles produced from the material containing lava-like fuel formed during the Chernobyl nuclear power plant disaster.

  19. Real option valuation of power transmission investments by stochastic simulation

    Pringles, Rolando; Olsina, Fernando; Garcés, Francisco

    2015-01-01

    Network expansions in power markets usually lead to investment decisions subject to substantial irreversibility and uncertainty. Hence, investors need valuing the flexibility to change decisions as uncertainty unfolds progressively. Real option analysis is an advanced valuation technique that enables planners to take advantage of market opportunities while preventing or mitigating losses if future conditions evolve unfavorably. In the past, many approaches for valuing real options have been developed. However, applying these methods to value transmission projects is often inappropriate as revenue cash flows are path-dependent and affected by a myriad of uncertain variables. In this work, a valuation technique based on stochastic simulation and recursive dynamic programming, called Least-Square Monte Carlo, is applied to properly value the deferral option in a transmission investment. The effect of option's maturity, the initial outlay and the capital cost upon the value of the postponement option is investigated. Finally, sensitivity analysis determines optimal decision regions to execute, postpone or reject the investment projects. - Highlights: • A modern investment appraisal method is applied to value power transmission projects. • The value of the option to postpone decision to invest in transmission projects is assessed. • Simulation methods are best suited for valuing real options in transmission investments

  20. Stochastic simulations of normal aging and Werner's syndrome.

    Qi, Qi

    2014-04-26

    Human cells typically consist of 23 pairs of chromosomes. Telomeres are repetitive sequences of DNA located at the ends of chromosomes. During cell replication, a number of basepairs are lost from the end of the chromosome and this shortening restricts the number of divisions that a cell can complete before it becomes senescent, or non-replicative. In this paper, we use Monte Carlo simulations to form a stochastic model of telomere shortening to investigate how telomere shortening affects normal aging. Using this model, we study various hypotheses for the way in which shortening occurs by comparing their impact on aging at the chromosome and cell levels. We consider different types of length-dependent loss and replication probabilities to describe these processes. After analyzing a simple model for a population of independent chromosomes, we simulate a population of cells in which each cell has 46 chromosomes and the shortest telomere governs the replicative potential of the cell. We generalize these simulations to Werner\\'s syndrome, a condition in which large sections of DNA are removed during cell division and, amongst other conditions, results in rapid aging. Since the mechanisms governing the loss of additional basepairs are not known, we use our model to simulate a variety of possible forms for the rate at which additional telomeres are lost per replication and several expressions for how the probability of cell division depends on telomere length. As well as the evolution of the mean telomere length, we consider the standard deviation and the shape of the distribution. We compare our results with a variety of data from the literature, covering both experimental data and previous models. We find good agreement for the evolution of telomere length when plotted against population doubling.

  1. Estimating ICU bed capacity using discrete event simulation.

    Zhu, Zhecheng; Hen, Bee Hoon; Teow, Kiok Liang

    2012-01-01

    The intensive care unit (ICU) in a hospital caters for critically ill patients. The number of the ICU beds has a direct impact on many aspects of hospital performance. Lack of the ICU beds may cause ambulance diversion and surgery cancellation, while an excess of ICU beds may cause a waste of resources. This paper aims to develop a discrete event simulation (DES) model to help the healthcare service providers determine the proper ICU bed capacity which strikes the balance between service level and cost effectiveness. The DES model is developed to reflect the complex patient flow of the ICU system. Actual operational data, including emergency arrivals, elective arrivals and length of stay, are directly fed into the DES model to capture the variations in the system. The DES model is validated by open box test and black box test. The validated model is used to test two what-if scenarios which the healthcare service providers are interested in: the proper number of the ICU beds in service to meet the target rejection rate and the extra ICU beds in service needed to meet the demand growth. A 12-month period of actual operational data was collected from an ICU department with 13 ICU beds in service. Comparison between the simulation results and the actual situation shows that the DES model accurately captures the variations in the system, and the DES model is flexible to simulate various what-if scenarios. DES helps the healthcare service providers describe the current situation, and simulate the what-if scenarios for future planning.

  2. Analysis of manufacturing based on object oriented discrete event simulation

    Eirik Borgen

    1990-01-01

    Full Text Available This paper describes SIMMEK, a computer-based tool for performing analysis of manufacturing systems, developed at the Production Engineering Laboratory, NTH-SINTEF. Its main use will be in analysis of job shop type of manufacturing. But certain facilities make it suitable for FMS as well as a production line manufacturing. This type of simulation is very useful in analysis of any types of changes that occur in a manufacturing system. These changes may be investments in new machines or equipment, a change in layout, a change in product mix, use of late shifts, etc. The effects these changes have on for instance the throughput, the amount of VIP, the costs or the net profit, can be analysed. And this can be done before the changes are made, and without disturbing the real system. Simulation takes into consideration, unlike other tools for analysis of manufacturing systems, uncertainty in arrival rates, process and operation times, and machine availability. It also shows the interaction effects a job which is late in one machine, has on the remaining machines in its route through the layout. It is these effects that cause every production plan not to be fulfilled completely. SIMMEK is based on discrete event simulation, and the modeling environment is object oriented. The object oriented models are transformed by an object linker into data structures executable by the simulation kernel. The processes of the entity objects, i.e. the products, are broken down to events and put into an event list. The user friendly graphical modeling environment makes it possible for end users to build models in a quick and reliable way, using terms from manufacturing. Various tests and a check of model logic are helpful functions when testing validity of the models. Integration with software packages, with business graphics and statistical functions, is convenient in the result presentation phase.

  3. Discrete Event Simulation Method as a Tool for Improvement of Manufacturing Systems

    Adrian Kampa

    2017-02-01

    Full Text Available The problem of production flow in manufacturing systems is analyzed. The machines can be operated by workers or by robots, since breakdowns and human factors destabilize the production processes that robots are preferred to perform. The problem is how to determine the real difference in work efficiency between humans and robots. We present an analysis of the production efficiency and reliability of the press shop lines operated by human operators or industrial robots. This is a problem from the field of Operations Research for which the Discrete Event Simulation (DES method has been used. Three models have been developed, including the manufacturing line before and after robotization, taking into account stochastic parameters of availability and reliability of the machines, operators, and robots. We apply the OEE (Overall Equipment Effectiveness indicator to present how the availability, reliability, and quality parameters influence the performance of the workstations, especially in the short run and in the long run. In addition, the stability of the simulation model was analyzed. This approach enables a better representation of real manufacturing processes.

  4. Discrete kinetic models from funneled energy landscape simulations.

    Nicholas P Schafer

    Full Text Available A general method for facilitating the interpretation of computer simulations of protein folding with minimally frustrated energy landscapes is detailed and applied to a designed ankyrin repeat protein (4ANK. In the method, groups of residues are assigned to foldons and these foldons are used to map the conformational space of the protein onto a set of discrete macrobasins. The free energies of the individual macrobasins are then calculated, informing practical kinetic analysis. Two simple assumptions about the universality of the rate for downhill transitions between macrobasins and the natural local connectivity between macrobasins lead to a scheme for predicting overall folding and unfolding rates, generating chevron plots under varying thermodynamic conditions, and inferring dominant kinetic folding pathways. To illustrate the approach, free energies of macrobasins were calculated from biased simulations of a non-additive structure-based model using two structurally motivated foldon definitions at the full and half ankyrin repeat resolutions. The calculated chevrons have features consistent with those measured in stopped flow chemical denaturation experiments. The dominant inferred folding pathway has an "inside-out", nucleation-propagation like character.

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

    Ehlert, Kurt; Loewe, Laurence

    2014-01-01

    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

  6. GillesPy: A Python Package for Stochastic Model Building and Simulation

    Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

    2016-01-01

    GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we descr...

  7. Numerical studies of the stochastic Korteweg-de Vries equation

    Lin Guang; Grinberg, Leopold; Karniadakis, George Em

    2006-01-01

    We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions is investigated by comparing the first two moments against analytical and Monte Carlo simulation results. Of particular interest is the interplay of spatial discretization error with the stochastic approximation error, which is examined for different orders of spatial and stochastic approximation

  8. FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

    Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

    2008-08-29

    Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new

  9. A low-bias simulation scheme for the SABR stochastic volatility model

    B. Chen (Bin); C.W. Oosterlee (Cornelis); J.A.M. van der Weide

    2012-01-01

    htmlabstractThe Stochastic Alpha Beta Rho Stochastic Volatility (SABR-SV) model is widely used in the financial industry for the pricing of fixed income instruments. In this paper we develop an lowbias simulation scheme for the SABR-SV model, which deals efficiently with (undesired)

  10. Simulation of nuclear plant operation into a stochastic energy production model

    Pacheco, R.L.

    1983-04-01

    A simulation model of nuclear plant operation is developed to fit into a stochastic energy production model. In order to improve the stochastic model used, and also reduce its computational time burdened by the aggregation of the model of nuclear plant operation, a study of tail truncation of the unsupplied demand distribution function has been performed. (E.G.) [pt

  11. Stochastic Dynamics of Discrete Curves and Exclusion Processes. Part 1: Hydrodynamic Limit of the ASEP System

    Fayolle, G; Fayolle, Guy; Furtlehner, Cyril

    2006-01-01

    This report is the foreword of a series of stochastic deformations of curves. Problems are set in terms of exclusion processes, the ultimate goal being to derive hydrodynamic limits for these systems after proper scalings. In this study, solely the basic texts system on the torus is analyzed. The usual sequence of empirical measures, converges in probability to a deterministic measure, which is the unique weak solution of a Cauchy problem. The method presents some new features, letting hope for extensions to higher dimension. It relies on the analysis of a family of parabolic differential operators, involving variational calculus. Namely, the variables are the values of functions at given points, their number being possibly infinite.

  12. Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

    Chkifa, Abdellah

    2015-04-08

    Motivated by the numerical treatment of parametric and stochastic PDEs, we analyze the least-squares method for polynomial approximation of multivariate functions based on random sampling according to a given probability measure. Recent work has shown that in the univariate case, the least-squares method is quasi-optimal in expectation in [A. Cohen, M A. Davenport and D. Leviatan. Found. Comput. Math. 13 (2013) 819–834] and in probability in [G. Migliorati, F. Nobile, E. von Schwerin, R. Tempone, Found. Comput. Math. 14 (2014) 419–456], under suitable conditions that relate the number of samples with respect to the dimension of the polynomial space. Here “quasi-optimal” means that the accuracy of the least-squares approximation is comparable with that of the best approximation in the given polynomial space. In this paper, we discuss the quasi-optimality of the polynomial least-squares method in arbitrary dimension. Our analysis applies to any arbitrary multivariate polynomial space (including tensor product, total degree or hyperbolic crosses), under the minimal requirement that its associated index set is downward closed. The optimality criterion only involves the relation between the number of samples and the dimension of the polynomial space, independently of the anisotropic shape and of the number of variables. We extend our results to the approximation of Hilbert space-valued functions in order to apply them to the approximation of parametric and stochastic elliptic PDEs. As a particular case, we discuss “inclusion type” elliptic PDE models, and derive an exponential convergence estimate for the least-squares method. Numerical results confirm our estimate, yet pointing out a gap between the condition necessary to achieve optimality in the theory, and the condition that in practice yields the optimal convergence rate.

  13. Discrete event simulation as an ergonomic tool to predict workload exposures during systems design

    Perez, J.; Looze, M.P. de; Bosch, T.; Neumann, W.P.

    2014-01-01

    This methodological paper presents a novel approach to predict operator's mechanical exposure and fatigue accumulation in discrete event simulations. A biomechanical model of work-cycle loading is combined with a discrete event simulation model which provides work cycle patterns over the shift

  14. Optimized Parallel Discrete Event Simulation (PDES) for High Performance Computing (HPC) Clusters

    Abu-Ghazaleh, Nael

    2005-01-01

    The aim of this project was to study the communication subsystem performance of state of the art optimistic simulator Synchronous Parallel Environment for Emulation and Discrete-Event Simulation (SPEEDES...

  15. New approach for simulating groundwater flow in discrete fracture network

    Fang, H.; Zhu, J.

    2017-12-01

    In this study, we develop a new approach to calculate groundwater flowrate and hydraulic head distribution in two-dimensional discrete fracture network (DFN) where both laminar and turbulent flows co-exist in individual fractures. The cubic law is used to calculate hydraulic head distribution and flow behaviors in fractures where flow is laminar, while the Forchheimer's law is used to quantify turbulent flow behaviors. Reynolds number is used to distinguish flow characteristics in individual fractures. The combination of linear and non-linear equations is solved iteratively to determine flowrates in all fractures and hydraulic heads at all intersections. We examine potential errors in both flowrate and hydraulic head from the approach of uniform flow assumption. Applying the cubic law in all fractures regardless of actual flow conditions overestimates the flowrate when turbulent flow may exist while applying the Forchheimer's law indiscriminately underestimate the flowrate when laminar flows exist in the network. The contrast of apertures of large and small fractures in the DFN has significant impact on the potential errors of using only the cubic law or the Forchheimer's law. Both the cubic law and Forchheimer's law simulate similar hydraulic head distributions as the main difference between these two approaches lies in predicting different flowrates. Fracture irregularity does not significantly affect the potential errors from using only the cubic law or the Forchheimer's law if network configuration remains similar. Relative density of fractures does not significantly affect the relative performance of the cubic law and Forchheimer's law.

  16. Simulating discrete models of pattern formation by ion beam sputtering

    Hartmann, Alexander K; Kree, Reiner; Yasseri, Taha

    2009-01-01

    A class of simple, (2+1)-dimensional, discrete models is reviewed, which allow us to study the evolution of surface patterns on solid substrates during ion beam sputtering (IBS). The models are based on the same assumptions about the erosion process as the existing continuum theories. Several distinct physical mechanisms of surface diffusion are added, which allow us to study the interplay of erosion-driven and diffusion-driven pattern formation. We present results from our own work on evolution scenarios of ripple patterns, especially for longer timescales, where nonlinear effects become important. Furthermore we review kinetic phase diagrams, both with and without sample rotation, which depict the systematic dependence of surface patterns on the shape of energy depositing collision cascades after ion impact. Finally, we discuss some results from more recent work on surface diffusion with Ehrlich-Schwoebel barriers as the driving force for pattern formation during IBS and on Monte Carlo simulations of IBS with codeposition of surfactant atoms.

  17. Ekofisk chalk: core measurements, stochastic reconstruction, network modeling and simulation

    Talukdar, Saifullah

    2002-07-01

    This dissertation deals with (1) experimental measurements on petrophysical, reservoir engineering and morphological properties of Ekofisk chalk, (2) numerical simulation of core flood experiments to analyze and improve relative permeability data, (3) stochastic reconstruction of chalk samples from limited morphological information, (4) extraction of pore space parameters from the reconstructed samples, development of network model using pore space information, and computation of petrophysical and reservoir engineering properties from network model, and (5) development of 2D and 3D idealized fractured reservoir models and verification of the applicability of several widely used conventional up scaling techniques in fractured reservoir simulation. Experiments have been conducted on eight Ekofisk chalk samples and porosity, absolute permeability, formation factor, and oil-water relative permeability, capillary pressure and resistivity index are measured at laboratory conditions. Mercury porosimetry data and backscatter scanning electron microscope images have also been acquired for the samples. A numerical simulation technique involving history matching of the production profiles is employed to improve the relative permeability curves and to analyze hysteresis of the Ekofisk chalk samples. The technique was found to be a powerful tool to supplement the uncertainties in experimental measurements. Porosity and correlation statistics obtained from backscatter scanning electron microscope images are used to reconstruct microstructures of chalk and particulate media. The reconstruction technique involves a simulated annealing algorithm, which can be constrained by an arbitrary number of morphological parameters. This flexibility of the algorithm is exploited to successfully reconstruct particulate media and chalk samples using more than one correlation functions. A technique based on conditional simulated annealing has been introduced for exact reproduction of vuggy

  18. The two-regime method for optimizing stochastic reaction-diffusion simulations

    Flegg, M. B.; Chapman, S. J.; Erban, R.

    2011-01-01

    Spatial organization and noise play an important role in molecular systems biology. In recent years, a number of software packages have been developed for stochastic spatio-temporal simulation, ranging from detailed molecular-based approaches

  19. Database of Nucleon-Nucleon Scattering Cross Sections by Stochastic Simulation, Phase I

    National Aeronautics and Space Administration — A database of nucleon-nucleon elastic differential and total cross sections will be generated by stochastic simulation of the quantum Liouville equation in the...

  20. A constrained approach to multiscale stochastic simulation of chemically reacting systems

    Cotter, Simon L.; Zygalakis, Konstantinos C.; Kevrekidis, Ioannis G.; Erban, Radek

    2011-01-01

    Stochastic simulation of coupled chemical reactions is often computationally intensive, especially if a chemical system contains reactions occurring on different time scales. In this paper, we introduce a multiscale methodology suitable to address

  1. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    Navarro, Marí a; Le Maitre, Olivier; Knio, Omar

    2016-01-01

    sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity

  2. Project Evaluation and Cash Flow Forecasting by Stochastic Simulation

    Odd A. Asbjørnsen

    1983-10-01

    Full Text Available The net present value of a discounted cash flow is used to evaluate projects. It is shown that the LaPlace transform of the cash flow time function is particularly useful when the cash flow profiles may be approximately described by ordinary linear differential equations in time. However, real cash flows are stochastic variables due to the stochastic nature of the disturbances during production.

  3. The time dependent propensity function for acceleration of spatial stochastic simulation of reaction–diffusion systems

    Fu, Jin; Wu, Sheng; Li, Hong; Petzold, Linda R.

    2014-01-01

    The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy

  4. Effect of the surface charge discretization on electric double layers. A Monte Carlo simulation study

    Madurga Díez, Sergio; Martín-Molina, Alberto; Vilaseca i Font, Eudald; Mas i Pujadas, Francesc; Quesada-Pérez, Manuel

    2007-01-01

    The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups,a complete equivalence with the situation of uniformly distributed charge is found if profiles are...

  5. HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

    Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

    2016-01-01

    This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

  6. HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

    Marchetti, Luca, E-mail: marchetti@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); University of Trento, Department of Mathematics (Italy); Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy)

    2016-07-15

    This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

  7. Numerical simulation of the heat extraction in EGS with thermal-hydraulic-mechanical coupling method based on discrete fractures model

    Sun, Zhi-xue; Zhang, Xu; Xu, Yi; Yao, Jun; Wang, Hao-xuan; Lv, Shuhuan; Sun, Zhi-lei; Huang, Yong; Cai, Ming-yu; Huang, Xiaoxue

    2017-01-01

    The Enhanced Geothermal System (EGS) creates an artificial geothermal reservoir by hydraulic fracturing which allows heat transmission through the fractures by the circulating fluids as they extract heat from Hot Dry Rock (HDR). The technique involves complex thermal–hydraulic–mechanical (THM) coupling process. A numerical approach is presented in this paper to simulate and analyze the heat extraction process in EGS. The reservoir is regarded as fractured porous media consisting of rock matrix blocks and discrete fracture networks. Based on thermal non-equilibrium theory, the mathematical model of THM coupling process in fractured rock mass is used. The proposed model is validated by comparing it with several analytical solutions. An EGS case from Cooper Basin, Australia is simulated with 2D stochastically generated fracture model to study the characteristics of fluid flow, heat transfer and mechanical response in geothermal reservoir. The main parameters controlling the outlet temperature of EGS are also studied by sensitivity analysis. The results shows the significance of taking into account the THM coupling effects when investigating the efficiency and performance of EGS. - Highlights: • EGS reservoir comprising discrete fracture networks and matrix rock is modeled. • A THM coupling model is proposed for simulating the heat extraction in EGS. • The numerical model is validated by comparing with several analytical solutions. • A case study is presented for understanding the main characteristics of EGS. • The THM coupling effects are shown to be significant factors to EGS's running performance.

  8. Stochastic resource allocation in emergency departments with a multi-objective simulation optimization algorithm.

    Feng, Yen-Yi; Wu, I-Chin; Chen, Tzu-Li

    2017-03-01

    The number of emergency cases or emergency room visits rapidly increases annually, thus leading to an imbalance in supply and demand and to the long-term overcrowding of hospital emergency departments (EDs). However, current solutions to increase medical resources and improve the handling of patient needs are either impractical or infeasible in the Taiwanese environment. Therefore, EDs must optimize resource allocation given limited medical resources to minimize the average length of stay of patients and medical resource waste costs. This study constructs a multi-objective mathematical model for medical resource allocation in EDs in accordance with emergency flow or procedure. The proposed mathematical model is complex and difficult to solve because its performance value is stochastic; furthermore, the model considers both objectives simultaneously. Thus, this study develops a multi-objective simulation optimization algorithm by integrating a non-dominated sorting genetic algorithm II (NSGA II) with multi-objective computing budget allocation (MOCBA) to address the challenges of multi-objective medical resource allocation. NSGA II is used to investigate plausible solutions for medical resource allocation, and MOCBA identifies effective sets of feasible Pareto (non-dominated) medical resource allocation solutions in addition to effectively allocating simulation or computation budgets. The discrete event simulation model of ED flow is inspired by a Taiwan hospital case and is constructed to estimate the expected performance values of each medical allocation solution as obtained through NSGA II. Finally, computational experiments are performed to verify the effectiveness and performance of the integrated NSGA II and MOCBA method, as well as to derive non-dominated medical resource allocation solutions from the algorithms.

  9. Stability of discrete memory states to stochastic fluctuations in neuronal systems

    Miller, Paul; Wang, Xiao-Jing

    2014-01-01

    Noise can degrade memories by causing transitions from one memory state to another. For any biological memory system to be useful, the time scale of such noise-induced transitions must be much longer than the required duration for memory retention. Using biophysically-realistic modeling, we consider two types of memory in the brain: short-term memories maintained by reverberating neuronal activity for a few seconds, and long-term memories maintained by a molecular switch for years. Both systems require persistence of (neuronal or molecular) activity self-sustained by an autocatalytic process and, we argue, that both have limited memory lifetimes because of significant fluctuations. We will first discuss a strongly recurrent cortical network model endowed with feedback loops, for short-term memory. Fluctuations are due to highly irregular spike firing, a salient characteristic of cortical neurons. Then, we will analyze a model for long-term memory, based on an autophosphorylation mechanism of calcium/calmodulin-dependent protein kinase II (CaMKII) molecules. There, fluctuations arise from the fact that there are only a small number of CaMKII molecules at each postsynaptic density (putative synaptic memory unit). Our results are twofold. First, we demonstrate analytically and computationally the exponential dependence of stability on the number of neurons in a self-excitatory network, and on the number of CaMKII proteins in a molecular switch. Second, for each of the two systems, we implement graded memory consisting of a group of bistable switches. For the neuronal network we report interesting ramping temporal dynamics as a result of sequentially switching an increasing number of discrete, bistable, units. The general observation of an exponential increase in memory stability with the system size leads to a trade-off between the robustness of memories (which increases with the size of each bistable unit) and the total amount of information storage (which decreases

  10. A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis

    Linda J.S. Allen

    2017-05-01

    Full Text Available Some mathematical methods for formulation and numerical simulation of stochastic epidemic models are presented. Specifically, models are formulated for continuous-time Markov chains and stochastic differential equations. Some well-known examples are used for illustration such as an SIR epidemic model and a host-vector malaria model. Analytical methods for approximating the probability of a disease outbreak are also discussed. Keywords: Branching process, Continuous-time Markov chain, Minor outbreak, Stochastic differential equation, 2000 MSC: 60H10, 60J28, 92D30

  11. Simulation of the stochastic wave loads using a physical modeling approach

    Liu, W.F.; Sichani, Mahdi Teimouri; Nielsen, Søren R.K.

    2013-01-01

    In analyzing stochastic dynamic systems, analysis of the system uncertainty due to randomness in the loads plays a crucial role. Typically time series of the stochastic loads are simulated using traditional random phase method. This approach combined with fast Fourier transform algorithm makes...... reliability or its uncertainty. Moreover applicability of the probability density evolution method on engineering problems faces critical difficulties when the system embeds too many random variables. Hence it is useful to devise a method which can make realization of the stochastic load processes with low...

  12. A discrete element based simulation framework to investigate particulate spray deposition processes

    Mukherjee, Debanjan; Zohdi, Tarek I.

    2015-01-01

    © 2015 Elsevier Inc. This work presents a computer simulation framework based on discrete element method to analyze manufacturing processes that comprise a loosely flowing stream of particles in a carrier fluid being deposited on a target surface

  13. Discrete event simulations for glycolysis pathway and energy balance

    Zwieten, van D.A.J.; Rooda, J.E.; Armbruster, H.D.; Nagy, J.D.

    2010-01-01

    In this report, the biological network of the glycolysis pathway has been modeled using discrete event models (DEMs). The most important feature of this pathway is that energy is released. To create a stable steady-state system an energy molecule equilibrating enzyme and metabolic reactions have

  14. GillesPy: A Python Package for Stochastic Model Building and Simulation.

    Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

    2016-09-01

    GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

  15. Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

    Caglar, Mehmet Umut; Pal, Ranadip

    2013-01-01

    Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

  16. Some simulation aspects, from molecular systems to stochastic geometries of pebble bed reactors

    Mazzolo, A.

    2009-06-01

    After a brief presentation of his teaching and supervising activities, the author gives an overview of his research activities: investigation of atoms under high intensity magnetic field (investigation of the electronic structure under these fields), studies of theoretical and numerical electrochemistry (simulation coupling molecular dynamics and quantum calculations, comprehensive simulations of molecular dynamics), and studies relating stochastic geometry and neutron science

  17. Spatially explicit and stochastic simulation of forest landscape fire disturbance and succession

    Hong S. He; David J. Mladenoff

    1999-01-01

    Understanding disturbance and recovery of forest landscapes is a challenge because of complex interactions over a range of temporal and spatial scales. Landscape simulation models offer an approach to studying such systems at broad scales. Fire can be simulated spatially using mechanistic or stochastic approaches. We describe the fire module in a spatially explicit,...

  18. Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-11-30

    Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

  19. Stochastic simulation of biological reactions, and its applications for studying actin polymerization

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-01-01

    Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P r is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis–Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca 2+ dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events

  20. Simulation of land use evolution by discrete events method: Application to “la chaîne des puys” from XV to XVIII Century

    Y. Michelin

    1998-01-01

    Full Text Available By using a discrete event method, simulation of land use evolution has been applied to a landscape model of “la ChaÎne des Puys” (French Massif Central during along period (XV–XVIII centuries. The indications concerning the evolution of land use are in conformity with the observation of actual situations but the dynamic changes are faster than in actual facts. In spite of limitations due to necessary simplifications, it is now established that the discrete event method is efficient to simulate land use evolution during a long period. The model is immediately able to describe actual dynamics and to show sensitive variables with their critical values. Although oversimplified, it shows how far factors such as level of crops production and taxation can influence land use and landscape changes with a more or less lengthy period. In the future, the model should be bettered by introducing other determined and/or stochastic events.

  1. Dislocation motion in tungsten: Atomistic input to discrete dislocation simulations

    Srivastava, K.; Gröger, Roman; Weygand, D.; Gumbsch, P.

    2013-01-01

    Roč. 47, AUG (2013), s. 126-142 ISSN 0749-6419 R&D Projects: GA ČR GAP204/10/0255; GA MŠk(CZ) ED1.1.00/02.0068 Institutional support: RVO:68081723 Keywords : body -centered cubic * non-Schmid effects * anomalous slip * discrete dislocation dynamics Subject RIV: BM - Solid Matter Physics ; Magnetism; BM - Solid Matter Physics ; Magnetism (UFM-A) Impact factor: 5.971, year: 2013

  2. Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

    Navarro Jimenez, M; Le Maître, O P; Knio, O M

    2016-12-28

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  3. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    Navarro, María

    2016-12-26

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  4. On constructing optimistic simulation algorithms for the discrete event system specification

    Nutaro, James J.

    2008-01-01

    This article describes a Time Warp simulation algorithm for discrete event models that are described in terms of the Discrete Event System Specification (DEVS). The article shows how the total state transition and total output function of a DEVS atomic model can be transformed into an event processing procedure for a logical process. A specific Time Warp algorithm is constructed around this logical process, and it is shown that the algorithm correctly simulates a DEVS coupled model that consists entirely of interacting atomic models. The simulation algorithm is presented abstractly; it is intended to provide a basis for implementing efficient and scalable parallel algorithms that correctly simulate DEVS models

  5. Out-of-order parallel discrete event simulation for electronic system-level design

    Chen, Weiwei

    2014-01-01

    This book offers readers a set of new approaches and tools a set of tools and techniques for facing challenges in parallelization with design of embedded systems.? It provides an advanced parallel simulation infrastructure for efficient and effective system-level model validation and development so as to build better products in less time.? Since parallel discrete event simulation (PDES) has the potential to exploit the underlying parallel computational capability in today's multi-core simulation hosts, the author begins by reviewing the parallelization of discrete event simulation, identifyin

  6. STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

    Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

    2011-04-15

    The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

  7. Discrete-State Stochastic Models of Calcium-Regulated Calcium Influx and Subspace Dynamics Are Not Well-Approximated by ODEs That Neglect Concentration Fluctuations

    Weinberg, Seth H.; Smith, Gregory D.

    2012-01-01

    Cardiac myocyte calcium signaling is often modeled using deterministic ordinary differential equations (ODEs) and mass-action kinetics. However, spatially restricted “domains” associated with calcium influx are small enough (e.g., 10−17 liters) that local signaling may involve 1–100 calcium ions. Is it appropriate to model the dynamics of subspace calcium using deterministic ODEs or, alternatively, do we require stochastic descriptions that account for the fundamentally discrete nature of these local calcium signals? To address this question, we constructed a minimal Markov model of a calcium-regulated calcium channel and associated subspace. We compared the expected value of fluctuating subspace calcium concentration (a result that accounts for the small subspace volume) with the corresponding deterministic model (an approximation that assumes large system size). When subspace calcium did not regulate calcium influx, the deterministic and stochastic descriptions agreed. However, when calcium binding altered channel activity in the model, the continuous deterministic description often deviated significantly from the discrete stochastic model, unless the subspace volume is unrealistically large and/or the kinetics of the calcium binding are sufficiently fast. This principle was also demonstrated using a physiologically realistic model of calmodulin regulation of L-type calcium channels introduced by Yue and coworkers. PMID:23509597

  8. Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009

    Nishiura Hiroshi

    2011-02-01

    Full Text Available Abstract Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009 in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.

  9. Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions

    Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K.

    2012-01-01

    We explore two different threading approaches on a graphics processing unit (GPU) exploiting two different characteristics of the current GPU architecture. The fat thread approach tries to minimize data access time by relying on shared memory and registers potentially sacrificing parallelism. The thin thread approach maximizes parallelism and tries to hide access latencies. We apply these two approaches to the parallel stochastic simulation of chemical reaction systems using the stochastic simulation algorithm (SSA) by Gillespie [14]. In these cases, the proposed thin thread approach shows comparable performance while eliminating the limitation of the reaction system's size. © 2006 IEEE.

  10. Analytical vs. Simulation Solution Techniques for Pulse Problems in Non-linear Stochastic Dynamics

    Iwankiewicz, R.; Nielsen, Søren R. K.

    Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically-numerical tec......Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically...

  11. Stochastic simulation of PWR vessel integrity for pressurized thermal shock conditions

    Jackson, P.S.; Moelling, D.S.

    1984-01-01

    A stochastic simulation methodology is presented for performing probabilistic analyses of Pressurized Water Reactor vessel integrity. Application of the methodology to vessel-specific integrity analyses is described in the context of Pressurized Thermal Shock (PTS) conditions. A Bayesian method is described for developing vessel-specific models of the density of undetected volumetric flaws from ultrasonic inservice inspection results. Uncertainty limits on the probabilistic results due to sampling errors are determined from the results of the stochastic simulation. An example is provided to illustrate the methodology

  12. Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions

    Klingbeil, Guido

    2012-02-01

    We explore two different threading approaches on a graphics processing unit (GPU) exploiting two different characteristics of the current GPU architecture. The fat thread approach tries to minimize data access time by relying on shared memory and registers potentially sacrificing parallelism. The thin thread approach maximizes parallelism and tries to hide access latencies. We apply these two approaches to the parallel stochastic simulation of chemical reaction systems using the stochastic simulation algorithm (SSA) by Gillespie [14]. In these cases, the proposed thin thread approach shows comparable performance while eliminating the limitation of the reaction system\\'s size. © 2006 IEEE.

  13. Cost comparison of orthopaedic fracture pathways using discrete event simulation in a Glasgow hospital

    Jenkins, Paul J; McDonald, David A; Van Der Meer, Robert; Morton, Alec; Nugent, Margaret; Rymaszewski, Lech A

    2017-01-01

    Objective Healthcare faces the continual challenge of improving outcome while aiming to reduce cost. The aim of this study was to determine the micro cost differences of the Glasgow non-operative trauma virtual pathway in comparison to a traditional pathway. Design Discrete event simulation was used to model and analyse cost and resource utilisation with an activity-based costing approach. Data for a full comparison before the process change was unavailable so we used a modelling approach, comparing a virtual fracture clinic (VFC) with a simulated traditional fracture clinic (TFC). Setting The orthopaedic unit VFC pathway pioneered at Glasgow Royal Infirmary has attracted significant attention and interest and is the focus of this cost study. Outcome measures Our study focused exclusively on patients with non-operative trauma attending emergency department or the minor injuries unit and the subsequent step in the patient pathway. Retrospective studies of patient outcomes as a result of the protocol introductions for specific injuries are presented in association with activity costs from the models. Results Patients are satisfied with the new pathway, the information provided and the outcome of their injuries (Evidence Level IV). There was a 65% reduction in the number of first outpatient face-to-face (f2f) attendances in orthopaedics. In the VFC pathway, the resources required per day were significantly lower for all staff groups (p≤0.001). The overall cost per patient of the VFC pathway was £22.84 (95% CI 21.74 to 23.92) per patient compared with £36.81 (95% CI 35.65 to 37.97) for the TFC pathway. Conclusions Our results give a clearer picture of the cost comparison of the virtual pathway over a wholly traditional f2f clinic system. The use of simulation-based stochastic costings in healthcare economic analysis has been limited to date, but this study provides evidence for adoption of this method as a basis for its application in other healthcare settings

  14. Cost comparison of orthopaedic fracture pathways using discrete event simulation in a Glasgow hospital.

    Anderson, Gillian H; Jenkins, Paul J; McDonald, David A; Van Der Meer, Robert; Morton, Alec; Nugent, Margaret; Rymaszewski, Lech A

    2017-09-07

    Healthcare faces the continual challenge of improving outcome while aiming to reduce cost. The aim of this study was to determine the micro cost differences of the Glasgow non-operative trauma virtual pathway in comparison to a traditional pathway. Discrete event simulation was used to model and analyse cost and resource utilisation with an activity-based costing approach. Data for a full comparison before the process change was unavailable so we used a modelling approach, comparing a virtual fracture clinic (VFC) with a simulated traditional fracture clinic (TFC). The orthopaedic unit VFC pathway pioneered at Glasgow Royal Infirmary has attracted significant attention and interest and is the focus of this cost study. Our study focused exclusively on patients with non-operative trauma attending emergency department or the minor injuries unit and the subsequent step in the patient pathway. Retrospective studies of patient outcomes as a result of the protocol introductions for specific injuries are presented in association with activity costs from the models. Patients are satisfied with the new pathway, the information provided and the outcome of their injuries (Evidence Level IV). There was a 65% reduction in the number of first outpatient face-to-face (f2f) attendances in orthopaedics. In the VFC pathway, the resources required per day were significantly lower for all staff groups (p≤0.001). The overall cost per patient of the VFC pathway was £22.84 (95% CI 21.74 to 23.92) per patient compared with £36.81 (95% CI 35.65 to 37.97) for the TFC pathway. Our results give a clearer picture of the cost comparison of the virtual pathway over a wholly traditional f2f clinic system. The use of simulation-based stochastic costings in healthcare economic analysis has been limited to date, but this study provides evidence for adoption of this method as a basis for its application in other healthcare settings. © Article author(s) (or their employer(s) unless otherwise

  15. Green function simulation of Hamiltonian lattice models with stochastic reconfiguration

    Beccaria, M.

    2000-01-01

    We apply a recently proposed Green function Monte Carlo procedure to the study of Hamiltonian lattice gauge theories. This class of algorithms computes quantum vacuum expectation values by averaging over a set of suitable weighted random walkers. By means of a procedure called stochastic reconfiguration the long standing problem of keeping fixed the walker population without a priori knowledge of the ground state is completely solved. In the U(1) 2 model, which we choose as our theoretical laboratory, we evaluate the mean plaquette and the vacuum energy per plaquette. We find good agreement with previous works using model-dependent guiding functions for the random walkers. (orig.)

  16. Simulation of conditional diffusions via forward-reverse stochastic representations

    Bayer, Christian

    2015-01-01

    We derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,conditioned on the terminal state. The conditioning can be with respect to a fixed measurement point or more generally with respect to some subset. The representations rely on a reverse process connected with the given (forward) diffusion as introduced by Milstein, Schoenmakers and Spokoiny in the context of density estimation. The corresponding Monte Carlo estimators have essentially root-N accuracy, and hence they do not suffer from the curse of dimensionality. We also present an application in statistics, in the context of the EM algorithm.

  17. Simulation of conditional diffusions via forward-reverse stochastic representations

    Bayer, Christian

    2015-01-07

    We derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,conditioned on the terminal state. The conditioning can be with respect to a fixed measurement point or more generally with respect to some subset. The representations rely on a reverse process connected with the given (forward) diffusion as introduced by Milstein, Schoenmakers and Spokoiny in the context of density estimation. The corresponding Monte Carlo estimators have essentially root-N accuracy, and hence they do not suffer from the curse of dimensionality. We also present an application in statistics, in the context of the EM algorithm.

  18. Theory and simulation of discrete kinetic beta induced Alfven eigenmode in tokamak plasmas

    Wang, X; Zonca, F; Chen, L

    2010-01-01

    It is shown, both analytically and by numerical simulations, that, in the presence of thermal ion kinetic effects, the beta induced Alfven eigenmode (BAE)-shear Alfven wave continuous spectrum can be discretized into radially trapped eigenstates known as kinetic BAE (KBAE). While thermal ion compressibility gives rise to finite BAE accumulation point frequency, the discretization occurs via the finite Larmor radius and finite orbit width effects. Simulations and analytical theories agree both qualitatively and quantitatively. Simulations also demonstrate that KBAE can be readily excited by the finite radial gradients of energetic particles.

  19. Discrete event simulation modelling of patient service management with Arena

    Guseva, Elena; Varfolomeyeva, Tatyana; Efimova, Irina; Movchan, Irina

    2018-05-01

    This paper describes the simulation modeling methodology aimed to aid in solving the practical problems of the research and analysing the complex systems. The paper gives the review of a simulation platform sand example of simulation model development with Arena 15.0 (Rockwell Automation).The provided example of the simulation model for the patient service management helps to evaluate the workload of the clinic doctors, determine the number of the general practitioners, surgeons, traumatologists and other specialized doctors required for the patient service and develop recommendations to ensure timely delivery of medical care and improve the efficiency of the clinic operation.

  20. Discrete-Event Simulation with Agents for Modeling of Dynamic Asymmetric Threats in Maritime Security

    Ng, Chee W

    2007-01-01

    .... Discrete-event simulation (DES) was used to simulate a typical port-security, local, waterside-threat response model and to test the adaptive response of asymmetric threats in reaction to port-security procedures, while a multi-agent system (MAS...

  1. Development of a convex polyhedral discrete element simulation framework for NVIDIA Kepler based GPUs

    Govender, Nicolin

    2013-01-01

    Full Text Available in nature and cannot be described by a closed form solution for more than a few particles. A popular and successful approach in simulating the underlying dynamics of GM is by using the Discrete Element Method (DEM). Computational viable simulations...

  2. Modeling Anti-Air Warfare With Discrete Event Simulation and Analyzing Naval Convoy Operations

    2016-06-01

    W., & Scheaffer, R. L. (2008). Mathematical statistics with applications . Belmont, CA: Cengage Learning. 118 THIS PAGE INTENTIONALLY LEFT BLANK...WARFARE WITH DISCRETE EVENT SIMULATION AND ANALYZING NAVAL CONVOY OPERATIONS by Ali E. Opcin June 2016 Thesis Advisor: Arnold H. Buss Co...REPORT DATE June 2016 3. REPORT TYPE AND DATES COVERED Master’s thesis 4. TITLE AND SUBTITLE MODELING ANTI-AIR WARFARE WITH DISCRETE EVENT

  3. Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule

    Liang, Faming

    2014-04-03

    Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to use this much CPU time. This article proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation, it is shown that the new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, for example, a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors. Supplementary materials for this article are available online.

  4. Adaptive Core Simulation Employing Discrete Inverse Theory - Part I: Theory

    Abdel-Khalik, Hany S.; Turinsky, Paul J.

    2005-01-01

    Use of adaptive simulation is intended to improve the fidelity and robustness of important core attribute predictions such as core power distribution, thermal margins, and core reactivity. Adaptive simulation utilizes a selected set of past and current reactor measurements of reactor observables, i.e., in-core instrumentation readings, to adapt the simulation in a meaningful way. A meaningful adaption will result in high-fidelity and robust adapted core simulator models. To perform adaption, we propose an inverse theory approach in which the multitudes of input data to core simulators, i.e., reactor physics and thermal-hydraulic data, are to be adjusted to improve agreement with measured observables while keeping core simulator models unadapted. At first glance, devising such adaption for typical core simulators with millions of input and observables data would spawn not only several prohibitive challenges but also numerous disparaging concerns. The challenges include the computational burdens of the sensitivity-type calculations required to construct Jacobian operators for the core simulator models. Also, the computational burdens of the uncertainty-type calculations required to estimate the uncertainty information of core simulator input data present a demanding challenge. The concerns however are mainly related to the reliability of the adjusted input data. The methodologies of adaptive simulation are well established in the literature of data adjustment. We adopt the same general framework for data adjustment; however, we refrain from solving the fundamental adjustment equations in a conventional manner. We demonstrate the use of our so-called Efficient Subspace Methods (ESMs) to overcome the computational and storage burdens associated with the core adaption problem. We illustrate the successful use of ESM-based adaptive techniques for a typical boiling water reactor core simulator adaption problem

  5. A constrained approach to multiscale stochastic simulation of chemically reacting systems

    Cotter, Simon L.

    2011-01-01

    Stochastic simulation of coupled chemical reactions is often computationally intensive, especially if a chemical system contains reactions occurring on different time scales. In this paper, we introduce a multiscale methodology suitable to address this problem, assuming that the evolution of the slow species in the system is well approximated by a Langevin process. It is based on the conditional stochastic simulation algorithm (CSSA) which samples from the conditional distribution of the suitably defined fast variables, given values for the slow variables. In the constrained multiscale algorithm (CMA) a single realization of the CSSA is then used for each value of the slow variable to approximate the effective drift and diffusion terms, in a similar manner to the constrained mean-force computations in other applications such as molecular dynamics. We then show how using the ensuing Fokker-Planck equation approximation, we can in turn approximate average switching times in stochastic chemical systems. © 2011 American Institute of Physics.

  6. Multivariate stochastic simulation with subjective multivariate normal distributions

    P. J. Ince; J. Buongiorno

    1991-01-01

    In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assesed multivariate normal...

  7. On the interpretation of double-packer tests in heterogeneous porous media: Numerical simulations using the stochastic continuum analogue

    Follin, S.

    1992-12-01

    Flow in fractured crystalline (hard) rocks is of interest in Sweden for assessing the postclosure radiological safety of a deep repository for high-level nuclear waste. For simulation of flow and mass transport in the far field different porous media concepts are often used, whereas discrete fracture/channel network concepts are often used for near-field simulations. Due to lack of data, it is generally necessary to have resort to single-hole double-packer test data for the far-field simulations, i.e., test data on a small scale are regularized in order to fit a comparatively coarser numerical discretization, which is governed by various computational constraints. In the present study the Monte Carlo method is used to investigate the relationship between the transmissivity value interpreted and the corresponding radius of influence in conjunction with single-hole double-packer tests in heterogeneous formations. The numerical flow domain is treated as a two-dimensional heterogeneous porous medium with a spatially varying diffusivity on 3 m scale. The Monte Carlo simulations demonstrate the sensitivity to the correlation range of a spatially varying diffusivity field. In contradiction to what is tacitly assumed in stochastic subsurface hydrology, the results show that the lateral support scale (e.g., the radius of influence) of transmissivity measurements in heterogeneous porous media is a random variable, which is affected by both the hydraulic and statistical characteristics. If these results are general, the traditional methods for scaling-up, assuming a constant lateral scale of support and a multi normal distribution, may lead to an underestimation of the persistence and connectivity of transmissive zones, particularly in highly heterogeneous porous media

  8. Monte Carlo simulation of discrete γ-ray detectors

    Bakkali, A.; Tamda, N.; Parmentier, M.; Chavanelle, J.; Pousse, A.; Kastler, B.

    2005-01-01

    Needs in medical diagnosis, especially for early and reliable breast cancer detection, lead us to consider developments in scintillation crystals and position sensitive photomultiplier tubes (PSPMT) in order to develop a high-resolution medium field γ-ray imaging device. However the ideal detector for γ-rays represents a compromise between many conflicting requirements. In order to optimize different parameters involved in the detection process, we have developed a Monte Carlo simulation software. Its aim was to study the light distribution produced by a gamma photon interacting with a pixellated scintillation crystal coupled to a PSPMT array. Several crystal properties were taken into account as well as the intrinsic response of PSPMTs. Images obtained by simulations are compared with experimental results. Agreement between simulation and experimental results validate our simulation model

  9. A SAS-based solution to evaluate study design efficiency of phase I pediatric oncology trials via discrete event simulation.

    Barrett, Jeffrey S; Jayaraman, Bhuvana; Patel, Dimple; Skolnik, Jeffrey M

    2008-06-01

    Previous exploration of oncology study design efficiency has focused on Markov processes alone (probability-based events) without consideration for time dependencies. Barriers to study completion include time delays associated with patient accrual, inevaluability (IE), time to dose limiting toxicities (DLT) and administrative and review time. Discrete event simulation (DES) can incorporate probability-based assignment of DLT and IE frequency, correlated with cohort in the case of DLT, with time-based events defined by stochastic relationships. A SAS-based solution to examine study efficiency metrics and evaluate design modifications that would improve study efficiency is presented. Virtual patients are simulated with attributes defined from prior distributions of relevant patient characteristics. Study population datasets are read into SAS macros which select patients and enroll them into a study based on the specific design criteria if the study is open to enrollment. Waiting times, arrival times and time to study events are also sampled from prior distributions; post-processing of study simulations is provided within the decision macros and compared across designs in a separate post-processing algorithm. This solution is examined via comparison of the standard 3+3 decision rule relative to the "rolling 6" design, a newly proposed enrollment strategy for the phase I pediatric oncology setting.

  10. Modeling Group Perceptions Using Stochastic Simulation: Scaling Issues in the Multiplicative AHP

    Barfod, Michael Bruhn; van den Honert, Robin; Salling, Kim Bang

    2016-01-01

    This paper proposes a new decision support approach for applying stochastic simulation to the multiplicative analytic hierarchy process (AHP) in order to deal with issues concerning the scale parameter. The paper suggests a new approach that captures the influence from the scale parameter by maki...

  11. A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations

    Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław

    2017-01-01

    We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the macroscopic function of interest. The algorithm combines short...

  12. Assessing the potential value for an automated dairy cattle body condition scoring system through stochastic simulation

    Bewley, J.M.; Boehlje, M.D.; Gray, A.W.; Hogeveen, H.; Kenyon, S.J.; Eicher, S.D.; Schutz, M.M.

    2010-01-01

    Purpose – The purpose of this paper is to develop a dynamic, stochastic, mechanistic simulation model of a dairy business to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm

  13. Simulation based sequential Monte Carlo methods for discretely observed Markov processes

    Neal, Peter

    2014-01-01

    Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective sequential Monte Carlo (SMC) algorithm for obtaining samples from the posterior distribution of the parameters. In particular, we introduce two key innovations, coupled simulations, which allow us to study multiple parameter values on the basis of a single sim...

  14. A participative and facilitative conceptual modelling framework for discrete event simulation studies in healthcare

    Kotiadis, Kathy; Tako, Antuela; Vasilakis, Christos

    2014-01-01

    Existing approaches to conceptual modelling (CM) in discrete-event simulation do not formally support the participation of a group of stakeholders. Simulation in healthcare can benefit from stakeholder participation as it makes possible to share multiple views and tacit knowledge from different parts of the system. We put forward a framework tailored to healthcare that supports the interaction of simulation modellers with a group of stakeholders to arrive at a common conceptual model. The fra...

  15. Explicit calibration and simulation of stochastic fields by low-order ARMA processes

    Krenk, Steen

    2011-01-01

    A simple framework for autoregressive simulation of stochastic fields is presented. The autoregressive format leads to a simple exponential correlation structure in the time-dimension. In the case of scalar processes a more detailed correlation structure can be obtained by adding memory...... to the process via an extension to autoregressive moving average (ARMA) processes. The ARMA format incorporates a more detailed correlation structure by including previous values of the simulated process. Alternatively, a more detailed correlation structure can be obtained by including additional 'state......-space' variables in the simulation. For a scalar process this would imply an increase of the dimension of the process to be simulated. In the case of a stochastic field the correlation in the time-dimension is represented, although indirectly, in the simultaneous spatial correlation. The model with the shortest...

  16. Stochastic modeling

    Lanchier, Nicolas

    2017-01-01

    Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...

  17. Simulation of quantum dynamics based on the quantum stochastic differential equation.

    Li, Ming

    2013-01-01

    The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

  18. Effect of the surface charge discretization on electric double layers: a Monte Carlo simulation study.

    Madurga, Sergio; Martín-Molina, Alberto; Vilaseca, Eudald; Mas, Francesc; Quesada-Pérez, Manuel

    2007-06-21

    The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups, a complete equivalence with the situation of uniformly distributed charge is found if profiles are exclusively analyzed as a function of the distance to the charged surface. However, some differences are observed moving parallel to the surface. Significant discrepancies with approaches that do not account for discreteness are reported if charge sites of finite size placed on the surface are considered.

  19. STOCHASTIC SIMULATION FOR BUFFELGRASS (Cenchrus ciliaris L.) PASTURES IN MARIN, N. L., MEXICO

    José Romualdo Martínez-López; Erasmo Gutierrez-Ornelas; Miguel Angel Barrera-Silva; Rafael Retes-López

    2014-01-01

    A stochastic simulation model was constructed to determine the response of net primary production of buffelgrass (Cenchrus ciliaris L.) and its dry matter intake by cattle, in Marín, NL, México. Buffelgrass is very important for extensive livestock industry in arid and semiarid areas of northeastern Mexico. To evaluate the behavior of the model by comparing the model results with those reported in the literature was the objective in this experiment. Model simulates the monthly production of...

  20. GillespieSSA: Implementing the Gillespie Stochastic Simulation Algorithm in R

    Mario Pineda-Krch

    2008-02-01

    Full Text Available The deterministic dynamics of populations in continuous time are traditionally described using coupled, first-order ordinary differential equations. While this approach is accurate for large systems, it is often inadequate for small systems where key species may be present in small numbers or where key reactions occur at a low rate. The Gillespie stochastic simulation algorithm (SSA is a procedure for generating time-evolution trajectories of finite populations in continuous time and has become the standard algorithm for these types of stochastic models. This article presents a simple-to-use and flexible framework for implementing the SSA using the high-level statistical computing language R and the package GillespieSSA. Using three ecological models as examples (logistic growth, Rosenzweig-MacArthur predator-prey model, and Kermack-McKendrick SIRS metapopulation model, this paper shows how a deterministic model can be formulated as a finite-population stochastic model within the framework of SSA theory and how it can be implemented in R. Simulations of the stochastic models are performed using four different SSA Monte Carlo methods: one exact method (Gillespie's direct method; and three approximate methods (explicit, binomial, and optimized tau-leap methods. Comparison of simulation results confirms that while the time-evolution trajectories obtained from the different SSA methods are indistinguishable, the approximate methods are up to four orders of magnitude faster than the exact methods.

  1. Stochastic stresses in granular matter simulated by dripping identical ellipses into plane silo

    Berntsen, Kasper Nikolaj; Ditlevsen, Ove Dalager

    2000-01-01

    A two-dimensional silo pressure model-problem is investigated by molecular dynamics simulations. A plane silo container is filled by a granular matter consisting of congruent elliptic particles dropped one by one into the silo. A suitable energy absorbing contact force mechanism is activatedduring...... the granular matter in the silo are compared to thesolution of a stochastic equilibrium differential equation. In this equation the stochasticity source is a homogeneouswhite noise gamma-distributed side pressure factor field along the walls. This is a generalization of the deterministic side pressure factor...... proposed by Janssen in 1895. The stochastic Janssen factor model is shown to be fairly consistentwith the observations from which the mean and the intensity of the white noise is estimated by the method of maximumlikelihood using the properties of the gamma-distribution. Two wall friction coefficients...

  2. Adaptive Finite Element Method Assisted by Stochastic Simulation of Chemical Systems

    Cotter, Simon L.; Vejchodský , Tomá š; Erban, Radek

    2013-01-01

    Stochastic models of chemical systems are often analyzed by solving the corresponding Fokker-Planck equation, which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with nonnegligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the stationary probability density. Numerical examples demonstrate that the presented method is competitive with existing a posteriori methods. © 2013 Society for Industrial and Applied Mathematics.

  3. Using relational databases to collect and store discrete-event simulation results

    Poderys, Justas; Soler, José

    2016-01-01

    , export the results to a data carrier file and then process the results stored in a file using the data processing software. In this work, we propose to save the simulation results directly from a simulation tool to a computer database. We implemented a link between the discrete-even simulation tool...... and the database and performed performance evaluation of 3 different open-source database systems. We show, that with a right choice of a database system, simulation results can be collected and exported up to 2.67 times faster, and use 1.78 times less disk space when compared to using simulation software built...

  4. Discrete particle noise in particle-in-cell simulations of plasma microturbulence

    Nevins, W.M.; Hammett, G.W.; Dimits, A.M.; Dorland, W.; Shumaker, D.E.

    2005-01-01

    Recent gyrokinetic simulations of electron temperature gradient (ETG) turbulence with the global particle-in-cell (PIC) code GTC [Z. Lin et al., Proceedings of the 20th Fusion Energy Conference, Vilamoura, Portugal, 2004 (IAEA, Vienna, 2005)] yielded different results from earlier flux-tube continuum code simulations [F. Jenko and W. Dorland, Phys. Rev. Lett. 89, 225001 (2002)] despite similar plasma parameters. Differences between the simulation results were attributed to insufficient phase-space resolution and novel physics associated with global simulation models. The results of the global PIC code are reproduced here using the flux-tube PIC code PG3EQ [A. M. Dimits et al., Phys. Rev. Lett. 77, 71 (1996)], thereby eliminating global effects as the cause of the discrepancy. The late-time decay of the ETG turbulence and the steady-state heat transport observed in these PIC simulations are shown to result from discrete particle noise. Discrete particle noise is a numerical artifact, so both these PG3EQ simulations and, by inference, the GTC simulations that they reproduced have little to say about steady-state ETG turbulence and the associated anomalous heat transport. In the course of this work several diagnostics are developed to retrospectively test whether a particular PIC simulation is dominated by discrete particle noise

  5. Stochastic Processes and Queueing Theory used in Cloud Computer Performance Simulations

    Florin-Catalin ENACHE

    2015-10-01

    Full Text Available The growing character of the cloud business has manifested exponentially in the last 5 years. The capacity managers need to concentrate on a practical way to simulate the random demands a cloud infrastructure could face, even if there are not too many mathematical tools to simulate such demands.This paper presents an introduction into the most important stochastic processes and queueing theory concepts used for modeling computer performance. Moreover, it shows the cases where such concepts are applicable and when not, using clear programming examples on how to simulate a queue, and how to use and validate a simulation, when there are no mathematical concepts to back it up.

  6. MÉTODOS DISCRETOS Y CONTINUOS PARA MODELAR LA DENSIDAD DE PROBABILIDAD DE LA VOLATILIDAD ESTOCÁSTICA DE LOS RENDIMIENTOS DE SERIES FINANCIERAS DISCRETE AND CONTINUOUS METHODS FOR MODELING FINANCIAL SERIES YIELDING STOCHASTIC VOLATILITY PROBABILITY DENSITY

    Carlos Alexánder Grajales Correa

    2007-07-01

    Full Text Available En este trabajo se consideran los rendimientos diarios de un activo financiero con el propósito de modelar y comparar la densidad de probabilidad de la volatilidad estocástica de los retornos. Para tal fin, se proponen los modelos ARCH y sus extensiones, que son en tiempo discreto, así como un modelo empírico de volatilidad estocástica, desarrollado por Paul Wilmott. Para el caso discreto se muestran los modelos que permiten estimar la volatilidad condicional heterocedástica en un instante t del tiempo, t∈[1,T]. En el caso continuo se asocia un proceso de difusión de Itô a la volatilidad estocástica de la serie financiera, lo cual posibilita discretizar dicho proceso y simularlo para obtener densidades de probabilidad empíricas de la volatilidad. Finalmente se ilustran y se comparan los resultados obtenidos con las metodologías expuestas para el caso de las series financieras S&P 500 de EEUU, el Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores (IPC y el IGBC de Colombia.This work considers daily yields of financial assets in order to model and compare returns stochastic volatility probability density. For such aim, ARCH models and its extensions are proposed - they are in discrete time- as well as an Empirical Stochastic Volatility Model, developed by Paul Wilmott. For the discrete case, models that allow to estimate heteroscedasticity conditional volatility in a time, t, t,t∈[1,T], are shown. In the continuous case, there is an association of an Itô diffusion process to stochastic volatility of the financial series, which allows to write a discretization of this process and to simulate it to obtain empirical probabilistic densities from the volatility. Finally the results are illustrated and compared with methodologies exposed by the case of the financial series S&P 500 of the U.S.A., Index of Prices and Quotations of stock-market Mexican of Values (IPC and IGBC of Colombia.

  7. D-leaping: Accelerating stochastic simulation algorithms for reactions with delays

    Bayati, Basil; Chatelain, Philippe; Koumoutsakos, Petros

    2009-01-01

    We propose a novel, accelerated algorithm for the approximate stochastic simulation of biochemical systems with delays. The present work extends existing accelerated algorithms by distributing, in a time adaptive fashion, the delayed reactions so as to minimize the computational effort while preserving their accuracy. The accuracy of the present algorithm is assessed by comparing its results to those of the corresponding delay differential equations for a representative biochemical system. In addition, the fluctuations produced from the present algorithm are comparable to those from an exact stochastic simulation with delays. The algorithm is used to simulate biochemical systems that model oscillatory gene expression. The results indicate that the present algorithm is competitive with existing works for several benchmark problems while it is orders of magnitude faster for certain systems of biochemical reactions.

  8. Discrete Event System Based Pyroprocessing Modeling and Simulation: Oxide Reduction

    Lee, H. J.; Ko, W. I.; Choi, S. Y.; Kim, S. K.; Hur, J. M.; Choi, E. Y.; Im, H. S.; Park, K. I.; Kim, I. T.

    2014-01-01

    Dynamic changes according to the batch operation cannot be predicted in an equilibrium material flow. This study began to build a dynamic material balance model based on the previously developed pyroprocessing flowsheet. As a mid- and long-term research, an integrated pyroprocessing simulator is being developed at the Korea Atomic Energy Research Institute (KAERI) to cope with a review on the technical feasibility, safeguards assessment, conceptual design of facility, and economic feasibility evaluation. The most fundamental thing in such a simulator development is to establish the dynamic material flow framework. This study focused on the operation modeling of pyroprocessing to implement a dynamic material flow. As a case study, oxide reduction was investigated in terms of a dynamic material flow. DES based modeling was applied to build a pyroprocessing operation model. A dynamic material flow as the basic framework for an integrated pyroprocessing was successfully implemented through ExtendSim's internal database and item blocks. Complex operation logic behavior was verified, for example, an oxide reduction process in terms of dynamic material flow. Compared to the equilibrium material flow, a model-based dynamic material flow provides such detailed information that a careful analysis of every batch is necessary to confirm the dynamic material balance results. With the default scenario of oxide reduction, the batch mass balance was verified in comparison with a one-year equilibrium mass balance. This study is still under progress with a mid-and long-term goal, the development of a multi-purpose pyroprocessing simulator that is able to cope with safeguards assessment, economic feasibility, technical evaluation, conceptual design, and support of licensing for a future pyroprocessing facility

  9. Stochastic annealing simulations of defect interactions among subcascades

    Heinisch, H.L. [Pacific Northwest National Lab., Richland, WA (United States); Singh, B.N.

    1997-04-01

    The effects of the subcascade structure of high energy cascades on the temperature dependencies of annihilation, clustering and free defect production are investigated. The subcascade structure is simulated by closely spaced groups of lower energy MD cascades. The simulation results illustrate the strong influence of the defect configuration existing in the primary damage state on subsequent intracascade evolution. Other significant factors affecting the evolution of the defect distribution are the large differences in mobility and stability of vacancy and interstitial defects and the rapid one-dimensional diffusion of small, glissile interstitial loops produced directly in cascades. Annealing simulations are also performed on high-energy, subcascade-producing cascades generated with the binary collision approximation and calibrated to MD results.

  10. Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L^2 Projection on Polynomial Spaces

    Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, Raul

    2013-01-01

    In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input

  11. Accuracy of the discrete dipole approximation for simulation of optical properties of gold nanoparticles

    Yurkin, M.A.; de Kanter, D.; Hoekstra, A.G.

    2010-01-01

    We studied the accuracy of the discrete dipole approximation (DDA) for simulations of absorption and scattering spectra by gold nanoparticles (spheres, cubes, and rods ranging in size from 10 to 100 nm). We varied the dipole resolution and applied two DDA formulations, employing the standard lattice

  12. Improvements on nonlinear gyrokinetic particle simulations based on δf-discretization scheme

    Zorat, R.; Tessarotto, M.

    1998-01-01

    In this work various issues regarding the definition of improved theoretical models appropriate to describe the dynamics of confined magnetoplasmas by particle simulation methods are proposed. These concern in particular an improved non linear δf discretization scheme and the treatment of binary, i.e. Coulomb, and collective interactions. (orig.)

  13. Discrete element simulation of mill charge in 3D using the BLAZE-DEM GPU framework

    Govender, Nicolin

    2015-08-01

    Full Text Available The Discrete Element Method (DEM) simulation of charge motion in ball, semi autogenous (SAG) and autogenous mills has advanced to a stage where the effects of lifter design, power draft and product size can be evaluated with sufficient accuracy...

  14. Sound propagation in dry granular materials : discrete element simulations, theory, and experiments

    Mouraille, O.J.P.

    2009-01-01

    In this study sound wave propagation through different types of dry confined granular systems is studied. With three-dimensional discrete element simulations, theory and experiments, the influence of several micro-scale properties: friction, dissipation, particle rotation, and contact disorder, on

  15. Experiments and discrete element simulation of the dosing of cohesive powders in a simplified geometry

    Imole, Olukayode Isaiah; Krijgsman, Dinant; Weinhart, Thomas; Magnanimo, Vanessa; Chavez Montes, Bruno E.; Ramaioli, Marco; Luding, Stefan

    2016-01-01

    We perform experiments and discrete element simulations on the dosing of cohesive granular materials in a simplified geometry. The setup is a canister box where the powder is dosed out through the action of a constant-pitch coil feeder connected to a motor. A dosing step consists of a rotation

  16. Discrete element simulation of internal stress in SiCp/aluminum ...

    SiCp / Al-Mg-Si matrix composite was prepared by pressureless Infiltration Process. By discrete element method, microcosmic two-dimensional numerical model of SiCp / Al matrix composites was established and the simulation of the size and distribution of micro-contact pressure and tension was performed from small load ...

  17. A Simulation-Based Dynamic Stochastic Route Choice Model for Evacuation

    Xing Zhao

    2012-01-01

    Full Text Available This paper establishes a dynamic stochastic route choice model for evacuation to simulate the propagation process of traffic flow and estimate the stochastic route choice under evacuation situations. The model contains a lane-group-based cell transmission model (CTM which sets different traffic capacities for links with different turning movements to flow out in an evacuation situation, an actual impedance model which is to obtain the impedance of each route in time units at each time interval and a stochastic route choice model according to the probit-based stochastic user equilibrium. In this model, vehicles loading at each origin at each time interval are assumed to choose an evacuation route under determinate road network, signal design, and OD demand. As a case study, the proposed model is validated on the network nearby Nanjing Olympic Center after the opening ceremony of the 10th National Games of the People's Republic of China. The traffic volumes and clearing time at five exit points of the evacuation zone are calculated by the model to compare with survey data. The results show that this model can appropriately simulate the dynamic route choice and evolution process of the traffic flow on the network in an evacuation situation.

  18. Stochastic Simulation of Soot Formation Evolution in Counterflow Diffusion Flames

    Xiao Jiang

    2018-01-01

    Full Text Available Soot generally refers to carbonaceous particles formed during incomplete combustion of hydrocarbon fuels. A typical simulation of soot formation and evolution contains two parts: gas chemical kinetics, which models the chemical reaction from hydrocarbon fuels to soot precursors, that is, polycyclic aromatic hydrocarbons or PAHs, and soot dynamics, which models the soot formation from PAHs and evolution due to gas-soot and soot-soot interactions. In this study, two detailed gas kinetic mechanisms (ABF and KM2 have been compared during the simulation (using the solver Chemkin II of ethylene combustion in counterflow diffusion flames. Subsequently, the operator splitting Monte Carlo method is used to simulate the soot dynamics. Both the simulated data from the two mechanisms for gas and soot particles are compared with experimental data available in the literature. It is found that both mechanisms predict similar profiles for the gas temperature and velocity, agreeing well with measurements. However, KM2 mechanism provides much closer prediction compared to measurements for soot gas precursors. Furthermore, KM2 also shows much better predictions for soot number density and volume fraction than ABF. The effect of nozzle exit velocity on soot dynamics has also been investigated. Higher nozzle exit velocity renders shorter residence time for soot particles, which reduces the soot number density and volume fraction accordingly.

  19. A fire management simulation model using stochastic arrival times

    Eric L. Smith

    1987-01-01

    Fire management simulation models are used to predict the impact of changes in the fire management program on fire outcomes. As with all models, the goal is to abstract reality without seriously distorting relationships between variables of interest. One important variable of fire organization performance is the length of time it takes to get suppression units to the...

  20. Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk

    Schmitz, A.T.; Schwalm, W.A.

    2016-01-01

    Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.

  1. Development of discrete gas kinetic scheme for simulation of 3D viscous incompressible and compressible flows

    Yang, L. M.; Shu, C.; Wang, Y.; Sun, Y.

    2016-08-01

    The sphere function-based gas kinetic scheme (GKS), which was presented by Shu and his coworkers [23] for simulation of inviscid compressible flows, is extended to simulate 3D viscous incompressible and compressible flows in this work. Firstly, we use certain discrete points to represent the spherical surface in the phase velocity space. Then, integrals along the spherical surface for conservation forms of moments, which are needed to recover 3D Navier-Stokes equations, are approximated by integral quadrature. The basic requirement is that these conservation forms of moments can be exactly satisfied by weighted summation of distribution functions at discrete points. It was found that the integral quadrature by eight discrete points on the spherical surface, which forms the D3Q8 discrete velocity model, can exactly match the integral. In this way, the conservative variables and numerical fluxes can be computed by weighted summation of distribution functions at eight discrete points. That is, the application of complicated formulations resultant from integrals can be replaced by a simple solution process. Several numerical examples including laminar flat plate boundary layer, 3D lid-driven cavity flow, steady flow through a 90° bending square duct, transonic flow around DPW-W1 wing and supersonic flow around NACA0012 airfoil are chosen to validate the proposed scheme. Numerical results demonstrate that the present scheme can provide reasonable numerical results for 3D viscous flows.

  2. Discrete Event Simulation for the Analysis of Artillery Fired Projectiles from Shore

    2017-06-01

    model. 2.1 Discrete Event Simulation with Simkit Simkit is a library of classes and interfaces, written in Java , that support ease of implemen- tation...Simkit allows simulation modelers to break complex systems into components through a framework of Listener Event Graph Objects (LEGOs), described in...Classes A disadvantage to using Java Enum Types is the inability to change the values of Enum Type parameters while conducting a designed experiment

  3. Discrete event simulation and virtual reality use in industry: new opportunities and future trends

    Turner, Christopher; Hutabarat, Windo; Oyekan, John; Tiwari, Ashutosh

    2016-01-01

    This paper reviews the area of combined discrete event simulation (DES) and virtual reality (VR) use within industry. While establishing a state of the art for progress in this area, this paper makes the case for VR DES as the vehicle of choice for complex data analysis through interactive simulation models, highlighting both its advantages and current limitations. This paper reviews active research topics such as VR and DES real-time integration, communication protocols,...

  4. An efficient parallel stochastic simulation method for analysis of nonviral gene delivery systems

    Kuwahara, Hiroyuki

    2011-01-01

    Gene therapy has a great potential to become an effective treatment for a wide variety of diseases. One of the main challenges to make gene therapy practical in clinical settings is the development of efficient and safe mechanisms to deliver foreign DNA molecules into the nucleus of target cells. Several computational and experimental studies have shown that the design process of synthetic gene transfer vectors can be greatly enhanced by computational modeling and simulation. This paper proposes a novel, effective parallelization of the stochastic simulation algorithm (SSA) for pharmacokinetic models that characterize the rate-limiting, multi-step processes of intracellular gene delivery. While efficient parallelizations of the SSA are still an open problem in a general setting, the proposed parallel simulation method is able to substantially accelerate the next reaction selection scheme and the reaction update scheme in the SSA by exploiting and decomposing the structures of stochastic gene delivery models. This, thus, makes computationally intensive analysis such as parameter optimizations and gene dosage control for specific cell types, gene vectors, and transgene expression stability substantially more practical than that could otherwise be with the standard SSA. Here, we translated the nonviral gene delivery model based on mass-action kinetics by Varga et al. [Molecular Therapy, 4(5), 2001] into a more realistic model that captures intracellular fluctuations based on stochastic chemical kinetics, and as a case study we applied our parallel simulation to this stochastic model. Our results show that our simulation method is able to increase the efficiency of statistical analysis by at least 50% in various settings. © 2011 ACM.

  5. Coarse-grained stochastic processes and kinetic Monte Carlo simulators for the diffusion of interacting particles

    Katsoulakis, Markos A.; Vlachos, Dionisios G.

    2003-11-01

    We derive a hierarchy of successively coarse-grained stochastic processes and associated coarse-grained Monte Carlo (CGMC) algorithms directly from the microscopic processes as approximations in larger length scales for the case of diffusion of interacting particles on a lattice. This hierarchy of models spans length scales between microscopic and mesoscopic, satisfies a detailed balance, and gives self-consistent fluctuation mechanisms whose noise is asymptotically identical to the microscopic MC. Rigorous, detailed asymptotics justify and clarify these connections. Gradient continuous time microscopic MC and CGMC simulations are compared under far from equilibrium conditions to illustrate the validity of our theory and delineate the errors obtained by rigorous asymptotics. Information theory estimates are employed for the first time to provide rigorous error estimates between the solutions of microscopic MC and CGMC, describing the loss of information during the coarse-graining process. Simulations under periodic boundary conditions are used to verify the information theory error estimates. It is shown that coarse-graining in space leads also to coarse-graining in time by q2, where q is the level of coarse-graining, and overcomes in part the hydrodynamic slowdown. Operation counting and CGMC simulations demonstrate significant CPU savings in continuous time MC simulations that vary from q3 for short potentials to q4 for long potentials. Finally, connections of the new coarse-grained stochastic processes to stochastic mesoscopic and Cahn-Hilliard-Cook models are made.

  6. Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes

    Liu, Zhangjun; Liu, Zixin; Peng, Yongbo

    2017-11-01

    Conventional Karhunen-Loeve expansions for simulation of stochastic processes often encounter the challenge of dealing with hundreds of random variables. For breaking through the barrier, a random function embedded Karhunen-Loeve expansion method is proposed in this paper. The updated scheme has a similar form to the conventional Karhunen-Loeve expansion, both involving a summation of a series of deterministic orthonormal basis and uncorrelated random variables. While the difference from the updated scheme lies in the dimension reduction of Karhunen-Loeve expansion through introducing random functions as a conditional constraint upon uncorrelated random variables. The random function is expressed as a single-elementary-random-variable orthogonal function in polynomial format (non-Gaussian variables) or trigonometric format (non-Gaussian and Gaussian variables). For illustrative purposes, the simulation of seismic ground motion is carried out using the updated scheme. Numerical investigations reveal that the Karhunen-Loeve expansion with random functions could gain desirable simulation results in case of a moderate sample number, except the Hermite polynomials and the Laguerre polynomials. It has the sound applicability and efficiency in simulation of stochastic processes. Besides, the updated scheme has the benefit of integrating with probability density evolution method, readily for the stochastic analysis of nonlinear structures.

  7. Discrete dislocation simulations of the flattening of nanoimprinted surfaces

    Zhang, Yunhe; Nicola, Lucia; Van der Giessen, Erik

    2010-01-01

    Simulations of rough surface flattening are performed on thin metal films whose roughness is created by nanoimprinting flat single crystals. The imprinting is carried out by means of a rigid template with equal flat contacts at varying spacing. The imprinted surfaces are subsequently flattened by a rigid platen, while the change of roughness and surface profile is computed. Attention is focused mainly on comparing the response of the film surfaces with those of identical films cleared of the dislocations and residual stresses left by the imprinting process. The aim of these studies is to understand to what extent the loading history affects deformation and roughness during flattening. The limiting cases of sticking and frictionless contact between rough surface and platen are analyzed. Results show that when the asperities are flattened such that the contact area is up to about one third of the surface area, the loading history strongly affects the flattening. Specifically, the presence of initial dislocations facilitates the squeezing of asperities independently of the friction conditions of the contact. For larger contact areas, the initial conditions affect only sticking contacts, while frictionless contacts lead to a homogeneous flattening of the asperities due to yield of the metal film. In all cases studied the final surface profile obtained after flattening has little to no resemblance to the original imprinted surface

  8. Neural network stochastic simulation applied for quantifying uncertainties

    N Foudil-Bey

    2016-09-01

    Full Text Available Generally the geostatistical simulation methods are used to generate several realizations of physical properties in the sub-surface, these methods are based on the variogram analysis and limited to measures correlation between variables at two locations only. In this paper, we propose a simulation of properties based on supervised Neural network training at the existing drilling data set. The major advantage is that this method does not require a preliminary geostatistical study and takes into account several points. As a result, the geological information and the diverse geophysical data can be combined easily. To do this, we used a neural network with multi-layer perceptron architecture like feed-forward, then we used the back-propagation algorithm with conjugate gradient technique to minimize the error of the network output. The learning process can create links between different variables, this relationship can be used for interpolation of the properties on the one hand, or to generate several possible distribution of physical properties on the other hand, changing at each time and a random value of the input neurons, which was kept constant until the period of learning. This method was tested on real data to simulate multiple realizations of the density and the magnetic susceptibility in three-dimensions at the mining camp of Val d'Or, Québec (Canada.

  9. arXiv Stochastic locality and master-field simulations of very large lattices

    Lüscher, Martin

    2018-01-01

    In lattice QCD and other field theories with a mass gap, the field variables in distant regions of a physically large lattice are only weakly correlated. Accurate stochastic estimates of the expectation values of local observables may therefore be obtained from a single representative field. Such master-field simulations potentially allow very large lattices to be simulated, but require various conceptual and technical issues to be addressed. In this talk, an introduction to the subject is provided and some encouraging results of master-field simulations of the SU(3) gauge theory are reported.

  10. A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

    van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

    2013-08-01

    Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

  11. Stochastic simulation modeling to determine time to detect Bovine Viral Diarrhea antibodies in bulk tank milk

    Foddai, Alessandro; Enøe, Claes; Krogh, Kaspar

    2014-01-01

    A stochastic simulation model was developed to estimate the time from introduction ofBovine Viral Diarrhea Virus (BVDV) in a herd to detection of antibodies in bulk tank milk(BTM) samples using three ELISAs. We assumed that antibodies could be detected, after afixed threshold prevalence of seroco......A stochastic simulation model was developed to estimate the time from introduction ofBovine Viral Diarrhea Virus (BVDV) in a herd to detection of antibodies in bulk tank milk(BTM) samples using three ELISAs. We assumed that antibodies could be detected, after afixed threshold prevalence......, which was the most efficient ELISA, could detect antibodiesin the BTM of a large herd 280 days (95% prediction interval: 218; 568) after a transientlyinfected (TI) milking cow has been introduced into the herd. The estimated time to detectionafter introduction of one PI calf was 111 days (44; 605...

  12. ENVIRONMENT: a computational platform to stochastically simulate reacting and self-reproducing lipid compartments

    Mavelli, Fabio; Ruiz-Mirazo, Kepa

    2010-09-01

    'ENVIRONMENT' is a computational platform that has been developed in the last few years with the aim to simulate stochastically the dynamics and stability of chemically reacting protocellular systems. Here we present and describe some of its main features, showing how the stochastic kinetics approach can be applied to study the time evolution of reaction networks in heterogeneous conditions, particularly when supramolecular lipid structures (micelles, vesicles, etc) coexist with aqueous domains. These conditions are of special relevance to understand the origins of cellular, self-reproducing compartments, in the context of prebiotic chemistry and evolution. We contrast our simulation results with real lab experiments, with the aim to bring together theoretical and experimental research on protocell and minimal artificial cell systems.

  13. Development of Fast-Time Stochastic Airport Ground and Runway Simulation Model and Its Traffic Analysis

    Ryota Mori

    2015-01-01

    Full Text Available Airport congestion, in particular congestion of departure aircraft, has already been discussed by other researches. Most solutions, though, fail to account for uncertainties. Since it is difficult to remove uncertainties of the operations in the real world, a strategy should be developed assuming such uncertainties exist. Therefore, this research develops a fast-time stochastic simulation model used to validate various methods in order to decrease airport congestion level under existing uncertainties. The surface movement data is analyzed first, and the uncertainty level is obtained. Next, based on the result of data analysis, the stochastic simulation model is developed. The model is validated statistically and the characteristics of airport operation under existing uncertainties are investigated.

  14. Integrated simulation of continuous-scale and discrete-scale radiative transfer in metal foams

    Xia, Xin-Lin; Li, Yang; Sun, Chuang; Ai, Qing; Tan, He-Ping

    2018-06-01

    A novel integrated simulation of radiative transfer in metal foams is presented. It integrates the continuous-scale simulation with the direct discrete-scale simulation in a single computational domain. It relies on the coupling of the real discrete-scale foam geometry with the equivalent continuous-scale medium through a specially defined scale-coupled zone. This zone holds continuous but nonhomogeneous volumetric radiative properties. The scale-coupled approach is compared to the traditional continuous-scale approach using volumetric radiative properties in the equivalent participating medium and to the direct discrete-scale approach employing the real 3D foam geometry obtained by computed tomography. All the analyses are based on geometrical optics. The Monte Carlo ray-tracing procedure is used for computations of the absorbed radiative fluxes and the apparent radiative behaviors of metal foams. The results obtained by the three approaches are in tenable agreement. The scale-coupled approach is fully validated in calculating the apparent radiative behaviors of metal foams composed of very absorbing to very reflective struts and that composed of very rough to very smooth struts. This new approach leads to a reduction in computational time by approximately one order of magnitude compared to the direct discrete-scale approach. Meanwhile, it can offer information on the local geometry-dependent feature and at the same time the equivalent feature in an integrated simulation. This new approach is promising to combine the advantages of the continuous-scale approach (rapid calculations) and direct discrete-scale approach (accurate prediction of local radiative quantities).

  15. A stochastic six-degree-of-freedom flight simulator for passively controlled high power rockets

    Box, Simon; Bishop, Christopher M.; Hunt, Hugh

    2011-01-01

    This paper presents a method for simulating the flight of a passively controlled rocket in six degrees of freedom, and the descent under parachute in three degrees of freedom, Also presented is a method for modelling the uncertainty in both the rocket dynamics and the atmospheric conditions using stochastic parameters and the Monte-Carlo method. Included within this we present a method for quantifying the uncertainty in the atmospheric conditions using historical atmospheric data. The core si...

  16. Discrete event model-based simulation for train movement on a single-line railway

    Xu Xiao-Ming; Li Ke-Ping; Yang Li-Xing

    2014-01-01

    The aim of this paper is to present a discrete event model-based approach to simulate train movement with the considered energy-saving factor. We conduct extensive case studies to show the dynamic characteristics of the traffic flow and demonstrate the effectiveness of the proposed approach. The simulation results indicate that the proposed discrete event model-based simulation approach is suitable for characterizing the movements of a group of trains on a single railway line with less iterations and CPU time. Additionally, some other qualitative and quantitative characteristics are investigated. In particular, because of the cumulative influence from the previous trains, the following trains should be accelerated or braked frequently to control the headway distance, leading to more energy consumption. (general)

  17. On time discretizations for the simulation of the batch settling-compression process in one dimension.

    Bürger, Raimund; Diehl, Stefan; Mejías, Camilo

    2016-01-01

    The main purpose of the recently introduced Bürger-Diehl simulation model for secondary settling tanks was to resolve spatial discretization problems when both hindered settling and the phenomena of compression and dispersion are included. Straightforward time integration unfortunately means long computational times. The next step in the development is to introduce and investigate time-integration methods for more efficient simulations, but where other aspects such as implementation complexity and robustness are equally considered. This is done for batch settling simulations. The key findings are partly a new time-discretization method and partly its comparison with other specially tailored and standard methods. Several advantages and disadvantages for each method are given. One conclusion is that the new linearly implicit method is easier to implement than another one (semi-implicit method), but less efficient based on two types of batch sedimentation tests.

  18. Stochastic Modeling and Analysis of Power System with Renewable Generation

    Chen, Peiyuan

    Unlike traditional fossil-fuel based power generation, renewable generation such as wind power relies on uncontrollable prime sources such as wind speed. Wind speed varies stochastically, which to a large extent determines the stochastic behavior of power generation from wind farms...... that such a stochastic model can be used to simulate the effect of load management on the load duration curve. As CHP units are turned on and off by regulating power, CHP generation has discrete output and thus can be modeled by a transition matrix based discrete Markov chain. As the CHP generation has a strong diurnal...

  19. Conditional Stochastic Models in Reduced Space: Towards Efficient Simulation of Tropical Cyclone Precipitation Patterns

    Dodov, B.

    2017-12-01

    Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon

  20. Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

    Curran, Thomas; Denner, Fabian; van Wachem, Berend

    2017-11-01

    The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

  1. Synchronous Parallel Emulation and Discrete Event Simulation System with Self-Contained Simulation Objects and Active Event Objects

    Steinman, Jeffrey S. (Inventor)

    1998-01-01

    The present invention is embodied in a method of performing object-oriented simulation and a system having inter-connected processor nodes operating in parallel to simulate mutual interactions of a set of discrete simulation objects distributed among the nodes as a sequence of discrete events changing state variables of respective simulation objects so as to generate new event-defining messages addressed to respective ones of the nodes. The object-oriented simulation is performed at each one of the nodes by assigning passive self-contained simulation objects to each one of the nodes, responding to messages received at one node by generating corresponding active event objects having user-defined inherent capabilities and individual time stamps and corresponding to respective events affecting one of the passive self-contained simulation objects of the one node, restricting the respective passive self-contained simulation objects to only providing and receiving information from die respective active event objects, requesting information and changing variables within a passive self-contained simulation object by the active event object, and producing corresponding messages specifying events resulting therefrom by the active event objects.

  2. Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data

    Žukovič, Milan; Hristopulos, Dionissios T

    2009-01-01

    A current problem of practical significance is how to analyze large, spatially distributed, environmental data sets. The problem is more challenging for variables that follow non-Gaussian distributions. We show by means of numerical simulations that the spatial correlations between variables can be captured by interactions between 'spins'. The spins represent multilevel discretizations of environmental variables with respect to a number of pre-defined thresholds. The spatial dependence between the 'spins' is imposed by means of short-range interactions. We present two approaches, inspired by the Ising and Potts models, that generate conditional simulations of spatially distributed variables from samples with missing data. Currently, the sampling and simulation points are assumed to be at the nodes of a regular grid. The conditional simulations of the 'spin system' are forced to respect locally the sample values and the system statistics globally. The second constraint is enforced by minimizing a cost function representing the deviation between normalized correlation energies of the simulated and the sample distributions. In the approach based on the N c -state Potts model, each point is assigned to one of N c classes. The interactions involve all the points simultaneously. In the Ising model approach, a sequential simulation scheme is used: the discretization at each simulation level is binomial (i.e., ± 1). Information propagates from lower to higher levels as the simulation proceeds. We compare the two approaches in terms of their ability to reproduce the target statistics (e.g., the histogram and the variogram of the sample distribution), to predict data at unsampled locations, as well as in terms of their computational complexity. The comparison is based on a non-Gaussian data set (derived from a digital elevation model of the Walker Lake area, Nevada, USA). We discuss the impact of relevant simulation parameters, such as the domain size, the number of

  3. Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data

    Žukovič, Milan; Hristopulos, Dionissios T.

    2009-02-01

    A current problem of practical significance is how to analyze large, spatially distributed, environmental data sets. The problem is more challenging for variables that follow non-Gaussian distributions. We show by means of numerical simulations that the spatial correlations between variables can be captured by interactions between 'spins'. The spins represent multilevel discretizations of environmental variables with respect to a number of pre-defined thresholds. The spatial dependence between the 'spins' is imposed by means of short-range interactions. We present two approaches, inspired by the Ising and Potts models, that generate conditional simulations of spatially distributed variables from samples with missing data. Currently, the sampling and simulation points are assumed to be at the nodes of a regular grid. The conditional simulations of the 'spin system' are forced to respect locally the sample values and the system statistics globally. The second constraint is enforced by minimizing a cost function representing the deviation between normalized correlation energies of the simulated and the sample distributions. In the approach based on the Nc-state Potts model, each point is assigned to one of Nc classes. The interactions involve all the points simultaneously. In the Ising model approach, a sequential simulation scheme is used: the discretization at each simulation level is binomial (i.e., ± 1). Information propagates from lower to higher levels as the simulation proceeds. We compare the two approaches in terms of their ability to reproduce the target statistics (e.g., the histogram and the variogram of the sample distribution), to predict data at unsampled locations, as well as in terms of their computational complexity. The comparison is based on a non-Gaussian data set (derived from a digital elevation model of the Walker Lake area, Nevada, USA). We discuss the impact of relevant simulation parameters, such as the domain size, the number of

  4. Enhanced Discrete-Time Scheduler Engine for MBMS E-UMTS System Level Simulator

    Pratas, Nuno; Rodrigues, António

    2007-01-01

    In this paper the design of an E-UMTS system level simulator developed for the study of optimization methods for the MBMS is presented. The simulator uses a discrete event based philosophy, which captures the dynamic behavior of the Radio Network System. This dynamic behavior includes the user...... mobility, radio interfaces and the Radio Access Network. Its given emphasis on the enhancements developed for the simulator core, the Event Scheduler Engine. Two implementations for the Event Scheduler Engine are proposed, one optimized for single core processors and other for multi-core ones....

  5. A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

    2016-01-01

    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

  6. A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    Moraes, Alvaro

    2016-07-07

    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

  7. Quantification of discreteness effects in cosmological N-body simulations: Initial conditions

    Joyce, M.; Marcos, B.

    2007-01-01

    The relation between the results of cosmological N-body simulations, and the continuum theoretical models they simulate, is currently not understood in a way which allows a quantification of N dependent effects. In this first of a series of papers on this issue, we consider the quantification of such effects in the initial conditions of such simulations. A general formalism developed in [A. Gabrielli, Phys. Rev. E 70, 066131 (2004).] allows us to write down an exact expression for the power spectrum of the point distributions generated by the standard algorithm for generating such initial conditions. Expanded perturbatively in the amplitude of the input (i.e. theoretical, continuum) power spectrum, we obtain at linear order the input power spectrum, plus two terms which arise from discreteness and contribute at large wave numbers. For cosmological type power spectra, one obtains as expected, the input spectrum for wave numbers k smaller than that characteristic of the discreteness. The comparison of real space correlation properties is more subtle because the discreteness corrections are not as strongly localized in real space. For cosmological type spectra the theoretical mass variance in spheres and two-point correlation function are well approximated above a finite distance. For typical initial amplitudes this distance is a few times the interparticle distance, but it diverges as this amplitude (or, equivalently, the initial redshift of the cosmological simulation) goes to zero, at fixed particle density. We discuss briefly the physical significance of these discreteness terms in the initial conditions, in particular, with respect to the definition of the continuum limit of N-body simulations

  8. Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

    In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

  9. A stochastic model for the simulation of wind turbine blades in static stall

    Bertagnolio, Franck; Rasmussen, Flemming; Sørensen, Niels N.

    2010-01-01

    The aim of this work is to improve aeroelastic simulation codes by accounting for the unsteady aerodynamic forces that a blade experiences in static stall. A model based on a spectral representation of the aerodynamic lift force is defined. The drag and pitching moment are derived using...... a conditional simulation technique for stochastic processes. The input data for the model can be collected either from measurements or from numerical results from a Computational Fluid Dynamics code for airfoil sections at constant angles of attack. An analysis of such data is provided, which helps to determine...

  10. Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

    Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Department of Mathematics, University of Trento (Italy); Zunino, Roberto, E-mail: roberto.zunino@unitn.it [Department of Mathematics, University of Trento (Italy)

    2014-10-07

    We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concrete biological models.

  11. Monte Carlo simulation of induction time and metastable zone width; stochastic or deterministic?

    Kubota, Noriaki

    2018-03-01

    The induction time and metastable zone width (MSZW) measured for small samples (say 1 mL or less) both scatter widely. Thus, these two are observed as stochastic quantities. Whereas, for large samples (say 1000 mL or more), the induction time and MSZW are observed as deterministic quantities. The reason for such experimental differences is investigated with Monte Carlo simulation. In the simulation, the time (under isothermal condition) and supercooling (under polythermal condition) at which a first single crystal is detected are defined as the induction time t and the MSZW ΔT for small samples, respectively. The number of crystals just at the moment of t and ΔT is unity. A first crystal emerges at random due to the intrinsic nature of nucleation, accordingly t and ΔT become stochastic. For large samples, the time and supercooling at which the number density of crystals N/V reaches a detector sensitivity (N/V)det are defined as t and ΔT for isothermal and polythermal conditions, respectively. The points of t and ΔT are those of which a large number of crystals have accumulated. Consequently, t and ΔT become deterministic according to the law of large numbers. Whether t and ΔT may stochastic or deterministic in actual experiments should not be attributed to change in nucleation mechanisms in molecular level. It could be just a problem caused by differences in the experimental definition of t and ΔT.

  12. Long-time analytic approximation of large stochastic oscillators: Simulation, analysis and inference.

    Giorgos Minas

    2017-07-01

    Full Text Available In order to analyse large complex stochastic dynamical models such as those studied in systems biology there is currently a great need for both analytical tools and also algorithms for accurate and fast simulation and estimation. We present a new stochastic approximation of biological oscillators that addresses these needs. Our method, called phase-corrected LNA (pcLNA overcomes the main limitations of the standard Linear Noise Approximation (LNA to remain uniformly accurate for long times, still maintaining the speed and analytically tractability of the LNA. As part of this, we develop analytical expressions for key probability distributions and associated quantities, such as the Fisher Information Matrix and Kullback-Leibler divergence and we introduce a new approach to system-global sensitivity analysis. We also present algorithms for statistical inference and for long-term simulation of oscillating systems that are shown to be as accurate but much faster than leaping algorithms and algorithms for integration of diffusion equations. Stochastic versions of published models of the circadian clock and NF-κB system are used to illustrate our results.

  13. Stochastic Modeling of Overtime Occupancy and Its Application in Building Energy Simulation and Calibration

    Sun, Kaiyu; Yan, Da; Hong, Tianzhen; Guo, Siyue

    2014-02-28

    Overtime is a common phenomenon around the world. Overtime drives both internal heat gains from occupants, lighting and plug-loads, and HVAC operation during overtime periods. Overtime leads to longer occupancy hours and extended operation of building services systems beyond normal working hours, thus overtime impacts total building energy use. Current literature lacks methods to model overtime occupancy because overtime is stochastic in nature and varies by individual occupants and by time. To address this gap in the literature, this study aims to develop a new stochastic model based on the statistical analysis of measured overtime occupancy data from an office building. A binomial distribution is used to represent the total number of occupants working overtime, while an exponential distribution is used to represent the duration of overtime periods. The overtime model is used to generate overtime occupancy schedules as an input to the energy model of a second office building. The measured and simulated cooling energy use during the overtime period is compared in order to validate the overtime model. A hybrid approach to energy model calibration is proposed and tested, which combines ASHRAE Guideline 14 for the calibration of the energy model during normal working hours, and a proposed KS test for the calibration of the energy model during overtime. The developed stochastic overtime model and the hybrid calibration approach can be used in building energy simulations to improve the accuracy of results, and better understand the characteristics of overtime in office buildings.

  14. Simulation of interim spent fuel storage system with discrete event model

    Yoon, Wan Ki; Song, Ki Chan; Lee, Jae Sol; Park, Hyun Soo

    1989-01-01

    This paper describes dynamic simulation of the spent fuel storage system which is described by statistical discrete event models. It visualizes flow and queue of system over time, assesses the operational performance of the system activities and establishes the system components and streams. It gives information on system organization and operation policy with reference to the design. System was tested and analyzed over a number of critical parameters to establish the optimal system. Workforce schedule and resources with long processing time dominate process. A combination of two workforce shifts a day and two cooling pits gives the optimal solution of storage system. Discrete system simulation is an useful tool to get information on optimal design and operation of the storage system. (Author)

  15. A numerical simulation of wheel spray for simplified vehicle model based on discrete phase method

    Xingjun Hu

    2015-07-01

    Full Text Available Road spray greatly affects vehicle body soiling and driving safety. The study of road spray has attracted increasing attention. In this article, computational fluid dynamics software with widely used finite volume method code was employed to investigate the numerical simulation of spray induced by a simplified wheel model and a modified square-back model proposed by the Motor Industry Research Association. Shear stress transport k-omega turbulence model, discrete phase model, and Eulerian wall-film model were selected. In the simulation process, the phenomenon of breakup and coalescence of drops were considered, and the continuous and discrete phases were treated as two-way coupled in momentum and turbulent motion. The relationship between the vehicle external flow structure and body soiling was also discussed.

  16. Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

    Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

    2018-06-21

    The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

  17. A high precision dual feedback discrete control system designed for satellite trajectory simulator

    Liu, Ximin; Liu, Liren; Sun, Jianfeng; Xu, Nan

    2005-08-01

    Cooperating with the free-space laser communication terminals, the satellite trajectory simulator is used to test the acquisition, pointing, tracking and communicating performances of the terminals. So the satellite trajectory simulator plays an important role in terminal ground test and verification. Using the double-prism, Sun etc in our group designed a satellite trajectory simulator. In this paper, a high precision dual feedback discrete control system designed for the simulator is given and a digital fabrication of the simulator is made correspondingly. In the dual feedback discrete control system, Proportional- Integral controller is used in velocity feedback loop and Proportional- Integral- Derivative controller is used in position feedback loop. In the controller design, simplex method is introduced and an improvement to the method is made. According to the transfer function of the control system in Z domain, the digital fabrication of the simulator is given when it is exposed to mechanism error and moment disturbance. Typically, when the mechanism error is 100urad, the residual standard error of pitching angle, azimuth angle, x-coordinate position and y-coordinate position are 0.49urad, 6.12urad, 4.56urad, 4.09urad respectively. When the moment disturbance is 0.1rad, the residual standard error of pitching angle, azimuth angle, x-coordinate position and y-coordinate position are 0.26urad, 0.22urad, 0.16urad, 0.15urad respectively. The digital fabrication results demonstrate that the dual feedback discrete control system designed for the simulator can achieve the anticipated high precision performance.

  18. Using Discrete Event Simulation for Programming Model Exploration at Extreme-Scale: Macroscale Components for the Structural Simulation Toolkit (SST).

    Wilke, Jeremiah J [Sandia National Laboratories (SNL-CA), Livermore, CA (United States); Kenny, Joseph P. [Sandia National Laboratories (SNL-CA), Livermore, CA (United States)

    2015-02-01

    Discrete event simulation provides a powerful mechanism for designing and testing new extreme- scale programming models for high-performance computing. Rather than debug, run, and wait for results on an actual system, design can first iterate through a simulator. This is particularly useful when test beds cannot be used, i.e. to explore hardware or scales that do not yet exist or are inaccessible. Here we detail the macroscale components of the structural simulation toolkit (SST). Instead of depending on trace replay or state machines, the simulator is architected to execute real code on real software stacks. Our particular user-space threading framework allows massive scales to be simulated even on small clusters. The link between the discrete event core and the threading framework allows interesting performance metrics like call graphs to be collected from a simulated run. Performance analysis via simulation can thus become an important phase in extreme-scale programming model and runtime system design via the SST macroscale components.

  19. Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

    Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

    2014-01-01

    Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

  20. Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

    Kucza, Witold

    2013-07-25

    Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

  1. Sensitivity of Particle Size in Discrete Element Method to Particle Gas Method (DEM_PGM) Coupling in Underbody Blast Simulations

    2016-06-12

    Particle Size in Discrete Element Method to Particle Gas Method (DEM_PGM) Coupling in Underbody Blast Simulations Venkatesh Babu, Kumar Kulkarni, Sanjay...buried in soil viz., (1) coupled discrete element & particle gas methods (DEM-PGM) and (2) Arbitrary Lagrangian-Eulerian (ALE), are investigated. The...DEM_PGM and identify the limitations/strengths compared to the ALE method. Discrete Element Method (DEM) can model individual particle directly, and

  2. GPU accelerated simulations of 3D deterministic particle transport using discrete ordinates method

    Gong Chunye; Liu Jie; Chi Lihua; Huang Haowei; Fang Jingyue; Gong Zhenghu

    2011-01-01

    Graphics Processing Unit (GPU), originally developed for real-time, high-definition 3D graphics in computer games, now provides great faculty in solving scientific applications. The basis of particle transport simulation is the time-dependent, multi-group, inhomogeneous Boltzmann transport equation. The numerical solution to the Boltzmann equation involves the discrete ordinates (S n ) method and the procedure of source iteration. In this paper, we present a GPU accelerated simulation of one energy group time-independent deterministic discrete ordinates particle transport in 3D Cartesian geometry (Sweep3D). The performance of the GPU simulations are reported with the simulations of vacuum boundary condition. The discussion of the relative advantages and disadvantages of the GPU implementation, the simulation on multi GPUs, the programming effort and code portability are also reported. The results show that the overall performance speedup of one NVIDIA Tesla M2050 GPU ranges from 2.56 compared with one Intel Xeon X5670 chip to 8.14 compared with one Intel Core Q6600 chip for no flux fixup. The simulation with flux fixup on one M2050 is 1.23 times faster than on one X5670.

  3. GPU accelerated simulations of 3D deterministic particle transport using discrete ordinates method

    Gong, Chunye; Liu, Jie; Chi, Lihua; Huang, Haowei; Fang, Jingyue; Gong, Zhenghu

    2011-07-01

    Graphics Processing Unit (GPU), originally developed for real-time, high-definition 3D graphics in computer games, now provides great faculty in solving scientific applications. The basis of particle transport simulation is the time-dependent, multi-group, inhomogeneous Boltzmann transport equation. The numerical solution to the Boltzmann equation involves the discrete ordinates ( Sn) method and the procedure of source iteration. In this paper, we present a GPU accelerated simulation of one energy group time-independent deterministic discrete ordinates particle transport in 3D Cartesian geometry (Sweep3D). The performance of the GPU simulations are reported with the simulations of vacuum boundary condition. The discussion of the relative advantages and disadvantages of the GPU implementation, the simulation on multi GPUs, the programming effort and code portability are also reported. The results show that the overall performance speedup of one NVIDIA Tesla M2050 GPU ranges from 2.56 compared with one Intel Xeon X5670 chip to 8.14 compared with one Intel Core Q6600 chip for no flux fixup. The simulation with flux fixup on one M2050 is 1.23 times faster than on one X5670.

  4. Discrete-event simulation for the design and evaluation of physical protection systems

    Jordan, S.E.; Snell, M.K.; Madsen, M.M.; Smith, J.S.; Peters, B.A.

    1998-01-01

    This paper explores the use of discrete-event simulation for the design and control of physical protection systems for fixed-site facilities housing items of significant value. It begins by discussing several modeling and simulation activities currently performed in designing and analyzing these protection systems and then discusses capabilities that design/analysis tools should have. The remainder of the article then discusses in detail how some of these new capabilities have been implemented in software to achieve a prototype design and analysis tool. The simulation software technology provides a communications mechanism between a running simulation and one or more external programs. In the prototype security analysis tool, these capabilities are used to facilitate human-in-the-loop interaction and to support a real-time connection to a virtual reality (VR) model of the facility being analyzed. This simulation tool can be used for both training (in real-time mode) and facility analysis and design (in fast mode)

  5. URDME: a modular framework for stochastic simulation of reaction-transport processes in complex geometries.

    Drawert, Brian; Engblom, Stefan; Hellander, Andreas

    2012-06-22

    Experiments in silico using stochastic reaction-diffusion models have emerged as an important tool in molecular systems biology. Designing computational software for such applications poses several challenges. Firstly, realistic lattice-based modeling for biological applications requires a consistent way of handling complex geometries, including curved inner- and outer boundaries. Secondly, spatiotemporal stochastic simulations are computationally expensive due to the fast time scales of individual reaction- and diffusion events when compared to the biological phenomena of actual interest. We therefore argue that simulation software needs to be both computationally efficient, employing sophisticated algorithms, yet in the same time flexible in order to meet present and future needs of increasingly complex biological modeling. We have developed URDME, a flexible software framework for general stochastic reaction-transport modeling and simulation. URDME uses Unstructured triangular and tetrahedral meshes to resolve general geometries, and relies on the Reaction-Diffusion Master Equation formalism to model the processes under study. An interface to a mature geometry and mesh handling external software (Comsol Multiphysics) provides for a stable and interactive environment for model construction. The core simulation routines are logically separated from the model building interface and written in a low-level language for computational efficiency. The connection to the geometry handling software is realized via a Matlab interface which facilitates script computing, data management, and post-processing. For practitioners, the software therefore behaves much as an interactive Matlab toolbox. At the same time, it is possible to modify and extend URDME with newly developed simulation routines. Since the overall design effectively hides the complexity of managing the geometry and meshes, this means that newly developed methods may be tested in a realistic setting already at

  6. Discrete Element Method Simulation of a Boulder Extraction From an Asteroid

    Kulchitsky, Anton K.; Johnson, Jerome B.; Reeves, David M.; Wilkinson, Allen

    2014-01-01

    The force required to pull 7t and 40t polyhedral boulders from the surface of an asteroid is simulated using the discrete element method considering the effects of microgravity, regolith cohesion and boulder acceleration. The connection between particle surface energy and regolith cohesion is estimated by simulating a cohesion sample tearing test. An optimal constant acceleration is found where the peak net force from inertia and cohesion is a minimum. Peak pulling forces can be further reduced by using linear and quadratic acceleration functions with up to a 40% reduction in force for quadratic acceleration.

  7. Discrete Spin Vector Approach for Monte Carlo-based Magnetic Nanoparticle Simulations

    Senkov, Alexander; Peralta, Juan; Sahay, Rahul

    The study of magnetic nanoparticles has gained significant popularity due to the potential uses in many fields such as modern medicine, electronics, and engineering. To study the magnetic behavior of these particles in depth, it is important to be able to model and simulate their magnetic properties efficiently. Here we utilize the Metropolis-Hastings algorithm with a discrete spin vector model (in contrast to the standard continuous model) to model the magnetic hysteresis of a set of protected pure iron nanoparticles. We compare our simulations with the experimental hysteresis curves and discuss the efficiency of our algorithm.

  8. Discrete event simulation of the Defense Waste Processing Facility (DWPF) analytical laboratory

    Shanahan, K.L.

    1992-02-01

    A discrete event simulation of the Savannah River Site (SRS) Defense Waste Processing Facility (DWPF) analytical laboratory has been constructed in the GPSS language. It was used to estimate laboratory analysis times at process analytical hold points and to study the effect of sample number on those times. Typical results are presented for three different simultaneous representing increasing levels of complexity, and for different sampling schemes. Example equipment utilization time plots are also included. SRS DWPF laboratory management and chemists found the simulations very useful for resource and schedule planning

  9. The two-regime method for optimizing stochastic reaction-diffusion simulations

    Flegg, M. B.

    2011-10-19

    Spatial organization and noise play an important role in molecular systems biology. In recent years, a number of software packages have been developed for stochastic spatio-temporal simulation, ranging from detailed molecular-based approaches to less detailed compartment-based simulations. Compartment-based approaches yield quick and accurate mesoscopic results, but lack the level of detail that is characteristic of the computationally intensive molecular-based models. Often microscopic detail is only required in a small region (e.g. close to the cell membrane). Currently, the best way to achieve microscopic detail is to use a resource-intensive simulation over the whole domain. We develop the two-regime method (TRM) in which a molecular-based algorithm is used where desired and a compartment-based approach is used elsewhere. We present easy-to-implement coupling conditions which ensure that the TRM results have the same accuracy as a detailed molecular-based model in the whole simulation domain. Therefore, the TRM combines strengths of previously developed stochastic reaction-diffusion software to efficiently explore the behaviour of biological models. Illustrative examples and the mathematical justification of the TRM are also presented.

  10. Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration

    Alberto Policriti

    2009-10-01

    Full Text Available We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete dynamics is kept stochastic while the continuous evolution is given in terms of ODEs, and the overall technique, therefore, naturally associates a Piecewise Deterministic Markov Process with a stochastic program. The specific contribution in this work consists in an increase of the flexibility of the translation scheme, obtained by allowing a dynamic reconfiguration of the degree of discreteness/continuity of the semantics. We also discuss the relationships of this approach with other hybrid simulation strategies for biochemical systems.

  11. Visual Data-Analytics of Large-Scale Parallel Discrete-Event Simulations

    Ross, Caitlin; Carothers, Christopher D.; Mubarak, Misbah; Carns, Philip; Ross, Robert; Li, Jianping Kelvin; Ma, Kwan-Liu

    2016-11-13

    Parallel discrete-event simulation (PDES) is an important tool in the codesign of extreme-scale systems because PDES provides a cost-effective way to evaluate designs of highperformance computing systems. Optimistic synchronization algorithms for PDES, such as Time Warp, allow events to be processed without global synchronization among the processing elements. A rollback mechanism is provided when events are processed out of timestamp order. Although optimistic synchronization protocols enable the scalability of large-scale PDES, the performance of the simulations must be tuned to reduce the number of rollbacks and provide an improved simulation runtime. To enable efficient large-scale optimistic simulations, one has to gain insight into the factors that affect the rollback behavior and simulation performance. We developed a tool for ROSS model developers that gives them detailed metrics on the performance of their large-scale optimistic simulations at varying levels of simulation granularity. Model developers can use this information for parameter tuning of optimistic simulations in order to achieve better runtime and fewer rollbacks. In this work, we instrument the ROSS optimistic PDES framework to gather detailed statistics about the simulation engine. We have also developed an interactive visualization interface that uses the data collected by the ROSS instrumentation to understand the underlying behavior of the simulation engine. The interface connects real time to virtual time in the simulation and provides the ability to view simulation data at different granularities. We demonstrate the usefulness of our framework by performing a visual analysis of the dragonfly network topology model provided by the CODES simulation framework built on top of ROSS. The instrumentation needs to minimize overhead in order to accurately collect data about the simulation performance. To ensure that the instrumentation does not introduce unnecessary overhead, we perform a

  12. A practical discrete-adjoint method for high-fidelity compressible turbulence simulations

    Vishnampet, Ramanathan; Bodony, Daniel J.; Freund, Jonathan B.

    2015-01-01

    Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space–time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge–Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that

  13. Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L^2 Projection on Polynomial Spaces

    Migliorati, G.

    2013-05-30

    In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. In the RDP technique the QOI is first computed for independent samples of the random input parameters, as in a standard Monte Carlo approach, and then the QOI is approximated by a multivariate polynomial function of the input parameters using a discrete least squares approach. We consider several examples including the Darcy equations with random permeability, the linear elasticity equations with random elastic coefficient, and the Navier--Stokes equations in random geometries and with random fluid viscosity. We show that the RDP technique is well suited to QOIs that depend smoothly on a moderate number of random parameters. Our numerical tests confirm the theoretical findings in [G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone, Analysis of the Discrete $L^2$ Projection on Polynomial Spaces with Random Evaluations, MOX report 46-2011, Politecnico di Milano, Milano, Italy, submitted], which have shown that, in the case of a single uniformly distributed random parameter, the RDP technique is stable and optimally convergent if the number of sampling points is proportional to the square of the dimension of the polynomial space. Here optimality means that the weighted $L^2$ norm of the RDP error is bounded from above by the best $L^\\\\infty$ error achievable in the given polynomial space, up to logarithmic factors. In the case of several random input parameters, the numerical evidence indicates that the condition on quadratic growth of the number of sampling points could be relaxed to a linear growth and still achieve stable and optimal convergence. This makes the RDP technique very promising for moderately high dimensional uncertainty quantification.

  14. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

    Wang, Ting; Plecháč, Petr

    2017-12-01

    Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

  15. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis.

    Wang, Ting; Plecháč, Petr

    2017-12-21

    Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

  16. DECISION WITH ARTIFICIAL NEURAL NETWORKS IN DISCRETE EVENT SIMULATION MODELS ON A TRAFFIC SYSTEM

    Marília Gonçalves Dutra da Silva

    2016-04-01

    Full Text Available ABSTRACT This work aims to demonstrate the use of a mechanism to be applied in the development of the discrete-event simulation models that perform decision operations through the implementation of an artificial neural network. Actions that involve complex operations performed by a human agent in a process, for example, are often modeled in simplified form with the usual mechanisms of simulation software. Therefore, it was chosen a traffic system controlled by a traffic officer with a flow of vehicles and pedestrians to demonstrate the proposed solution. From a module built in simulation software itself, it was possible to connect the algorithm for intelligent decision to the simulation model. The results showed that the model elaborated responded as expected when it was submitted to actions, which required different decisions to maintain the operation of the system with changes in the flow of people and vehicles.

  17. Markov random fields simulation: an introduction to the stochastic modelling of petroleum reservoirs; Simulacao de campos aleatorios markovianos: uma introducao voltada a modelagem estocastica de reservatorios de petroleo

    Saldanha Filho, Paulo Carlos

    1998-02-01

    Stochastic simulation has been employed in petroleum reservoir characterization as a modeling tool able to reconcile information from several different sources. It has the ability to preserve the variability of the modeled phenomena and permits transference of geological knowledge to numerical models of flux, whose predictions on reservoir constitute the main basis for reservoir management decisions. Several stochastic models have been used and/or suggested, depending on the nature of the phenomena to be described. Markov Random Fields (MRFs) appear as an alternative for the modeling of discrete variables, mainly reservoirs with mosaic architecture of facies. In this dissertation, the reader is introduced to the stochastic modeling by MRFs in a generic sense. The main aspects of the technique are reviewed. MRF Conceptual Background is described: its characterization through the Markovian property and the equivalence to Gibbs distributions. The framework for generic modeling of MRFs is described. The classical models of Ising and Potts-Strauss are specific in this context and are related to models of Ising and Potts-Strauss are specific in this context and are related to models used in petroleum reservoir characterization. The problem of parameter estimation is discussed. The maximum pseudolikelihood estimators for some models are presented. Estimators for two models useful for reservoir characterization are developed, and represent a new contribution to the subject. Five algorithms for the Conditional Simulation of MRFs are described: the Metropolis algorithm, the algorithm of German and German (Gibbs sampler), the algorithm of Swendsen-Wang, the algorithm of Wolff, and the algorithm of Flinn. Finally, examples of simulation for some of the models discussed are presented, along with their implications on the modelling of petroleum reservoirs. (author)

  18. On simulation of no-slip condition in the method of discrete vortices

    Shmagunov, O. A.

    2017-10-01

    When modeling flows of an incompressible fluid, it is convenient sometimes to use the method of discrete vortices (MDV), where the continuous vorticity field is approximated by a set of discrete vortex elements moving in the velocity field. The vortex elements have a clear physical interpretation, they do not require the construction of grids and are automatically adaptive, since they concentrate in the regions of greatest interest and successfully describe the flows of a non-viscous fluid. The possibility of using MDV in simulating flows of a viscous fluid was considered in the previous papers using the examples of flows past bodies with sharp edges with the no-penetration condition at solid boundaries. However, the appearance of vorticity on smooth boundaries requires the no-slip condition to be met when MDV is realized, which substantially complicates the initially simple method. In this connection, an approach is considered that allows solving the problem by simple means.

  19. Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

    Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo

    2018-03-01

    In view of the Fourier-Stieltjes integral formula of multivariate stationary stochastic processes, a unified formulation accommodating spectral representation method (SRM) and proper orthogonal decomposition (POD) is deduced. By introducing random functions as constraints correlating the orthogonal random variables involved in the unified formulation, the dimension-reduction spectral representation method (DR-SRM) and the dimension-reduction proper orthogonal decomposition (DR-POD) are addressed. The proposed schemes are capable of representing the multivariate stationary stochastic process with a few elementary random variables, bypassing the challenges of high-dimensional random variables inherent in the conventional Monte Carlo methods. In order to accelerate the numerical simulation, the technique of Fast Fourier Transform (FFT) is integrated with the proposed schemes. For illustrative purposes, the simulation of horizontal wind velocity field along the deck of a large-span bridge is proceeded using the proposed methods containing 2 and 3 elementary random variables. Numerical simulation reveals the usefulness of the dimension-reduction representation methods.

  20. Modeling and simulating the adaptive electrical properties of stochastic polymeric 3D networks

    Sigala, R; Smerieri, A; Camorani, P; Schüz, A; Erokhin, V

    2013-01-01

    Memristors are passive two-terminal circuit elements that combine resistance and memory. Although in theory memristors are a very promising approach to fabricate hardware with adaptive properties, there are only very few implementations able to show their basic properties. We recently developed stochastic polymeric matrices with a functionality that evidences the formation of self-assembled three-dimensional (3D) networks of memristors. We demonstrated that those networks show the typical hysteretic behavior observed in the ‘one input-one output’ memristive configuration. Interestingly, using different protocols to electrically stimulate the networks, we also observed that their adaptive properties are similar to those present in the nervous system. Here, we model and simulate the electrical properties of these self-assembled polymeric networks of memristors, the topology of which is defined stochastically. First, we show that the model recreates the hysteretic behavior observed in the real experiments. Second, we demonstrate that the networks modeled indeed have a 3D instead of a planar functionality. Finally, we show that the adaptive properties of the networks depend on their connectivity pattern. Our model was able to replicate fundamental qualitative behavior of the real organic 3D memristor networks; yet, through the simulations, we also explored other interesting properties, such as the relation between connectivity patterns and adaptive properties. Our model and simulations represent an interesting tool to understand the very complex behavior of self-assembled memristor networks, which can finally help to predict and formulate hypotheses for future experiments. (paper)

  1. Integrated logistic support studies using behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets

    Garnier, Robert; Chevalier, Marcel

    2000-01-01

    Studying large and complex industrial sites, requires more and more accuracy in modeling. In particular, when considering Spares, Maintenance and Repair / Replacement processes, determining optimal Integrated Logistic Support policies requires a high level modeling formalism, in order to make the model as close as possible to the real considered processes. Generally, numerical methods are used to process this kind of study. In this paper, we propose an alternate way to process optimal Integrated Logistic Support policy determination when dealing with large, complex and distributed multi-policies industrial sites. This method is based on the use of behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets. (author)

  2. Application of users’ light-switch stochastic models to dynamic energy simulation

    Camisassi, V.; Fabi, V.; Andersen, Rune Korsholm

    2015-01-01

    deterministic inputs, due to the uncertain nature of human behaviour. In this paper, new stochastic models of users’ interaction with artificial lighting systems are developed and implemented in the energy simulation software IDA ICE. They were developed from field measurements in an office building in Prague......The design of an innovative building should include building overall energy flows estimation. They are principally related to main six influencing factors (IEA-ECB Annex 53): climate, building envelope and equipment, operation and maintenance, occupant behaviour and indoor environment conditions...

  3. Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composite

    Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu

    2015-01-01

    Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

  4. FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites

    Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu; Bhatt, Ramakrishna

    2016-01-01

    Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

  5. A Discrete-Event Simulation Model for Evaluating Air Force Reusable Military Launch Vehicle Post-Landing Operations

    Martindale, Michael

    2006-01-01

    The purpose of this research was to develop a discrete-event computer simulation model of the post-landing vehicle recoveoperations to allow the Air Force Research Laboratory, Air Vehicles Directorate...

  6. U.S. Marine Corps Communication-Electronics School Training Process: Discrete-Event Simulation and Lean Options

    Neu, Charles R; Davenport, Jon; Smith, William R

    2007-01-01

    This paper uses discrete-event simulation modeling, inventory-reduction, and process improvement concepts to identify and analyze possibilities for improving the training continuum at the Marine Corps...

  7. Simulation of Electrical Grid with Omnet++ Open Source Discrete Event System Simulator

    Sőrés Milán

    2016-12-01

    Full Text Available The simulation of electrical networks is very important before development and servicing of electrical networks and grids can occur. There are software that can simulate the behaviour of electrical grids under different operating conditions, but these simulation environments cannot be used in a single cloud-based project, because they are not GNU-licensed software products. In this paper, an integrated framework was proposed that models and simulates communication networks. The design and operation of the simulation environment are investigated and a model of electrical components is proposed. After simulation, the simulation results were compared to manual computed results.

  8. Simulation of hemp fibre bundle and cores using discrete element method

    Al-Amin Sadek, M.; Chen, Y. [Manitoba Univ., Winnipeg, MB (Canada). Dept. of Biosystems Engineering; Lague, C. [Ottawa Univ., Ottawa, ON (Canada). Faculty of Engineering; Landry, H. [Prairie Agricultural Machinery Inst., Humboldt, SK (Canada); Peng, Q. [Manitoba Univ., Winnipeg, MB (Canada). Dept. of Mechanical and Manufacturing Engineering; Zhong, W. [Manitoba Univ., Winnipeg, MB (Canada). Dept. of Textile Sciences

    2010-07-01

    The mechanical behaviour of hemp fibre and core must be well understood in order to obtain high-grade hemp fibre that is currently in high demand for various industrial applications. Modelling by discrete element method can simulate the mechanical behaviour of such materials. A commercial discrete element software called Particle Flow Code was used in this study. In particular, the 3-dimension (PFC3D) was used to simulate hemp fibre and core. Since the basic PFC3D particles are spherical, the individual virtual hemp fibres were defined as strings of balls held together by PFC3D parallel bonds. The study showed that the virtual fibre is flexible and can bend and break by forces. This reflects the characteristics of hemp fibre. Using the clump logic of PFC3D, the virtual hemp core was defined as a rigid and unbreakable body, which reflect the characteristics of the core. The virtual fibre and core were defined with several microproperties, some of which were previously calibrated. The PFC3D bond properties were calibrated in this study. They included normal and shear stiffness; pb{sub k}n and pb{sub k}s; normal and shear strength; and bond disk radius, R of the virtual fibre. The calibration started with developing a PFC3D model to simulate fibre tensile test. The microproperties of virtual fibre and core were calibrated by running the PFC3D model. Literature data from fibre tensile tests was compared with simulation results.

  9. Discrete event simulation tool for analysis of qualitative models of continuous processing systems

    Malin, Jane T. (Inventor); Basham, Bryan D. (Inventor); Harris, Richard A. (Inventor)

    1990-01-01

    An artificial intelligence design and qualitative modeling tool is disclosed for creating computer models and simulating continuous activities, functions, and/or behavior using developed discrete event techniques. Conveniently, the tool is organized in four modules: library design module, model construction module, simulation module, and experimentation and analysis. The library design module supports the building of library knowledge including component classes and elements pertinent to a particular domain of continuous activities, functions, and behavior being modeled. The continuous behavior is defined discretely with respect to invocation statements, effect statements, and time delays. The functionality of the components is defined in terms of variable cluster instances, independent processes, and modes, further defined in terms of mode transition processes and mode dependent processes. Model construction utilizes the hierarchy of libraries and connects them with appropriate relations. The simulation executes a specialized initialization routine and executes events in a manner that includes selective inherency of characteristics through a time and event schema until the event queue in the simulator is emptied. The experimentation and analysis module supports analysis through the generation of appropriate log files and graphics developments and includes the ability of log file comparisons.

  10. A stochastic simulation model for reliable PV system sizing providing for solar radiation fluctuations

    Kaplani, E.; Kaplanis, S.

    2012-01-01

    Highlights: ► Solar radiation data for European cities follow the Extreme Value or Weibull distribution. ► Simulation model for the sizing of SAPV systems based on energy balance and stochastic analysis. ► Simulation of PV Generator-Loads-Battery Storage System performance for all months. ► Minimum peak power and battery capacity required for reliable SAPV sizing for various European cities. ► Peak power and battery capacity reduced by more than 30% for operation 95% success rate. -- Abstract: The large fluctuations observed in the daily solar radiation profiles affect highly the reliability of the PV system sizing. Increasing the reliability of the PV system requires higher installed peak power (P m ) and larger battery storage capacity (C L ). This leads to increased costs, and makes PV technology less competitive. This research paper presents a new stochastic simulation model for stand-alone PV systems, developed to determine the minimum installed P m and C L for the PV system to be energy independent. The stochastic simulation model developed, makes use of knowledge acquired from an in-depth statistical analysis of the solar radiation data for the site, and simulates the energy delivered, the excess energy burnt, the load profiles and the state of charge of the battery system for the month the sizing is applied, and the PV system performance for the entire year. The simulation model provides the user with values for the autonomy factor d, simulating PV performance in order to determine the minimum P m and C L depending on the requirements of the application, i.e. operation with critical or non-critical loads. The model makes use of NASA’s Surface meteorology and Solar Energy database for the years 1990–2004 for various cities in Europe with a different climate. The results obtained with this new methodology indicate a substantial reduction in installed peak power and battery capacity, both for critical and non-critical operation, when compared to

  11. Testing the new stochastic neutronic code ANET in simulating safety important parameters

    Xenofontos, T.; Delipei, G.-K.; Savva, P.; Varvayanni, M.; Maillard, J.; Silva, J.; Catsaros, N.

    2017-01-01

    Highlights: • ANET is a new neutronics stochastic code. • Criticality calculations in both subcritical and critical nuclear systems of conventional design were conducted. • Simulations of thermal, lower epithermal and fast neutron fluence rates were performed. • Axial fission rate distributions in standard and MOX fuel pins were computed. - Abstract: ANET (Advanced Neutronics with Evolution and Thermal hydraulic feedback) is an under development Monte Carlo code for simulating both GEN II/III reactors as well as innovative nuclear reactor designs, based on the high energy physics code GEANT3.21 of CERN. ANET is built through continuous GEANT3.21 applicability amplifications, comprising the simulation of particles’ transport and interaction in low energy along with the accessibility of user-provided libraries and tracking algorithms for energies below 20 MeV, as well as the simulation of elastic and inelastic collision, capture and fission. Successive testing applications performed throughout the ANET development have been utilized to verify the new code capabilities. In this context the ANET reliability in simulating certain reactor parameters important to safety is here examined. More specifically the reactor criticality as well as the neutron fluence and fission rates are benchmarked and validated. The Portuguese Research Reactor (RPI) after its conversion to low enrichment in U-235 and the OECD/NEA VENUS-2 MOX international benchmark were considered appropriate for the present study, the former providing criticality and neutron flux data and the latter reaction rates. Concerning criticality benchmarking, the subcritical, Training Nuclear Reactor of the Aristotle University of Thessaloniki (TNR-AUTh) was also analyzed. The obtained results are compared with experimental data from the critical infrastructures and with computations performed by two different, well established stochastic neutronics codes, i.e. TRIPOLI-4.8 and MCNP5. Satisfactory agreement

  12. Discrete event simulation model for external yard choice of import container terminal in a port buffer area

    Rusgiyarto, Ferry; Sjafruddin, Ade; Frazila, Russ Bona; Suprayogi

    2017-06-01

    Increasing container traffic and land acquisition problem for terminal expansion leads to usage of external yard in a port buffer area. This condition influenced the terminal performance because a road which connects the terminal and the external yard was also used by non-container traffic. Location choice problem considered to solve this condition, but the previous research has not taken account a stochastic condition of container arrival rate and service time yet. Bi-level programming framework was used to find optimum location configuration. In the lower-level, there was a problem to construct the equation, which correlated the terminal operation and the road due to different time cycle equilibrium. Container moves from the quay to a terminal gate in a daily unit of time, meanwhile, it moves from the terminal gate to the external yard through the road in a minute unit of time. If the equation formulated in hourly unit equilibrium, it cannot catch up the container movement characteristics in the terminal. Meanwhile, if the equation formulated in daily unit equilibrium, it cannot catch up the road traffic movement characteristics in the road. This problem can be addressed using simulation model. Discrete Event Simulation Model was used to simulate import container flow processes in the container terminal and external yard. Optimum location configuration in the upper-level was the combinatorial problem, which was solved by Full Enumeration approach. The objective function of the external yard location model was to minimize user transport cost (or time) and to maximize operator benefit. Numerical experiment was run for the scenario assumption of two container handling ways, three external yards, and thirty-day simulation periods. Jakarta International Container Terminal (JICT) container characteristics data was referred for the simulation. Based on five runs which were 5, 10, 15, 20, and 30 repetitions, operation one of three available external yards (external yard

  13. Plane shear flows of frictionless spheres: Kinetic theory and 3D soft-sphere discrete element method simulations

    Vescovi, Dalila; Berzi, Diego; Richard, Patrick; Brodu, Nicolas

    2014-01-01

    International audience; We use existing 3D Discrete Element simulations of simple shear flows of spheres to evaluate the radial distribution function at contact that enables kinetic theory to correctly predict the pressure and the shear stress, for different values of the collisional coefficient of restitution. Then, we perform 3D Discrete Element simulations of plane flows of frictionless, inelastic spheres, sheared between walls made bumpy by gluing particles in a regular array, at fixed av...

  14. Discrete simulation and related fields. Proceedings of the IMACS European Simulation Meeting

    Javor, A

    1982-01-01

    The following topics were dealt with: philosophy and methodology; flexible microprocessor systems; aggregative simulation system; directed simulation systems; directed simulation experiments; closed loop feedback controlled simulation system; system architecture; complex systems modelling and analysis; SIMKOM; artificial intelligence; forecasting of commodity flows; microprogrammed simulation; education systems; linear transformations; Cyber-72 input output subsystems; hazard detecting in MOS LSI circuits; and fault simulation for logic networks. 23 papers were presented, of which all are published in full in the present proceedings. Abstracts of individual papers can be found under the relevant classification in this or other issues.

  15. A Monte Carlo method for the simulation of coagulation and nucleation based on weighted particles and the concepts of stochastic resolution and merging

    Kotalczyk, G., E-mail: Gregor.Kotalczyk@uni-due.de; Kruis, F.E.

    2017-07-01

    Monte Carlo simulations based on weighted simulation particles can solve a variety of population balance problems and allow thus to formulate a solution-framework for many chemical engineering processes. This study presents a novel concept for the calculation of coagulation rates of weighted Monte Carlo particles by introducing a family of transformations to non-weighted Monte Carlo particles. The tuning of the accuracy (named ‘stochastic resolution’ in this paper) of those transformations allows the construction of a constant-number coagulation scheme. Furthermore, a parallel algorithm for the inclusion of newly formed Monte Carlo particles due to nucleation is presented in the scope of a constant-number scheme: the low-weight merging. This technique is found to create significantly less statistical simulation noise than the conventional technique (named ‘random removal’ in this paper). Both concepts are combined into a single GPU-based simulation method which is validated by comparison with the discrete-sectional simulation technique. Two test models describing a constant-rate nucleation coupled to a simultaneous coagulation in 1) the free-molecular regime or 2) the continuum regime are simulated for this purpose.

  16. A simple stochastic model for dipole moment fluctuations in numerical dynamo simulations

    Domenico G. eMeduri

    2016-04-01

    Full Text Available Earth's axial dipole field changes in a complex fashion on many differenttime scales ranging from less than a year to tens of million years.Documenting, analysing, and replicating this intricate signalis a challenge for data acquisition, theoretical interpretation,and dynamo modelling alike. Here we explore whether axial dipole variationscan be described by the superposition of a slow deterministic driftand fast stochastic fluctuations, i.e. by a Langevin-type system.The drift term describes the time averaged behaviour of the axial dipole variations,whereas the stochastic part mimics complex flow interactions over convective time scales.The statistical behaviour of the system is described by a Fokker-Planck equation whichallows useful predictions, including the average rates of dipole reversals and excursions.We analyse several numerical dynamo simulations, most of which havebeen integrated particularly long in time, and also the palaeomagneticmodel PADM2M which covers the past 2 Myr.The results show that the Langevin description provides a viable statistical modelof the axial dipole variations on time scales longer than about 1 kyr.For example, the axial dipole probability distribution and the average reversalrate are successfully predicted.The exception is PADM2M where the stochastic model reversal rate seems too low.The dependence of the drift on the axial dipolemoment reveals the nonlinear interactions that establish thedynamo balance. A separate analysis of inductive and diffusive magnetic effectsin three dynamo simulations suggests that the classical quadraticquenching of induction predicted by mean-field theory seems at work.

  17. Simulation of granular and gas-solid flows using discrete element method

    Boyalakuntla, Dhanunjay S.

    2003-10-01

    In recent years there has been increased research activity in the experimental and numerical study of gas-solid flows. Flows of this type have numerous applications in the energy, pharmaceuticals, and chemicals process industries. Typical applications include pulverized coal combustion, flow and heat transfer in bubbling and circulating fluidized beds, hopper and chute flows, pneumatic transport of pharmaceutical powders and pellets, and many more. The present work addresses the study of gas-solid flows using computational fluid dynamics (CFD) techniques and discrete element simulation methods (DES) combined. Many previous studies of coupled gas-solid flows have been performed assuming the solid phase as a continuum with averaged properties and treating the gas-solid flow as constituting of interpenetrating continua. Instead, in the present work, the gas phase flow is simulated using continuum theory and the solid phase flow is simulated using DES. DES treats each solid particle individually, thus accounting for its dynamics due to particle-particle interactions, particle-wall interactions as well as fluid drag and buoyancy. The present work involves developing efficient DES methods for dense granular flow and coupling this simulation to continuum simulations of the gas phase flow. Simulations have been performed to observe pure granular behavior in vibrating beds. Benchmark cases have been simulated and the results obtained match the published literature. The dimensionless acceleration amplitude and the bed height are the parameters governing bed behavior. Various interesting behaviors such as heaping, round and cusp surface standing waves, as well as kinks, have been observed for different values of the acceleration amplitude for a given bed height. Furthermore, binary granular mixtures (granular mixtures with two particle sizes) in a vibrated bed have also been studied. Gas-solid flow simulations have been performed to study fluidized beds. Benchmark 2D

  18. DROpS: an object of learning in computer simulation of discrete events

    Hugo Alves Silva Ribeiro

    2015-09-01

    Full Text Available This work presents the “Realistic Dynamics Of Simulated Operations” (DROpS, the name given to the dynamics using the “dropper” device as an object of teaching and learning. The objective is to present alternatives for professors teaching content related to simulation of discrete events to graduate students in production engineering. The aim is to enable students to develop skills related to data collection, modeling, statistical analysis, and interpretation of results. This dynamic has been developed and applied to the students by placing them in a situation analogous to a real industry, where various concepts related to computer simulation were discussed, allowing the students to put these concepts into practice in an interactive manner, thus facilitating learning

  19. Discrete events simulation of a route with traffic lights through automated control in real time

    Rodrigo César Teixeira Baptista

    2013-03-01

    Full Text Available This paper presents the integration and communication in real-time of a discrete event simulation model with an automatic control system. The simulation model of an intersection with roads having traffic lights was built in the Arena environment. The integration and communication have been made via network, and the control system was operated by a programmable logic controller. Scenarios were simulated for the free, regular and congested traffic situations. The results showed the average number of vehicles that entered in the system and that were retained and also the total average time of the crossing of the vehicles on the road. In general, the model allowed evaluating the behavior of the traffic in each of the ways and the commands from the controller to activation and deactivation of the traffic lights.

  20. DeMO: An Ontology for Discrete-event Modeling and Simulation

    Silver, Gregory A; Miller, John A; Hybinette, Maria; Baramidze, Gregory; York, William S

    2011-01-01

    Several fields have created ontologies for their subdomains. For example, the biological sciences have developed extensive ontologies such as the Gene Ontology, which is considered a great success. Ontologies could provide similar advantages to the Modeling and Simulation community. They provide a way to establish common vocabularies and capture knowledge about a particular domain with community-wide agreement. Ontologies can support significantly improved (semantic) search and browsing, integration of heterogeneous information sources, and improved knowledge discovery capabilities. This paper discusses the design and development of an ontology for Modeling and Simulation called the Discrete-event Modeling Ontology (DeMO), and it presents prototype applications that demonstrate various uses and benefits that such an ontology may provide to the Modeling and Simulation community. PMID:22919114

  1. A Discrete-Time Chattering Free Sliding Mode Control with Multirate Sampling Method for Flight Simulator

    Yunjie Wu

    2013-01-01

    Full Text Available In order to improve the tracking accuracy of flight simulator and expend its frequency response, a multirate-sampling-method-based discrete-time chattering free sliding mode control is developed and imported into the systems. By constructing the multirate sampling sliding mode controller, the flight simulator can perfectly track a given reference signal with an arbitrarily small dynamic tracking error, and the problems caused by a contradiction of reference signal period and control period in traditional design method can be eliminated. It is proved by theoretical analysis that the extremely high dynamic tracking precision can be obtained. Meanwhile, the robustness is guaranteed by sliding mode control even though there are modeling mismatch, external disturbances and measure noise. The validity of the proposed method is confirmed by experiments on flight simulator.

  2. Evaluation of a proposed optimization method for discrete-event simulation models

    Alexandre Ferreira de Pinho

    2012-12-01

    Full Text Available Optimization methods combined with computer-based simulation have been utilized in a wide range of manufacturing applications. However, in terms of current technology, these methods exhibit low performance levels which are only able to manipulate a single decision variable at a time. Thus, the objective of this article is to evaluate a proposed optimization method for discrete-event simulation models based on genetic algorithms which exhibits more efficiency in relation to computational time when compared to software packages on the market. It should be emphasized that the variable's response quality will not be altered; that is, the proposed method will maintain the solutions' effectiveness. Thus, the study draws a comparison between the proposed method and that of a simulation instrument already available on the market and has been examined in academic literature. Conclusions are presented, confirming the proposed optimization method's efficiency.

  3. Statistical and Probabilistic Extensions to Ground Operations' Discrete Event Simulation Modeling

    Trocine, Linda; Cummings, Nicholas H.; Bazzana, Ashley M.; Rychlik, Nathan; LeCroy, Kenneth L.; Cates, Grant R.

    2010-01-01

    NASA's human exploration initiatives will invest in technologies, public/private partnerships, and infrastructure, paving the way for the expansion of human civilization into the solar system and beyond. As it is has been for the past half century, the Kennedy Space Center will be the embarkation point for humankind's journey into the cosmos. Functioning as a next generation space launch complex, Kennedy's launch pads, integration facilities, processing areas, launch and recovery ranges will bustle with the activities of the world's space transportation providers. In developing this complex, KSC teams work through the potential operational scenarios: conducting trade studies, planning and budgeting for expensive and limited resources, and simulating alternative operational schemes. Numerous tools, among them discrete event simulation (DES), were matured during the Constellation Program to conduct such analyses with the purpose of optimizing the launch complex for maximum efficiency, safety, and flexibility while minimizing life cycle costs. Discrete event simulation is a computer-based modeling technique for complex and dynamic systems where the state of the system changes at discrete points in time and whose inputs may include random variables. DES is used to assess timelines and throughput, and to support operability studies and contingency analyses. It is applicable to any space launch campaign and informs decision-makers of the effects of varying numbers of expensive resources and the impact of off nominal scenarios on measures of performance. In order to develop representative DES models, methods were adopted, exploited, or created to extend traditional uses of DES. The Delphi method was adopted and utilized for task duration estimation. DES software was exploited for probabilistic event variation. A roll-up process was used, which was developed to reuse models and model elements in other less - detailed models. The DES team continues to innovate and expand

  4. Stochastic simulation and decadal prediction of hydroclimate in the Western Himalayas

    Robertson, A. W.; Chekroun, M. D.; Cook, E.; D'Arrigo, R.; Ghil, M.; Greene, A. M.; Holsclaw, T.; Kondrashov, D. A.; Lall, U.; Lu, M.; Smyth, P.

    2012-12-01

    Improved estimates of climate over the next 10 to 50 years are needed for long-term planning in water resource and flood management. However, the task of effectively incorporating the results of climate change research into decision-making face a ``double conflict of scales'': the temporal scales of climate model projections are too long, while their usable spatial scales (global to planetary) are much larger than those needed for actual decision making (at the regional to local level). This work is designed to help tackle this ``double conflict'' in the context of water management over monsoonal Asia, based on dendroclimatic multi-century reconstructions of drought indices and river flows. We identify low-frequency modes of variability with time scales from interannual to interdecadal based on these series, and then generate future scenarios based on (a) empirical model decadal predictions, and (b) stochastic simulations generated with autoregressive models that reproduce the power spectrum of the data. Finally, we consider how such scenarios could be used to develop reservoir optimization models. Results will be presented based on multi-century Upper Indus river discharge reconstructions that exhibit a strong periodicity near 27 years that is shown to yield some retrospective forecasting skill over the 1700-2000 period, at a 15-yr yield time. Stochastic simulations of annual PDSI drought index values over the Upper Indus basin are constructed using Empirical Model Reduction; their power spectra are shown to be quite realistic, with spectral peaks near 5--8 years.

  5. The Separatrix Algorithm for synthesis and analysis of stochastic simulations with applications in disease modeling.

    Daniel J Klein

    Full Text Available Decision makers in epidemiology and other disciplines are faced with the daunting challenge of designing interventions that will be successful with high probability and robust against a multitude of uncertainties. To facilitate the decision making process in the context of a goal-oriented objective (e.g., eradicate polio by [Formula: see text], stochastic models can be used to map the probability of achieving the goal as a function of parameters. Each run of a stochastic model can be viewed as a Bernoulli trial in which "success" is returned if and only if the goal is achieved in simulation. However, each run can take a significant amount of time to complete, and many replicates are required to characterize each point in parameter space, so specialized algorithms are required to locate desirable interventions. To address this need, we present the Separatrix Algorithm, which strategically locates parameter combinations that are expected to achieve the goal with a user-specified probability of success (e.g. 95%. Technically, the algorithm iteratively combines density-corrected binary kernel regression with a novel information-gathering experiment design to produce results that are asymptotically correct and work well in practice. The Separatrix Algorithm is demonstrated on several test problems, and on a detailed individual-based simulation of malaria.

  6. Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs

    BRANCIK, L.

    2013-02-01

    Full Text Available The paper deals with a technique for the simulation of higher-order electrical circuits with parameters varying randomly. The principle consists in the utilization of the theory of stochastic differential equations (SDE, namely the vector form of the ordinary SDEs. Random changes of both excitation voltage and some parameters of passive circuit elements are considered, and circuit responses are analyzed. The voltage and/or current responses are computed and represented in the form of the sample means accompanied by their confidence intervals to provide reliable estimates. The method is applied to analyze responses of the circuit models of optional orders, specially those consisting of a cascade connection of the RLGC networks. To develop the model equations the state-variable method is used, afterwards a corresponding vector SDE is formulated and a stochastic Euler numerical method applied. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inverse Laplace transforms (NILT procedure in MATLAB, while removing random terms from the circuit model.

  7. Adaptive Core Simulation Employing Discrete Inverse Theory - Part II: Numerical Experiments

    Abdel-Khalik, Hany S.; Turinsky, Paul J.

    2005-01-01

    Use of adaptive simulation is intended to improve the fidelity and robustness of important core attribute predictions such as core power distribution, thermal margins, and core reactivity. Adaptive simulation utilizes a selected set of past and current reactor measurements of reactor observables, i.e., in-core instrumentation readings, to adapt the simulation in a meaningful way. The companion paper, ''Adaptive Core Simulation Employing Discrete Inverse Theory - Part I: Theory,'' describes in detail the theoretical background of the proposed adaptive techniques. This paper, Part II, demonstrates several computational experiments conducted to assess the fidelity and robustness of the proposed techniques. The intent is to check the ability of the adapted core simulator model to predict future core observables that are not included in the adaption or core observables that are recorded at core conditions that differ from those at which adaption is completed. Also, this paper demonstrates successful utilization of an efficient sensitivity analysis approach to calculate the sensitivity information required to perform the adaption for millions of input core parameters. Finally, this paper illustrates a useful application for adaptive simulation - reducing the inconsistencies between two different core simulator code systems, where the multitudes of input data to one code are adjusted to enhance the agreement between both codes for important core attributes, i.e., core reactivity and power distribution. Also demonstrated is the robustness of such an application

  8. Counterion release from a discretely charged surface in an electrolyte: Monte Carlo simulation study

    Hernández-Contreras, M

    2015-01-01

    Monte Carlo simulations allowed us to determine the amount of released electric charges from a discretely charged surface in 1:1 aqueous electrolyte solution as a function of surface charge density. Within the restricted primitive model and for a fixed concentration of 0.1 M bulk electrolyte in solution, there is an increase in the number of released counterions per unit surface area as the strength of the surface charge is enhanced. A similar behaviour of the number of released counterions was also found through the use of mean field and liquid theory methods

  9. Crystallographic fatigue crack growth in a polycrystal: simulations based on FEM and discrete dislocation dynamics

    Bertolino, G.; Sauzay, M.; Bertolino, G.; Doquet, V.

    2003-01-01

    An attempt to model the variability of short cracks development in high-cycle fatigue is made by coupling finite element calculations of the stresses ahead of a microcrack in a polycrystal with simulations of crack growth along slip planes based on discrete dislocations dynamics. The model predicts a large scatter in growth rates related to the roughness of the crack path. It also describes the influence of the mean grain size and the fact that overloads may suppress the endurance limit by allowing arrested cracks to cross the grain boundaries. (authors)

  10. The Impact of Inpatient Boarding on ED Efficiency: A Discrete-Event Simulation Study

    Bair, Aaron E.; Song, Wheyming T.; Chen, Yi-Chun; Morris, Beth A.

    2009-01-01

    In this study, a discrete-event simulation approach was used to model Emergency Department’s (ED) patient flow to investigate the effect of inpatient boarding on the ED efficiency in terms of the National Emergency Department Crowding Scale (NEDOCS) score and the rate of patients who leave without being seen (LWBS). The decision variable in this model was the boarder-released-ratio defined as the ratio of admitted patients whose boarding time is zero to all admitted patients. Our analysis sho...

  11. Meta-stochastic simulation of biochemical models for systems and synthetic biology.

    Sanassy, Daven; Widera, Paweł; Krasnogor, Natalio

    2015-01-16

    Stochastic simulation algorithms (SSAs) are used to trace realistic trajectories of biochemical systems at low species concentrations. As the complexity of modeled biosystems increases, it is important to select the best performing SSA. Numerous improvements to SSAs have been introduced but they each only tend to apply to a certain class of models. This makes it difficult for a systems or synthetic biologist to decide which algorithm to employ when confronted with a new model that requires simulation. In this paper, we demonstrate that it is possible to determine which algorithm is best suited to simulate a particular model and that this can be predicted a priori to algorithm execution. We present a Web based tool ssapredict that allows scientists to upload a biochemical model and obtain a prediction of the best performing SSA. Furthermore, ssapredict gives the user the option to download our high performance simulator ngss preconfigured to perform the simulation of the queried biochemical model with the predicted fastest algorithm as the simulation engine. The ssapredict Web application is available at http://ssapredict.ico2s.org. It is free software and its source code is distributed under the terms of the GNU Affero General Public License.

  12. Calibration of semi-stochastic procedure for simulating high-frequency ground motions

    Seyhan, Emel; Stewart, Jonathan P.; Graves, Robert

    2013-01-01

    Broadband ground motion simulation procedures typically utilize physics-based modeling at low frequencies, coupled with semi-stochastic procedures at high frequencies. The high-frequency procedure considered here combines deterministic Fourier amplitude spectra (dependent on source, path, and site models) with random phase. Previous work showed that high-frequency intensity measures from this simulation methodology attenuate faster with distance and have lower intra-event dispersion than in empirical equations. We address these issues by increasing crustal damping (Q) to reduce distance attenuation bias and by introducing random site-to-site variations to Fourier amplitudes using a lognormal standard deviation ranging from 0.45 for Mw  100 km).

  13. Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

    Minier, Jean-Pierre; Chibbaro, Sergio; Pope, Stephen B.

    2014-11-01

    In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangian stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future

  14. Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

    Minier, Jean-Pierre; Chibbaro, Sergio; Pope, Stephen B.

    2014-01-01

    In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangian stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future

  15. The theory of hybrid stochastic algorithms

    Duane, S.; Kogut, J.B.

    1986-01-01

    The theory of hybrid stochastic algorithms is developed. A generalized Fokker-Planck equation is derived and is used to prove that the correct equilibrium distribution is generated by the algorithm. Systematic errors following from the discrete time-step used in the numerical implementation of the scheme are computed. Hybrid algorithms which simulate lattice gauge theory with dynamical fermions are presented. They are optimized in computer simulations and their systematic errors and efficiencies are studied. (orig.)

  16. A Model Stitching Architecture for Continuous Full Flight-Envelope Simulation of Fixed-Wing Aircraft and Rotorcraft from Discrete Point Linear Models

    2016-04-01

    AND ROTORCRAFT FROM DISCRETE -POINT LINEAR MODELS Eric L. Tobias and Mark B. Tischler Aviation Development Directorate Aviation and Missile...Stitching Architecture for Continuous Full Flight-Envelope Simulation of Fixed-Wing Aircraft and Rotorcraft from Discrete -Point Linear Models 5...of discrete -point linear models and trim data. The model stitching simulation architecture is applicable to any aircraft configuration readily

  17. A hybrid multiscale kinetic Monte Carlo method for simulation of copper electrodeposition

    Zheng Zheming; Stephens, Ryan M.; Braatz, Richard D.; Alkire, Richard C.; Petzold, Linda R.

    2008-01-01

    A hybrid multiscale kinetic Monte Carlo (HMKMC) method for speeding up the simulation of copper electrodeposition is presented. The fast diffusion events are simulated deterministically with a heterogeneous diffusion model which considers site-blocking effects of additives. Chemical reactions are simulated by an accelerated (tau-leaping) method for discrete stochastic simulation which adaptively selects exact discrete stochastic simulation for the appropriate reaction whenever that is necessary. The HMKMC method is seen to be accurate and highly efficient

  18. Dark matter substructure in numerical simulations: a tale of discreteness noise, runaway instabilities, and artificial disruption

    van den Bosch, Frank C.; Ogiya, Go

    2018-04-01

    To gain understanding of the complicated, non-linear, and numerical processes associated with the tidal evolution of dark matter subhaloes in numerical simulation, we perform a large suite of idealized simulations that follow individual N-body subhaloes in a fixed, analytical host halo potential. By varying both physical and numerical parameters, we investigate under what conditions the subhaloes undergo disruption. We confirm the conclusions from our more analytical assessment in van den Bosch et al. that most disruption is numerical in origin; as long as a subhalo is resolved with sufficient mass and force resolution, a bound remnant survives. This implies that state-of-the-art cosmological simulations still suffer from significant overmerging. We demonstrate that this is mainly due to inadequate force softening, which causes excessive mass loss and artificial tidal disruption. In addition, we show that subhaloes in N-body simulations are susceptible to a runaway instability triggered by the amplification of discreteness noise in the presence of a tidal field. These two processes conspire to put serious limitations on the reliability of dark matter substructure in state-of-the-art cosmological simulations. We present two criteria that can be used to assess whether individual subhaloes in cosmological simulations are reliable or not, and advocate that subhaloes that satisfy either of these two criteria be discarded from further analysis. We discuss the potential implications of this work for several areas in astrophysics.

  19. The Skateboard Factory: a teaching case on discrete-event simulation

    Marco Aurélio de Mesquita

    Full Text Available Abstract Real-life applications during the teaching process are a desirable practice in simulation education. However, access to real cases imposes some difficulty in implement such practice, especially when the classes are large. This paper presents a teaching case for a computer simulation course in a production engineering undergraduate program. The motivation for the teaching case was to provide students with a realistic manufacturing case to stimulate the learning of simulation concepts and methods in the context of industrial engineering. The case considers a virtual factory of skateboards, which operations include parts manufacturing, final assembly and storage of raw materials, work-in-process and finished products. Students should model and simulate the factory, under push and pull production strategies, using any simulation software available in the laboratory. The teaching case, applied in the last two years, contributed to motivate and consolidate the students’ learning of discrete-event simulation. It proved to be a feasible alternative to the previous practice of letting students freely choose a case for their final project, while keeping the essence of project-based learning approach.

  20. A discrete element and ray framework for rapid simulation of acoustical dispersion of microscale particulate agglomerations

    Zohdi, T. I.

    2016-03-01

    In industry, particle-laden fluids, such as particle-functionalized inks, are constructed by adding fine-scale particles to a liquid solution, in order to achieve desired overall properties in both liquid and (cured) solid states. However, oftentimes undesirable particulate agglomerations arise due to some form of mutual-attraction stemming from near-field forces, stray electrostatic charges, process ionization and mechanical adhesion. For proper operation of industrial processes involving particle-laden fluids, it is important to carefully breakup and disperse these agglomerations. One approach is to target high-frequency acoustical pressure-pulses to breakup such agglomerations. The objective of this paper is to develop a computational model and corresponding solution algorithm to enable rapid simulation of the effect of acoustical pulses on an agglomeration composed of a collection of discrete particles. Because of the complex agglomeration microstructure, containing gaps and interfaces, this type of system is extremely difficult to mesh and simulate using continuum-based methods, such as the finite difference time domain or the finite element method. Accordingly, a computationally-amenable discrete element/discrete ray model is developed which captures the primary physical events in this process, such as the reflection and absorption of acoustical energy, and the induced forces on the particulate microstructure. The approach utilizes a staggered, iterative solution scheme to calculate the power transfer from the acoustical pulse to the particles and the subsequent changes (breakup) of the pulse due to the particles. Three-dimensional examples are provided to illustrate the approach.

  1. Verification of HYDRASTAR - A code for stochastic continuum simulation of groundwater flow

    Norman, S.

    1991-07-01

    HYDRASTAR is a code developed at Starprog AB for use in the SKB 91 performance assessment project with the following principal function: - Reads the actual conductivity measurements from a file created from the data base GEOTAB. - Regularizes the measurements to a user chosen calculation scale. - Generates three dimensional unconditional realizations of the conductivity field by using a supplied model of the conductivity field as a stochastic function. - Conditions the simulated conductivity field on the actual regularized measurements. - Reads the boundary conditions from a regional deterministic NAMMU computation. - Calculates the hydraulic head field, Darcy velocity field, stream lines and water travel times by solving the stationary hydrology equation and the streamline equation obtained with the velocities calculated from Darcy's law. - Generates visualizations of the realizations if desired. - Calculates statistics such as semivariograms and expectation values of the output fields by repeating the above procedure by iterations of the Monte Carlo type. When using computer codes for safety assessment purpose validation and verification of the codes are important. Thus this report describes a work performed with the goal of verifying parts of HYDRASTAR. The verification described in this report uses comparisons with two other solutions of related examples: A. Comparison with a so called perturbation solution of the stochastical stationary hydrology equation. This as an analytical approximation of the stochastical stationary hydrology equation valid in the case of small variability of the unconditional random conductivity field. B. Comparison with the (Hydrocoin, 1988), case 2. This is a classical example of a hydrology problem with a deterministic conductivity field. The principal feature of the problem is the presence of narrow fracture zones with high conductivity. the compared output are the hydraulic head field and a number of stream lines originating from a

  2. A patchwork approach to stochastic simulation: A route towards the analysis of morphology in multiphase systems

    El Ouassini, Ayoub [Ecole Polytechnique de Montreal, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: ayoub.el-ouassini@polymtl.ca; Saucier, Antoine [Ecole Polytechnique de Montreal, departement de mathematiques et de genie industriel, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: antoine.saucier@polymtl.ca; Marcotte, Denis [Ecole Polytechnique de Montreal, departement de genie civil, geologique et minier, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: denis.marcotte@polymtl.ca; Favis, Basil D. [Ecole Polytechnique de Montreal, departement de genie chimique, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: basil.favis@polymtl.ca

    2008-04-15

    We propose a new sequential stochastic simulation approach for black and white images in which we focus on the accurate reproduction of the small scale geometry. Our approach aims at reproducing correctly the connectivity properties and the geometry of clusters which are small with respect to a given length scale called block size. Our method is based on the analysis of statistical relationships between adjacent square pieces of image called blocks. We estimate the transition probabilities between adjacent blocks of pixels in a training image. The simulations are constructed by juxtaposing one by one square blocks of pixels, hence the term patchwork simulations. We compare the performance of patchwork simulations with Strebelle's multipoint simulation algorithm on several types of images of increasing complexity. For images composed of clusters which are small with respect to the block size (e.g. squares, discs and sticks), our patchwork approach produces better results than Strebelle's method. The most noticeable improvement is that the cluster geometry is usually reproduced accurately. The accuracy of the patchwork approach is limited primarily by the block size. Clusters which are significantly larger than the block size are usually not reproduced accurately. As an example, we applied this approach to the analysis of a co-continuous polymer blend morphology as derived from an electron microscope micrograph.

  3. A stochastic simulator of a blood product donation environment with demand spikes and supply shocks.

    An, Ming-Wen; Reich, Nicholas G; Crawford, Stephen O; Brookmeyer, Ron; Louis, Thomas A; Nelson, Kenrad E

    2011-01-01

    The availability of an adequate blood supply is a critical public health need. An influenza epidemic or another crisis affecting population mobility could create a critical donor shortage, which could profoundly impact blood availability. We developed a simulation model for the blood supply environment in the United States to assess the likely impact on blood availability of factors such as an epidemic. We developed a simulator of a multi-state model with transitions among states. Weekly numbers of blood units donated and needed were generated by negative binomial stochastic processes. The simulator allows exploration of the blood system under certain conditions of supply and demand rates, and can be used for planning purposes to prepare for sudden changes in the public's health. The simulator incorporates three donor groups (first-time, sporadic, and regular), immigration and emigration, deferral period, and adjustment factors for recruitment. We illustrate possible uses of the simulator by specifying input values for an 8-week flu epidemic, resulting in a moderate supply shock and demand spike (for example, from postponed elective surgeries), and different recruitment strategies. The input values are based in part on data from a regional blood center of the American Red Cross during 1996-2005. Our results from these scenarios suggest that the key to alleviating deficit effects of a system shock may be appropriate timing and duration of recruitment efforts, in turn depending critically on anticipating shocks and rapidly implementing recruitment efforts.

  4. Multisite stochastic simulation of daily precipitation from copula modeling with a gamma marginal distribution

    Lee, Taesam

    2018-05-01

    Multisite stochastic simulations of daily precipitation have been widely employed in hydrologic analyses for climate change assessment and agricultural model inputs. Recently, a copula model with a gamma marginal distribution has become one of the common approaches for simulating precipitation at multiple sites. Here, we tested the correlation structure of the copula modeling. The results indicate that there is a significant underestimation of the correlation in the simulated data compared to the observed data. Therefore, we proposed an indirect method for estimating the cross-correlations when simulating precipitation at multiple stations. We used the full relationship between the correlation of the observed data and the normally transformed data. Although this indirect method offers certain improvements in preserving the cross-correlations between sites in the original domain, the method was not reliable in application. Therefore, we further improved a simulation-based method (SBM) that was developed to model the multisite precipitation occurrence. The SBM preserved well the cross-correlations of the original domain. The SBM method provides around 0.2 better cross-correlation than the direct method and around 0.1 degree better than the indirect method. The three models were applied to the stations in the Nakdong River basin, and the SBM was the best alternative for reproducing the historical cross-correlation. The direct method significantly underestimates the correlations among the observed data, and the indirect method appeared to be unreliable.

  5. STOCHASTIC SIMULATION FOR BUFFELGRASS (Cenchrus ciliaris L. PASTURES IN MARIN, N. L., MEXICO

    José Romualdo Martínez-López

    2014-04-01

    Full Text Available A stochastic simulation model was constructed to determine the response of net primary production of buffelgrass (Cenchrus ciliaris L. and its dry matter intake by cattle, in Marín, NL, México. Buffelgrass is very important for extensive livestock industry in arid and semiarid areas of northeastern Mexico. To evaluate the behavior of the model by comparing the model results with those reported in the literature was the objective in this experiment. Model simulates the monthly production of dry matter of green grass, as well as its conversion to senescence and dry grass and eventually to mulch, depending on precipitation and temperature. Model also simulates consumption of green and dry grass for cattle. The stocking rate used in the model simulation was 2 hectares per animal unit. Annual production ranged from 4.5 to 10.2 t of dry matter per hectare with annual rainfall of 300 to 704 mm, respectively. Total annual intake required per animal unit was estimated at 3.6 ton. Simulated net primary production coincides with reports in the literature, so the model was evaluated successfully.

  6. A patchwork approach to stochastic simulation: A route towards the analysis of morphology in multiphase systems

    El Ouassini, Ayoub; Saucier, Antoine; Marcotte, Denis; Favis, Basil D.

    2008-01-01

    We propose a new sequential stochastic simulation approach for black and white images in which we focus on the accurate reproduction of the small scale geometry. Our approach aims at reproducing correctly the connectivity properties and the geometry of clusters which are small with respect to a given length scale called block size. Our method is based on the analysis of statistical relationships between adjacent square pieces of image called blocks. We estimate the transition probabilities between adjacent blocks of pixels in a training image. The simulations are constructed by juxtaposing one by one square blocks of pixels, hence the term patchwork simulations. We compare the performance of patchwork simulations with Strebelle's multipoint simulation algorithm on several types of images of increasing complexity. For images composed of clusters which are small with respect to the block size (e.g. squares, discs and sticks), our patchwork approach produces better results than Strebelle's method. The most noticeable improvement is that the cluster geometry is usually reproduced accurately. The accuracy of the patchwork approach is limited primarily by the block size. Clusters which are significantly larger than the block size are usually not reproduced accurately. As an example, we applied this approach to the analysis of a co-continuous polymer blend morphology as derived from an electron microscope micrograph

  7. Crack nucleation in solid materials under external load - simulations with the Discrete Element Method

    Klejment Piotr

    2018-01-01

    Full Text Available Numerical analysis of cracking processes require an appropriate numerical technique. Classical engineering approach to the problem has its roots in the continuum mechanics and is based mainly on the Finite Element Method. This technique allows simulations of both elastic and large deformation processes, so it is very popular in the engineering applications. However, a final effect of cracking - fragmentation of an object at hand can hardly be described by this approach in a numerically efficient way since it requires a solution of a problem of nontrivial evolving in time boundary conditions. We focused our attention on the Discrete Element Method (DEM, which by definition implies “molecular” construction of the matter. The basic idea behind DEM is to represent an investigated body as an assemblage of discrete particles interacting with each other. Breaking interaction bonds between particles induced by external forces imeditelly implies creation/evolution of boundary conditions. In this study we used the DEM approach to simulate cracking process in the three dimensional solid material under external tension. The used numerical model, although higly simplified, can be used to describe behaviour of such materials like thin films, biological tissues, metal coatings, to name a few.

  8. Numerical simulations of granular dynamics: I. Hard-sphere discrete element method and tests

    Richardson, Derek C.; Walsh, Kevin J.; Murdoch, Naomi; Michel, Patrick

    2011-03-01

    We present a new particle-based (discrete element) numerical method for the simulation of granular dynamics, with application to motions of particles on small solar system body and planetary surfaces. The method employs the parallel N-body tree code pkdgrav to search for collisions and compute particle trajectories. Collisions are treated as instantaneous point-contact events between rigid spheres. Particle confinement is achieved by combining arbitrary combinations of four provided wall primitives, namely infinite plane, finite disk, infinite cylinder, and finite cylinder, and degenerate cases of these. Various wall movements, including translation, oscillation, and rotation, are supported. We provide full derivations of collision prediction and resolution equations for all geometries and motions. Several tests of the method are described, including a model granular “atmosphere” that achieves correct energy equipartition, and a series of tumbler simulations that show the expected transition from tumbling to centrifuging as a function of rotation rate.

  9. PowderSim: Lagrangian Discrete and Mesh-Free Continuum Simulation Code for Cohesive Soils

    Johnson, Scott; Walton, Otis; Settgast, Randolph

    2013-01-01

    PowderSim is a calculation tool that combines a discrete-element method (DEM) module, including calibrated interparticle-interaction relationships, with a mesh-free, continuum, SPH (smoothed-particle hydrodynamics) based module that utilizes enhanced, calibrated, constitutive models capable of mimicking both large deformations and the flow behavior of regolith simulants and lunar regolith under conditions anticipated during in situ resource utilization (ISRU) operations. The major innovation introduced in PowderSim is to use a mesh-free method (SPH-based) with a calibrated and slightly modified critical-state soil mechanics constitutive model to extend the ability of the simulation tool to also address full-scale engineering systems in the continuum sense. The PowderSim software maintains the ability to address particle-scale problems, like size segregation, in selected regions with a traditional DEM module, which has improved contact physics and electrostatic interaction models.

  10. A conceptual modeling framework for discrete event simulation using hierarchical control structures

    Furian, N.; O’Sullivan, M.; Walker, C.; Vössner, S.; Neubacher, D.

    2015-01-01

    Conceptual Modeling (CM) is a fundamental step in a simulation project. Nevertheless, it is only recently that structured approaches towards the definition and formulation of conceptual models have gained importance in the Discrete Event Simulation (DES) community. As a consequence, frameworks and guidelines for applying CM to DES have emerged and discussion of CM for DES is increasing. However, both the organization of model-components and the identification of behavior and system control from standard CM approaches have shortcomings that limit CM’s applicability to DES. Therefore, we discuss the different aspects of previous CM frameworks and identify their limitations. Further, we present the Hierarchical Control Conceptual Modeling framework that pays more attention to the identification of a models’ system behavior, control policies and dispatching routines and their structured representation within a conceptual model. The framework guides the user step-by-step through the modeling process and is illustrated by a worked example. PMID:26778940

  11. Discrete Event Modeling and Simulation-Driven Engineering for the ATLAS Data Acquisition Network

    Bonaventura, Matias Alejandro; The ATLAS collaboration; Castro, Rodrigo Daniel

    2016-01-01

    We present an iterative and incremental development methodology for simulation models in network engineering projects. Driven by the DEVS (Discrete Event Systems Specification) formal framework for modeling and simulation we assist network design, test, analysis and optimization processes. A practical application of the methodology is presented for a case study in the ATLAS particle physics detector, the largest scientific experiment built by man where scientists around the globe search for answers about the origins of the universe. The ATLAS data network convey real-time information produced by physics detectors as beams of particles collide. The produced sub-atomic evidences must be filtered and recorded for further offline scrutiny. Due to the criticality of the transported data, networks and applications undergo careful engineering processes with stringent quality of service requirements. A tight project schedule imposes time pressure on design decisions, while rapid technology evolution widens the palett...

  12. QUALITY THROUGH INTEGRATION OF PRODUCTION AND SHOP FLOOR MANAGEMENT BY DISCRETE EVENT SIMULATION

    Zoran Mirović

    2007-06-01

    Full Text Available With the intention to integrate strategic and tactical decision making and develop the capability of plans and schedules reconfiguration and synchronization in a very short cycle time many firms have proceeded to the adoption of ERP and Advanced Planning and Scheduling (APS technologies. The final goal is a purposeful scheduling system that guide in the right direction the current, high priority needs of the shop floor while remaining consistent with long-term production plans. The difference, and the power, of Discrete-Event Simulation (DES is its ability to mimic dynamic manufacturing systems, consisting of complex structures, and many heterogeneous interacting components. This paper describes such an integrated system (ERP/APS/DES and draw attention to the essential role of simulation based scheduling within it.

  13. Improving Energy Efficiency for the Vehicle Assembly Industry: A Discrete Event Simulation Approach

    Oumer, Abduaziz; Mekbib Atnaw, Samson; Kie Cheng, Jack; Singh, Lakveer

    2016-11-01

    This paper presented a Discrete Event Simulation (DES) model for investigating and improving energy efficiency in vehicle assembly line. The car manufacturing industry is one of the highest energy consuming industries. Using Rockwell Arena DES package; a detailed model was constructed for an actual vehicle assembly plant. The sources of energy considered in this research are electricity and fuel; which are the two main types of energy sources used in a typical vehicle assembly plant. The model depicts the performance measurement for process- specific energy measures of painting, welding, and assembling processes. Sound energy efficiency model within this industry has two-fold advantage: reducing CO2 emission and cost reduction associated with fuel and electricity consumption. The paper starts with an overview of challenges in energy consumption within the facilities of automotive assembly line and highlights the parameters for energy efficiency. The results of the simulation model indicated improvements for energy saving objectives and reduced costs.

  14. CONFIG - Adapting qualitative modeling and discrete event simulation for design of fault management systems

    Malin, Jane T.; Basham, Bryan D.

    1989-01-01

    CONFIG is a modeling and simulation tool prototype for analyzing the normal and faulty qualitative behaviors of engineered systems. Qualitative modeling and discrete-event simulation have been adapted and integrated, to support early development, during system design, of software and procedures for management of failures, especially in diagnostic expert systems. Qualitative component models are defined in terms of normal and faulty modes and processes, which are defined by invocation statements and effect statements with time delays. System models are constructed graphically by using instances of components and relations from object-oriented hierarchical model libraries. Extension and reuse of CONFIG models and analysis capabilities in hybrid rule- and model-based expert fault-management support systems are discussed.

  15. A conceptual modeling framework for discrete event simulation using hierarchical control structures.

    Furian, N; O'Sullivan, M; Walker, C; Vössner, S; Neubacher, D

    2015-08-01

    Conceptual Modeling (CM) is a fundamental step in a simulation project. Nevertheless, it is only recently that structured approaches towards the definition and formulation of conceptual models have gained importance in the Discrete Event Simulation (DES) community. As a consequence, frameworks and guidelines for applying CM to DES have emerged and discussion of CM for DES is increasing. However, both the organization of model-components and the identification of behavior and system control from standard CM approaches have shortcomings that limit CM's applicability to DES. Therefore, we discuss the different aspects of previous CM frameworks and identify their limitations. Further, we present the Hierarchical Control Conceptual Modeling framework that pays more attention to the identification of a models' system behavior, control policies and dispatching routines and their structured representation within a conceptual model. The framework guides the user step-by-step through the modeling process and is illustrated by a worked example.

  16. Stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural streamflow

    Kolars, Kelsey A.; Vecchia, Aldo V.; Ryberg, Karen R.

    2016-02-24

    The Souris River Basin is a 61,000-square-kilometer basin in the Provinces of Saskatchewan and Manitoba and the State of North Dakota. In May and June of 2011, record-setting rains were seen in the headwater areas of the basin. Emergency spillways of major reservoirs were discharging at full or nearly full capacity, and extensive flooding was seen in numerous downstream communities. To determine the probability of future extreme floods and droughts, the U.S. Geological Survey, in cooperation with the North Dakota State Water Commission, developed a stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural (unregulated) streamflow. Simulations from the model can be used in future studies to simulate regulated streamflow, design levees, and other structures; and to complete economic cost/benefit analyses.Long-term climatic variability was analyzed using tree-ring chronologies to hindcast precipitation to the early 1700s and compare recent wet and dry conditions to earlier extreme conditions. The extended precipitation record was consistent with findings from the Devils Lake and Red River of the North Basins (southeast of the Souris River Basin), supporting the idea that regional climatic patterns for many centuries have consisted of alternating wet and dry climate states.A stochastic climate simulation model for precipitation, temperature, and potential evapotranspiration for the Souris River Basin was developed using recorded meteorological data and extended precipitation records provided through tree-ring analysis. A significant climate transition was seen around1970, with 1912–69 representing a dry climate state and 1970–2011 representing a wet climate state. Although there were some distinct subpatterns within the basin, the predominant differences between the two states were higher spring through early fall precipitation and higher spring potential evapotranspiration for the wet compared to the dry state.A water

  17. Experiments and stochastic simulations of lignite coal during pyrolysis and gasification

    Ahmed, I.I.; Gupta, A.K.

    2013-01-01

    Highlights: ► Lignite pyrolysis and gasification has been conducted in a semi batch reactor. ► The objective is to understand mechanism of syngas evolution during pyrolysis. ► Stochastic simulations of lignite pyrolysis were conducted using Gillespie algorithm. ► First order, single step mechanism failed to fit cumulative yield of hydrogen. ► Evolution of hydrogen via pyrolysis of gaseous hydrocarbon following bridges scission. -- Abstract: Lignite pyrolysis and gasification has been conducted in a semi batch reactor at reactor temperatures of 800–950 °C in 50 °C intervals. CO 2 has been used as the gasifying agent for gasification experiments. The objective of this investigation is to understand the mechanism of syngas evolution during pyrolysis and to unravel the effect of CO 2 on pyrolysis mechanism. Stochastic simulations of lignite pyrolysis have been conducted using Gillespie algorithm. Two reaction mechanisms have been used in the simulations; first order, single step mechanism and the FLASHCHAIN mechanism. The first order single step mechanism was successful in fitting cumulative yield of CO 2 , CO, CH 4 and other hydrocarbons (C n H m ). The first order, single step failed to fit the cumulative yield of hydrogen, which suggests a more complex mechanism for hydrogen evolution. Evolution of CO 2 , CO, CH 4 , C n H m and H 2 flow rates has been monitored. The only effect of CO 2 on pyrolysis mechanism is promotion of reverse water gas shift reaction for the experiments described here. Methane evolution extended for slightly longer time than other hydrocarbons and hydrogen evolution extended for a slightly longer time than methane. This indicated the evolution of hydrogen via further pyrolysis of aliphatic hydrocarbon. It is also suggested that this step occurs in series after aliphatic hydrocarbons evolution by bridges scission.

  18. Discrete event simulation and the resultant data storage system response in the operational mission environment of Jupiter-Saturn /Voyager/ spacecraft

    Mukhopadhyay, A. K.

    1978-01-01

    The Data Storage Subsystem Simulator (DSSSIM) simulating (by ground software) occurrence of discrete events in the Voyager mission is described. Functional requirements for Data Storage Subsystems (DSS) simulation are discussed, and discrete event simulation/DSSSIM processing is covered. Four types of outputs associated with a typical DSSSIM run are presented, and DSSSIM limitations and constraints are outlined.

  19. Techno-economic simulation data based deterministic and stochastic for product engineering research and development BATAN

    Petrus Zacharias; Abdul Jami

    2010-01-01

    Researches conducted by Batan's researchers have resulted in a number competences that can be used to produce goods and services, which will be applied to industrial sector. However, there are difficulties how to convey and utilize the R and D products into industrial sector. Evaluation results show that each research result should be completed with techno-economy analysis to obtain the feasibility of a product for industry. Further analysis on multy-product concept, in which one business can produce many main products, will be done. For this purpose, a software package simulating techno-economy I economic feasibility which uses deterministic and stochastic data (Monte Carlo method) was been carried out for multi-product including side product. The programming language used in Visual Basic Studio Net 2003 and SQL as data base processing software. This software applied sensitivity test to identify which investment criteria is sensitive for the prospective businesses. Performance test (trial test) has been conducted and the results are in line with the design requirement, such as investment feasibility and sensitivity displayed deterministically and stochastically. These result can be interpreted very well to support business decision. Validation has been performed using Microsoft Excel (for single product). The result of the trial test and validation show that this package is suitable for demands and is ready for use. (author)

  20. Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

    Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

    2016-03-01

    Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

  1. Examining Passenger Flow Choke Points at Airports Using Discrete Event Simulation

    Brown, Jeremy R.; Madhavan, Poomima

    2011-01-01

    The movement of passengers through an airport quickly, safely, and efficiently is the main function of the various checkpoints (check-in, security. etc) found in airports. Human error combined with other breakdowns in the complex system of the airport can disrupt passenger flow through the airport leading to lengthy waiting times, missing luggage and missed flights. In this paper we present a model of passenger flow through an airport using discrete event simulation that will provide a closer look into the possible reasons for breakdowns and their implications for passenger flow. The simulation is based on data collected at Norfolk International Airport (ORF). The primary goal of this simulation is to present ways to optimize the work force to keep passenger flow smooth even during peak travel times and for emergency preparedness at ORF in case of adverse events. In this simulation we ran three different scenarios: real world, increased check-in stations, and multiple waiting lines. Increased check-in stations increased waiting time and instantaneous utilization. while the multiple waiting lines decreased both the waiting time and instantaneous utilization. This simulation was able to show how different changes affected the passenger flow through the airport.

  2. SPEEDES - A multiple-synchronization environment for parallel discrete-event simulation

    Steinman, Jeff S.

    1992-01-01

    Synchronous Parallel Environment for Emulation and Discrete-Event Simulation (SPEEDES) is a unified parallel simulation environment. It supports multiple-synchronization protocols without requiring users to recompile their code. When a SPEEDES simulation runs on one node, all the extra parallel overhead is removed automatically at run time. When the same executable runs in parallel, the user preselects the synchronization algorithm from a list of options. SPEEDES currently runs on UNIX networks and on the California Institute of Technology/Jet Propulsion Laboratory Mark III Hypercube. SPEEDES also supports interactive simulations. Featured in the SPEEDES environment is a new parallel synchronization approach called Breathing Time Buckets. This algorithm uses some of the conservative techniques found in Time Bucket synchronization, along with the optimism that characterizes the Time Warp approach. A mathematical model derived from first principles predicts the performance of Breathing Time Buckets. Along with the Breathing Time Buckets algorithm, this paper discusses the rules for processing events in SPEEDES, describes the implementation of various other synchronization protocols supported by SPEEDES, describes some new ones for the future, discusses interactive simulations, and then gives some performance results.

  3. The use of discrete-event simulation modelling to improve radiation therapy planning processes.

    Werker, Greg; Sauré, Antoine; French, John; Shechter, Steven

    2009-07-01

    The planning portion of the radiation therapy treatment process at the British Columbia Cancer Agency is efficient but nevertheless contains room for improvement. The purpose of this study is to show how a discrete-event simulation (DES) model can be used to represent this complex process and to suggest improvements that may reduce the planning time and ultimately reduce overall waiting times. A simulation model of the radiation therapy (RT) planning process was constructed using the Arena simulation software, representing the complexities of the system. Several types of inputs feed into the model; these inputs come from historical data, a staff survey, and interviews with planners. The simulation model was validated against historical data and then used to test various scenarios to identify and quantify potential improvements to the RT planning process. Simulation modelling is an attractive tool for describing complex systems, and can be used to identify improvements to the processes involved. It is possible to use this technique in the area of radiation therapy planning with the intent of reducing process times and subsequent delays for patient treatment. In this particular system, reducing the variability and length of oncologist-related delays contributes most to improving the planning time.

  4. Simulation of water flow in fractured porous medium by using discretized virtual internal bond

    Peng, Shujun; Zhang, Zhennan; Li, Chunfang; He, Guofu; Miao, Guoqing

    2017-12-01

    The discretized virtual internal bond (DVIB) is adopted to simulate the water flow in fractured porous medium. The intact porous medium is permeable because it contains numerous micro cracks and pores. These micro discontinuities construct a fluid channel network. The representative volume of this fluid channel network is modeled as a lattice bond cell with finite number of bonds in statistical sense. Each bond serves as a fluid channel. In fractured porous medium, many bond cells are cut by macro fractures. The conductivity of the fracture facet in a bond cell is taken over by the bonds parallel to the flow direction. The equivalent permeability and volumetric storage coefficient of a micro bond are calibrated based on the ideal bond cell conception, which makes it unnecessary to consider the detailed geometry of a specific element. Such parameter calibration method is flexible and applicable to any type of element. The accuracy check results suggest this method has a satisfying accuracy in both the steady and transient flow simulation. To simulate the massive fractures in rockmass, the bond cells intersected by fracture are assigned aperture values, which are assumed random numbers following a certain distribution law. By this method, any number of fractures can be implicitly incorporated into the background mesh, avoiding the setup of fracture element and mesh modification. The fracture aperture heterogeneity is well represented by this means. The simulation examples suggest that the present method is a feasible, simple and efficient approach to the numerical simulation of water flow in fractured porous medium.

  5. MarkoLAB: A simulator to study ionic channel's stochastic behavior.

    da Silva, Robson Rodrigues; Goroso, Daniel Gustavo; Bers, Donald M; Puglisi, José Luis

    2017-08-01

    Mathematical models of the cardiac cell have started to include markovian representations of the ionic channels instead of the traditional Hodgkin & Huxley formulations. There are many reasons for this: Markov models are not restricted to the idea of independent gates defining the channel, they allow more complex description with specific transitions between open, closed or inactivated states, and more importantly those states can be closely related to the underlying channel structure and conformational changes. We used the LabVIEW ® and MATLAB ® programs to implement the simulator MarkoLAB that allow a dynamical 3D representation of the markovian model of the channel. The Monte Carlo simulation was used to implement the stochastic transitions among states. The user can specify the voltage protocol by setting the holding potential, the step-to voltage and the duration of the stimuli. The most studied feature of a channel is the current flowing through it. This happens when the channel stays in the open state, but most of the time, as revealed by the low open probability values, the channel remains on the inactive or closed states. By focusing only when the channel enters or leaves the open state we are missing most of its activity. MarkoLAB proved to be quite useful to visualize the whole behavior of the channel and not only when the channel produces a current. Such dynamic representation provides more complete information about channel kinetics and will be a powerful tool to demonstrate the effect of gene mutations or drugs on the channel function. MarkoLAB provides an original way of visualizing the stochastic behavior of a channel. It clarifies concepts, such as recovery from inactivation, calcium- versus voltage-dependent inactivation, and tail currents. It is not restricted to ionic channels only but it can be extended to other transporters, such as exchangers and pumps. This program is intended as a didactical tool to illustrate the dynamical behavior of a

  6. A new doubly discrete analogue of smoke ring flow and the real time simulation of fluid flow

    Pinkall, Ulrich; Springborn, Boris; Weissmann, Steffen

    2007-01-01

    Modelling incompressible ideal fluids as a finite collection of vortex filaments is important in physics (super-fluidity, models for the onset of turbulence) as well as for numerical algorithms used in computer graphics for the real time simulation of smoke. Here we introduce a time-discrete evolution equation for arbitrary closed polygons in 3-space that is a discretization of the localized induction approximation of filament motion. This discretization shares with its continuum limit the property that it is a completely integrable system. We apply this polygon evolution to a significant improvement of the numerical algorithms used in computer graphics

  7. A discrete event modelling framework for simulation of long-term outcomes of sequential treatment strategies for ankylosing spondylitis

    A. Tran-Duy (An); A. Boonen (Annelies); M.A.F.J. van de Laar (Mart); A. Franke (Andre); J.L. Severens (Hans)

    2011-01-01

    textabstractObjective: To develop a modelling framework which can simulate long-term quality of life, societal costs and cost-effectiveness as affected by sequential drug treatment strategies for ankylosing spondylitis (AS). Methods: Discrete event simulation paradigm was selected for model

  8. A discrete event modelling framework for simulation of long-term outcomes of sequential treatment strategies for ankylosing spondylitis

    Tran-Duy, A.; Boonen, A.; Laar, M.A.F.J.; Franke, A.C.; Severens, J.L.

    2011-01-01

    Objective To develop a modelling framework which can simulate long-term quality of life, societal costs and cost-effectiveness as affected by sequential drug treatment strategies for ankylosing spondylitis (AS). Methods Discrete event simulation paradigm was selected for model development. Drug

  9. Discrete Element Simulations and Experiments on the Deformation of Cohesive Powders in a Bi-Axial Box

    Imole, Olukayode Isaiah; Kumar, Nishant; Magnanimo, Vanessa; Luding, Stefan

    2012-01-01

    We compare element test experiments and simulations on the deformation of frictional, cohesive particles in a bi-axial box. We show that computer simulations with the Discrete Element Method qualitatively reproduce a uniaxial compression element test in the true bi-axial tester. We highlight the

  10. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

    Guerrier, C. [Applied Mathematics and Computational Biology, IBENS, Ecole Normale Supérieure, 46 rue d' Ulm, 75005 Paris (France); Holcman, D., E-mail: david.holcman@ens.fr [Applied Mathematics and Computational Biology, IBENS, Ecole Normale Supérieure, 46 rue d' Ulm, 75005 Paris (France); Mathematical Institute, Oxford OX2 6GG, Newton Institute (United Kingdom)

    2017-07-01

    The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationally greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.

  11. Metaheuristic simulation optimisation for the stochastic multi-retailer supply chain

    Omar, Marina; Mustaffa, Noorfa Haszlinna H.; Othman, Siti Norsyahida

    2013-04-01

    Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. A simulation optimization approach has been widely used in research nowadays on finding the best solution for decision-making process in Supply Chain Management (SCM) that generally faced a complexity with large sources of uncertainty and various decision factors. Metahueristic method is the most popular simulation optimization approach. However, very few researches have applied this approach in optimizing the simulation model for supply chains. Thus, this paper interested in evaluating the performance of metahueristic method for stochastic supply chains in determining the best flexible inventory replenishment parameters that minimize the total operating cost. The simulation optimization model is proposed based on the Bees algorithm (BA) which has been widely applied in engineering application such as training neural networks for pattern recognition. BA is a new member of meta-heuristics. BA tries to model natural behavior of honey bees in food foraging. Honey bees use several mechanisms like waggle dance to optimally locate food sources and to search new ones. This makes them a good candidate for developing new algorithms for solving optimization problems. This model considers an outbound centralised distribution system consisting of one supplier and 3 identical retailers and is assumed to be independent and identically distributed with unlimited supply capacity at supplier.

  12. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

    Guerrier, C.; Holcman, D.

    2017-01-01

    The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationally greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.

  13. The effects of indoor environmental exposures on pediatric asthma: a discrete event simulation model

    Fabian M Patricia

    2012-09-01

    Full Text Available Abstract Background In the United States, asthma is the most common chronic disease of childhood across all socioeconomic classes and is the most frequent cause of hospitalization among children. Asthma exacerbations have been associated with exposure to residential indoor environmental stressors such as allergens and air pollutants as well as numerous additional factors. Simulation modeling is a valuable tool that can be used to evaluate interventions for complex multifactorial diseases such as asthma but in spite of its flexibility and applicability, modeling applications in either environmental exposures or asthma have been limited to date. Methods We designed a discrete event simulation model to study the effect of environmental factors on asthma exacerbations in school-age children living in low-income multi-family housing. Model outcomes include asthma symptoms, medication use, hospitalizations, and emergency room visits. Environmental factors were linked to percent predicted forced expiratory volume in 1 second (FEV1%, which in turn was linked to risk equations for each outcome. Exposures affecting FEV1% included indoor and outdoor sources of NO2 and PM2.5, cockroach allergen, and dampness as a proxy for mold. Results Model design parameters and equations are described in detail. We evaluated the model by simulating 50,000 children over 10 years and showed that pollutant concentrations and health outcome rates are comparable to values reported in the literature. In an application example, we simulated what would happen if the kitchen and bathroom exhaust fans were improved for the entire cohort, and showed reductions in pollutant concentrations and healthcare utilization rates. Conclusions We describe the design and evaluation of a discrete event simulation model of pediatric asthma for children living in low-income multi-family housing. Our model simulates the effect of environmental factors (combustion pollutants and allergens

  14. A two-state stochastic model for nanoparticle self-assembly: theory, computer simulations and applications

    Schwen, E M; Mazilu, I; Mazilu, D A

    2015-01-01

    We introduce a stochastic cooperative model for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine, and present a method for mapping our model onto the Ising model. The mapping process allows us to use the established results for the Ising model to describe the steady-state properties of our system. After completing the mapping process, we investigate the time dependence of particle density using the mean field approximation. We complement this theoretical analysis with Monte Carlo simulations that support our model. These techniques, which can be used separately or in combination, are useful as pedagogical tools because they are tractable mathematically and they apply equally well to many other physical systems with nearest-neighbour interactions including voter and epidemic models. (paper)

  15. Core discrete event simulation model for the evaluation of health care technologies in major depressive disorder.

    Vataire, Anne-Lise; Aballéa, Samuel; Antonanzas, Fernando; Roijen, Leona Hakkaart-van; Lam, Raymond W; McCrone, Paul; Persson, Ulf; Toumi, Mondher

    2014-03-01

    A review of existing economic models in major depressive disorder (MDD) highlighted the need for models with longer time horizons that also account for heterogeneity in treatment pathways between patients. A core discrete event simulation model was developed to estimate health and cost outcomes associated with alternative treatment strategies. This model simulated short- and long-term clinical events (partial response, remission, relapse, recovery, and recurrence), adverse events, and treatment changes (titration, switch, addition, and discontinuation) over up to 5 years. Several treatment pathways were defined on the basis of fictitious antidepressants with three levels of efficacy, tolerability, and price (low, medium, and high) from first line to third line. The model was populated with input data from the literature for the UK setting. Model outputs include time in different health states, quality-adjusted life-years (QALYs), and costs from National Health Service and societal perspectives. The codes are open source. Predicted costs and QALYs from this model are within the range of results from previous economic evaluations. The largest cost components from the payer perspective were physician visits and hospitalizations. Key parameters driving the predicted costs and QALYs were utility values, effectiveness, and frequency of physician visits. Differences in QALYs and costs between two strategies with different effectiveness increased approximately twofold when the time horizon increased from 1 to 5 years. The discrete event simulation model can provide a more comprehensive evaluation of different therapeutic options in MDD, compared with existing Markov models, and can be used to compare a wide range of health care technologies in various groups of patients with MDD. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

  16. Developing Flexible Discrete Event Simulation Models in an Uncertain Policy Environment

    Miranda, David J.; Fayez, Sam; Steele, Martin J.

    2011-01-01

    On February 1st, 2010 U.S. President Barack Obama submitted to Congress his proposed budget request for Fiscal Year 2011. This budget included significant changes to the National Aeronautics and Space Administration (NASA), including the proposed cancellation of the Constellation Program. This change proved to be controversial and Congressional approval of the program's official cancellation would take many months to complete. During this same period an end-to-end discrete event simulation (DES) model of Constellation operations was being built through the joint efforts of Productivity Apex Inc. (PAl) and Science Applications International Corporation (SAIC) teams under the guidance of NASA. The uncertainty in regards to the Constellation program presented a major challenge to the DES team, as to: continue the development of this program-of-record simulation, while at the same time remain prepared for possible changes to the program. This required the team to rethink how it would develop it's model and make it flexible enough to support possible future vehicles while at the same time be specific enough to support the program-of-record. This challenge was compounded by the fact that this model was being developed through the traditional DES process-orientation which lacked the flexibility of object-oriented approaches. The team met this challenge through significant pre-planning that led to the "modularization" of the model's structure by identifying what was generic, finding natural logic break points, and the standardization of interlogic numbering system. The outcome of this work resulted in a model that not only was ready to be easily modified to support any future rocket programs, but also a model that was extremely structured and organized in a way that facilitated rapid verification. This paper discusses in detail the process the team followed to build this model and the many advantages this method provides builders of traditional process-oriented discrete

  17. Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

    Li, Z.; Ghaith, M.

    2017-12-01

    Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

  18. Modeling a Million-Node Slim Fly Network Using Parallel Discrete-Event Simulation

    Wolfe, Noah; Carothers, Christopher; Mubarak, Misbah; Ross, Robert; Carns, Philip

    2016-05-15

    As supercomputers close in on exascale performance, the increased number of processors and processing power translates to an increased demand on the underlying network interconnect. The Slim Fly network topology, a new lowdiameter and low-latency interconnection network, is gaining interest as one possible solution for next-generation supercomputing interconnect systems. In this paper, we present a high-fidelity Slim Fly it-level model leveraging the Rensselaer Optimistic Simulation System (ROSS) and Co-Design of Exascale Storage (CODES) frameworks. We validate our Slim Fly model with the Kathareios et al. Slim Fly model results provided at moderately sized network scales. We further scale the model size up to n unprecedented 1 million compute nodes; and through visualization of network simulation metrics such as link bandwidth, packet latency, and port occupancy, we get an insight into the network behavior at the million-node scale. We also show linear strong scaling of the Slim Fly model on an Intel cluster achieving a peak event rate of 36 million events per second using 128 MPI tasks to process 7 billion events. Detailed analysis of the underlying discrete-event simulation performance shows that a million-node Slim Fly model simulation can execute in 198 seconds on the Intel cluster.

  19. Comparative Study of Aircraft Boarding Strategies Using Cellular Discrete Event Simulation

    Shafagh Jafer

    2017-11-01

    Full Text Available Time is crucial in the airlines industry. Among all factors contributing to an aircraft turnaround time; passenger boarding delays is the most challenging one. Airlines do not have control over the behavior of passengers; thus, focusing their effort on reducing passenger boarding time through implementing efficient boarding strategies. In this work, we attempt to use cellular Discrete-Event System Specification (Cell-DEVS modeling and simulation to provide a comprehensive evaluation of aircraft boarding strategies. We have developed a simulation benchmark consisting of eight boarding strategies including Back-to-Front; Window Middle Aisle; Random; Zone Rotate; Reverse Pyramid; Optimal; Optimal Practical; and Efficient. Our simulation models are scalable and adaptive; providing a powerful analysis apparatus for investigating any existing or yet to be discovered boarding strategy. We explain the details of our models and present the results both visually and numerically to evaluate the eight implemented boarding strategies. We also compare our results with other studies that have used different modeling techniques; reporting nearly identical performance results. The simulations revealed that Window Middle Aisle provides the least boarding delay; with a small fraction of time difference compared to the optimal strategy. The results of this work could highly benefit the commercial airlines industry by optimizing and reducing passenger boarding delays.

  20. A novel approach for modelling complex maintenance systems using discrete event simulation

    Alrabghi, Abdullah; Tiwari, Ashutosh

    2016-01-01

    Existing approaches for modelling maintenance rely on oversimplified assumptions which prevent them from reflecting the complexity found in industrial systems. In this paper, we propose a novel approach that enables the modelling of non-identical multi-unit systems without restrictive assumptions on the number of units or their maintenance characteristics. Modelling complex interactions between maintenance strategies and their effects on assets in the system is achieved by accessing event queues in Discrete Event Simulation (DES). The approach utilises the wide success DES has achieved in manufacturing by allowing integration with models that are closely related to maintenance such as production and spare parts systems. Additional advantages of using DES include rapid modelling and visual interactive simulation. The proposed approach is demonstrated in a simulation based optimisation study of a published case. The current research is one of the first to optimise maintenance strategies simultaneously with their parameters while considering production dynamics and spare parts management. The findings of this research provide insights for non-conflicting objectives in maintenance systems. In addition, the proposed approach can be used to facilitate the simulation and optimisation of industrial maintenance systems. - Highlights: • This research is one of the first to optimise maintenance strategies simultaneously. • New insights for non-conflicting objectives in maintenance systems. • The approach can be used to optimise industrial maintenance systems.

  1. Validation of Simulation Model for Full Scale Wave Simulator and Discrete Fuild Power PTO System

    Hansen, Anders Hedegaard; Pedersen, Henrik C.; Hansen, Rico Hjerm

    2014-01-01

    In controller development for large scale machinery a good simulation model may serve as a time and money saving factor as well as a safety precaution. Having good models enables the developer to design and test control strategies in a safe and possibly less time consuming environment. For applic...

  2. Cambridge Rocketry Simulator – A Stochastic Six-Degrees-of-Freedom Rocket Flight Simulator

    Eerland, Willem J.; Box, Simon; Sóbester, András

    2017-01-01

    The Cambridge Rocketry Simulator can be used to simulate the flight of unguided rockets for both design and operational applications. The software consists of three parts: The first part is a GUI that enables the user to design a rocket. The second part is a verified and peer-reviewed physics model that simulates the rocket flight. This includes a Monte Carlo wrapper to model the uncertainty in the rocket’s dynamics and the atmospheric conditions. The third part generates visualizations of th...

  3. Discrete event simulation for exploring strategies: an urban water management case.

    Huang, Dong-Bin; Scholz, Roland W; Gujer, Willi; Chitwood, Derek E; Loukopoulos, Peter; Schertenleib, Roland; Siegrist, Hansruedi

    2007-02-01

    This paper presents a model structure aimed at offering an overview of the various elements of a strategy and exploring their multidimensional effects through time in an efficient way. It treats a strategy as a set of discrete events planned to achieve a certain strategic goal and develops a new form of causal networks as an interfacing component between decision makers and environment models, e.g., life cycle inventory and material flow models. The causal network receives a strategic plan as input in a discrete manner and then outputs the updated parameter sets to the subsequent environmental models. Accordingly, the potential dynamic evolution of environmental systems caused by various strategies can be stepwise simulated. It enables a way to incorporate discontinuous change in models for environmental strategy analysis, and enhances the interpretability and extendibility of a complex model by its cellular constructs. It is exemplified using an urban water management case in Kunming, a major city in Southwest China. By utilizing the presented method, the case study modeled the cross-scale interdependencies of the urban drainage system and regional water balance systems, and evaluated the effectiveness of various strategies for improving the situation of Dianchi Lake.

  4. Systemic characterization and evaluation of particle packings as initial sets for discrete element simulations

    Morfa, Carlos Recarey; Cortés, Lucía Argüelles; Farias, Márcio Muniz de; Morales, Irvin Pablo Pérez; Valera, Roberto Roselló; Oñate, Eugenio

    2018-07-01

    A methodology that comprises several characterization properties for particle packings is proposed in this paper. The methodology takes into account factors such as dimension and shape of particles, space occupation, homogeneity, connectivity and isotropy, among others. This classification and integration of several properties allows to carry out a characterization process to systemically evaluate the particle packings in order to guarantee the quality of the initial meshes in discrete element simulations, in both the micro- and the macroscales. Several new properties were created, and improvements in existing ones are presented. Properties from other disciplines were adapted to be used in the evaluation of particle systems. The methodology allows to easily characterize media at the level of the microscale (continuous geometries—steels, rocks microstructures, etc., and discrete geometries) and the macroscale. A global, systemic and integral system for characterizing and evaluating particle sets, based on fuzzy logic, is presented. Such system allows researchers to have a unique evaluation criterion based on the aim of their research. Examples of applications are shown.

  5. A coupled atomistics and discrete dislocation plasticity simulation of nanoindentation into single crystal thin films

    Miller, Ronald E.; Shilkrot, L.E.; Curtin, William A.

    2004-01-01

    The phenomenon of 2D nanoindentation of circular 'Brinell' indenter into a single crystal metal thin film bonded to a rigid substrate is investigated. The simulation method is the coupled atomistics and discrete dislocation (CADD) model recently developed by the authors. The CADD model couples a continuum region containing any number of discrete dislocations to an atomistic region, and permits accurate, automatic detection and passing of dislocations between the atomistic and continuum regions. The CADD model allows for a detailed study of nanoindentation to large penetration depths (up to 60 A here) using only a small region of atoms just underneath the indenter where dislocation nucleation, cross-slip, and annihilation occur. Indentation of a model hexagonal aluminum crystal shows: (i) the onset of homogeneous dislocation nucleation at points away from the points of maximum resolved shear stress; (ii) size-dependence of the material hardness, (iii) the role of dislocation dissociation on deformation; (iv) reverse plasticity, including nucleation of dislocations on unloading and annihilation; (v) permanent deformation, including surface uplift, after full unloading; (vi) the effects of film thickness on the load-displacement response; and (vii) the differences between displacement and force controlled loading. This application demonstrates the power of the CADD method in capturing both long-range dislocation plasticity and short-range atomistic phenomena. The use of CADD permits for a clear study of the physical and mechanical influence of both complex plastic flow and non-continuum atomistic-level processes on the macroscopic response of material under indentation loading

  6. Systemic characterization and evaluation of particle packings as initial sets for discrete element simulations

    Morfa, Carlos Recarey; Cortés, Lucía Argüelles; Farias, Márcio Muniz de; Morales, Irvin Pablo Pérez; Valera, Roberto Roselló; Oñate, Eugenio

    2017-10-01

    A methodology that comprises several characterization properties for particle packings is proposed in this paper. The methodology takes into account factors such as dimension and shape of particles, space occupation, homogeneity, connectivity and isotropy, among others. This classification and integration of several properties allows to carry out a characterization process to systemically evaluate the particle packings in order to guarantee the quality of the initial meshes in discrete element simulations, in both the micro- and the macroscales. Several new properties were created, and improvements in existing ones are presented. Properties from other disciplines were adapted to be used in the evaluation of particle systems. The methodology allows to easily characterize media at the level of the microscale (continuous geometries—steels, rocks microstructures, etc., and discrete geometries) and the macroscale. A global, systemic and integral system for characterizing and evaluating particle sets, based on fuzzy logic, is presented. Such system allows researchers to have a unique evaluation criterion based on the aim of their research. Examples of applications are shown.

  7. Cambridge Rocketry Simulator – A Stochastic Six-Degrees-of-Freedom Rocket Flight Simulator

    Willem J. Eerland

    2017-02-01

    Full Text Available The Cambridge Rocketry Simulator can be used to simulate the flight of unguided rockets for both design and operational applications. The software consists of three parts: The first part is a GUI that enables the user to design a rocket. The second part is a verified and peer-reviewed physics model that simulates the rocket flight. This includes a Monte Carlo wrapper to model the uncertainty in the rocket’s dynamics and the atmospheric conditions. The third part generates visualizations of the resulting trajectories, including nominal performance and uncertainty analysis, e.g. a splash-down region with confidence bounds. The project is available on SourceForge, and is written in Java (GUI, C++ (simulation core, and Python (visualization. While all parts can be executed from the GUI, the three components share information via XML, accommodating modifications, and re-use of individual components.

  8. Comparative analysis of cogeneration power plants optimization based on stochastic method using superstructure and process simulator

    Araujo, Leonardo Rodrigues de [Instituto Federal do Espirito Santo, Vitoria, ES (Brazil)], E-mail: leoaraujo@ifes.edu.br; Donatelli, Joao Luiz Marcon [Universidade Federal do Espirito Santo (UFES), Vitoria, ES (Brazil)], E-mail: joaoluiz@npd.ufes.br; Silva, Edmar Alino da Cruz [Instituto Tecnologico de Aeronautica (ITA/CTA), Sao Jose dos Campos, SP (Brazil); Azevedo, Joao Luiz F. [Instituto de Aeronautica e Espaco (CTA/IAE/ALA), Sao Jose dos Campos, SP (Brazil)

    2010-07-01

    Thermal systems are essential in facilities such as thermoelectric plants, cogeneration plants, refrigeration systems and air conditioning, among others, in which much of the energy consumed by humanity is processed. In a world with finite natural sources of fuels and growing energy demand, issues related with thermal system design, such as cost estimative, design complexity, environmental protection and optimization are becoming increasingly important. Therefore the need to understand the mechanisms that degrade energy, improve energy sources use, reduce environmental impacts and also reduce project, operation and maintenance costs. In recent years, a consistent development of procedures and techniques for computational design of thermal systems has occurred. In this context, the fundamental objective of this study is a performance comparative analysis of structural and parametric optimization of a cogeneration system using stochastic methods: genetic algorithm and simulated annealing. This research work uses a superstructure, modelled in a process simulator, IPSEpro of SimTech, in which the appropriate design case studied options are included. Accordingly, the cogeneration system optimal configuration is determined as a consequence of the optimization process, restricted within the configuration options included in the superstructure. The optimization routines are written in MsExcel Visual Basic, in order to work perfectly coupled to the simulator process. At the end of the optimization process, the system optimal configuration, given the characteristics of each specific problem, should be defined. (author)

  9. Stochastic self-propagating star formation in three-dimensional disk galaxy simulations

    Statler, T.; Comins, N.; Smith, B.F.

    1983-01-01

    Stochastic self-propagating star formation (SSPSF) is a process of forming new stars through the compression of the interstellar medium by supernova shock waves. Coupling this activity with galactic differential rotation produces spiral structure in two-dimensional disk galaxy simulations. In this paper the first results of a three-dimensional SSPSF simulation of disk galaxies are reported. Our model generates less impressive spirals than do the two-dimensional simulations. Although some spirals do appear in equilibrium, more frequently we observe spirals as non-equilibrium states of the models: as the spiral arms evolve, they widen until the spiral structure is no longer discernible. The two free parameters that we vary in this study are the probability of star formation due to a recent, nearby explosion, and the relaxation time for the interstellar medium to return to a condition of maximum star formation after it has been cleared out by an explosion and subsequent star formation. We find that equilibrium spiral structure is formed over a much smaller range of these parameters in our three-dimensional SSPSF models than in similar two-dimensional models. We discuss possible reasons for these results as well as improvements on the model which are being explored

  10. Application potential of Agent Based Simulation and Discrete Event Simulation in Enterprise integration modelling concepts

    Paul-Eric DOSSOU

    2013-07-01

    Full Text Available Normal 0 21 false false false EN-US JA X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Tabla normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:12.0pt; font-family:Cambria; mso-ascii-font-family:Cambria; mso-ascii-theme-font:minor-latin; mso-hansi-font-family:Cambria; mso-hansi-theme-font:minor-latin; mso-ansi-language:EN-US;} This paper aims to present the dilemma of simulation tool selection. Authors discuss the examples of methodologies of enterprises architectures (CIMOSA and GRAI where agent approach is used to solve planning and managing problems. Actually simulation is widely used and practically only one tool which can enable verification of complex systems. Many companies face the problem, which simulation tool is appropriate to use for verification. Selected tools based on ABS and DES are presented. Some tools combining DES and ABS approaches are described. Authors give some recommendation on selection process.

  11. Application potential of Agent Based Simulation and Discrete Event Simulation in Enterprise integration modelling concepts

    Pawel PAWLEWSKI

    2012-07-01

    Full Text Available Normal 0 21 false false false EN-US JA X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Tabla normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:12.0pt; font-family:Cambria; mso-ascii-font-family:Cambria; mso-ascii-theme-font:minor-latin; mso-hansi-font-family:Cambria; mso-hansi-theme-font:minor-latin; mso-ansi-language:EN-US;} This paper aims to present the dilemma of simulation tool selection. Authors discuss the examples of methodologies of enterprises architectures (CIMOSA and GRAI where agent approach is used to solve planning and managing problems. Actually simulation is widely used and practically only one tool which can enable verification of complex systems. Many companies face the problem, which simulation tool is appropriate to use for verification. Selected tools based on ABS and DES are presented. Some tools combining DES and ABS approaches are described. Authors give some recommendation on selection process.

  12. GPU accelerated Discrete Element Method (DEM) molecular dynamics for conservative, faceted particle simulations

    Spellings, Matthew [Chemical Engineering, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States); Biointerfaces Institute, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States); Marson, Ryan L. [Materials Science & Engineering, University of Michigan, 2300 Hayward St., Ann Arbor, MI 48109 (United States); Biointerfaces Institute, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States); Anderson, Joshua A. [Chemical Engineering, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States); Biointerfaces Institute, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States); Glotzer, Sharon C., E-mail: sglotzer@umich.edu [Chemical Engineering, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States); Materials Science & Engineering, University of Michigan, 2300 Hayward St., Ann Arbor, MI 48109 (United States); Biointerfaces Institute, University of Michigan, 2800 Plymouth Rd., Ann Arbor, MI 48109 (United States)

    2017-04-01

    Faceted shapes, such as polyhedra, are commonly found in systems of nanoscale, colloidal, and granular particles. Many interesting physical phenomena, like crystal nucleation and growth, vacancy motion, and glassy dynamics are challenging to model in these systems because they require detailed dynamical information at the individual particle level. Within the granular materials community the Discrete Element Method has been used extensively to model systems of anisotropic particles under gravity, with friction. We provide an implementation of this method intended for simulation of hard, faceted nanoparticles, with a conservative Weeks–Chandler–Andersen (WCA) interparticle potential, coupled to a thermodynamic ensemble. This method is a natural extension of classical molecular dynamics and enables rigorous thermodynamic calculations for faceted particles.

  13. Discrete event simulation model of sudden cardiac death predicts high impact of preventive interventions.

    Andreev, Victor P; Head, Trajen; Johnson, Neil; Deo, Sapna K; Daunert, Sylvia; Goldschmidt-Clermont, Pascal J

    2013-01-01

    Sudden Cardiac Death (SCD) is responsible for at least 180,000 deaths a year and incurs an average cost of $286 billion annually in the United States alone. Herein, we present a novel discrete event simulation model of SCD, which quantifies the chains of events associated with the formation, growth, and rupture of atheroma plaques, and the subsequent formation of clots, thrombosis and on-set of arrhythmias within a population. The predictions generated by the model are in good agreement both with results obtained from pathological examinations on the frequencies of three major types of atheroma, and with epidemiological data on the prevalence and risk of SCD. These model predictions allow for identification of interventions and importantly for the optimal time of intervention leading to high potential impact on SCD risk reduction (up to 8-fold reduction in the number of SCDs in the population) as well as the increase in life expectancy.

  14. Discrete Element Simulation of Elastoplastic Shock Wave Propagation in Spherical Particles

    M. Shoaib

    2011-01-01

    Full Text Available Elastoplastic shock wave propagation in a one-dimensional assembly of spherical metal particles is presented by extending well-established quasistatic compaction models. The compaction process is modeled by a discrete element method while using elastic and plastic loading, elastic unloading, and adhesion at contacts with typical dynamic loading parameters. Of particular interest is to study the development of the elastoplastic shock wave, its propagation, and reflection during entire loading process. Simulation results yield information on contact behavior, velocity, and deformation of particles during dynamic loading. Effects of shock wave propagation on loading parameters are also discussed. The elastoplastic shock propagation in granular material has many practical applications including the high-velocity compaction of particulate material.

  15. Combining Latin Hypercube Designs and Discrete Event Simulation in a Study of a Surgical Unit

    Dehlendorff, Christian; Andersen, Klaus Kaae; Kulahci, Murat

    Summary form given only:In this article experiments on a discrete event simulation model for an orthopedic surgery are considered. The model is developed as part of a larger project in co-operation with Copenhagen University Hospital in Gentofte. Experiments on the model are performed by using...... Latin hypercube designs. The parameter set consists of system settings such as use of preparation room for sedation and the number of operating rooms, as well as management decisions such as staffing, size of the recovery room and the number of simultaneously active operating rooms. Sensitivity analysis...... and optimization combined with meta-modeling are employed in search for optimal setups. The primary objective in this article is to minimize time spent by the patients in the system. The overall long-term objective for the orthopedic surgery unit is to minimize time lost during the pre- and post operation...

  16. The impact of inpatient boarding on ED efficiency: a discrete-event simulation study.

    Bair, Aaron E; Song, Wheyming T; Chen, Yi-Chun; Morris, Beth A

    2010-10-01

    In this study, a discrete-event simulation approach was used to model Emergency Department's (ED) patient flow to investigate the effect of inpatient boarding on the ED efficiency in terms of the National Emergency Department Crowding Scale (NEDOCS) score and the rate of patients who leave without being seen (LWBS). The decision variable in this model was the boarder-released-ratio defined as the ratio of admitted patients whose boarding time is zero to all admitted patients. Our analysis shows that the Overcrowded(+) (a NEDOCS score over 100) ratio decreased from 88.4% to 50.4%, and the rate of LWBS patients decreased from 10.8% to 8.4% when the boarder-released-ratio changed from 0% to 100%. These results show that inpatient boarding significantly impacts both the NEDOCS score and the rate of LWBS patient and this analysis provides a quantification of the impact of boarding on emergency department patient crowding.

  17. Handbook of simulation optimization

    Fu, Michael C

    2014-01-01

    The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes. This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science,...

  18. INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE

    GERMÁN LOBOS

    2015-12-01

    Full Text Available ABSTRACT The traditional method of net present value (NPV to analyze the economic profitability of an investment (based on a deterministic approach does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbosum L. production in Chile, the objective of this study is to illustrate the complexity of including risk in economic feasibility analysis when the project is subject to several but correlated risks. The results of the simulation analysis suggest that the non-inclusion of the intratemporal correlation between input variables underestimate the risk associated with investment decisions. The methodological contribution of this study illustrates the complexity of the interrelationships between uncertain variables and their impact on the convenience of carrying out this type of business in Chile. The steps for the analysis of economic viability were: First, adjusted probability distributions for stochastic input variables (SIV were simulated and validated. Second, the random values of SIV were used to calculate random values of variables such as production, revenues, costs, depreciation, taxes and net cash flows. Third, the complete stochastic model was simulated with 10,000 iterations using random values for SIV. This result gave information to estimate the probability distributions of the stochastic output variables (SOV such as the net present value, internal rate of return, value at risk, average cost of production, contribution margin and return on capital. Fourth, the complete stochastic model simulation results were used to analyze alternative scenarios and provide the results to decision makers in the form of probabilities, probability distributions, and for the SOV probabilistic forecasts. The main conclusion shown that this project is a profitable alternative investment in fruit trees in

  19. Hybrid Discrete Element - Finite Element Simulation for Railway Bridge-Track Interaction

    Kaewunruen, S.; Mirza, O.

    2017-10-01

    At the transition zone or sometimes called ‘bridge end’ or ‘bridge approach’, the stiffness difference between plain track and track over bridge often causes aggravated impact loading due to uneven train movement onto the area. The differential track settlement over the transition has been a classical problem in railway networks, especially for the aging rail infrastructures around the world. This problem is also additionally worsened by the fact that the construction practice over the area is difficult, resulting in a poor compaction of formation and subgrade. This paper presents an advanced hybrid simulation using coupled discrete elements and finite elements to investigate dynamic interaction at the transition zone. The goal is to evaluate the dynamic stresses and to better understand the impact dynamics redistribution at the bridge end. An existing bridge ‘Salt Pan Creek Railway Bridge’, located between Revesby and Kingsgrove, has been chosen for detailed investigation. The Salt Pan Bridge currently demonstrates crushing of the ballast causing significant deformation and damage. Thus, it’s imperative to assess the behaviours of the ballast under dynamic loads. This can be achieved by modelling the nonlinear interactions between the steel rail and sleeper, and sleeper to ballast. The continuum solid elements of track components have been modelled using finite element approach, while the granular media (i.e. ballast) have been simulated by discrete element method. The hybrid DE/FE model demonstrates that ballast experiences significant stresses at the contacts between the sleeper and concrete section. These overburden stress exists in the regions below the outer rails, identify fouling and permanent deformation of the ballast.

  20. Product Costing in FMT: Comparing Deterministic and Stochastic Models Using Computer-Based Simulation for an Actual Case Study

    Nielsen, Steen

    2000-01-01

    This paper expands the traditional product costing technique be including a stochastic form in a complex production process for product costing. The stochastic phenomenon in flesbile manufacturing technologies is seen as an important phenomenon that companies try to decreas og eliminate. DFM has...... been used for evaluating the appropriateness of the firm's production capability. In this paper a simulation model is developed to analyze the relevant cost behaviour with respect to DFM and to develop a more streamlined process in the layout of the manufacturing process....