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Sample records for perform stochastic simulations

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

    Directory of Open Access Journals (Sweden)

    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.

  2. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    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.

  3. Variance decomposition in stochastic simulators

    Science.gov (United States)

    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.

  4. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    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.

  5. Variance decomposition in stochastic simulators

    KAUST Repository

    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.

  6. AESS: Accelerated Exact Stochastic Simulation

    Science.gov (United States)

    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

  7. Simple stochastic simulation.

    Science.gov (United States)

    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.

  8. A retrodictive stochastic simulation algorithm

    International Nuclear Information System (INIS)

    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.

  9. Stochastic models: theory and simulation.

    Energy Technology Data Exchange (ETDEWEB)

    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.

  10. Determining the energy performance of manually controlled solar shades: A stochastic model based co-simulation analysis

    International Nuclear Information System (INIS)

    Yao, Jian

    2014-01-01

    Highlights: • Driving factor for adjustment of manually controlled solar shades was determined. • A stochastic model for manual solar shades was constructed using Markov method. • Co-simulation with Energyplus was carried out in BCVTB. • External shading even manually controlled should be used prior to LOW-E windows. • Previous studies on manual solar shades may overestimate energy savings. - Abstract: Solar shading devices play a significant role in reducing building energy consumption and maintaining a comfortable indoor condition. In this paper, a typical office building with internal roller shades in hot summer and cold winter zone was selected to determine the driving factor of control behavior of manual solar shades. Solar radiation was determined as the major factor in driving solar shading adjustment based on field measurements and logit analysis and then a stochastic model for manually adjusted solar shades was constructed by using Markov method. This model was used in BCVTB for further co-simulation with Energyplus to determine the impact of the control behavior of solar shades on energy performance. The results show that manually adjusted solar shades, whatever located inside or outside, have a relatively high energy saving performance than clear-pane windows while only external shades perform better than regularly used LOW-E windows. Simulation also indicates that using an ideal assumption of solar shade adjustment as most studies do in building simulation may lead to an overestimation of energy saving by about 16–30%. There is a need to improve occupants’ actions on shades to more effectively respond to outdoor conditions in order to lower energy consumption, and this improvement can be easily achieved by using simple strategies as a guide to control manual solar shades

  11. Comparative performance of different stochastic methods to simulate drug exposure and variability in a population.

    Science.gov (United States)

    Tam, Vincent H; Kabbara, Samer

    2006-10-01

    Monte Carlo simulations (MCSs) are increasingly being used to predict the pharmacokinetic variability of antimicrobials in a population. However, various MCS approaches may differ in the accuracy of the predictions. We compared the performance of 3 different MCS approaches using a data set with known parameter values and dispersion. Ten concentration-time profiles were randomly generated and used to determine the best-fit parameter estimates. Three MCS methods were subsequently used to simulate the AUC(0-infinity) of the population, using the central tendency and dispersion of the following in the subject sample: 1) K and V; 2) clearance and V; 3) AUC(0-infinity). In each scenario, 10000 subject simulations were performed. Compared to true AUC(0-infinity) of the population, mean biases by various methods were 1) 58.4, 2) 380.7, and 3) 12.5 mg h L(-1), respectively. Our results suggest that the most realistic MCS approach appeared to be based on the variability of AUC(0-infinity) in the subject sample.

  12. Stochastic Modeling and Simulation of Near-Fault Ground Motions for Performance-Based Earthquake Engineering

    OpenAIRE

    Dabaghi, Mayssa

    2014-01-01

    A comprehensive parameterized stochastic model of near-fault ground motions in two orthogonal horizontal directions is developed. The proposed model uniquely combines several existing and new sub-models to represent major characteristics of recorded near-fault ground motions. These characteristics include near-fault effects of directivity and fling step; temporal and spectral non-stationarity; intensity, duration and frequency content characteristics; directionality of components, as well as ...

  13. Stochastic modeling analysis and simulation

    CERN Document Server

    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. Simulation-Based Stochastic Sensitivity Analysis of a Mach 4.5 Mixed-Compression Intake Performance

    Science.gov (United States)

    Kato, H.; Ito, K.

    2009-01-01

    A sensitivity analysis of a supersonic mixed-compression intake of a variable-cycle turbine-based combined cycle (TBCC) engine is presented. The TBCC engine is de- signed to power a long-range Mach 4.5 transport capable of antipodal missions studied in the framework of an EU FP6 project, LAPCAT. The nominal intake geometry was designed using DLR abpi cycle analysis pro- gram by taking into account various operating require- ments of a typical mission profile. The intake consists of two movable external compression ramps followed by an isolator section with bleed channel. The compressed air is then diffused through a rectangular-to-circular subsonic diffuser. A multi-block Reynolds-averaged Navier- Stokes (RANS) solver with Srinivasan-Tannehill equilibrium air model was used to compute the total pressure recovery and mass capture fraction. While RANS simulation of the nominal intake configuration provides more realistic performance characteristics of the intake than the cycle analysis program, the intake design must also take into account in-flight uncertainties for robust intake performance. In this study, we focus on the effects of the geometric uncertainties on pressure recovery and mass capture fraction, and propose a practical approach to simulation-based sensitivity analysis. The method begins by constructing a light-weight analytical model, a radial-basis function (RBF) network, trained via adaptively sampled RANS simulation results. Using the RBF network as the response surface approximation, stochastic sensitivity analysis is performed using analysis of variance (ANOVA) technique by Sobol. This approach makes it possible to perform a generalized multi-input- multi-output sensitivity analysis based on high-fidelity RANS simulation. The resulting Sobol's influence indices allow the engineer to identify dominant parameters as well as the degree of interaction among multiple parameters, which can then be fed back into the design cycle.

  15. Stochastic prey arrivals and crab spider giving-up times: simulations of spider performance using two simple "rules of thumb".

    Science.gov (United States)

    Kareiva, Peter; Morse, Douglass H; Eccleston, Jill

    1989-03-01

    We compared the patch-choice performances of an ambush predator, the crab spider Misumena vatia (Thomisidae) hunting on common milkweed Asclepias syriaca (Asclepiadaceae) umbles, with two stochastic rule-of-thumb simulation models: one that employed a threshold giving-up time and one that assumed a fixed probability of moving. Adult female Misumena were placed on milkweed plants with three umbels, each with markedly different numbers of flower-seeking prey. Using a variety of visitation regimes derived from observed visitation patterns of insect prey, we found that decreases in among-umbel variance in visitation rates or increases in overall mean visitation rates reduced the "clarity of the optimum" (the difference in the yield obtained as foraging behavior changes), both locally and globally. Yield profiles from both models were extremely flat or jagged over a wide range of prey visitation regimes; thus, differences between optimal and "next-best" strategies differed only modestly over large parts of the "foraging landscape". Although optimal yields from fixed probability simulations were one-third to one-half those obtained from threshold simulations, spiders appear to depart umbels in accordance with the fixed probability rule.

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

  17. Monte Carlo simulation of fully Markovian stochastic geometries

    International Nuclear Information System (INIS)

    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)

  18. Fast stochastic algorithm for simulating evolutionary population dynamics

    Science.gov (United States)

    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.

  19. Stochastic analysis for finance with simulations

    CERN Document Server

    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. Stochastic simulations of the tetracycline operon

    Directory of Open Access Journals (Sweden)

    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

  1. Stochastic simulations of the tetracycline operon

    Science.gov (United States)

    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

  2. Simulation of Stochastic Loads for Fatigue Experiments

    DEFF Research Database (Denmark)

    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...

  3. Simulation of Stochastic Loads for Fatigue Experiments

    DEFF Research Database (Denmark)

    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...

  4. MONTE CARLO SIMULATION OF MULTIFOCAL STOCHASTIC SCANNING SYSTEM

    Directory of Open Access Journals (Sweden)

    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.

  5. Stochastic simulation of off-shore oil terminal systems

    International Nuclear Information System (INIS)

    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

  6. Stochastic airspace simulation tool development

    Science.gov (United States)

    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...

  7. Stochastic Simulation of Process Calculi for Biology

    Directory of Open Access Journals (Sweden)

    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.

  8. Numerical Simulation of the Heston Model under Stochastic Correlation

    Directory of Open Access Journals (Sweden)

    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.

  9. Software Tools for Stochastic Simulations of Turbulence

    Science.gov (United States)

    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

  10. Simulations of Technology-Induced and Crisis-Led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment

    Science.gov (United States)

    Ahmet, Kara

    2015-01-01

    This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. I use the methods of system dynamics to simulate these processes in the context of a particular sociologically interesting case, namely that of the Turkish higher education…

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

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    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

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

    CERN Document Server

    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 ...

  14. Uncertainties in repository performance from spatial variability of hydraulic conductivities - statistical estimation and stochastic simulation using PROPER

    International Nuclear Information System (INIS)

    Lovius, L.; Norman, S.; Kjellbert, N.

    1990-02-01

    An assessment has been made of the impact of spatial variability on the performance of a KBS-3 type repository. The uncertainties in geohydrologically related performance measures have been investigated using conductivity data from one of the Swedish study sites. The analysis was carried out with the PROPER code and the FSCF10 submodel. (authors)

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

    Science.gov (United States)

    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.

  16. Stochastic simulation of regional groundwater flow in Beishan area

    International Nuclear Information System (INIS)

    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)

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

    International Nuclear Information System (INIS)

    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

  18. Stochastic simulation of karst conduit networks

    Science.gov (United States)

    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

  19. Simulation of anaerobic digestion processes using stochastic algorithm.

    Science.gov (United States)

    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.

  20. Quantum simulation of a quantum stochastic walk

    Science.gov (United States)

    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.

  1. MCdevelop - a universal framework for Stochastic Simulations

    Science.gov (United States)

    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

  2. Exact and Approximate Stochastic Simulation of Intracellular Calcium Dynamics

    Directory of Open Access Journals (Sweden)

    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.

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

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    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)

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

    International Nuclear Information System (INIS)

    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

    Energy Technology Data Exchange (ETDEWEB)

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

    National Research Council Canada - National Science Library

    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...

  8. Stochastic models to simulate paratuberculosis in dairy herds

    DEFF Research Database (Denmark)

    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...

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

    KAUST Repository

    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

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Science.gov (United States)

    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.

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Science.gov (United States)

    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. Improved operating strategies for uranium extraction: a stochastic simulation

    International Nuclear Information System (INIS)

    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

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

    Science.gov (United States)

    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.

  17. Multiscale Hy3S: Hybrid stochastic simulation for supercomputers

    Directory of Open Access Journals (Sweden)

    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

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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...

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

    Science.gov (United States)

    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...

  1. Powering stochastic reliability models by discrete event simulation

    DEFF Research Database (Denmark)

    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. Stochastic simulation using @Risk for dairy business investment decisions

    NARCIS (Netherlands)

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

    Directory of Open Access Journals (Sweden)

    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.

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

    KAUST Repository

    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.

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

    International Nuclear Information System (INIS)

    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

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

    KAUST Repository

    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.

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

    Science.gov (United States)

    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.

  8. Stochastic simulation of nucleation in binary alloys

    Science.gov (United States)

    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. Stochastic Rotation Dynamics simulations of wetting multi-phase flows

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    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

  14. Stochastic and simulation models of maritime intercept operations capabilities

    OpenAIRE

    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...

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

    OpenAIRE

    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 ...

  16. Stochastic simulations of calcium contents in sugarcane area

    Directory of Open Access Journals (Sweden)

    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.

  17. Maintenance Personnel Performance Simulation (MAPPS) model

    International Nuclear Information System (INIS)

    Siegel, A.I.; Bartter, W.D.; Wolf, J.J.; Knee, H.E.; Haas, P.M.

    1984-01-01

    A stochastic computer model for simulating the actions and behavior of nuclear power plant maintenance personnel is described. The model considers personnel, environmental, and motivational variables to yield predictions of maintenance performance quality and time to perform. The mode has been fully developed and sensitivity tested. Additional evaluation of the model is now taking place

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

    Science.gov (United States)

    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.

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

    KAUST Repository

    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

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

    KAUST Repository

    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

  1. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    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.

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

    Science.gov (United States)

    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.

  3. Simulation of Stochastic Processes by Coupled ODE-PDE

    Science.gov (United States)

    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.

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

  5. Stochastic Computer Simulation of Cermet Coatings Formation

    Directory of Open Access Journals (Sweden)

    Oleg P. Solonenko

    2015-01-01

    Full Text Available An approach to the modeling of the process of the formation of thermal coatings lamellar structure, including plasma coatings, at the spraying of cermet powders is proposed. The approach based on the theoretical fundamentals developed which could be used for rapid and sufficiently accurate prediction of thickness and diameter of cermet splats as well as temperature at interface “flattening quasi-liquid cermet particle-substrate” depending on the key physical parameters (KPPs: temperature, velocity and size of particle, substrate temperature, and concentration of finely dispersed solid inclusions uniformly distributed in liquid metal binder. The results are presented, which concern the development of the computational algorithm and the program complex for modeling the process of laying the splats in the coating with regard to the topology of its surface, which varies dynamically at the spraying, as well as the formation of lamellar structure and porosity of the coating. The results of numerical experiments are presented through the example of thermal spraying the cermet TiC-30 vol.% NiCr powder, illustrating the performance of the developed computational technology.

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

    Science.gov (United States)

    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.

  7. Hybrid framework for the simulation of stochastic chemical kinetics

    International Nuclear Information System (INIS)

    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.

  8. Hybrid framework for the simulation of stochastic chemical kinetics

    Science.gov (United States)

    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.

  9. Hybrid framework for the simulation of stochastic chemical kinetics

    Energy Technology Data Exchange (ETDEWEB)

    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.

  10. Natural tracer test simulation by stochastic particle tracking method

    International Nuclear Information System (INIS)

    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.)

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

  14. Stochastic simulation of ecohydrological interactions between vegetation and groundwater

    Science.gov (United States)

    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.

  15. Stochastic simulation of grain growth during continuous casting

    Energy Technology Data Exchange (ETDEWEB)

    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.

  16. Stochastic simulation of grain growth during continuous casting

    International Nuclear Information System (INIS)

    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

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    Science.gov (United States)

    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.

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

    KAUST Repository

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

  1. Performance modeling, stochastic networks, and statistical multiplexing

    CERN Document Server

    Mazumdar, Ravi R

    2013-01-01

    This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of introducing an appropriate mathematical framework for modeling and analysis as well as understanding the phenomenon of statistical multiplexing. The models, techniques, and results presented form the core of traffic engineering methods used to design, control and allocate resources in communication networks.The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the importan

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

    International Nuclear Information System (INIS)

    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

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    Science.gov (United States)

    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…

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

    Science.gov (United States)

    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.

  6. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    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.

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

    KAUST Repository

    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.

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

    KAUST Repository

    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.

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

    Science.gov (United States)

    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.

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

    KAUST Repository

    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.

  11. Quasi-continuous stochastic simulation framework for flood modelling

    Science.gov (United States)

    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.

  12. Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

    KAUST Repository

    Afify, Laila H.; Elsawy, Hesham; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

    2015-01-01

    -in-Distribution approach that utilizes stochastic geometric tools to account for the network geometry in the performance characterization. Different from the other stochastic geometry models adopted in the literature, the developed analysis accounts for important

  13. A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

    NARCIS (Netherlands)

    Peng, Yijie; Fu, Michael C.; Hu, Jian Qiang; Heidergott, Bernd

    In this paper, we propose a new unbiased stochastic derivative estimator in a framework that can handle discontinuous sample performances with structural parameters. This work extends the three most popular unbiased stochastic derivative estimators: (1) infinitesimal perturbation analysis (IPA), (2)

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

    Science.gov (United States)

    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).

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

    International Nuclear Information System (INIS)

    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

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

    KAUST Repository

    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.

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

    OpenAIRE

    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...

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

    Science.gov (United States)

    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

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

    NARCIS (Netherlands)

    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)

  20. Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composite

    Science.gov (United States)

    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.

  1. FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites

    Science.gov (United States)

    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.

  2. Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

    KAUST Repository

    Afify, Laila H.

    2015-09-14

    In this work, we develop an analytical paradigm to analyze the average symbol error probability (ASEP) performance of uplink traffic in a multi-tier cellular network. The analysis is based on the recently developed Equivalent-in-Distribution approach that utilizes stochastic geometric tools to account for the network geometry in the performance characterization. Different from the other stochastic geometry models adopted in the literature, the developed analysis accounts for important communication system parameters and goes beyond signal-to-interference-plus-noise ratio characterization. That is, the presented model accounts for the modulation scheme, constellation type, and signal recovery techniques to model the ASEP. To this end, we derive single integral expressions for the ASEP for different modulation schemes due to aggregate network interference. Finally, all theoretical findings of the paper are verified via Monte Carlo simulations.

  3. Testing the new stochastic neutronic code ANET in simulating safety important parameters

    International Nuclear Information System (INIS)

    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

  4. Meta-stochastic simulation of biochemical models for systems and synthetic biology.

    Science.gov (United States)

    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.

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

    Energy Technology Data Exchange (ETDEWEB)

    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

  6. A stochastic simulation model for reliable PV system sizing providing for solar radiation fluctuations

    International Nuclear Information System (INIS)

    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

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

    KAUST Repository

    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

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

    Data.gov (United States)

    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...

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

    KAUST Repository

    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

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

    Science.gov (United States)

    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.

  11. Acting Irrationally to Improve Performance in Stochastic Worlds

    Science.gov (United States)

    Belavkin, Roman V.

    Despite many theories and algorithms for decision-making, after estimating the utility function the choice is usually made by maximising its expected value (the max EU principle). This traditional and 'rational' conclusion of the decision-making process is compared in this paper with several 'irrational' techniques that make choice in Monte-Carlo fashion. The comparison is made by evaluating the performance of simple decision-theoretic agents in stochastic environments. It is shown that not only the random choice strategies can achieve performance comparable to the max EU method, but under certain conditions the Monte-Carlo choice methods perform almost two times better than the max EU. The paper concludes by quoting evidence from recent cognitive modelling works as well as the famous decision-making paradoxes.

  12. Project Evaluation and Cash Flow Forecasting by Stochastic Simulation

    Directory of Open Access Journals (Sweden)

    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.

  13. Assessing performance and validating finite element simulations using probabilistic knowledge

    Energy Technology Data Exchange (ETDEWEB)

    Dolin, Ronald M.; Rodriguez, E. A. (Edward A.)

    2002-01-01

    Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrence results are used to validate finite element predictions.

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

    International Nuclear Information System (INIS)

    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

  15. A fire management simulation model using stochastic arrival times

    Science.gov (United States)

    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...

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

    Directory of Open Access Journals (Sweden)

    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

  17. Stochastic annealing simulations of defect interactions among subcascades

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    Directory of Open Access Journals (Sweden)

    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

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

    DEFF Research Database (Denmark)

    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...

  20. Verification of HYDRASTAR - A code for stochastic continuum simulation of groundwater flow

    International Nuclear Information System (INIS)

    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

  1. Techno-economic simulation data based deterministic and stochastic for product engineering research and development BATAN

    International Nuclear Information System (INIS)

    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)

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

    Science.gov (United States)

    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.

  3. Stochastic plasma heating by electrostatic waves: a comparison between a particle-in-cell simulation and a laboratory experiment

    International Nuclear Information System (INIS)

    Fivaz, M.; Fasoli, A.; Appert, K.; Trans, T.M.; Tran, M.Q.; Skiff, F.

    1993-08-01

    Dynamical chaos is produced by the interaction between plasma particles and two electrostatic waves. Experiments performed in a linear magnetized plasma and a 1D particle-in-cell simulation agree qualitatively: above a threshold wave amplitude, ion stochastic diffusion and heating occur on a fast time scale. Self-consistency appears to limit the extent of the heating process. (author) 5 figs., 18 refs

  4. A patchwork approach to stochastic simulation: A route towards the analysis of morphology in multiphase systems

    Energy Technology Data Exchange (ETDEWEB)

    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.

  5. A patchwork approach to stochastic simulation: A route towards the analysis of morphology in multiphase systems

    International Nuclear Information System (INIS)

    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

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

    International Nuclear Information System (INIS)

    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

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

    Science.gov (United States)

    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,...

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

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    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

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

    Science.gov (United States)

    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.

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

    KAUST Repository

    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.

  12. Metaheuristic simulation optimisation for the stochastic multi-retailer supply chain

    Science.gov (United States)

    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.

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

    DEFF Research Database (Denmark)

    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...

  14. MarkoLAB: A simulator to study ionic channel's stochastic behavior.

    Science.gov (United States)

    da Silva, Robson Rodrigues; Goroso, Daniel Gustavo; Bers, Donald M; Puglisi, José Luis

    2017-08-01

    channel. It has been implemented in two platforms MATLAB ® and LabVIEW ® to enhance the target users of this new didactical tool. The computational cost of implementing a stochastic simulation is within the range of a personal computer performance; making MarkoLAB suitable to be run during a lecture or presentation. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

    International Nuclear Information System (INIS)

    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

    KAUST Repository

    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

    KAUST Repository

    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. Prescribed Performance Fuzzy Adaptive Output-Feedback Control for Nonlinear Stochastic Systems

    Directory of Open Access Journals (Sweden)

    Lili Zhang

    2014-01-01

    Full Text Available A prescribed performance fuzzy adaptive output-feedback control approach is proposed for a class of single-input and single-output nonlinear stochastic systems with unmeasured states. Fuzzy logic systems are used to identify the unknown nonlinear system, and a fuzzy state observer is designed for estimating the unmeasured states. Based on the backstepping recursive design technique and the predefined performance technique, a new fuzzy adaptive output-feedback control method is developed. It is shown that all the signals of the resulting closed-loop system are bounded in probability and the tracking error remains an adjustable neighborhood of the origin with the prescribed performance bounds. A simulation example is provided to show the effectiveness of the proposed approach.

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

    KAUST Repository

    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.

  20. Simulating Performance Risk for Lighting Retrofit Decisions

    Directory of Open Access Journals (Sweden)

    Jia Hu

    2015-05-01

    Full Text Available In building retrofit projects, dynamic simulations are performed to simulate building performance. Uncertainty may negatively affect model calibration and predicted lighting energy savings, which increases the chance of default on performance-based contracts. Therefore, the aim of this paper is to develop a simulation-based method that can analyze lighting performance risk in lighting retrofit decisions. The model uses a surrogate model, which is constructed by adaptively selecting sample points and generating approximation surfaces with fast computing time. The surrogate model is a replacement of the computation intensive process. A statistical method is developed to generate extreme weather profile based on the 20-year historical weather data. A stochastic occupancy model was created using actual occupancy data to generate realistic occupancy patterns. Energy usage of lighting, and heating, ventilation, and air conditioning (HVAC is simulated using EnergyPlus. The method can evaluate the influence of different risk factors (e.g., variation of luminaire input wattage, varying weather conditions on lighting and HVAC energy consumption and lighting electricity demand. Probability distributions are generated to quantify the risk values. A case study was conducted to demonstrate and validate the methods. The surrogate model is a good solution for quantifying the risk factors and probability distribution of the building performance.

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

    KAUST Repository

    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.

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

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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. Multivariate stochastic simulation with subjective multivariate normal distributions

    Science.gov (United States)

    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...

  5. Comparative analysis of cogeneration power plants optimization based on stochastic method using superstructure and process simulator

    Energy Technology Data Exchange (ETDEWEB)

    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)

  6. Comparison of stochastic models in Monte Carlo simulation of coated particle fuels

    International Nuclear Information System (INIS)

    Yu Hui; Nam Zin Cho

    2013-01-01

    There is growing interest worldwide in very high temperature gas cooled reactors as candidates for next generation reactor systems. For design and analysis of such reactors with double heterogeneity introduced by the coated particle fuels that are randomly distributed in graphite pebbles, stochastic transport models are becoming essential. Several models were reported in the literature, such as coarse lattice models, fine lattice stochastic (FLS) models, random sequential addition (RSA) models, metropolis models. The principles and performance of these stochastic models are described and compared in this paper. Compared with the usual fixed lattice methods, sub-FLS modeling allows more realistic stochastic distribution of fuel particles and thus results in more accurate criticality calculation. Compared with the basic RSA method, sub-FLS modeling requires simpler and more efficient overlapping checking procedure. (authors)

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

    DEFF Research Database (Denmark)

    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...

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

    DEFF Research Database (Denmark)

    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...

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

    NARCIS (Netherlands)

    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

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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.

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

    DEFF Research Database (Denmark)

    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...

  13. Institutions and Bank Performance; A Stochastic Frontier Analysis

    NARCIS (Netherlands)

    Lensink, B.W.; Meesters, A.

    2014-01-01

    This article investigates the impact of institutions on bank efficiency and technology, using a stochastic frontier analysis of a data set of 7,959 banks across 136 countries over 10 years. The results confirm the importance of well-developed institutions for the efficient operation of commercial

  14. Institutions and bank performance : A stochastic frontier analysis

    NARCIS (Netherlands)

    Lensink, Robert; Meesters, Aljar

    This article investigates the impact of institutions on bank efficiency and technology, using a stochastic frontier analysis of a data set of 7,959 banks across 136 countries over 10 years. The results confirm the importance of well-developed institutions for the efficient operation of commercial

  15. Efficacy of Stochastic Vestibular Stimulation to Improve Locomotor Performance in a Discordant Sensory Environment

    Science.gov (United States)

    Temple, D. R.; De Dios, Y. E.; Layne, C. S.; Bloomberg, J. J.; Mulavara, A. P.

    2016-01-01

    Astronauts exposed to microgravity face sensorimotor challenges incurred when readapting to a gravitational environment. Sensorimotor Adaptability (SA) training has been proposed as a countermeasure to improve locomotor performance during re-adaptation, and it is suggested that the benefits of SA training may be further enhanced by improving detection of weak sensory signals via mechanisms such as stochastic resonance when a non-zero level of stochastic white noise based electrical stimulation is applied to the vestibular system (stochastic vestibular stimulation, SVS). The purpose of this study was to test the efficacy of using SVS to improve short-term adaptation in a sensory discordant environment during performance of a locomotor task.

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

    OpenAIRE

    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...

  17. Rapid sampling of stochastic displacements in Brownian dynamics simulations with stresslet constraints

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

    equations of motion leads to a stochastic differential algebraic equation (SDAE) of index 1, which is integrated forward in time using a mid-point integration scheme that implicitly produces stochastic displacements consistent with the fluctuation-dissipation theorem for the constrained system. Calculations for hard sphere dispersions are illustrated and used to explore the performance of the algorithm. An open source, high-performance implementation on graphics processing units capable of dynamic simulations of millions of particles and integrated with the software package HOOMD-blue is used for benchmarking and made freely available in the supplementary material (ftp://ftp.aip.org/epaps/journ_chem_phys/E-JCPSA6-148-012805)

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

    DEFF Research Database (Denmark)

    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...

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

    KAUST Repository

    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.

  20. Lasertron performance simulation

    International Nuclear Information System (INIS)

    Dubrovin, A.; Coulon, J.P.

    1987-05-01

    This report presents a comparative simulation study of the Lasertron at different frequency and emission conditions, in view to establish choice criteria for future experiments. The RING program for these simulations is an improved version of the one presented in an other report. The self-consistent treatment of the R.F. extraction zone is added to it, together with the possibility to vary initial conditions to better describe the laser illumination and the electron extraction from cathode. Plane or curved cathodes are used [fr

  1. A framework for stochastic simulation of distribution practices for hotel reservations

    Energy Technology Data Exchange (ETDEWEB)

    Halkos, George E.; Tsilika, Kyriaki D. [Laboratory of Operations Research, Department of Economics, University of Thessaly, Korai 43, 38 333, Volos (Greece)

    2015-03-10

    The focus of this study is primarily on the Greek hotel industry. The objective is to design and develop a framework for stochastic simulation of reservation requests, reservation arrivals, cancellations and hotel occupancy with a planning horizon of a tourist season. In Greek hospitality industry there have been two competing policies for reservation planning process up to 2003: reservations coming directly from customers and a reservations management relying on tour operator(s). Recently the Internet along with other emerging technologies has offered the potential to disrupt enduring distribution arrangements. The focus of the study is on the choice of distribution intermediaries. We present an empirical model for the hotel reservation planning process that makes use of a symbolic simulation, Monte Carlo method, as, requests for reservations, cancellations, and arrival rates are all sources of uncertainty. We consider as a case study the problem of determining the optimal booking strategy for a medium size hotel in Skiathos Island, Greece. Probability distributions and parameters estimation result from the historical data available and by following suggestions made in the relevant literature. The results of this study may assist hotel managers define distribution strategies for hotel rooms and evaluate the performance of the reservations management system.

  2. A framework for stochastic simulation of distribution practices for hotel reservations

    International Nuclear Information System (INIS)

    Halkos, George E.; Tsilika, Kyriaki D.

    2015-01-01

    The focus of this study is primarily on the Greek hotel industry. The objective is to design and develop a framework for stochastic simulation of reservation requests, reservation arrivals, cancellations and hotel occupancy with a planning horizon of a tourist season. In Greek hospitality industry there have been two competing policies for reservation planning process up to 2003: reservations coming directly from customers and a reservations management relying on tour operator(s). Recently the Internet along with other emerging technologies has offered the potential to disrupt enduring distribution arrangements. The focus of the study is on the choice of distribution intermediaries. We present an empirical model for the hotel reservation planning process that makes use of a symbolic simulation, Monte Carlo method, as, requests for reservations, cancellations, and arrival rates are all sources of uncertainty. We consider as a case study the problem of determining the optimal booking strategy for a medium size hotel in Skiathos Island, Greece. Probability distributions and parameters estimation result from the historical data available and by following suggestions made in the relevant literature. The results of this study may assist hotel managers define distribution strategies for hotel rooms and evaluate the performance of the reservations management system

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

    International Nuclear Information System (INIS)

    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.

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

    International Nuclear Information System (INIS)

    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.

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

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

  8. Calibration with respect to hydraulic head measurements in stochastic simulation of groundwater flow - a numerical experiment using MATLAB

    International Nuclear Information System (INIS)

    Eriksson, L.O.; Oppelstrup, J.

    1994-12-01

    A simulator for 2D stochastic continuum simulation and inverse modelling of groundwater flow has been developed. The simulator is well suited for method evaluation and what-if simulation and written in MATLAB. Conductivity fields are generated by unconditional simulation, conditional simulation on measured conductivities and calibration on both steady-state head measurements and transient head histories. The fields can also include fracture zones and zones with different mean conductivities. Statistics of conductivity fields and particle travel times are recorded in Monte-Carlo simulations. The calibration uses the pilot point technique, an inverse technique proposed by RamaRao and LaVenue. Several Kriging procedures are implemented, among others Kriging neighborhoods. In cases where the expectation of the log-conductivity in the truth field is known the nonbias conditions can be omitted, which will make the variance in the conditionally simulated conductivity fields smaller. A simulation experiment, resembling the initial stages of a site investigation and devised in collaboration with SKB, is performed and interpreted. The results obtained in the present study show less uncertainty than in our preceding study. This is mainly due to the modification of the Kriging procedure but also to the use of more data. Still the large uncertainty in cases of sparse data is apparent. The variogram represents essential characteristics of the conductivity field. Thus, even unconditional simulations take account of important information. Significant improvements in variance by further conditioning will be obtained only as the number of data becomes much larger. 16 refs, 26 figs

  9. Calibration with respect to hydraulic head measurements in stochastic simulation of groundwater flow - a numerical experiment using MATLAB

    Energy Technology Data Exchange (ETDEWEB)

    Eriksson, L O; Oppelstrup, J [Starprog AB (Sweden)

    1994-12-01

    A simulator for 2D stochastic continuum simulation and inverse modelling of groundwater flow has been developed. The simulator is well suited for method evaluation and what-if simulation and written in MATLAB. Conductivity fields are generated by unconditional simulation, conditional simulation on measured conductivities and calibration on both steady-state head measurements and transient head histories. The fields can also include fracture zones and zones with different mean conductivities. Statistics of conductivity fields and particle travel times are recorded in Monte-Carlo simulations. The calibration uses the pilot point technique, an inverse technique proposed by RamaRao and LaVenue. Several Kriging procedures are implemented, among others Kriging neighborhoods. In cases where the expectation of the log-conductivity in the truth field is known the nonbias conditions can be omitted, which will make the variance in the conditionally simulated conductivity fields smaller. A simulation experiment, resembling the initial stages of a site investigation and devised in collaboration with SKB, is performed and interpreted. The results obtained in the present study show less uncertainty than in our preceding study. This is mainly due to the modification of the Kriging procedure but also to the use of more data. Still the large uncertainty in cases of sparse data is apparent. The variogram represents essential characteristics of the conductivity field. Thus, even unconditional simulations take account of important information. Significant improvements in variance by further conditioning will be obtained only as the number of data becomes much larger. 16 refs, 26 figs.

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

    KAUST Repository

    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.

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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.

  13. Neural network stochastic simulation applied for quantifying uncertainties

    Directory of Open Access Journals (Sweden)

    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.

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

    CERN Document Server

    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.

  15. Modelling and performance analysis of clinical pathways using the stochastic process algebra PEPA.

    Science.gov (United States)

    Yang, Xian; Han, Rui; Guo, Yike; Bradley, Jeremy; Cox, Benita; Dickinson, Robert; Kitney, Richard

    2012-01-01

    Hospitals nowadays have to serve numerous patients with limited medical staff and equipment while maintaining healthcare quality. Clinical pathway informatics is regarded as an efficient way to solve a series of hospital challenges. To date, conventional research lacks a mathematical model to describe clinical pathways. Existing vague descriptions cannot fully capture the complexities accurately in clinical pathways and hinders the effective management and further optimization of clinical pathways. Given this motivation, this paper presents a clinical pathway management platform, the Imperial Clinical Pathway Analyzer (ICPA). By extending the stochastic model performance evaluation process algebra (PEPA), ICPA introduces a clinical-pathway-specific model: clinical pathway PEPA (CPP). ICPA can simulate stochastic behaviours of a clinical pathway by extracting information from public clinical databases and other related documents using CPP. Thus, the performance of this clinical pathway, including its throughput, resource utilisation and passage time can be quantitatively analysed. A typical clinical pathway on stroke extracted from a UK hospital is used to illustrate the effectiveness of ICPA. Three application scenarios are tested using ICPA: 1) redundant resources are identified and removed, thus the number of patients being served is maintained with less cost; 2) the patient passage time is estimated, providing the likelihood that patients can leave hospital within a specific period; 3) the maximum number of input patients are found, helping hospitals to decide whether they can serve more patients with the existing resource allocation. ICPA is an effective platform for clinical pathway management: 1) ICPA can describe a variety of components (state, activity, resource and constraints) in a clinical pathway, thus facilitating the proper understanding of complexities involved in it; 2) ICPA supports the performance analysis of clinical pathway, thereby assisting

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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.

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

    DEFF Research Database (Denmark)

    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...

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

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    OpenAIRE

    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...

  2. Simulation-optimization framework for multi-site multi-season hybrid stochastic streamflow modeling

    Science.gov (United States)

    Srivastav, Roshan; Srinivasan, K.; Sudheer, K. P.

    2016-11-01

    A simulation-optimization (S-O) framework is developed for the hybrid stochastic modeling of multi-site multi-season streamflows. The multi-objective optimization model formulated is the driver and the multi-site, multi-season hybrid matched block bootstrap model (MHMABB) is the simulation engine within this framework. The multi-site multi-season simulation model is the extension of the existing single-site multi-season simulation model. A robust and efficient evolutionary search based technique, namely, non-dominated sorting based genetic algorithm (NSGA - II) is employed as the solution technique for the multi-objective optimization within the S-O framework. The objective functions employed are related to the preservation of the multi-site critical deficit run sum and the constraints introduced are concerned with the hybrid model parameter space, and the preservation of certain statistics (such as inter-annual dependence and/or skewness of aggregated annual flows). The efficacy of the proposed S-O framework is brought out through a case example from the Colorado River basin. The proposed multi-site multi-season model AMHMABB (whose parameters are obtained from the proposed S-O framework) preserves the temporal as well as the spatial statistics of the historical flows. Also, the other multi-site deficit run characteristics namely, the number of runs, the maximum run length, the mean run sum and the mean run length are well preserved by the AMHMABB model. Overall, the proposed AMHMABB model is able to show better streamflow modeling performance when compared with the simulation based SMHMABB model, plausibly due to the significant role played by: (i) the objective functions related to the preservation of multi-site critical deficit run sum; (ii) the huge hybrid model parameter space available for the evolutionary search and (iii) the constraint on the preservation of the inter-annual dependence. Split-sample validation results indicate that the AMHMABB model is

  3. Cambridge Rocketry Simulator – A Stochastic Six-Degrees-of-Freedom Rocket Flight Simulator

    Directory of Open Access Journals (Sweden)

    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.

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

    Science.gov (United States)

    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

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

    International Nuclear Information System (INIS)

    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)

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

    Science.gov (United States)

    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.

  7. Enhanced Performance Controller Design for Stochastic Systems by Adding Extra State Estimation onto the Existing Closed Loop Control

    Energy Technology Data Exchange (ETDEWEB)

    Zhou, Yuyang; Zhang, Qichun; Wang, Hong

    2016-08-30

    To enhance the performance of the tracking property , this paper presents a novel control algorithm for a class of linear dynamic stochastic systems with unmeasurable states, where the performance enhancement loop is established based on Kalman filter. Without changing the existing closed loop with the PI controller, the compensative controller is designed to minimize the variances of the tracking errors using the estimated states and the propagation of state variances. Moreover, the stability of the closed-loop systems has been analyzed in the mean-square sense. A simulated example is included to show the effectiveness of the presented control algorithm, where encouraging results have been obtained.

  8. Stochastic strong ground motion simulations for the intermediate-depth earthquakes of the south Aegean subduction zone

    Science.gov (United States)

    Kkallas, Harris; Papazachos, Konstantinos; Boore, David; Margaris, Vasilis

    2015-04-01

    We have employed the stochastic finite-fault modelling approach of Motazedian and Atkinson (2005), as described by Boore (2009), for the simulation of Fourier spectra of the Intermediate-depth earthquakes of the south Aegean subduction zone. The stochastic finite-fault method is a practical tool for simulating ground motions of future earthquakes which requires region-specific source, path and site characterizations as input model parameters. For this reason we have used data from both acceleration-sensor and broadband velocity-sensor instruments from intermediate-depth earthquakes with magnitude of M 4.5-6.7 that occurred in the south Aegean subduction zone. Source mechanisms for intermediate-depth events of north Aegean subduction zone are either collected from published information or are constrained using the main faulting types from Kkallas et al. (2013). The attenuation parameters for simulations were adopted from Skarladoudis et al. (2013) and are based on regression analysis of a response spectra database. The site amplification functions for each soil class were adopted from Klimis et al., (1999), while the kappa values were constrained from the analysis of the EGELADOS network data from Ventouzi et al., (2013). The investigation of stress-drop values was based on simulations performed with the EXSIM code for several ranges of stress drop values and by comparing the results with the available Fourier spectra of intermediate-depth earthquakes. Significant differences regarding the strong-motion duration, which is determined from Husid plots (Husid, 1969), have been identified between the for-arc and along-arc stations due to the effect of the low-velocity/low-Q mantle wedge on the seismic wave propagation. In order to estimate appropriate values for the duration of P-waves, we have automatically picked P-S durations on the available seismograms. For the S-wave durations we have used the part of the seismograms starting from the S-arrivals and ending at the

  9. Stochastic models for the in silico simulation of synaptic processes

    OpenAIRE

    Bracciali, Andrea; Brunelli, Marcello; Cataldo, Enrico; Degano, Pierpaolo

    2008-01-01

    Background Research in life sciences is benefiting from a large availability of formal description techniques and analysis methodologies. These allow both the phenomena investigated to be precisely modeled and virtual experiments to be performed in silico. Such experiments may result in easier, faster, and satisfying approximations of their in vitro/vivo counterparts. A promising approach is represented by the study of biological phenomena as a collection of interactive entities through proce...

  10. Stochastic Modeling and Performance Analysis of Multimedia SoCs

    DEFF Research Database (Denmark)

    Raman, Balaji; Nouri, Ayoub; Gangadharan, Deepak

    2013-01-01

    solutions where each modeling technique has both the above mentioned characteristics. We present a probabilistic analytical framework and a statistical model checking approach to design system-on-chips for low-cost multimedia systems. We apply the modeling techniques to size the output buffer in a video......Reliability and flexibility are among the key required features of a framework used to model a system. Existing approaches to design resource-constrained, soft-real time systems either provide guarantees for output quality or account for loss in the system, but not both. We propose two independent...... decoder. The results shows that, for our stochastic design metric, the analytical framework upper bounds (and relatively accurate) compare to the statistical model checking technique. Also, we observed significant reduction in resource usage (such as output buffer size) with tolerable loss in output...

  11. Characterization of flood and precipitation events in Southwestern Germany and stochastic simulation of extreme precipitation (Project FLORIS-SV)

    Science.gov (United States)

    Florian, Ehmele; Michael, Kunz

    2016-04-01

    Several major flood events occurred in Germany in the past 15-20 years especially in the eastern parts along the rivers Elbe and Danube. Examples include the major floods of 2002 and 2013 with an estimated loss of about 2 billion Euros each. The last major flood events in the State of Baden-Württemberg in southwest Germany occurred in the years 1978 and 1993/1994 along the rivers Rhine and Neckar with an estimated total loss of about 150 million Euros (converted) each. Flood hazard originates from a combination of different meteorological, hydrological and hydraulic processes. Currently there is no defined methodology available for evaluating and quantifying the flood hazard and related risk for larger areas or whole river catchments instead of single gauges. In order to estimate the probable maximum loss for higher return periods (e.g. 200 years, PML200), a stochastic model approach is designed since observational data are limited in time and space. In our approach, precipitation is linearly composed of three elements: background precipitation, orographically-induces precipitation, and a convectively-driven part. We use linear theory of orographic precipitation formation for the stochastic precipitation model (SPM), which is based on fundamental statistics of relevant atmospheric variables. For an adequate number of historic flood events, the corresponding atmospheric conditions and parameters are determined in order to calculate a probability density function (pdf) for each variable. This method involves all theoretically possible scenarios which may not have happened, yet. This work is part of the FLORIS-SV (FLOod RISk Sparkassen Versicherung) project and establishes the first step of a complete modelling chain of the flood risk. On the basis of the generated stochastic precipitation event set, hydrological and hydraulic simulations will be performed to estimate discharge and water level. The resulting stochastic flood event set will be used to quantify the

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

    DEFF Research Database (Denmark)

    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....

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

    DEFF Research Database (Denmark)

    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...

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

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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.

  20. URDME: a modular framework for stochastic simulation of reaction-transport processes in complex geometries.

    Science.gov (United States)

    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

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

    KAUST Repository

    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

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

    KAUST Repository

    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.

  3. Searching for stable Si(n)C(n) clusters: combination of stochastic potential surface search and pseudopotential plane-wave Car-Parinello simulated annealing simulations.

    Science.gov (United States)

    Duan, Xiaofeng F; Burggraf, Larry W; Huang, Lingyu

    2013-07-22

    To find low energy Si(n)C(n) structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functional Theory Car-Parinello Molecular Dynamics simulated annealing (PSPW-CPMD-SA). We enhanced the Sunders stochastic search method to generate random cluster structures used as seed structures for PSPW-CPMD-SA simulations. This method ensures that each SA simulation samples a different potential surface region to find the regional minimum structure. By iterations of this automated, parallel process on a high performance computer we located hundreds to more than a thousand stable isomers for each Si(n)C(n) cluster. Among these, five to 10 of the lowest energy isomers were further optimized using B3LYP/cc-pVTZ method. We applied this method to Si(n)C(n) (n = 4-12) clusters and found the lowest energy structures, most not previously reported. By analyzing the bonding patterns of low energy structures of each Si(n)C(n) cluster, we observed that carbon segregations tend to form condensed conjugated rings while Si connects to unsaturated bonds at the periphery of the carbon segregation as single atoms or clusters when n is small and when n is large a silicon network spans over the carbon segregation region.

  4. Searching for Stable SinCn Clusters: Combination of Stochastic Potential Surface Search and Pseudopotential Plane-Wave Car-Parinello Simulated Annealing Simulations

    Directory of Open Access Journals (Sweden)

    Larry W. Burggraf

    2013-07-01

    Full Text Available To find low energy SinCn structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functional Theory Car-Parinello Molecular Dynamics simulated annealing (PSPW-CPMD-SA. We enhanced the Sunders stochastic search method to generate random cluster structures used as seed structures for PSPW-CPMD-SA simulations. This method ensures that each SA simulation samples a different potential surface region to find the regional minimum structure. By iterations of this automated, parallel process on a high performance computer we located hundreds to more than a thousand stable isomers for each SinCn cluster. Among these, five to 10 of the lowest energy isomers were further optimized using B3LYP/cc-pVTZ method. We applied this method to SinCn (n = 4–12 clusters and found the lowest energy structures, most not previously reported. By analyzing the bonding patterns of low energy structures of each SinCn cluster, we observed that carbon segregations tend to form condensed conjugated rings while Si connects to unsaturated bonds at the periphery of the carbon segregation as single atoms or clusters when n is small and when n is large a silicon network spans over the carbon segregation region.

  5. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

    Science.gov (United States)

    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.

  6. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis.

    Science.gov (United States)

    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.

  7. Scalable domain decomposition solvers for stochastic PDEs in high performance computing

    International Nuclear Information System (INIS)

    Desai, Ajit; Pettit, Chris; Poirel, Dominique; Sarkar, Abhijit

    2017-01-01

    Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

  8. Stochastic simulation experiment to assess radar rainfall retrieval uncertainties associated with attenuation and its correction

    Directory of Open Access Journals (Sweden)

    R. Uijlenhoet

    2008-03-01

    Full Text Available As rainfall constitutes the main source of water for the terrestrial hydrological processes, accurate and reliable measurement and prediction of its spatial and temporal distribution over a wide range of scales is an important goal for hydrology. We investigate the potential of ground-based weather radar to provide such measurements through a theoretical analysis of some of the associated observation uncertainties. A stochastic model of range profiles of raindrop size distributions is employed in a Monte Carlo simulation experiment to investigate the rainfall retrieval uncertainties associated with weather radars operating at X-, C-, and S-band. We focus in particular on the errors and uncertainties associated with rain-induced signal attenuation and its correction for incoherent, non-polarimetric, single-frequency, operational weather radars. The performance of two attenuation correction schemes, the (forward Hitschfeld-Bordan algorithm and the (backward Marzoug-Amayenc algorithm, is analyzed for both moderate (assuming a 50 km path length and intense Mediterranean rainfall (for a 30 km path. A comparison shows that the backward correction algorithm is more stable and accurate than the forward algorithm (with a bias in the order of a few percent for the former, compared to tens of percent for the latter, provided reliable estimates of the total path-integrated attenuation are available. Moreover, the bias and root mean square error associated with each algorithm are quantified as a function of path-averaged rain rate and distance from the radar in order to provide a plausible order of magnitude for the uncertainty in radar-retrieved rain rates for hydrological applications.

  9. Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

    Science.gov (United States)

    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.

  10. Modeling and simulating the adaptive electrical properties of stochastic polymeric 3D networks

    International Nuclear Information System (INIS)

    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)

  11. Integrated logistic support studies using behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets

    International Nuclear Information System (INIS)

    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)

  12. Application of users’ light-switch stochastic models to dynamic energy simulation

    DEFF Research Database (Denmark)

    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...

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

    Science.gov (United States)

    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.

  14. PERFORMANCE MEASURES OF STUDENTS IN EXAMINATIONS: A STOCHASTIC APPROACH

    OpenAIRE

    Goutam Saha; GOUTAM SAHA

    2013-01-01

    Data on Secondary and Higher Secondary examination (science stream) results from Tripura (North-East India) schools are analyzed to measure the performance of students based on tests and also the performance measures of schools based on final results and continuous assessment processes are obtained. The result variation in terms of grade points in the Secondary and Higher Secondary examinations are analysed using different sets of performance measures. The transition probabilities from one g...

  15. Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

    Science.gov (United States)

    Panda, Satyasen

    2018-05-01

    This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

  16. A simple stochastic model for dipole moment fluctuations in numerical dynamo simulations

    Directory of Open Access Journals (Sweden)

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

    KAUST Repository

    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.

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

    Science.gov (United States)

    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.

  19. Stochastic simulation and decadal prediction of hydroclimate in the Western Himalayas

    Science.gov (United States)

    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.

  20. The Separatrix Algorithm for synthesis and analysis of stochastic simulations with applications in disease modeling.

    Directory of Open Access Journals (Sweden)

    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.

  1. Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs

    Directory of Open Access Journals (Sweden)

    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.

  2. Stochastic simulation of pitting degradation of multi-barrier waste container in the potential repository at Yucca Mountain

    International Nuclear Information System (INIS)

    Lee, J.H.; Atkins, J.E.; Andrews, R.W.

    1995-01-01

    A detailed stochastic waste package degradation simulation model was developed incorporating the humid-air and aqueous general and pitting corrosion models for the carbon steel corrosion-allowance outer barrier and aqueous pitting corrosion model for the Alloy 825 corrosion-resistant inner barrier. The uncertainties in the individual corrosion models were also incorporated to capture the variability in the corrosion degradation among waste packages and among pits in the same waste package. Within the scope of assumptions employed in the simulations, the corrosion modes considered, and the near-field conditions from the drift-scale thermohydrologic model, the results of the waste package performance analyses show that the current waste package design appears to meet the 'controlled design assumption' requirement of waste package performance, which is currently defined as having less than 1% of waste packages breached at 1,000 years. It was shown that, except for the waste packages that fail early, pitting corrosion of the corrosion-resistant inner barrier has a greater control on the failure of waste packages and their subsequent degradation than the outer barrier. Further improvement and substantiation of the inner barrier pitting model (currently based on an elicitation) is necessary in future waste package performance simulation model

  3. Calibration of semi-stochastic procedure for simulating high-frequency ground motions

    Science.gov (United States)

    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).

  4. Development of a Stochastically-driven, Forward Predictive Performance Model for PEMFCs

    Science.gov (United States)

    Harvey, David Benjamin Paul

    A one-dimensional multi-scale coupled, transient, and mechanistic performance model for a PEMFC membrane electrode assembly has been developed. The model explicitly includes each of the 5 layers within a membrane electrode assembly and solves for the transport of charge, heat, mass, species, dissolved water, and liquid water. Key features of the model include the use of a multi-step implementation of the HOR reaction on the anode, agglomerate catalyst sub-models for both the anode and cathode catalyst layers, a unique approach that links the composition of the catalyst layer to key properties within the agglomerate model and the implementation of a stochastic input-based approach for component material properties. The model employs a new methodology for validation using statistically varying input parameters and statistically-based experimental performance data; this model represents the first stochastic input driven unit cell performance model. The stochastic input driven performance model was used to identify optimal ionomer content within the cathode catalyst layer, demonstrate the role of material variation in potential low performing MEA materials, provide explanation for the performance of low-Pt loaded MEAs, and investigate the validity of transient-sweep experimental diagnostic methods.

  5. A new approach to developing and optimizing organization strategy based on stochastic quantitative model of strategic performance

    Directory of Open Access Journals (Sweden)

    Marko Hell

    2014-03-01

    Full Text Available This paper presents a highly formalized approach to strategy formulation and optimization of strategic performance through proper resource allocation. A stochastic quantitative model of strategic performance (SQMSP is used to evaluate the efficiency of the strategy developed. The SQMSP follows the theoretical notions of the balanced scorecard (BSC and strategy map methodologies, initially developed by Kaplan and Norton. Parameters of the SQMSP are suggested to be random variables and be evaluated by experts who give two-point (optimistic and pessimistic values and three-point (optimistic, most probable and pessimistic values evaluations. The Monte-Carlo method is used to simulate strategic performance. Having been implemented within a computer application and applied to solve the real problem (planning of an IT-strategy at the Faculty of Economics, University of Split the proposed approach demonstrated its high potential as a basis for development of decision support tools related to strategic planning.

  6. A stochastic simulator of a blood product donation environment with demand spikes and supply shocks.

    Science.gov (United States)

    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.

  7. Multisite stochastic simulation of daily precipitation from copula modeling with a gamma marginal distribution

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

  9. High performance electromagnetic simulation tools

    Science.gov (United States)

    Gedney, Stephen D.; Whites, Keith W.

    1994-10-01

    Army Research Office Grant #DAAH04-93-G-0453 has supported the purchase of 24 additional compute nodes that were installed in the Intel iPsC/860 hypercube at the Univesity Of Kentucky (UK), rendering a 32-node multiprocessor. This facility has allowed the investigators to explore and extend the boundaries of electromagnetic simulation for important areas of defense concerns including microwave monolithic integrated circuit (MMIC) design/analysis and electromagnetic materials research and development. The iPSC/860 has also provided an ideal platform for MMIC circuit simulations. A number of parallel methods based on direct time-domain solutions of Maxwell's equations have been developed on the iPSC/860, including a parallel finite-difference time-domain (FDTD) algorithm, and a parallel planar generalized Yee-algorithm (PGY). The iPSC/860 has also provided an ideal platform on which to develop a 'virtual laboratory' to numerically analyze, scientifically study and develop new types of materials with beneficial electromagnetic properties. These materials simulations are capable of assembling hundreds of microscopic inclusions from which an electromagnetic full-wave solution will be obtained in toto. This powerful simulation tool has enabled research of the full-wave analysis of complex multicomponent MMIC devices and the electromagnetic properties of many types of materials to be performed numerically rather than strictly in the laboratory.

  10. Stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural streamflow

    Science.gov (United States)

    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

  11. Experiments and stochastic simulations of lignite coal during pyrolysis and gasification

    International Nuclear Information System (INIS)

    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.

  12. Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

    Science.gov (United States)

    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.

  13. Stochastic Parameter Development for PORFLOW Simulations of the Hanford AX Tank Farm

    International Nuclear Information System (INIS)

    Ho, C.K.; Baca, R.G.; Conrad, S.H.; Smith, G.A.; Shyr, L.; Wheeler, T.A.

    1999-01-01

    Parameters have been identified that can be modeled stochastically using PORFLOW and Latin Hypercube Sampling (LHS). These parameters include hydrologic and transport properties in the vadose and saturated zones, as well as source-term parameters and infiltration rates. A number of resources were used to define the parameter distributions, primarily those provided in the Retrieval Performance Evaluation Report (Jacobs, 1998). A linear rank regression was performed on the vadose-zone hydrologic parameters given in Khaleel and Freeman (1995) to determine if correlations existed between pairs of parameters. No strong correlations were found among the vadose-zone hydrologic parameters, and it was recommended that these parameters be sampled independently until future data or analyses reveal a strong correlation or functional relationship between parameters. Other distributions for source-term parameters, infiltration rates, and saturated-zone parameters that are required to stochastically analyze the performance of the AX Tank Farm using LHS/PORFLOW were adapted from distributions and values reported in Jacobs (1998) and other literature sources. Discussions pertaining to the geologic conceptualization, vadose-zone modeling, and saturated-zone modeling of the AX Tank Farm are also presented

  14. STOCHASTIC DOMINANCE AND ANALYSIS OF ODI BATTING PERFORMANCE: THE INDIAN CRICKET TEAM, 1989-2005

    Directory of Open Access Journals (Sweden)

    Uday Damodaran

    2006-12-01

    Full Text Available Relative to other team games, the contribution of individual team members to the overall team performance is more easily quantifiable in cricket. Viewing players as securities and the team as a portfolio, cricket thus lends itself better to the use of analytical methods usually employed in the analysis of securities and portfolios. This paper demonstrates the use of stochastic dominance rules, normally used in investment management, to analyze the One Day International (ODI batting performance of Indian cricketers. The data used span the years 1989 to 2005. In dealing with cricketing data the existence of 'not out' scores poses a problem while processing the data. In this paper, using a Bayesian approach, the 'not-out' scores are first replaced with a conditional average. The conditional average that is used represents an estimate of the score that the player would have gone on to score, if the 'not out' innings had been completed. The data thus treated are then used in the stochastic dominance analysis. To use stochastic dominance rules we need to characterize the 'utility' of a batsman. The first derivative of the utility function, with respect to runs scored, of an ODI batsman can safely be assumed to be positive (more runs scored are preferred to less. However, the second derivative needs not be negative (no diminishing marginal utility for runs scored. This means that we cannot clearly specify whether the value attached to an additional run scored is lesser at higher levels of scores. Because of this, only first-order stochastic dominance is used to analyze the performance of the players under consideration. While this has its limitation (specifically, we cannot arrive at a complete utility value for each batsman, the approach does well in describing player performance. Moreover, the results have intuitive appeal

  15. Optimization of advanced gas-cooled reactor fuel performance by a stochastic method

    International Nuclear Information System (INIS)

    Parks, G.T.

    1987-01-01

    A brief description is presented of a model representing the in-core behaviour of a single advanced gas-cooled reactor fuel channel, developed specifically for optimization studies. The performances of the only suitable Numerical Algorithms Group (NAG) library package and a Metropolis algorithm routine on this problem are discussed and contrasted. It is concluded that, for the problem in question, the stochastic Metropolis algorithm has distinct advantages over the deterministic NAG routine. (author)

  16. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

    Energy Technology Data Exchange (ETDEWEB)

    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.

  17. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

    International Nuclear Information System (INIS)

    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.

  18. Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure Induced by HZE Particles

    Science.gov (United States)

    Ponomarev, Artem; Plante, Ianik; George, Kerry; Wu, Honglu

    2014-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high-energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05-0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta-rays becomes more important.

  19. Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure iIduced by HZE Particles

    Science.gov (United States)

    Ponomarev, Artem; Plante, Ianik; George, Kerry; Wu, Honglu

    2014-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high-energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05-0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta-rays becomes more important.

  20. Driving Simulator Development and Performance Study

    OpenAIRE

    Juto, Erik

    2010-01-01

    The driving simulator is a vital tool for much of the research performed at theSwedish National Road and Transport Institute (VTI). Currently VTI posses three driving simulators, two high fidelity simulators developed and constructed by VTI, and a medium fidelity simulator from the German company Dr.-Ing. Reiner Foerst GmbH. The two high fidelity simulators run the same simulation software, developed at VTI. The medium fidelity simulator runs a proprietary simulation software. At VTI there is...

  1. A two-state stochastic model for nanoparticle self-assembly: theory, computer simulations and applications

    International Nuclear Information System (INIS)

    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)

  2. Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

    Science.gov (United States)

    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.

  3. Cambridge Rocketry Simulator – A Stochastic Six-Degrees-of-Freedom Rocket Flight Simulator

    OpenAIRE

    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...

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

    International Nuclear Information System (INIS)

    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

  5. Stability Criterion of Linear Stochastic Systems Subject to Mixed H2/Passivity Performance

    Directory of Open Access Journals (Sweden)

    Cheung-Chieh Ku

    2015-01-01

    Full Text Available The H2 control scheme and passivity theory are applied to investigate the stability criterion of continuous-time linear stochastic system subject to mixed performance. Based on the stochastic differential equation, the stochastic behaviors can be described as multiplicative noise terms. For the considered system, the H2 control scheme is applied to deal with the problem on minimizing output energy. And the asymptotical stability of the system can be guaranteed under desired initial conditions. Besides, the passivity theory is employed to constrain the effect of external disturbance on the system. Moreover, the Itô formula and Lyapunov function are used to derive the sufficient conditions which are converted into linear matrix inequality (LMI form for applying convex optimization algorithm. Via solving the sufficient conditions, the state feedback controller can be established such that the asymptotical stability and mixed performance of the system are achieved in the mean square. Finally, the synchronous generator system is used to verify the effectiveness and applicability of the proposed design method.

  6. Stochastic self-propagating star formation in three-dimensional disk galaxy simulations

    International Nuclear Information System (INIS)

    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

  7. INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE

    Directory of Open Access Journals (Sweden)

    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

  8. Product Costing in FMT: Comparing Deterministic and Stochastic Models Using Computer-Based Simulation for an Actual Case Study

    DEFF Research Database (Denmark)

    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....

  9. Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating.

    Science.gov (United States)

    Schmandt, Nicolaus T; Galán, Roberto F

    2012-09-14

    Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

  10. XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

    Science.gov (United States)

    Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

    2013-01-01

    XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method

  11. Characterization of stochastic uncertainty in the 1996 performance assessment for the Waste Isolation Pilot Plant

    International Nuclear Information System (INIS)

    Helton, Jon Craig; Davis, Freddie J.; Johnson, J.D.

    2000-01-01

    The 1996 performance assessment (PA) for the Waste Isolation Pilot Plant (WIPP) maintains a separation between stochastic (i.e., aleatory) and subjective (i.e., epistemic) uncertainty, with stochastic uncertainty arising from the possible disruptions that could occur at the WIPP over the 10,000 yr regulatory period specified by the US Environmental Protection Agency (40 CFR 191, 40 CFR 194) and subjective uncertainty arising from an inability to uniquely characterize many of the inputs required in the 1996 WIPP PA. The characterization of stochastic uncertainty is discussed including drilling intrusion time, drilling location penetration of excavated/nonexcavated areas of the repository, penetration of pressurized brine beneath the repository, borehole plugging patterns, activity level of waste, and occurrence of potash mining. Additional topics discussed include sampling procedures, generation of individual 10,000 yr futures for the WIPP, construction of complementary cumulative distribution functions (CCDFs), mechanistic calculations carried out to support CCDF construction the Kaplan/Garrick ordered triple representation for risk and determination of scenarios and scenario probabilities

  12. Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

    Science.gov (United States)

    Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

    2017-10-01

    Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

  13. Analyses of the stratospheric dynamics simulated by a GCM with a stochastic nonorographic gravity wave parameterization

    Science.gov (United States)

    Serva, Federico; Cagnazzo, Chiara; Riccio, Angelo

    2016-04-01

    version of the model, the default and a new stochastic version, in which the value of the perturbation field at launching level is not constant and uniform, but extracted at each time-step and grid-point from a given PDF. With this approach we are trying to add further variability to the effects given by the deterministic NOGW parameterization: the impact on the simulated climate will be assessed focusing on the Quasi-Biennial Oscillation of the equatorial stratosphere (known to be driven also by gravity waves) and on the variability of the mid-to-high latitudes atmosphere. The different characteristics of the circulation will be compared with recent reanalysis products in order to determine the advantages of the stochastic approach over the traditional deterministic scheme.

  14. Evaluation of Monte Carlo electron-Transport algorithms in the integrated Tiger series codes for stochastic-media simulations

    International Nuclear Information System (INIS)

    Franke, B.C.; Kensek, R.P.; Prinja, A.K.

    2013-01-01

    Stochastic-media simulations require numerous boundary crossings. We consider two Monte Carlo electron transport approaches and evaluate accuracy with numerous material boundaries. In the condensed-history method, approximations are made based on infinite-medium solutions for multiple scattering over some track length. Typically, further approximations are employed for material-boundary crossings where infinite-medium solutions become invalid. We have previously explored an alternative 'condensed transport' formulation, a Generalized Boltzmann-Fokker-Planck (GBFP) method, which requires no special boundary treatment but instead uses approximations to the electron-scattering cross sections. Some limited capabilities for analog transport and a GBFP method have been implemented in the Integrated Tiger Series (ITS) codes. Improvements have been made to the condensed history algorithm. The performance of the ITS condensed-history and condensed-transport algorithms are assessed for material-boundary crossings. These assessments are made both by introducing artificial material boundaries and by comparison to analog Monte Carlo simulations. (authors)

  15. An efficient algorithm for the stochastic simulation of the hybridization of DNA to microarrays

    Directory of Open Access Journals (Sweden)

    Laurenzi Ian J

    2009-12-01

    Full Text Available Abstract Background Although oligonucleotide microarray technology is ubiquitous in genomic research, reproducibility and standardization of expression measurements still concern many researchers. Cross-hybridization between microarray probes and non-target ssDNA has been implicated as a primary factor in sensitivity and selectivity loss. Since hybridization is a chemical process, it may be modeled at a population-level using a combination of material balance equations and thermodynamics. However, the hybridization reaction network may be exceptionally large for commercial arrays, which often possess at least one reporter per transcript. Quantification of the kinetics and equilibrium of exceptionally large chemical systems of this type is numerically infeasible with customary approaches. Results In this paper, we present a robust and computationally efficient algorithm for the simulation of hybridization processes underlying microarray assays. Our method may be utilized to identify the extent to which nucleic acid targets (e.g. cDNA will cross-hybridize with probes, and by extension, characterize probe robustnessusing the information specified by MAGE-TAB. Using this algorithm, we characterize cross-hybridization in a modified commercial microarray assay. Conclusions By integrating stochastic simulation with thermodynamic prediction tools for DNA hybridization, one may robustly and rapidly characterize of the selectivity of a proposed microarray design at the probe and "system" levels. Our code is available at http://www.laurenzi.net.

  16. Displacement rate and temperature equivalence in stochastic cluster dynamics simulations of irradiated pure α-Fe

    Energy Technology Data Exchange (ETDEWEB)

    Dunn, Aaron [Sandia National Laboratories, Albuquerque, 87185 NM (United States); George W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, 30332 GA (United States); Muntifering, Brittany [Sandia National Laboratories, Albuquerque, 87185 NM (United States); Northwestern University, Chicago, 60208 IL (United States); Dingreville, Rémi; Hattar, Khalid [Sandia National Laboratories, Albuquerque, 87185 NM (United States); Capolungo, Laurent, E-mail: laurent@lanl.gov [George W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, 30332 GA (United States); Material Science and Technology Division, MST-8, Los Alamos National Laboratory, Los Alamos, 87545 NM (United States)

    2016-11-15

    Charged particle irradiation is a frequently used experimental tool to study damage accumulation in metals expected during neutron irradiation. Understanding the correspondence between displacement rate and temperature during such studies is one of several factors that must be taken into account in order to design experiments that produce equivalent damage accumulation to neutron damage conditions. In this study, spatially resolved stochastic cluster dynamics (SRSCD) is used to simulate damage evolution in α-Fe and find displacement rate/temperature pairs under ‘target’ and ‘proxy’ conditions for which the local distribution of vacancies and vacancy clusters is the same as a function of displacement damage. The SRSCD methodology is chosen for this study due to its computational efficiency and ability to simulate damage accumulation in spatially inhomogeneous materials such as thin films. Results are presented for Frenkel pair irradiation and displacement cascade damage in thin films and bulk α-Fe. Holding all other material and irradiation conditions constant, temperature adjustments are shown to successfully make up for changes in displacement rate such that defect concentrations and cluster sizes remain relatively constant. The methodology presented in this study allows for a first-order prediction of the temperature at which ion irradiation experiments (‘proxy’ conditions) should take place in order to approximate neutron irradiation (‘target’ conditions).

  17. FluTE, a publicly available stochastic influenza epidemic simulation model.

    Directory of Open Access Journals (Sweden)

    Dennis L Chao

    2010-01-01

    Full Text Available Mathematical and computer models of epidemics have contributed to our understanding of the spread of infectious disease and the measures needed to contain or mitigate them. To help prepare for future influenza seasonal epidemics or pandemics, we developed a new stochastic model of the spread of influenza across a large population. Individuals in this model have realistic social contact networks, and transmission and infections are based on the current state of knowledge of the natural history of influenza. The model has been calibrated so that outcomes are consistent with the 1957/1958 Asian A(H2N2 and 2009 pandemic A(H1N1 influenza viruses. We present examples of how this model can be used to study the dynamics of influenza epidemics in the United States and simulate how to mitigate or delay them using pharmaceutical interventions and social distancing measures. Computer simulation models play an essential role in informing public policy and evaluating pandemic preparedness plans. We have made the source code of this model publicly available to encourage its use and further development.

  18. A conditional stochastic weather generator for seasonal to multi-decadal simulations

    Science.gov (United States)

    Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Podestá, Guillermo; Bert, Federico

    2018-01-01

    We present the application of a parametric stochastic weather generator within a nonstationary context, enabling simulations of weather sequences conditioned on interannual and multi-decadal trends. The generalized linear model framework of the weather generator allows any number of covariates to be included, such as large-scale climate indices, local climate information, seasonal precipitation and temperature, among others. Here we focus on the Salado A basin of the Argentine Pampas as a case study, but the methodology is portable to any region. We include domain-averaged (e.g., areal) seasonal total precipitation and mean maximum and minimum temperatures as covariates for conditional simulation. Areal covariates are motivated by a principal component analysis that indicates the seasonal spatial average is the dominant mode of variability across the domain. We find this modification to be effective in capturing the nonstationarity prevalent in interseasonal precipitation and temperature data. We further illustrate the ability of this weather generator to act as a spatiotemporal downscaler of seasonal forecasts and multidecadal projections, both of which are generally of coarse resolution.

  19. FluTE, a publicly available stochastic influenza epidemic simulation model.

    Science.gov (United States)

    Chao, Dennis L; Halloran, M Elizabeth; Obenchain, Valerie J; Longini, Ira M

    2010-01-29

    Mathematical and computer models of epidemics have contributed to our understanding of the spread of infectious disease and the measures needed to contain or mitigate them. To help prepare for future influenza seasonal epidemics or pandemics, we developed a new stochastic model of the spread of influenza across a large population. Individuals in this model have realistic social contact networks, and transmission and infections are based on the current state of knowledge of the natural history of influenza. The model has been calibrated so that outcomes are consistent with the 1957/1958 Asian A(H2N2) and 2009 pandemic A(H1N1) influenza viruses. We present examples of how this model can be used to study the dynamics of influenza epidemics in the United States and simulate how to mitigate or delay them using pharmaceutical interventions and social distancing measures. Computer simulation models play an essential role in informing public policy and evaluating pandemic preparedness plans. We have made the source code of this model publicly available to encourage its use and further development.

  20. Diffusion approximation-based simulation of stochastic ion channels: which method to use?

    Directory of Open Access Journals (Sweden)

    Danilo ePezo

    2014-11-01

    Full Text Available To study the effects of stochastic ion channel fluctuations on neural dynamics, several numerical implementation methods have been proposed. Gillespie’s method for Markov Chains (MC simulation is highly accurate, yet it becomes computationally intensive in the regime of high channel numbers. Many recent works aim to speed simulation time using the Langevin-based Diffusion Approximation (DA. Under this common theoretical approach, each implementation differs in how it handles various numerical difficulties – such as bounding of state variables to [0,1]. Here we review and test a set of the most recently published DA implementations (Dangerfield et al., 2012; Linaro et al., 2011; Huang et al., 2013a; Orio and Soudry, 2012; Schmandt and Galán, 2012; Goldwyn et al., 2011; Güler, 2013, comparing all of them in a set of numerical simulations that asses numerical accuracy and computational efficiency on three different models: the original Hodgkin and Huxley model, a model with faster sodium channels, and a multi-compartmental model inspired in granular cells. We conclude that for low channel numbers (usually below 1000 per simulated compartment one should use MC – which is both the most accurate and fastest method. For higher channel numbers, we recommend using the method by Orio and Soudry (2012, possibly combined with the method by Schmandt and Galán (2012 for increased speed and slightly reduced accuracy. Consequently, MC modelling may be the best method for detailed multicompartment neuron models – in which a model neuron with many thousands of channels is segmented into many compartments with a few hundred channels.

  1. Diffusion approximation-based simulation of stochastic ion channels: which method to use?

    Science.gov (United States)

    Pezo, Danilo; Soudry, Daniel; Orio, Patricio

    2014-01-01

    To study the effects of stochastic ion channel fluctuations on neural dynamics, several numerical implementation methods have been proposed. Gillespie's method for Markov Chains (MC) simulation is highly accurate, yet it becomes computationally intensive in the regime of a high number of channels. Many recent works aim to speed simulation time using the Langevin-based Diffusion Approximation (DA). Under this common theoretical approach, each implementation differs in how it handles various numerical difficulties—such as bounding of state variables to [0,1]. Here we review and test a set of the most recently published DA implementations (Goldwyn et al., 2011; Linaro et al., 2011; Dangerfield et al., 2012; Orio and Soudry, 2012; Schmandt and Galán, 2012; Güler, 2013; Huang et al., 2013a), comparing all of them in a set of numerical simulations that assess numerical accuracy and computational efficiency on three different models: (1) the original Hodgkin and Huxley model, (2) a model with faster sodium channels, and (3) a multi-compartmental model inspired in granular cells. We conclude that for a low number of channels (usually below 1000 per simulated compartment) one should use MC—which is the fastest and most accurate method. For a high number of channels, we recommend using the method by Orio and Soudry (2012), possibly combined with the method by Schmandt and Galán (2012) for increased speed and slightly reduced accuracy. Consequently, MC modeling may be the best method for detailed multicompartment neuron models—in which a model neuron with many thousands of channels is segmented into many compartments with a few hundred channels. PMID:25404914

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

    DEFF Research Database (Denmark)

    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...

  3. Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

    International Nuclear Information System (INIS)

    Cruz, Roberto de la; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

    2017-01-01

    of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth. - Highlights: • A hybrid method for stochastic multi-scale models of cells populations that extends existing hybrid methods for reaction–diffusion system. • Our analysis unveils non-trivial macroscopic effects triggered by noise at the level of structuring variables. • Our hybrid method hugely speeds up age-structured SSA simulations while preserving stochastic effects.

  4. Improving the performance of power-limited transverse stochastic cooling systems

    International Nuclear Information System (INIS)

    Goldberg, D.A.; Lambertson, G.R.

    1989-08-01

    We present the formulas relevant to the behavior of (transverse) stochastic cooling systems which operate under the not uncommon condition that performance is limited by available output power, and contrast the operation of such systems with non-power-limited ones. In particular, we show that for power-limited systems, the two most effective improvements are the use of pickups/kickers which operate in both planes simultaneously and/or plunging of the cooling system electrodes, and present an example where increasing bandwidth is counter-productive. We apply our results to the proposed upgrade of the Fermilab bar p source. 4 refs., 1 fig., 2 tabs

  5. Management of Industrial Performance Indicators: Regression Analysis and Simulation

    Directory of Open Access Journals (Sweden)

    Walter Roberto Hernandez Vergara

    2017-11-01

    Full Text Available Stochastic methods can be used in problem solving and explanation of natural phenomena through the application of statistical procedures. The article aims to associate the regression analysis and systems simulation, in order to facilitate the practical understanding of data analysis. The algorithms were developed in Microsoft Office Excel software, using statistical techniques such as regression theory, ANOVA and Cholesky Factorization, which made it possible to create models of single and multiple systems with up to five independent variables. For the analysis of these models, the Monte Carlo simulation and analysis of industrial performance indicators were used, resulting in numerical indices that aim to improve the goals’ management for compliance indicators, by identifying systems’ instability, correlation and anomalies. The analytical models presented in the survey indicated satisfactory results with numerous possibilities for industrial and academic applications, as well as the potential for deployment in new analytical techniques.

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

    KAUST Repository

    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

  7. StochPy: A Comprehensive, User-Friendly Tool for Simulating Stochastic Biological Processes

    NARCIS (Netherlands)

    T.R. Maarleveld (Timo); B.G. Olivier (Brett); F.J. Bruggeman (Frank)

    2013-01-01

    htmlabstractSingle-cell and single-molecule measurements indicate the importance of stochastic phenomena in cell biology. Stochasticity creates spontaneous differences in the copy numbers of key macromolecules and the timing of reaction events between genetically-identical cells. Mathematical models

  8. Uncertainty of simulated groundwater levels arising from stochastic transient climate change scenarios

    Science.gov (United States)

    Goderniaux, Pascal; Brouyère, Serge; Blenkinsop, Stephen; Burton, Aidan; Fowler, Hayley; Dassargues, Alain

    2010-05-01

    The evaluation of climate change impact on groundwater reserves represents a difficult task because both hydrological and climatic processes are complex and difficult to model. In this study, we present an innovative methodology that combines the use of integrated surface - subsurface hydrological models with advanced stochastic transient climate change scenarios. This methodology is applied to the Geer basin (480 km²) in Belgium, which is intensively exploited to supply the city of Liège (Belgium) with drinking water. The physically-based, spatially-distributed, surface-subsurface flow model has been developed with the finite element model HydroGeoSphere . The simultaneous solution of surface and subsurface flow equations in HydroGeoSphere, as well as the internal calculation of the actual evapotranspiration as a function of the soil moisture at each node of the evaporative zone, enables a better representation of interconnected processes in all domains of the catchment (fully saturated zone, partially saturated zone, surface). Additionally, the use of both surface and subsurface observed data to calibrate the model better constrains the calibration of the different water balance terms. Crucially, in the context of climate change impacts on groundwater resources, the evaluation of groundwater recharge is improved. . This surface-subsurface flow model is combined with advanced climate change scenarios for the Geer basin. Climate change simulations were obtained from six regional climate model (RCM) scenarios assuming the SRES A2 greenhouse gases emission (medium-high) scenario. These RCM scenarios were statistically downscaled using a transient stochastic weather generator technique, combining 'RainSim' and the 'CRU weather generator' for temperature and evapotranspiration time series. This downscaling technique exhibits three advantages compared with the 'delta change' method usually used in groundwater impact studies. (1) Corrections to climate model output are

  9. Managerial performance and cost efficiency of Japanese local public hospitals: a latent class stochastic frontier model.

    Science.gov (United States)

    Besstremyannaya, Galina

    2011-09-01

    The paper explores the link between managerial performance and cost efficiency of 617 Japanese general local public hospitals in 1999-2007. Treating managerial performance as unobservable heterogeneity, the paper employs a panel data stochastic cost frontier model with latent classes. Financial parameters associated with better managerial performance are found to be positively significant in explaining the probability of belonging to the more efficient latent class. The analysis of latent class membership was consistent with the conjecture that unobservable technological heterogeneity reflected in the existence of the latent classes is related to managerial performance. The findings may support the cause for raising efficiency of Japanese local public hospitals by enhancing the quality of management. Copyright © 2011 John Wiley & Sons, Ltd.

  10. Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) to the steel process chain: case study.

    Science.gov (United States)

    Bieda, Bogusław

    2014-05-15

    The purpose of the paper is to present the results of application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) data of Mittal Steel Poland (MSP) complex in Kraków, Poland. In order to assess the uncertainty, the software CrystalBall® (CB), which is associated with Microsoft® Excel spreadsheet model, is used. The framework of the study was originally carried out for 2005. The total production of steel, coke, pig iron, sinter, slabs from continuous steel casting (CSC), sheets from hot rolling mill (HRM) and blast furnace gas, collected in 2005 from MSP was analyzed and used for MC simulation of the LCI model. In order to describe random nature of all main products used in this study, normal distribution has been applied. The results of the simulation (10,000 trials) performed with the use of CB consist of frequency charts and statistical reports. The results of this study can be used as the first step in performing a full LCA analysis in the steel industry. Further, it is concluded that the stochastic approach is a powerful method for quantifying parameter uncertainty in LCA/LCI studies and it can be applied to any steel industry. The results obtained from this study can help practitioners and decision-makers in the steel production management. Copyright © 2013 Elsevier B.V. All rights reserved.

  11. Two Different Template Replicators Coexisting in the Same Protocell: Stochastic Simulation of an Extended Chemoton Model

    Science.gov (United States)

    Zachar, István; Fedor, Anna; Szathmáry, Eörs

    2011-01-01

    The simulation of complex biochemical systems, consisting of intertwined subsystems, is a challenging task in computational biology. The complex biochemical organization of the cell is effectively modeled by the minimal cell model called chemoton, proposed by Gánti. Since the chemoton is a system consisting of a large but fixed number of interacting molecular species, it can effectively be implemented in a process algebra-based language such as the BlenX programming language. The stochastic model behaves comparably to previous continuous deterministic models of the chemoton. Additionally to the well-known chemoton, we also implemented an extended version with two competing template cycles. The new insight from our study is that the coupling of reactions in the chemoton ensures that these templates coexist providing an alternative solution to Eigen's paradox. Our technical innovation involves the introduction of a two-state switch to control cell growth and division, thus providing an example for hybrid methods in BlenX. Further developments to the BlenX language are suggested in the Appendix. PMID:21818258

  12. Two different template replicators coexisting in the same protocell: stochastic simulation of an extended chemoton model.

    Science.gov (United States)

    Zachar, István; Fedor, Anna; Szathmáry, Eörs

    2011-01-01

    The simulation of complex biochemical systems, consisting of intertwined subsystems, is a challenging task in computational biology. The complex biochemical organization of the cell is effectively modeled by the minimal cell model called chemoton, proposed by Gánti. Since the chemoton is a system consisting of a large but fixed number of interacting molecular species, it can effectively be implemented in a process algebra-based language such as the BlenX programming language. The stochastic model behaves comparably to previous continuous deterministic models of the chemoton. Additionally to the well-known chemoton, we also implemented an extended version with two competing template cycles. The new insight from our study is that the coupling of reactions in the chemoton ensures that these templates coexist providing an alternative solution to Eigen's paradox. Our technical innovation involves the introduction of a two-state switch to control cell growth and division, thus providing an example for hybrid methods in BlenX. Further developments to the BlenX language are suggested in the Appendix.

  13. Two different template replicators coexisting in the same protocell: stochastic simulation of an extended chemoton model.

    Directory of Open Access Journals (Sweden)

    István Zachar

    Full Text Available The simulation of complex biochemical systems, consisting of intertwined subsystems, is a challenging task in computational biology. The complex biochemical organization of the cell is effectively modeled by the minimal cell model called chemoton, proposed by Gánti. Since the chemoton is a system consisting of a large but fixed number of interacting molecular species, it can effectively be implemented in a process algebra-based language such as the BlenX programming language. The stochastic model behaves comparably to previous continuous deterministic models of the chemoton. Additionally to the well-known chemoton, we also implemented an extended version with two competing template cycles. The new insight from our study is that the coupling of reactions in the chemoton ensures that these templates coexist providing an alternative solution to Eigen's paradox. Our technical innovation involves the introduction of a two-state switch to control cell growth and division, thus providing an example for hybrid methods in BlenX. Further developments to the BlenX language are suggested in the Appendix.

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

    Directory of Open Access Journals (Sweden)

    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.

  15. Evaluating Economic Alternatives for Wood Energy Supply Based on Stochastic Simulation

    Directory of Open Access Journals (Sweden)

    Ulises Flores Hernández

    2018-04-01

    Full Text Available Productive forests, as a major source of biomass, represent an important pre-requisite for the development of a bio-economy. In this respect, assessments of biomass availability, efficiency of forest management, forest operations, and economic feasibility are essential. This is certainly the case for Mexico, a country with an increasing energy demand and a considerable potential for sustainable forest utilization. Hence, this paper focuses on analyzing economic alternatives for the Mexican bioenergy supply based on the costs and revenues of utilizing woody biomass residues. With a regional spatial approach, harvesting and transportation costs of utilizing selected biomass residues were stochastically calculated using Monte Carlo simulations. A sensitivity analysis of percentage variation of the most probable estimate in relation to the parameters price and cost for one alternative using net future analysis was conducted. Based on the results for the northern region, a 10% reduction of the transportation cost would reduce overall supply cost, resulting in a total revenue of 13.69 USD/m3 and 0.75 USD/m3 for harvesting residues and non-extracted stand residues, respectively. For the central south region, it is estimated that a contribution of 16.53 USD/m3 from 2013 and a total revenue of 33.00 USD/m3 in 2030 from sawmill residues will improve the value chain. The given approach and outputs provide the basis for the decision-making process regarding forest utilization towards energy generation based on economic indicators.

  16. Subcellular Location of PKA Controls Striatal Plasticity: Stochastic Simulations in Spiny Dendrites

    Science.gov (United States)

    Oliveira, Rodrigo F.; Kim, MyungSook; Blackwell, Kim T.

    2012-01-01

    Dopamine release in the striatum has been implicated in various forms of reward dependent learning. Dopamine leads to production of cAMP and activation of protein kinase A (PKA), which are involved in striatal synaptic plasticity and learning. PKA and its protein targets are not diffusely located throughout the neuron, but are confined to various subcellular compartments by anchoring molecules such as A-Kinase Anchoring Proteins (AKAPs). Experiments have shown that blocking the interaction of PKA with AKAPs disrupts its subcellular location and prevents LTP in the hippocampus and striatum; however, these experiments have not revealed whether the critical function of anchoring is to locate PKA near the cAMP that activates it or near its targets, such as AMPA receptors located in the post-synaptic density. We have developed a large scale stochastic reaction-diffusion model of signaling pathways in a medium spiny projection neuron dendrite with spines, based on published biochemical measurements, to investigate this question and to evaluate whether dopamine signaling exhibits spatial specificity post-synaptically. The model was stimulated with dopamine pulses mimicking those recorded in response to reward. Simulations show that PKA colocalization with adenylate cyclase, either in the spine head or in the dendrite, leads to greater phosphorylation of DARPP-32 Thr34 and AMPA receptor GluA1 Ser845 than when PKA is anchored away from adenylate cyclase. Simulations further demonstrate that though cAMP exhibits a strong spatial gradient, diffusible DARPP-32 facilitates the spread of PKA activity, suggesting that additional inactivation mechanisms are required to produce spatial specificity of PKA activity. PMID:22346744

  17. Multi-site Stochastic Simulation of Daily Streamflow with Markov Chain and KNN Algorithm

    Science.gov (United States)

    Mathai, J.; Mujumdar, P.

    2017-12-01

    A key focus of this study is to develop a method which is physically consistent with the hydrologic processes that can capture short-term characteristics of daily hydrograph as well as the correlation of streamflow in temporal and spatial domains. In complex water resource systems, flow fluctuations at small time intervals require that discretisation be done at small time scales such as daily scales. Also, simultaneous generation of synthetic flows at different sites in the same basin are required. We propose a method to equip water managers with a streamflow generator within a stochastic streamflow simulation framework. The motivation for the proposed method is to generate sequences that extend beyond the variability represented in the historical record of streamflow time series. The method has two steps: In step 1, daily flow is generated independently at each station by a two-state Markov chain, with rising limb increments randomly sampled from a Gamma distribution and the falling limb modelled as exponential recession and in step 2, the streamflow generated in step 1 is input to a nonparametric K-nearest neighbor (KNN) time series bootstrap resampler. The KNN model, being data driven, does not require assumptions on the dependence structure of the time series. A major limitation of KNN based streamflow generators is that they do not produce new values, but merely reshuffle the historical data to generate realistic streamflow sequences. However, daily flow generated using the Markov chain approach is capable of generating a rich variety of streamflow sequences. Furthermore, the rising and falling limbs of daily hydrograph represent different physical processes, and hence they need to be modelled individually. Thus, our method combines the strengths of the two approaches. We show the utility of the method and improvement over the traditional KNN by simulating daily streamflow sequences at 7 locations in the Godavari River basin in India.

  18. Stochastic simulation of climate change impacts on ice road operations, MacKenzie River, Northwest Territories

    International Nuclear Information System (INIS)

    Woo, Mingko; Lonergan, S.

    1990-01-01

    Winter roads constitute an important part of the transportation network in the MacKenzie Delta, the Yellowknife area, and between the MacKenzie Highway and the Canol Road. Climatic changes in the MacKenzie Valley will alter the probabilities of ice cover thickness and duration, impacting on the periods when ice road river crossings are viable. Stochastic models were developed to generate air temperature and precipitation data to analyze climate impacts on when ice road crossing of the MacKenzie River at Norman Wells is feasible. The data were employed to simulate river ice growth and decay. Several general circulation models were employed to determine the impacts of climatic change on the ice regime. For precipitation simulation, the occurrence of wet or dry days was determined from Markov chain transition probabilities. In general, the Goddard Institute of Space Studies (GISS) model predicted the largest increase in monthly precipitation and the Oregon State University (OSU) model predicted the least changes. The various scenarios indicated that the duration for vehicular traffic over ice will be significantly reduced, compared to present day Norman Wells ice crossing operation. For 20 tonne vehicles, the current duration for safe crossing averages 169±14.6 days per year, while for the OSU scenario it will be reduced to 148±14.7 days, is further reduced to 127±24.9 days for the GISS scenario, and drops to 122±21.7 days for the GFDL (General Fluid Dynamics Laboratory) scenario. 5 refs., 1 fig

  19. Stochastic simulations for the time evolution of systems which obey generalized statistics: fractional exclusion statistics and Gentile's statistics

    International Nuclear Information System (INIS)

    Nemnes, G A; Anghel, D V

    2010-01-01

    We present a stochastic method for the simulation of the time evolution in systems which obey generalized statistics, namely fractional exclusion statistics and Gentile's statistics. The transition rates are derived in the framework of canonical ensembles. This approach introduces a tool for describing interacting fermionic and bosonic systems in non-equilibrium as ideal FES systems, in a computationally efficient manner. The two types of statistics are analyzed comparatively, indicating their intrinsic thermodynamic differences and revealing key aspects related to the species size

  20. A simple stochastic rainstorm generator for simulating spatially and temporally varying rainfall

    Science.gov (United States)

    Singer, M. B.; Michaelides, K.; Nichols, M.; Nearing, M. A.

    2016-12-01

    In semi-arid to arid drainage basins, rainstorms often control both water supply and flood risk to marginal communities of people. They also govern the availability of water to vegetation and other ecological communities, as well as spatial patterns of sediment, nutrient, and contaminant transport and deposition on local to basin scales. All of these landscape responses are sensitive to changes in climate that are projected to occur throughout western North America. Thus, it is important to improve characterization of rainstorms in a manner that enables statistical assessment of rainfall at spatial scales below that of existing gauging networks and the prediction of plausible manifestations of climate change. Here we present a simple, stochastic rainstorm generator that was created using data from a rich and dense network of rain gauges at the Walnut Gulch Experimental Watershed (WGEW) in SE Arizona, but which is applicable anywhere. We describe our methods for assembling pdfs of relevant rainstorm characteristics including total annual rainfall, storm area, storm center location, and storm duration. We also generate five fitted intensity-duration curves and apply a spatial rainfall gradient to generate precipitation at spatial scales below gauge spacing. The model then runs by Monte Carlo simulation in which a total annual rainfall is selected before we generate rainstorms until the annual precipitation total is reached. The procedure continues for decadal simulations. Thus, we keep track of the hydrologic impact of individual storms and the integral of precipitation over multiple decades. We first test the model using ensemble predictions until we reach statistical similarity to the input data from WGEW. We then employ the model to assess decadal precipitation under simulations of climate change in which we separately vary the distribution of total annual rainfall (trend in moisture) and the intensity-duration curves used for simulation (trends in storminess). We

  1. Objective mapping of observed sub-surface mesoscale cold core eddy in the Bay of Bengal by stochastic inverse technique with tomographically simulated travel times

    Digital Repository Service at National Institute of Oceanography (India)

    Murty, T.V.R.; Rao, M.M.M.; Sadhuram, Y.; Sridevi, B.; Maneesha, K.; SujithKumar, S.; Prasanna, P.L.; Murthy, K.S.R.

    of Bengal during south-west monsoon season and explore possibility to reconstruct the acoustic profile of the eddy by Stochastic Inverse Technique. A simulation experiment on forward and inverse problems for observed sound velocity perturbation field has...

  2. Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality.

    Science.gov (United States)

    Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo

    2014-07-01

    Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay differential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We tackle some problems associated to the lack of task-universality for individually operating reservoirs and propose a solution based on the use of parallel arrays of time-delay reservoirs. Copyright © 2014 Elsevier Ltd. All rights reserved.

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

    Science.gov (United States)

    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

  4. Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

    Science.gov (United States)

    Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

    2018-04-01

    This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual

  5. Modeling and simulation of a controlled steam generator in the context of dynamic reliability using a Stochastic Hybrid Automaton

    International Nuclear Information System (INIS)

    Babykina, Génia; Brînzei, Nicolae; Aubry, Jean-François; Deleuze, Gilles

    2016-01-01

    The paper proposes a modeling framework to support Monte Carlo simulations of the behavior of a complex industrial system. The aim is to analyze the system dependability in the presence of random events, described by any type of probability distributions. Continuous dynamic evolutions of physical parameters are taken into account by a system of differential equations. Dynamic reliability is chosen as theoretical framework. Based on finite state automata theory, the formal model is built by parallel composition of elementary sub-models using a bottom-up approach. Considerations of a stochastic nature lead to a model called the Stochastic Hybrid Automaton. The Scilab/Scicos open source environment is used for implementation. The case study is carried out on an example of a steam generator of a nuclear power plant. The behavior of the system is studied by exploring its trajectories. Possible system trajectories are analyzed both empirically, using the results of Monte Carlo simulations, and analytically, using the formal system model. The obtained results are show to be relevant. The Stochastic Hybrid Automaton appears to be a suitable tool to address the dynamic reliability problem and to model real systems of high complexity; the bottom-up design provides precision and coherency of the system model. - Highlights: • A part of a nuclear power plant is modeled in the context of dynamic reliability. • Stochastic Hybrid Automaton is used as an input model for Monte Carlo simulations. • The model is formally built using a bottom-up approach. • The behavior of the system is analyzed empirically and analytically. • A formally built SHA shows to be a suitable tool to approach dynamic reliability.

  6. Application of Stochastic Unsaturated Flow Theory, Numerical Simulations, and Comparisons to Field Observations

    DEFF Research Database (Denmark)

    Jensen, Karsten Høgh; Mantoglou, Aristotelis

    1992-01-01

    unsaturated flow equation representing the mean system behavior is solved using a finite difference numerical solution technique. The effective parameters are evaluated from the stochastic theory formulas before entering them into the numerical solution for each iteration. The stochastic model is applied...... seems to offer a rational framework for modeling large-scale unsaturated flow and estimating areal averages of soil-hydrological processes in spatially variable soils....

  7. Numerical simulation of stochastic point kinetic equation in the dynamical system of nuclear reactor

    International Nuclear Information System (INIS)

    Saha Ray, S.

    2012-01-01

    Highlights: ► In this paper stochastic neutron point kinetic equations have been analyzed. ► Euler–Maruyama method and Strong Taylor 1.5 order method have been discussed. ► These methods are applied for the solution of stochastic point kinetic equations. ► Comparison between the results of these methods and others are presented in tables. ► Graphs for neutron and precursor sample paths are also presented. -- Abstract: In the present paper, the numerical approximation methods, applied to efficiently calculate the solution for stochastic point kinetic equations () in nuclear reactor dynamics, are investigated. A system of Itô stochastic differential equations has been analyzed to model the neutron density and the delayed neutron precursors in a point nuclear reactor. The resulting system of Itô stochastic differential equations are solved over each time-step size. The methods are verified by considering different initial conditions, experimental data and over constant reactivities. The computational results indicate that the methods are simple and suitable for solving stochastic point kinetic equations. In this article, a numerical investigation is made in order to observe the random oscillations in neutron and precursor population dynamics in subcritical and critical reactors.

  8. Aircraft Performance for Open Air Traffic Simulations

    NARCIS (Netherlands)

    Metz, I.C.; Hoekstra, J.M.; Ellerbroek, J.; Kugler, D.

    2016-01-01

    The BlueSky Open Air Tra_c Simulator developed by the Control & Simulation section of TU Delft aims at supporting research for analysing Air Tra_c Management concepts by providing an open source simulation platform. The goal of this study was to complement BlueSky with aircraft performance

  9. Stochastic Simulation of Isotopic Exchange Mechanisms for Fe(II)-Catalyzed Recrystallization of Goethite

    Energy Technology Data Exchange (ETDEWEB)

    Zarzycki, Piotr [Energy; Institute; Rosso, Kevin M. [Pacific Northwest

    2017-06-15

    Understanding Fe(II)-catalyzed transformations of Fe(III)- (oxyhydr)oxides is critical for correctly interpreting stable isotopic distributions and for predicting the fate of metal ions in the environment. Recent Fe isotopic tracer experiments have shown that goethite undergoes rapid recrystallization without phase change when exposed to aqueous Fe(II). The proposed explanation is oxidation of sorbed Fe(II) and reductive Fe(II) release coupled 1:1 by electron conduction through crystallites. Given the availability of two tracer exchange data sets that explore pH and particle size effects (e.g., Handler et al. Environ. Sci. Technol. 2014, 48, 11302-11311; Joshi and Gorski Environ. Sci. Technol. 2016, 50, 7315-7324), we developed a stochastic simulation that exactly mimics these experiments, while imposing the 1:1 constraint. We find that all data can be represented by this model, and unifying mechanistic information emerges. At pH 7.5 a rapid initial exchange is followed by slower exchange, consistent with mixed surface- and diffusion-limited kinetics arising from prominent particle aggregation. At pH 5.0 where aggregation and net Fe(II) sorption are minimal, that exchange is quantitatively proportional to available particle surface area and the density of sorbed Fe(II) is more readily evident. Our analysis reveals a fundamental atom exchange rate of ~10-5 Fe nm-2 s-1, commensurate with some of the reported reductive dissolution rates of goethite, suggesting Fe(II) release is the rate-limiting step in the conduction mechanism during recrystallization.

  10. Performance Evaluation for Sustainability of Strong Smart Grid by Using Stochastic AHP and Fuzzy TOPSIS Methods

    Directory of Open Access Journals (Sweden)

    Huiru Zhao

    2016-01-01

    Full Text Available As an efficient way to deal with the global climate change and energy shortage problems, a strong, self-healing, compatible, economic and integrative smart gird is under construction in China, which is supported by large amounts of investments and advanced technologies. To promote the construction, operation and sustainable development of Strong Smart Grid (SSG, a novel hybrid framework for evaluating the performance of SSG is proposed from the perspective of sustainability. Based on a literature review, experts’ opinions and the technical characteristics of SSG, the evaluation model involves four sustainability criteria defined as economy, society, environment and technology aspects associated with 12 sub-criteria. Considering the ambiguity and vagueness of the subjective judgments on sub-criteria, fuzzy TOPSIS method is employed to evaluate the performance of SSG. In addition, different from previous research, this paper adopts the stochastic Analytical Hierarchy Process (AHP method to upgrade the traditional Technique for Order Preference by Similarity to Ideal Solution (TOPSIS by addressing the fuzzy and stochastic factors within weights calculation. Finally, four regional smart grids in China are ranked by employing the proposed framework. The results show that the sub-criteria affiliated with environment obtain much more attention than that of economy from experts group. Moreover, the sensitivity analysis indicates the ranking list remains stable no matter how sub-criteria weights are changed, which verifies the robustness and effectiveness of the proposed model and evaluation results. This study provides a comprehensive and effective method for performance evaluation of SSG and also innovates the weights calculation for traditional TOPSIS.

  11. Mathematical analysis and algorithms for efficiently and accurately implementing stochastic simulations of short-term synaptic depression and facilitation

    Directory of Open Access Journals (Sweden)

    Mark D McDonnell

    2013-05-01

    Full Text Available The release of neurotransmitter vesicles after arrival of a pre-synaptic action potential at cortical synapses is known to be a stochastic process, as is the availability of vesicles for release. These processes are known to also depend on the recent history of action-potential arrivals, and this can be described in terms of time-varying probabilities of vesicle release. Mathematical models of such synaptic dynamics frequently are based only on the mean number of vesicles released by each pre-synaptic action potential, since if it is assumed there are sufficiently many vesicle sites, then variance is small. However, it has been shown recently that variance across sites can be significant for neuron and network dynamics, and this suggests the potential importance of studying short-term plasticity using simulations that do generate trial-to-trial variability. Therefore, in this paper we study several well-known conceptual models for stochastic availability and release. We state explicitly the random variables that these models describe and propose efficient algorithms for accurately implementing stochastic simulations of these random variables in software or hardware. Our results are complemented by mathematical analysis and statement of pseudo-code algorithms.

  12. Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model

    Science.gov (United States)

    Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

    2016-12-01

    The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

  13. Estimating the economic impact of subclinical ketosis in dairy cattle using a dynamic stochastic simulation model.

    Science.gov (United States)

    Mostert, P F; Bokkers, E A M; van Middelaar, C E; Hogeveen, H; de Boer, I J M

    2018-01-01

    The objective of this study was to estimate the economic impact of subclinical ketosis (SCK) in dairy cows. This metabolic disorder occurs in the period around calving and is associated with an increased risk of other diseases. Therefore, SCK affects farm productivity and profitability. Estimating the economic impact of SCK may make farmers more aware of this problem, and can improve their decision-making regarding interventions to reduce SCK. We developed a dynamic stochastic simulation model that enables estimating the economic impact of SCK and related diseases (i.e. mastitis, metritis, displaced abomasum, lameness and clinical ketosis) occurring during the first 30 days after calving. This model, which was applied to a typical Dutch dairy herd, groups cows according to their parity (1 to 5+), and simulates the dynamics of SCK and related diseases, and milk production per cow during one lactation. The economic impact of SCK and related diseases resulted from a reduced milk production, discarded milk, treatment costs, costs from a prolonged calving interval and removal (culling or dying) of cows. The total costs of SCK were €130 per case per year, with a range between €39 and €348 (5 to 95 percentiles). The total costs of SCK per case per year, moreover, increased from €83 per year in parity 1 to €175 in parity 3. Most cows with SCK, however, had SCK only (61%), and costs were €58 per case per year. Total costs of SCK per case per year resulted for 36% from a prolonged calving interval, 24% from reduced milk production, 19% from treatment, 14% from discarded milk and 6% from removal. Results of the sensitivity analysis showed that the disease incidence, removal risk, relations of SCK with other diseases and prices of milk resulted in a high variation of costs of SCK. The costs of SCK, therefore, might differ per farm because of farm-specific circumstances. Improving data collection on the incidence of SCK and related diseases, and on consequences of

  14. Stochastic modeling of gob gas venthole production performances in active and completed longwall panels of coal mines

    Energy Technology Data Exchange (ETDEWEB)

    Karacan, C. Oezgen [NIOSH, Office of Mine Safety and Health Research, Pittsburgh, PA (United States); Luxbacher, Kray [Virginia Tech, Dept. of Mining and Minerals Engineering, Blacksburg, VA (United States)

    2010-11-01

    Gob gas ventholes (GGVs) are an integral part of longwall coal mining operations, enhancing safety by controlling methane in underground workings. As in many disciplines in earth sciences, uncertainties due to the heterogeneity of geologic formations exist. These uncertainties, and the wide range of mining and venthole operation parameters, lead to performance variability in GGVs. Random variations in parameters affecting GGV performance and influencing parameters that cannot be quantified sufficiently due to lack of information limit deterministic GGV models and even introduce error in severe cases. Therefore, evaluation of GGV performance data and the uncertainty in input parameters is valuable for understanding the variability in GGV production and for designing them accordingly. This paper describes a practical approach for implementing stochastic determination of GGV production performances and for generalizing the prediction capability of deterministic models. Deterministic site-specific models were derived by using the GGV module in the recently developed MCP (Methane Control and Prediction) software suite. These models were generated using multi-parameter regression techniques and were then improved by inclusion of extra input parameters that eliminated the site dependency and improved the predictions. Statistical distributions of input parameters in these models were quantified and tested with the Kolmogorov-Smirnov goodness-of-fit technique. Next, Monte Carlo simulations were performed using these distributions and generalized results for GGV performances were generated. The results of this work indicate that this approach is a promising method of representing the variability in GGV performances and to improve the limited and site-specific character of the deterministic models. (author)

  15. Photovoltaic array performance simulation models

    Energy Technology Data Exchange (ETDEWEB)

    Menicucci, D. F.

    1986-09-15

    The experience of the solar industry confirms that, despite recent cost reductions, the profitability of photovoltaic (PV) systems is often marginal and the configuration and sizing of a system is a critical problem for the design engineer. Construction and evaluation of experimental systems are expensive and seldom justifiable. A mathematical model or computer-simulation program is a desirable alternative, provided reliable results can be obtained. Sandia National Laboratories, Albuquerque (SNLA), has been studying PV-system modeling techniques in an effort to develop an effective tool to be used by engineers and architects in the design of cost-effective PV systems. This paper reviews two of the sources of error found in previous PV modeling programs, presents the remedies developed to correct these errors, and describes a new program that incorporates these improvements.

  16. A simulation-based interval two-stage stochastic model for agricultural nonpoint source pollution control through land retirement

    International Nuclear Information System (INIS)

    Luo, B.; Li, J.B.; Huang, G.H.; Li, H.L.

    2006-01-01

    This study presents a simulation-based interval two-stage stochastic programming (SITSP) model for agricultural nonpoint source (NPS) pollution control through land retirement under uncertain conditions. The modeling framework was established by the development of an interval two-stage stochastic program, with its random parameters being provided by the statistical analysis of the simulation outcomes of a distributed water quality approach. The developed model can deal with the tradeoff between agricultural revenue and 'off-site' water quality concern under random effluent discharge for a land retirement scheme through minimizing the expected value of long-term total economic and environmental cost. In addition, the uncertainties presented as interval numbers in the agriculture-water system can be effectively quantified with the interval programming. By subdividing the whole agricultural watershed into different zones, the most pollution-related sensitive cropland can be identified and an optimal land retirement scheme can be obtained through the modeling approach. The developed method was applied to the Swift Current Creek watershed in Canada for soil erosion control through land retirement. The Hydrological Simulation Program-FORTRAN (HSPF) was used to simulate the sediment information for this case study. Obtained results indicate that the total economic and environmental cost of the entire agriculture-water system can be limited within an interval value for the optimal land retirement schemes. Meanwhile, a best and worst land retirement scheme was obtained for the study watershed under various uncertainties

  17. Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) to the steel process chain: Case study

    Energy Technology Data Exchange (ETDEWEB)

    Bieda, Bogusław

    2014-05-01

    The purpose of the paper is to present the results of application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) data of Mittal Steel Poland (MSP) complex in Kraków, Poland. In order to assess the uncertainty, the software CrystalBall® (CB), which is associated with Microsoft® Excel spreadsheet model, is used. The framework of the study was originally carried out for 2005. The total production of steel, coke, pig iron, sinter, slabs from continuous steel casting (CSC), sheets from hot rolling mill (HRM) and blast furnace gas, collected in 2005 from MSP was analyzed and used for MC simulation of the LCI model. In order to describe random nature of all main products used in this study, normal distribution has been applied. The results of the simulation (10,000 trials) performed with the use of CB consist of frequency charts and statistical reports. The results of this study can be used as the first step in performing a full LCA analysis in the steel industry. Further, it is concluded that the stochastic approach is a powerful method for quantifying parameter uncertainty in LCA/LCI studies and it can be applied to any steel industry. The results obtained from this study can help practitioners and decision-makers in the steel production management. - Highlights: • The benefits of Monte Carlo simulation are examined. • The normal probability distribution is studied. • LCI data on Mittal Steel Poland (MSP) complex in Kraków, Poland dates back to 2005. • This is the first assessment of the LCI uncertainties in the Polish steel industry.

  18. Key performance indicators for successful simulation projects

    OpenAIRE

    Jahangirian, M; Taylor, SJE; Young, T; Robinson, S

    2016-01-01

    There are many factors that may contribute to the successful delivery of a simulation project. To provide a structured approach to assessing the impact various factors have on project success, we propose a top-down framework whereby 15 Key Performance Indicators (KPI) are developed that represent the level of successfulness of simulation projects from various perspectives. They are linked to a set of Critical Success Factors (CSF) as reported in the simulation literature. A single measure cal...

  19. SLC positron source: Simulation and performance

    International Nuclear Information System (INIS)

    Pitthan, R.; Braun, H.; Clendenin, J.E.; Ecklund, S.D.; Helm, R.H.; Kulikov, A.V.; Odian, A.C.; Pei, G.X.; Ross, M.C.; Woodley, M.D.

    1991-06-01

    Performance of the source was found to be in good general agreement with computer simulations with S-band acceleration, and where not, the simulations lead to identification of problems, in particular the underestimated impact of linac misalignments due to the 1989 Loma Prieta Earthquake. 13 refs., 7 figs

  20. Team Culture and Business Strategy Simulation Performance

    Science.gov (United States)

    Ritchie, William J.; Fornaciari, Charles J.; Drew, Stephen A. W.; Marlin, Dan

    2013-01-01

    Many capstone strategic management courses use computer-based simulations as core pedagogical tools. Simulations are touted as assisting students in developing much-valued skills in strategy formation, implementation, and team management in the pursuit of superior strategic performance. However, despite their rich nature, little is known regarding…

  1. Building performance simulation for sustainable buildings

    NARCIS (Netherlands)

    Hensen, J.L.M.

    2010-01-01

    This paper aims to provide a general view of the background and current state of building performance simulation, which has the potential to deliver, directly or indirectly, substantial benefits to building stakeholders and to the environment. However the building simulation community faces many

  2. An Application of a Stochastic Semi-Continuous Simulation Method for Flood Frequency Analysis: A Case Study in Slovakia

    Science.gov (United States)

    Valent, Peter; Paquet, Emmanuel

    2017-09-01

    A reliable estimate of extreme flood characteristics has always been an active topic in hydrological research. Over the decades a large number of approaches and their modifications have been proposed and used, with various methods utilizing continuous simulation of catchment runoff, being the subject of the most intensive research in the last decade. In this paper a new and promising stochastic semi-continuous method is used to estimate extreme discharges in two mountainous Slovak catchments of the rivers Váh and Hron, in which snow-melt processes need to be taken into account. The SCHADEX method used, couples a precipitation probabilistic model with a rainfall-runoff model used to both continuously simulate catchment hydrological conditions and to transform generated synthetic rainfall events into corresponding discharges. The stochastic nature of the method means that a wide range of synthetic rainfall events were simulated on various historical catchment conditions, taking into account not only the saturation of soil, but also the amount of snow accumulated in the catchment. The results showed that the SCHADEX extreme discharge estimates with return periods of up to 100 years were comparable to those estimated by statistical approaches. In addition, two reconstructed historical floods with corresponding return periods of 100 and 1000 years were compared to the SCHADEX estimates. The results confirmed the usability of the method for estimating design discharges with a recurrence interval of more than 100 years and its applicability in Slovak conditions.

  3. Comparison of deterministic and stochastic methods for time-dependent Wigner simulations

    Energy Technology Data Exchange (ETDEWEB)

    Shao, Sihong, E-mail: sihong@math.pku.edu.cn [LMAM and School of Mathematical Sciences, Peking University, Beijing 100871 (China); Sellier, Jean Michel, E-mail: jeanmichel.sellier@parallel.bas.bg [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria)

    2015-11-01

    Recently a Monte Carlo method based on signed particles for time-dependent simulations of the Wigner equation has been proposed. While it has been thoroughly validated against physical benchmarks, no technical study about its numerical accuracy has been performed. To this end, this paper presents the first step towards the construction of firm mathematical foundations for the signed particle Wigner Monte Carlo method. An initial investigation is performed by means of comparisons with a cell average spectral element method, which is a highly accurate deterministic method and utilized to provide reference solutions. Several different numerical tests involving the time-dependent evolution of a quantum wave-packet are performed and discussed in deep details. In particular, this allows us to depict a set of crucial criteria for the signed particle Wigner Monte Carlo method to achieve a satisfactory accuracy.

  4. Workshop on quantum stochastic differential equations for the quantum simulation of physical systems

    Science.gov (United States)

    2016-09-22

    that would be complimentary to the efforts at ARL. One the other hand, topological quantum field theories have a dual application to topological...Witten provided a path-integral definition of the Jones polynomial using a three-dimensional Chern-Simons quantum field theory (QFT) based on a non...topology, quantum field theory , quantum stochastic differential equations, quantum computing REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT

  5. Efficacy of Stochastic Vestibular Stimulation to Improve Locomotor Performance During Adaptation to Visuomotor and Somatosensory Distortion.

    Science.gov (United States)

    Temple, David R; De Dios, Yiri E; Layne, Charles S; Bloomberg, Jacob J; Mulavara, Ajitkumar P

    2018-01-01

    Astronauts exposed to microgravity face sensorimotor challenges affecting balance control when readapting to Earth's gravity upon return from spaceflight. Small amounts of electrical noise applied to the vestibular system have been shown to improve balance control during standing and walking under discordant sensory conditions in healthy subjects, likely by enhancing information transfer through the phenomenon of stochastic resonance. The purpose of this study was to test the hypothesis that imperceptible levels of stochastic vestibular stimulation (SVS) could improve short-term adaptation to a locomotor task in a novel sensory discordant environment. Healthy subjects (14 males, 10 females, age = 28.7 ± 5.3 years, height = 167.2 ± 9.6 cm, weight = 71.0 ± 12.8 kg) were tested for perceptual thresholds to sinusoidal currents applied across the mastoids. Subjects were then randomly and blindly assigned to an SVS group receiving a 0-30 Hz Gaussian white noise electrical stimulus at 50% of their perceptual threshold (stim) or a control group receiving zero stimulation during Functional Mobility Tests (FMTs), nine trials of which were done under conditions of visual discordance (wearing up/down vision reversing goggles). Time to complete the course (TCC) was used to test the effect of SVS between the two groups across the trials. Adaptation rates from the normalized TCCs were also compared utilizing exponent values of power fit trendline equations. A one-tailed independent-samples t -test indicated these adaptation rates were significantly faster in the stim group ( n = 12) than the control ( n = 12) group [ t (16.18) = 2.00, p = 0.031]. When a secondary analysis was performed comparing "responders" (subjects who showed faster adaptation rates) of the stim ( n = 7) group to the control group ( n = 12), independent-samples t -tests revealed significantly faster trial times for the last five trials with goggles in the stim group "responders" than the controls. The data

  6. Stochastic techno-economic assessment based on Monte Carlo simulation and the Response Surface Methodology: The case of an innovative linear Fresnel CSP (concentrated solar power) system

    International Nuclear Information System (INIS)

    Bendato, Ilaria; Cassettari, Lucia; Mosca, Marco; Mosca, Roberto

    2016-01-01

    Combining technological solutions with investment profitability is a critical aspect in designing both traditional and innovative renewable power plants. Often, the introduction of new advanced-design solutions, although technically interesting, does not generate adequate revenue to justify their utilization. In this study, an innovative methodology is developed that aims to satisfy both targets. On the one hand, considering all of the feasible plant configurations, it allows the analysis of the investment in a stochastic regime using the Monte Carlo method. On the other hand, the impact of every technical solution on the economic performance indicators can be measured by using regression meta-models built according to the theory of Response Surface Methodology. This approach enables the design of a plant configuration that generates the best economic return over the entire life cycle of the plant. This paper illustrates an application of the proposed methodology to the evaluation of design solutions using an innovative linear Fresnel Concentrated Solar Power system. - Highlights: • A stochastic methodology for solar plants investment evaluation. • Study of the impact of new technologies on the investment results. • Application to an innovative linear Fresnel CSP system. • A particular application of Monte Carlo simulation and response surface methodology.

  7. A stochastic model simulating the capture of pathogenic micro-organisms by superparamagnetic particles in an isodynamic magnetic field

    International Nuclear Information System (INIS)

    Rotariu, O; Strachan, N J C; Badescu, V

    2004-01-01

    The method of immunomagnetic separation (IMS) has become an established technique to concentrate and separate animal cells, biologically active compounds and pathogenic micro-organisms from clinical, food and environmental matrices. One drawback of this technique is that the analysis is only possible for small sample volumes. We have developed a stochastic model that involves numerical simulations to optimize the process of concentration of pathogenic micro-organisms onto superparamagnetic carrier particles (SCPs) in a gradient magnetic field. Within the range of the system parameters varied in the simulations, optimal conditions favour larger particles with higher magnetite concentrations. The dependence on magnetic field intensity and gradient together with concentration of particles and micro-organisms was found to be less important for larger SCPs but these parameters can influence the values of the collision time for small particles. These results will be useful in aiding the design of apparatus for immunomagnetic separation from large volume samples

  8. A stochastic model for neutron simulation considering the spectrum and nuclear properties with continuous dependence of energy

    International Nuclear Information System (INIS)

    Camargo, Dayana Q. de; Bodmann, Bardo E.J.; Vilhena, Marco T. de; Froehlich, Herberth B.

    2011-01-01

    In this work we developed a stochastic model to simulate neutron transport in a heterogeneous environment, considering continuous neutron spectra and the nuclear properties with its continuous dependence on energy. This model was implemented using the Monte Carlo method for the propagation of neutrons in different environments. Due to restrictions with respect to the number of neutrons that can be simulated in reasonable computational time we introduced a variable control volume together with (pseudo-) periodic boundary conditions in order to overcome this problem. This study allowed a detailed analysis of the influence of energy on the neutron population and its impact on the life cycle of neutrons. From the results, even for a simple geometrical arrangement, we can conclude that there is need to consider the energy dependence and hence defined a spectral effective multiplication factor per Monte Carlo step. (author)

  9. Simulating extreme low-discharge events for the Rhine using a stochastic model

    Science.gov (United States)

    Macian-Sorribes, Hector; Mens, Marjolein; Schasfoort, Femke; Diermanse, Ferdinand; Pulido-Velazquez, Manuel

    2017-04-01

    The specific features of hydrological droughts make them more difficult to be analysed than other water-related phenomena: longer time scales (months to several years) so less historical events are available, and the drought severity and associate damage depends on a combination of variables with no clear prevalence (e.g., total water deficit, maximum deficit and duration). As part of drought risk analysis, which aims to provide insight into the variability of hydrological conditions and associated socio-economic impacts, long synthetic time series should therefore be developed. In this contribution, we increase the length of the available inflow time series using stochastic autoregressive modelling. This enhancement could improve the characterization of the extreme range and can define extreme droughts with similar periods of return but different patterns that can lead to distinctly different damages. The methodology consists of: 1) fitting an autoregressive model (AR, ARMA…) to the available records; 2) generating extended time series (thousands of years); 3) performing a frequency analysis with different characteristic variables (total, deficit, maximum deficit and so on); and 4) selecting extreme drought events associated with different characteristic variables and return periods. The methodology was applied to the Rhine river discharge at location Lobith, where the Rhine enters The Netherlands. A monthly ARMA(1,1) autoregressive model with seasonally varying parameters was fitted and successfully validated to the historical records available since year 1901. The maximum monthly deficit with respect to a threshold value of 1800 m3/s and the average discharge for a given time span in m3/s were chosen as indicators to identify drought periods. A synthetic series of 10,000 years of discharges was generated using the validated ARMA model. Two time spans were considered in the analysis: the whole calendar year and the half-year period between April and September

  10. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

    Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

  11. Modeling and simulation of high dimensional stochastic multiscale PDE systems at the exascale

    Energy Technology Data Exchange (ETDEWEB)

    Zabaras, Nicolas J. [Cornell Univ., Ithaca, NY (United States)

    2016-11-08

    Predictive Modeling of multiscale and Multiphysics systems requires accurate data driven characterization of the input uncertainties, and understanding of how they propagate across scales and alter the final solution. This project develops a rigorous mathematical framework and scalable uncertainty quantification algorithms to efficiently construct realistic low dimensional input models, and surrogate low complexity systems for the analysis, design, and control of physical systems represented by multiscale stochastic PDEs. The work can be applied to many areas including physical and biological processes, from climate modeling to systems biology.

  12. GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

    Science.gov (United States)

    Antoine, Xavier; Duboscq, Romain

    2015-08-01

    GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

  13. Rare event simulation for stochastic fixed point equations related to the smoothing transform

    DEFF Research Database (Denmark)

    Collamore, Jeffrey F.; Vidyashankar, Anand N.; Xu, Jie

    2013-01-01

    In several applications arising in computer science, cascade theory, and other applied areas, it is of interest to evaluate the tail probabilities of non-homogeneous stochastic fixed point equations. Recently, techniques have been developed for the related linear recursions, yielding tail estimates...... and importance sampling methods for these recursions. However, such methods do not routinely generalize to non-homogeneous recursions. Drawing on techniques from the weighted branching process literature, we present a consistent, strongly efficient importance sampling algorithm for estimating the tail...

  14. Applying Statistical Design to Control the Risk of Over-Design with Stochastic Simulation

    Directory of Open Access Journals (Sweden)

    Yi Wu

    2010-02-01

    Full Text Available By comparing a hard real-time system and a soft real-time system, this article elicits the risk of over-design in soft real-time system designing. To deal with this risk, a novel concept of statistical design is proposed. The statistical design is the process accurately accounting for and mitigating the effects of variation in part geometry and other environmental conditions, while at the same time optimizing a target performance factor. However, statistical design can be a very difficult and complex task when using clas-sical mathematical methods. Thus, a simulation methodology to optimize the design is proposed in order to bridge the gap between real-time analysis and optimization for robust and reliable system design.

  15. Stochastic simulation of thermally assisted magnetization reversal in sub-100 nm dots with perpendicular anisotropy

    International Nuclear Information System (INIS)

    Purnama, Budi; Koga, Masashi; Nozaki, Yukio; Matsuyama, Kimihide

    2009-01-01

    Thermally assisted magnetization reversal of sub-100 nm dots with perpendicular anisotropy has been investigated using a micromagnetic Langevin model. The performance of the two different reversal modes of (i) a reduced barrier writing scheme and (ii) a Curie point writing scheme are compared. For the reduced barrier writing scheme, the switching field H swt decreases with an increase in writing temperature but is still larger than that of the Curie point writing scheme. For the Curie point writing scheme, the required threshold field H th , evaluated from 50 simulation results, saturates at a value, which is not simply related to the energy barrier height. The value of H th increases with a decrease in cooling time owing to the dynamic aspects of the magnetic ordering process. Dependence of H th on material parameters and dot sizes has been systematically studied

  16. Predictive performance for population models using stochastic differential equations applied on data from an oral glucose tolerance test

    DEFF Research Database (Denmark)

    Møller, Jonas Bech; Overgaard, R.V.; Madsen, Henrik

    2010-01-01

    Several articles have investigated stochastic differential equations (SDEs) in PK/PD models, but few have quantitatively investigated the benefits to predictive performance of models based on real data. Estimation of first phase insulin secretion which reflects beta-cell function using models of ...... obtained from the glucose tolerance tests. Since, the estimation time of extended models was not heavily increased compared to basic models, the applied method is concluded to have high relevance not only in theory but also in practice....

  17. A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung [Dept. of Nuclear Engineering, Hanyang University, Seoul (Korea, Republic of); Noh, Jae Man [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2015-08-15

    Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

  18. A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

    International Nuclear Information System (INIS)

    Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung; Noh, Jae Man

    2015-01-01

    Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media

  19. Performance Optimization of the ATLAS Detector Simulation

    CERN Document Server

    AUTHOR|(CDS)2091018

    In the thesis at hand the current performance of the ATLAS detector simulation, part of the Athena framework, is analyzed and possible optimizations are examined. For this purpose the event based sampling profiler VTune Amplifier by Intel is utilized. As the most important metric to measure improvements, the total execution time of the simulation of $t\\bar{t}$ events is also considered. All efforts are focused on structural changes, which do not influence the simulation output and can be attributed to CPU specific issues, especially front end stalls and vectorization. The most promising change is the activation of profile guided optimization for Geant4, which is a critical external dependency of the simulation. Profile guided optimization gives an average improvement of $8.9\\%$ and $10.0\\%$ for the two considered cases at the cost of one additional compilation (instrumented binaries) and execution (training to obtain profiling data) at build time.

  20. Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor

    Directory of Open Access Journals (Sweden)

    Biçer Cenker

    2016-01-01

    Full Text Available In this paper, the stability of the adaptive fading extended Kalman filter with the matrix forgetting factor when applied to the state estimation problem with noise terms in the non–linear discrete–time stochastic systems has been analysed. The analysis is conducted in a similar manner to the standard extended Kalman filter’s stability analysis based on stochastic framework. The theoretical results show that under certain conditions on the initial estimation error and the noise terms, the estimation error remains bounded and the state estimation is stable.

  1. Performance for the hybrid method using stochastic and deterministic searching for shape optimization of electromagnetic devices

    International Nuclear Information System (INIS)

    Yokose, Yoshio; Noguchi, So; Yamashita, Hideo

    2002-01-01

    Stochastic methods and deterministic methods are used for the problem of optimization of electromagnetic devices. The Genetic Algorithms (GAs) are used for one stochastic method in multivariable designs, and the deterministic method uses the gradient method, which is applied sensitivity of the objective function. These two techniques have benefits and faults. In this paper, the characteristics of those techniques are described. Then, research evaluates the technique by which two methods are used together. Next, the results of the comparison are described by applying each method to electromagnetic devices. (Author)

  2. Approaching Sentient Building Performance Simulation Systems

    DEFF Research Database (Denmark)

    Negendahl, Kristoffer; Perkov, Thomas; Heller, Alfred

    2014-01-01

    Sentient BPS systems can combine one or more high precision BPS and provide near instantaneous performance feedback directly in the design tool, thus providing speed and precision of building performance in the early design stages. Sentient BPS systems are essentially combining: 1) design tools, 2......) parametric tools, 3) BPS tools, 4) dynamic databases 5) interpolation techniques and 6) prediction techniques as a fast and valid simulation system, in the early design stage....

  3. Stochastic simulation of power systems with integrated renewable and utility-scale storage resources

    Science.gov (United States)

    Degeilh, Yannick

    The push for a more sustainable electric supply has led various countries to adopt policies advocating the integration of renewable yet variable energy resources, such as wind and solar, into the grid. The challenges of integrating such time-varying, intermittent resources has in turn sparked a growing interest in the implementation of utility-scale energy storage resources ( ESRs), with MWweek storage capability. Indeed, storage devices provide flexibility to facilitate the management of power system operations in the presence of uncertain, highly time-varying and intermittent renewable resources. The ability to exploit the potential synergies between renewable and ESRs hinges on developing appropriate models, methodologies, tools and policy initiatives. We report on the development of a comprehensive simulation methodology that provides the capability to quantify the impacts of integrated renewable and ESRs on the economics, reliability and emission variable effects of power systems operating in a market environment. We model the uncertainty in the demands, the available capacity of conventional generation resources and the time-varying, intermittent renewable resources, with their temporal and spatial correlations, as discrete-time random processes. We deploy models of the ESRs to emulate their scheduling and operations in the transmission-constrained hourly day-ahead markets. To this end, we formulate a scheduling optimization problem (SOP) whose solutions determine the operational schedule of the controllable ESRs in coordination with the demands and the conventional/renewable resources. As such, the SOP serves the dual purpose of emulating the clearing of the transmission-constrained day-ahead markets (DAMs ) and scheduling the energy storage resource operations. We also represent the need for system operators to impose stricter ramping requirements on the conventional generating units so as to maintain the system capability to perform "load following'', i

  4. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

    2015-05-15

    This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

  5. Numerical simulation of effective mechanical properties of stochastic composites with consideration for structural evolution under intensive dynamic loading

    Energy Technology Data Exchange (ETDEWEB)

    Karakulov, Valerii V., E-mail: valery@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050 (Russian Federation); Smolin, Igor Yu., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru; Skripnyak, Vladimir A., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050, Russia and Institute of Strength Physics and Materials Science SB RAS, Tomsk, 634055 (Russian Federation)

    2014-11-14

    Mechanical behavior of stochastic metal-ceramic composites with the aluminum matrix under high-rate deformation at shock-wave loading is numerically simulated with consideration for structural evolution. Effective values of mechanical parameters of metal-ceramic composites AlB{sub 4}C, AlSiC, and AlAl{sub 2}O{sub 3} are evaluated depending on different concentration of ceramic inclusions.

  6. Stochastic interest rates in the analysis of energy investments: Implications on economic performance and sustainability

    International Nuclear Information System (INIS)

    Tolis, Athanasios; Tatsiopoulos, Ilias; Doukelis, Aggelos

    2010-01-01

    A systematic impact assessment of stochastic interest and inflation rates on the analysis of energy investments is presented. A real-options algorithm has been created for this task. Constant interest rates incorporating high risk premium have been extensively used for economic calculations, within the framework of traditional direct cash flow methods, thus favouring immediate, irreversible investments in the expense of, sometimes, insubstantially low anticipated yields. In this article, not only incomes and expenses but also interest and inflation rates are considered stochastically evolving according to specific probabilistic models. The numerical experiments indicated that the stochastic interest rate forecasts fluctuate in such low levels that may signal delayed investment entry in favour of higher expected yields. The implementation of stochastically evolving interest rates in energy investment analysis may have a controversial effect on sustainability. Displacements of inefficient plants may be significantly delayed, thus prolonging high CO 2 emission rates. Under the current CO 2 allowance prices or their medium-term forecasts, this situation may not be improved and flexible policy interventions may be necessitated. (author)

  7. Evaluating Kuala Lumpur stock exchange oriented bank performance with stochastic frontiers

    International Nuclear Information System (INIS)

    Baten, M. A.; Maznah, M. K.; Razamin, R.; Jastini, M. J.

    2014-01-01

    Banks play an essential role in the economic development and banks need to be efficient; otherwise, they may create blockage in the process of development in any country. The efficiency of banks in Malaysia is important and should receive greater attention. This study formulated an appropriate stochastic frontier model to investigate the efficiency of banks which are traded on Kuala Lumpur Stock Exchange (KLSE) market during the period 2005–2009. All data were analyzed to obtain the maximum likelihood method to estimate the parameters of stochastic production. Unlike the earlier studies which use balance sheet and income statements data, this study used market data as the input and output variables. It was observed that banks listed in KLSE exhibited a commendable overall efficiency level of 96.2% during 2005–2009 hence suggesting minimal input waste of 3.8%. Among the banks, the COMS (Cimb Group Holdings) bank is found to be highly efficient with a score of 0.9715 and BIMB (Bimb Holdings) bank is noted to have the lowest efficiency with a score of 0.9582. The results also show that Cobb-Douglas stochastic frontier model with truncated normal distributional assumption is preferable than Translog stochastic frontier model

  8. Evaluating Kuala Lumpur stock exchange oriented bank performance with stochastic frontiers

    Energy Technology Data Exchange (ETDEWEB)

    Baten, M. A.; Maznah, M. K.; Razamin, R.; Jastini, M. J. [School of Quantitative Sciences, Universiti Utara Malaysia 06010, Sintok, Kedah (Malaysia)

    2014-12-04

    Banks play an essential role in the economic development and banks need to be efficient; otherwise, they may create blockage in the process of development in any country. The efficiency of banks in Malaysia is important and should receive greater attention. This study formulated an appropriate stochastic frontier model to investigate the efficiency of banks which are traded on Kuala Lumpur Stock Exchange (KLSE) market during the period 2005–2009. All data were analyzed to obtain the maximum likelihood method to estimate the parameters of stochastic production. Unlike the earlier studies which use balance sheet and income statements data, this study used market data as the input and output variables. It was observed that banks listed in KLSE exhibited a commendable overall efficiency level of 96.2% during 2005–2009 hence suggesting minimal input waste of 3.8%. Among the banks, the COMS (Cimb Group Holdings) bank is found to be highly efficient with a score of 0.9715 and BIMB (Bimb Holdings) bank is noted to have the lowest efficiency with a score of 0.9582. The results also show that Cobb-Douglas stochastic frontier model with truncated normal distributional assumption is preferable than Translog stochastic frontier model.

  9. EMC3-eIRENE simulation of impurity transport in comparison with EUV emission measurements in the stochastic layer of LHD: effects of force balance and transport coefficients

    Energy Technology Data Exchange (ETDEWEB)

    Dai, S. [National Institute for Fusion Science, Toki (Japan); Key Laboratory of Materials Modification by Laser, Ion and Electron Beams (Ministry of Education), School of Physics and Optoelectronic Technology, Dalian University of Technology, Dalian (China); Kobayashi, M.; Morita, S.; Oishi, T.; Suzuki, Y. [National Institute for Fusion Science, Toki (Japan); Department of Fusion Science, School of Physical Sciences, SOKENDAI (The Graduate University for Advanced Studies), Toki (Japan); Kawamura, G. [National Institute for Fusion Science, Toki (Japan); Zhang, H.M.; Huang, X.L. [Department of Fusion Science, School of Physical Sciences, SOKENDAI (The Graduate University for Advanced Studies), Toki (Japan); Feng, Y. [Max-Planck-Institut fuer Plasmaphysik, Greifswald (Germany); Wang, D.Z. [Key Laboratory of Materials Modification by Laser, Ion and Electron Beams (Ministry of Education), School of Physics and Optoelectronic Technology, Dalian University of Technology, Dalian (China); Collaboration: The LHD experiment group

    2016-08-15

    The transport properties and line emissions of the intrinsic carbon in the stochastic layer of the Large Helical Device have been investigated with the three-dimensional edge transport code EMC3-EIRENE. The simulations of impurity transport and emissivity have been performed to study the dedicated experiment in which the carbon emission distributions are measured by a space-resolved EUV spectrometer system. A discrepancy of the CIV impurity emission between the measurement and simulation is obtained, which is studied with the variation of the ion thermal force, friction force and the perpendicular diffusivity in the impurity transport model. An enhanced ion thermal force or a reduced friction force in the modelling can increase the CIV impurity emission at the inboard X-point region. Furthermore, the impact of the perpendicular diffusivity Dimp is studied which shows that the CIV impurity emission pattern is very sensitive to Dimp. It is found that the simulation results with the increased Dimp tend to be closer to the experimental observation. (copyright 2016 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  10. Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

    Energy Technology Data Exchange (ETDEWEB)

    Kevrekidis, Ioannis [Princeton Univ., NJ (United States)

    2017-03-22

    The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating the scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).

  11. On the Realistic Stochastic Model of GPS Observables: Implementation and Performance

    Science.gov (United States)

    Zangeneh-Nejad, F.; Amiri-Simkooei, A. R.; Sharifi, M. A.; Asgari, J.

    2015-12-01

    High-precision GPS positioning requires a realistic stochastic model of observables. A realistic GPS stochastic model of observables should take into account different variances for different observation types, correlations among different observables, the satellite elevation dependence of observables precision, and the temporal correlation of observables. Least-squares variance component estimation (LS-VCE) is applied to GPS observables using the geometry-based observation model (GBOM). To model the satellite elevation dependent of GPS observables precision, an exponential model depending on the elevation angles of the satellites are also employed. Temporal correlation of the GPS observables is modelled by using a first-order autoregressive noise model. An important step in the high-precision GPS positioning is double difference integer ambiguity resolution (IAR). The fraction or percentage of success among a number of integer ambiguity fixing is called the success rate. A realistic estimation of the GNSS observables covariance matrix plays an important role in the IAR. We consider the ambiguity resolution success rate for two cases, namely a nominal and a realistic stochastic model of the GPS observables using two GPS data sets collected by the Trimble R8 receiver. The results confirm that applying a more realistic stochastic model can significantly improve the IAR success rate on individual frequencies, either on L1 or on L2. An improvement of 20% was achieved to the empirical success rate results. The results also indicate that introducing the realistic stochastic model leads to a larger standard deviation for the baseline components by a factor of about 2.6 on the data sets considered.

  12. e-Dairy: a dynamic and stochastic whole-farm model that predicts biophysical and economic performance of grazing dairy systems.

    Science.gov (United States)

    Baudracco, J; Lopez-Villalobos, N; Holmes, C W; Comeron, E A; Macdonald, K A; Barry, T N

    2013-05-01

    A whole-farm, stochastic and dynamic simulation model was developed to predict biophysical and economic performance of grazing dairy systems. Several whole-farm models simulate grazing dairy systems, but most of them work at a herd level. This model, named e-Dairy, differs from the few models that work at an animal level, because it allows stochastic behaviour of the genetic merit of individual cows for several traits, namely, yields of milk, fat and protein, live weight (LW) and body condition score (BCS) within a whole-farm model. This model accounts for genetic differences between cows, is sensitive to genotype × environment interactions at an animal level and allows pasture growth, milk and supplements price to behave stochastically. The model includes an energy-based animal module that predicts intake at grazing, mammary gland functioning and body lipid change. This whole-farm model simulates a 365-day period for individual cows within a herd, with cow parameters randomly generated on the basis of the mean parameter values, defined as input and variance and co-variances from experimental data sets. The main inputs of e-Dairy are farm area, use of land, type of pasture, type of crops, monthly pasture growth rate, supplements offered, nutritional quality of feeds, herd description including herd size, age structure, calving pattern, BCS and LW at calving, probabilities of pregnancy, average genetic merit and economic values for items of income and costs. The model allows to set management policies to define: dry-off cows (ceasing of lactation), target pre- and post-grazing herbage mass and feed supplementation. The main outputs are herbage dry matter intake, annual pasture utilisation, milk yield, changes in BCS and LW, economic farm profit and return on assets. The model showed satisfactory accuracy of prediction when validated against two data sets from farmlet system experiments. Relative prediction errors were <10% for all variables, and concordance

  13. Maintenance Personnel Performance Simulation (MAPPS) model: description of model content, structure, and sensitivity testing. Volume 2

    International Nuclear Information System (INIS)

    Siegel, A.I.; Bartter, W.D.; Wolf, J.J.; Knee, H.E.

    1984-12-01

    This volume of NUREG/CR-3626 presents details of the content, structure, and sensitivity testing of the Maintenance Personnel Performance Simulation (MAPPS) model that was described in summary in volume one of this report. The MAPPS model is a generalized stochastic computer simulation model developed to simulate the performance of maintenance personnel in nuclear power plants. The MAPPS model considers workplace, maintenance technician, motivation, human factors, and task oriented variables to yield predictive information about the effects of these variables on successful maintenance task performance. All major model variables are discussed in detail and their implementation and interactive effects are outlined. The model was examined for disqualifying defects from a number of viewpoints, including sensitivity testing. This examination led to the identification of some minor recalibration efforts which were carried out. These positive results indicate that MAPPS is ready for initial and controlled applications which are in conformity with its purposes

  14. Simulating and stimulating performance: Introducing distributed simulation to enhance musical learning and performance

    Directory of Open Access Journals (Sweden)

    Aaron eWilliamon

    2014-02-01

    Full Text Available Musicians typically rehearse far away from their audiences and in practice rooms that differ significantly from the concert venues in which they aspire to perform. Due to the high costs and inaccessibility of such venues, much current international music training lacks repeated exposure to realistic performance situations, with students learning all too late (or not at all how to manage performance stress and the demands of their audiences. Virtual environments have been shown to be an effective training tool in the fields of medicine and sport, offering practitioners access to real-life performance scenarios but with lower risk of negative evaluation and outcomes. The aim of this research was to design and test the efficacy of simulated performance environments in which conditions of real performance could be recreated. Advanced violin students (n=11 were recruited to perform in two simulations: a solo recital with a small virtual audience and an audition situation with three expert virtual judges. Each simulation contained back-stage and on-stage areas, life-sized interactive virtual observers, and pre- and post-performance protocols designed to match those found at leading international performance venues. Participants completed a questionnaire on their experiences of using the simulations. Results show that both simulated environments offered realistic experience of performance contexts and were rated particularly useful for developing performance skills. For a subset of 7 violinists, state anxiety and electrocardiographic data were collected during the simulated audition and an actual audition with real judges. Results display comparable levels of reported state anxiety and patterns of heart rate variability in both situations, suggesting that responses to the simulated audition closely approximate those of a real audition. The findings are discussed in relation to their implications, both generalizable and individual-specific, for

  15. Simulating and stimulating performance: introducing distributed simulation to enhance musical learning and performance.

    Science.gov (United States)

    Williamon, Aaron; Aufegger, Lisa; Eiholzer, Hubert

    2014-01-01

    Musicians typically rehearse far away from their audiences and in practice rooms that differ significantly from the concert venues in which they aspire to perform. Due to the high costs and inaccessibility of such venues, much current international music training lacks repeated exposure to realistic performance situations, with students learning all too late (or not at all) how to manage performance stress and the demands of their audiences. Virtual environments have been shown to be an effective training tool in the fields of medicine and sport, offering practitioners access to real-life performance scenarios but with lower risk of negative evaluation and outcomes. The aim of this research was to design and test the efficacy of simulated performance environments in which conditions of "real" performance could be recreated. Advanced violin students (n = 11) were recruited to perform in two simulations: a solo recital with a small virtual audience and an audition situation with three "expert" virtual judges. Each simulation contained back-stage and on-stage areas, life-sized interactive virtual observers, and pre- and post-performance protocols designed to match those found at leading international performance venues. Participants completed a questionnaire on their experiences of using the simulations. Results show that both simulated environments offered realistic experience of performance contexts and were rated particularly useful for developing performance skills. For a subset of 7 violinists, state anxiety and electrocardiographic data were collected during the simulated audition and an actual audition with real judges. Results display comparable levels of reported state anxiety and patterns of heart rate variability in both situations, suggesting that responses to the simulated audition closely approximate those of a real audition. The findings are discussed in relation to their implications, both generalizable and individual-specific, for performance training.

  16. Visualization of the Invisible, Explanation of the Unknown, Ruggedization of the Unstable: Sensitivity Analysis, Virtual Tryout and Robust Design through Systematic Stochastic Simulation

    International Nuclear Information System (INIS)

    Zwickl, Titus; Carleer, Bart; Kubli, Waldemar

    2005-01-01

    In the past decade, sheet metal forming simulation became a well established tool to predict the formability of parts. In the automotive industry, this has enabled significant reduction in the cost and time for vehicle design and development, and has helped to improve the quality and performance of vehicle parts. However, production stoppages for troubleshooting and unplanned die maintenance, as well as production quality fluctuations continue to plague manufacturing cost and time. The focus therefore has shifted in recent times beyond mere feasibility to robustness of the product and process being engineered. Ensuring robustness is the next big challenge for the virtual tryout / simulation technology.We introduce new methods, based on systematic stochastic simulations, to visualize the behavior of the part during the whole forming process -- in simulation as well as in production. Sensitivity analysis explains the response of the part to changes in influencing parameters. Virtual tryout allows quick exploration of changed designs and conditions. Robust design and manufacturing guarantees quality and process capability for the production process. While conventional simulations helped to reduce development time and cost by ensuring feasible processes, robustness engineering tools have the potential for far greater cost and time savings.Through examples we illustrate how expected and unexpected behavior of deep drawing parts may be tracked down, identified and assigned to the influential parameters. With this knowledge, defects can be eliminated or springback can be compensated e.g.; the response of the part to uncontrollable noise can be predicted and minimized. The newly introduced methods enable more reliable and predictable stamping processes in general

  17. Visualization of the Invisible, Explanation of the Unknown, Ruggedization of the Unstable: Sensitivity Analysis, Virtual Tryout and Robust Design through Systematic Stochastic Simulation

    Science.gov (United States)

    Zwickl, Titus; Carleer, Bart; Kubli, Waldemar

    2005-08-01

    In the past decade, sheet metal forming simulation became a well established tool to predict the formability of parts. In the automotive industry, this has enabled significant reduction in the cost and time for vehicle design and development, and has helped to improve the quality and performance of vehicle parts. However, production stoppages for troubleshooting and unplanned die maintenance, as well as production quality fluctuations continue to plague manufacturing cost and time. The focus therefore has shifted in recent times beyond mere feasibility to robustness of the product and process being engineered. Ensuring robustness is the next big challenge for the virtual tryout / simulation technology. We introduce new methods, based on systematic stochastic simulations, to visualize the behavior of the part during the whole forming process — in simulation as well as in production. Sensitivity analysis explains the response of the part to changes in influencing parameters. Virtual tryout allows quick exploration of changed designs and conditions. Robust design and manufacturing guarantees quality and process capability for the production process. While conventional simulations helped to reduce development time and cost by ensuring feasible processes, robustness engineering tools have the potential for far greater cost and time savings. Through examples we illustrate how expected and unexpected behavior of deep drawing parts may be tracked down, identified and assigned to the influential parameters. With this knowledge, defects can be eliminated or springback can be compensated e.g.; the response of the part to uncontrollable noise can be predicted and minimized. The newly introduced methods enable more reliable and predictable stamping processes in general.

  18. Risk-based transfer responses to climate change, simulated through autocorrelated stochastic methods

    Science.gov (United States)

    Kirsch, B.; Characklis, G. W.

    2009-12-01

    Maintaining municipal water supply reliability despite growing demands can be achieved through a variety of mechanisms, including supply strategies such as temporary transfers. However, much of the attention on transfers has been focused on market-based transfers in the western United States largely ignoring the potential for transfers in the eastern U.S. The different legal framework of the eastern and western U.S. leads to characteristic differences between their respective transfers. Western transfers tend to be agricultural-to-urban and involve raw, untreated water, with the transfer often involving a simple change in the location and/or timing of withdrawals. Eastern transfers tend to be contractually established urban-to-urban transfers of treated water, thereby requiring the infrastructure to transfer water between utilities. Utilities require the tools to be able to evaluate transfer decision rules and the resulting expected future transfer behavior. Given the long-term planning horizons of utilities, potential changes in hydrologic patterns due to climate change must be considered. In response, this research develops a method for generating a stochastic time series that reproduces the historic autocorrelation and can be adapted to accommodate future climate scenarios. While analogous in operation to an autoregressive model, this method reproduces the seasonal autocorrelation structure, as opposed to assuming the strict stationarity produced by an autoregressive model. Such urban-to-urban transfers are designed to be rare, transient events used primarily during times of severe drought, and incorporating Monte Carlo techniques allows for the development of probability distributions of likely outcomes. This research evaluates a system risk-based, urban-to-urban transfer agreement between three utilities in the Triangle region of North Carolina. Two utilities maintain their own surface water supplies in adjoining watersheds and look to obtain transfers via

  19. Extending Stochastic Network Calculus to Loss Analysis

    Directory of Open Access Journals (Sweden)

    Chao Luo

    2013-01-01

    Full Text Available Loss is an important parameter of Quality of Service (QoS. Though stochastic network calculus is a very useful tool for performance evaluation of computer networks, existing studies on stochastic service guarantees mainly focused on the delay and backlog. Some efforts have been made to analyse loss by deterministic network calculus, but there are few results to extend stochastic network calculus for loss analysis. In this paper, we introduce a new parameter named loss factor into stochastic network calculus and then derive the loss bound through the existing arrival curve and service curve via this parameter. We then prove that our result is suitable for the networks with multiple input flows. Simulations show the impact of buffer size, arrival traffic, and service on the loss factor.

  20. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

  1. Application of stochastic dynamic simulation to waste form qualification for the HWVP vitrification process

    International Nuclear Information System (INIS)

    Kuhn, W.L.; Westsik, J.H. Jr.

    1989-01-01

    Processing steps during the conversion of high-level nuclear waste into borosilicate glass in the Hanford Waste Vitrification Plant are being simulated on a computer by addressing transient mass balances. The results are being used to address the US Department of Energy's Waste Form Qualification requirements. The simulated addresses discontinuous (batch) operations and perturbations in the transient behavior of the process caused by errors in measurements and control actions. A collection of tests, based on process measurements, is continually checked and used to halt the simulated process when specified conditions are met. An associated set of control actions is then implemented in the simulation. The results for an example simulation are shown. 8 refs

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

    KAUST Repository

    Kuwahara, Hiroyuki; Gao, Xin

    2011-01-01

    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

  3. Computer simulation of stochastic processes through model-sampling (Monte Carlo) techniques.

    Science.gov (United States)

    Sheppard, C W.

    1969-03-01

    A simple Monte Carlo simulation program is outlined which can be used for the investigation of random-walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well-established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.

  4. Stochastic reservoir simulation for the modeling of uncertainty in coal seam degasification

    Science.gov (United States)

    Karacan, C. Özgen; Olea, Ricardo A.

    2015-01-01

    Coal seam degasification improves coal mine safety by reducing the gas content of coal seams and also by generating added value as an energy source. Coal seam reservoir simulation is one of the most effective ways to help with these two main objectives. As in all modeling and simulation studies, how the reservoir is defined and whether observed productions can be predicted are important considerations.

  5. Improved Large-Eddy Simulation Using a Stochastic Backscatter Model: Application to the Neutral Atmospheric Boundary Layer and Urban Street Canyon Flow

    Science.gov (United States)

    O'Neill, J. J.; Cai, X.; Kinnersley, R.

    2015-12-01

    Large-eddy simulation (LES) provides a powerful tool for developing our understanding of atmospheric boundary layer (ABL) dynamics, which in turn can be used to improve the parameterisations of simpler operational models. However, LES modelling is not without its own limitations - most notably, the need to parameterise the effects of all subgrid-scale (SGS) turbulence. Here, we employ a stochastic backscatter SGS model, which explicitly handles the effects of both forward and reverse energy transfer to/from the subgrid scales, to simulate the neutrally stratified ABL as well as flow within an idealised urban street canyon. In both cases, a clear improvement in LES output statistics is observed when compared with the performance of a SGS model that handles forward energy transfer only. In the neutral ABL case, the near-surface velocity profile is brought significantly closer towards its expected logarithmic form. In the street canyon case, the strength of the primary vortex that forms within the canyon is more accurately reproduced when compared to wind tunnel measurements. Our results indicate that grid-scale backscatter plays an important role in both these modelled situations.

  6. A stochastic model for neutron simulation considering the spectrum and nuclear properties with continuous dependence of energy

    International Nuclear Information System (INIS)

    Camargo, Dayana Queiroz de

    2011-01-01

    This thesis has developed a stochastic model to simulate the neutrons transport in a heterogeneous environment, considering continuous neutron spectra and the nuclear properties with its continuous dependence on energy. This model was implemented using Monte Carlo method for the propagation of neutrons in different environment. Due to restrictions with respect to the number of neutrons that can be simulated in reasonable computational processing time introduced the variable control volume along the (pseudo-) periodic boundary conditions in order to overcome this problem. The choice of class physical Monte Carlo is due to the fact that it can decompose into simpler constituents the problem of solve a transport equation. The components may be treated separately, these are the propagation and interaction while respecting the laws of energy conservation and momentum, and the relationships that determine the probability of their interaction. We are aware of the fact that the problem approached in this thesis is far from being comparable to building a nuclear reactor, but this discussion the main target was to develop the Monte Carlo model, implement the code in a computer language that allows extensions of modular way. This study allowed a detailed analysis of the influence of energy on the neutron population and its impact on the life cycle of neutrons. From the results, even for a simple geometrical arrangement, we can conclude the need to consider the energy dependence, i.e. an spectral effective multiplication factor should be introduced each energy group separately. (author)

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

    International Nuclear Information System (INIS)

    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. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

    This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

  9. A stochastic dynamic model of a dairy farm to evaluate the technical and economic performance under different scenarios.

    Science.gov (United States)

    Calsamiglia, S; Astiz, S; Baucells, J; Castillejos, L

    2018-05-23

    Dairy farms need to improve their competitiveness through decisions that are often difficult to evaluate because they are highly dependent on many economic and technical factors. The objective of this project was to develop a stochastic and dynamic mathematical model to simulate the functioning of a dairy farm to evaluate the effect of changes in technical or economic factors on performance and profitability. Submodels were developed for reproduction, feeding, diseases, heifers, environmental factors, facilities, management, and economics. All these submodels were simulated on an animal-by-animal and day-by-day basis. Default values for all variables are provided, but the user can change them. The outcome provides a list of technical and economic indicators essential for the decision-making process. Performance of the program was verified by evaluating the effects and sensitivity analysis of different scenarios in 20 different dairy farms. As an example, a case study of a dairy farm with 300 cows producing 40 L/d and a 12% pregnancy rate (PR) was used. The effect of using a time-fixed artificial insemination (TFAI) protocol in the first insemination at 77 d in milk, with 45 and 40% conception rates for first-lactation and older cows, respectively, and a cost of €13 was explored. During the 5-yr simulation, the TFAI increased PR (12 to 17%) and milk yield per milking cow (39.8 to 41.2 L/d) and reduced days to first AI (93 to 74), days open (143 to 116), and the proportion of problem cows (24.3 to 15.9%). In the TFAI, cows were dried 30 d earlier, resulting in more dry cows, and a smaller difference in milk yield by present cows (35.5 vs 36.0 L/d for control and TFAI, respectively). A longer productive life (2.56 vs. 2.79 yr) with shorter lactations in TFIA resulted in less first-lactation cows (42 vs 36%), 32 more calvings per year, and, therefore, more cases of postpartum diseases. Total (32.5 to 29.9%) and reproductive (10.5 vs 6.8%) culling rates decreased in

  10. Prospective national and regional environmental performance: Boundary estimations using a combined data envelopment - stochastic frontier analysis approach

    International Nuclear Information System (INIS)

    Vaninsky, Alexander

    2010-01-01

    The environmental performance of regions and largest economies of the world - actually, the efficiency of their energy sectors - is estimated for the period 2010-2030 by using forecasted values of main economic indicators. Two essentially different methodologies, data envelopment analysis and stochastic frontier analysis, are used to obtain upper and lower boundaries of the environmental efficiency index. Greenhouse gas emission per unit of area is used as a resulting indicator, with GDP, energy consumption, and population forming a background of comparable estimations. The dynamics of the upper and lower boundaries and their average is analyzed. Regions and national economies having low level or negative dynamics of environmental efficiency are determined.

  11. Stochastic Simulation of Integrated Circuits with Nonlinear Black-Box Components via Augmented Deterministic Equivalents

    Directory of Open Access Journals (Sweden)

    MANFREDI, P.

    2014-11-01

    Full Text Available This paper extends recent literature results concerning the statistical simulation of circuits affected by random electrical parameters by means of the polynomial chaos framework. With respect to previous implementations, based on the generation and simulation of augmented and deterministic circuit equivalents, the modeling is extended to generic and ?black-box? multi-terminal nonlinear subcircuits describing complex devices, like those found in integrated circuits. Moreover, based on recently-published works in this field, a more effective approach to generate the deterministic circuit equivalents is implemented, thus yielding more compact and efficient models for nonlinear components. The approach is fully compatible with commercial (e.g., SPICE-type circuit simulators and is thoroughly validated through the statistical analysis of a realistic interconnect structure with a 16-bit memory chip. The accuracy and the comparison against previous approaches are also carefully established.

  12. CASTOR detector. Model, objectives and simulated performance

    International Nuclear Information System (INIS)

    Angelis, A. L. S.; Mavromanolakis, G.; Panagiotou, A. D.; Aslanoglou, X.; Nicolis, N.; Lobanov, M.; Erine, S.; Kharlov, Y. V.; Bogolyubsky, M. Y.; Kurepin, A. B.; Chileev, K.; Wlodarczyk, Z.

    2001-01-01

    It is presented a phenomenological model describing the formation and evolution of a Centauro fireball in the baryon-rich region in nucleus-nucleus interactions in the upper atmosphere and at the LHC. The small particle multiplicity and imbalance of electromagnetic and hadronic content characterizing a Centauro event and also the strongly penetrating particles (assumed to be strangelets) frequently accompanying them can be naturally explained. It is described the CASTOR calorimeter, a sub detector of the ALICE experiment dedicated to the search for Centauro in the very forward, baryon-rich region of central Pb+Pb collisions at the LHC. The basic characteristics and simulated performance of the calorimeter are presented

  13. Problem reporting management system performance simulation

    Science.gov (United States)

    Vannatta, David S.

    1993-01-01

    This paper proposes the Problem Reporting Management System (PRMS) model as an effective discrete simulation tool that determines the risks involved during the development phase of a Trouble Tracking Reporting Data Base replacement system. The model considers the type of equipment and networks which will be used in the replacement system as well as varying user loads, size of the database, and expected operational availability. The paper discusses the dynamics, stability, and application of the PRMS and addresses suggested concepts to enhance the service performance and enrich them.

  14. Using remotely sensed data and stochastic models to simulate realistic flood hazard footprints across the continental US

    Science.gov (United States)

    Bates, P. D.; Quinn, N.; Sampson, C. C.; Smith, A.; Wing, O.; Neal, J. C.

    2017-12-01

    Remotely sensed data has transformed the field of large scale hydraulic modelling. New digital elevation, hydrography and river width data has allowed such models to be created for the first time, and remotely sensed observations of water height, slope and water extent has allowed them to be calibrated and tested. As a result, we are now able to conduct flood risk analyses at national, continental or even global scales. However, continental scale analyses have significant additional complexity compared to typical flood risk modelling approaches. Traditional flood risk assessment uses frequency curves to define the magnitude of extreme flows at gauging stations. The flow values for given design events, such as the 1 in 100 year return period flow, are then used to drive hydraulic models in order to produce maps of flood hazard. Such an approach works well for single gauge locations and local models because over relatively short river reaches (say 10-60km) one can assume that the return period of an event does not vary. At regional to national scales and across multiple river catchments this assumption breaks down, and for a given flood event the return period will be different at different gauging stations, a pattern known as the event `footprint'. Despite this, many national scale risk analyses still use `constant in space' return period hazard layers (e.g. the FEMA Special Flood Hazard Areas) in their calculations. Such an approach can estimate potential exposure, but will over-estimate risk and cannot determine likely flood losses over a whole region or country. We address this problem by using a stochastic model to simulate many realistic extreme event footprints based on observed gauged flows and the statistics of gauge to gauge correlations. We take the entire USGS gauge data catalogue for sites with > 45 years of record and use a conditional approach for multivariate extreme values to generate sets of flood events with realistic return period variation in

  15. Stochastic Plume Simulations for the Fukushima Accident and the Deep Water Horizon Oil Spill

    Science.gov (United States)

    Coelho, E.; Peggion, G.; Rowley, C.; Hogan, P.

    2012-04-01

    The Fukushima Dai-ichi power plant suffered damage leading to radioactive contamination of coastal waters. Major issues in characterizing the extent of the affected waters were a poor knowledge of the radiation released to the coastal waters and the rather complex coastal dynamics of the region, not deterministically captured by the available prediction systems. Equivalently, during the Gulf of Mexico Deep Water Horizon oil platform accident in April 2010, significant amounts of oil and gas were released from the ocean floor. For this case, issues in mapping and predicting the extent of the affected waters in real-time were a poor knowledge of the actual amounts of oil reaching the surface and the fact that coastal dynamics over the region were not deterministically captured by the available prediction systems. To assess the ocean regions and times that were most likely affected by these accidents while capturing the above sources of uncertainty, ensembles of the Navy Coastal Ocean Model (NCOM) were configured over the two regions (NE Japan and Northern Gulf of Mexico). For the Fukushima case tracers were released on each ensemble member; their locations at each instant provided reference positions of water volumes where the signature of water released from the plant could be found. For the Deep Water Horizon oil spill case each ensemble member was coupled with a diffusion-advection solution to estimate possible scenarios of oil concentrations using perturbed estimates of the released amounts as the source terms at the surface. Stochastic plumes were then defined using a Risk Assessment Code (RAC) analysis that associates a number from 1 to 5 to each grid point, determined by the likelihood of having tracer particle within short ranges (for the Fukushima case), hence defining the high risk areas and those recommended for monitoring. For the Oil Spill case the RAC codes were determined by the likelihood of reaching oil concentrations as defined in the Bonn Agreement

  16. Stochastic estimation and simulation of heterogeneities important for transport of contaminants in the unsaturated zone

    Energy Technology Data Exchange (ETDEWEB)

    Kitteroed, Nils-Otto

    1997-12-31

    The background for this thesis was the increasing risk of contamination of water resources and the requirement of groundwater protection. Specifically, the thesis implements procedures to estimate and simulate observed heterogeneities in the unsaturated zone and evaluates what impact the heterogeneities may have on the water flow. The broad goal was to establish a reference model with high spatial resolution within a small area and to condition the model using spatially frequent field observations, and the Moreppen site at Oslo`s new major airport was used for this purpose. An approach is presented for the use of ground penetrating radar in which indicator kriging is used to estimate continuous stratigraphical architecture. Kriging is also used to obtain 3D images of soil moisture. A simulation algorithm based on the Karhunen-Loeve expansion is evaluated and a modification of the Karhunen-Loeve simulation is suggested that makes it possible to increase the size of the simulation lattice. This is obtained by kriging interpolation of the eigenfunctions. 250 refs., 40 figs., 7 tabs.

  17. Stochastic simulation of large grids using free and public domain software

    NARCIS (Netherlands)

    Bruin, de S.; Wit, de A.J.W.

    2005-01-01

    This paper proposes a tiled map procedure enabling sequential indicator simulation on grids consisting of several tens of millions of cells, without putting excessive memory requirements. Spatial continuity across map tiles is handled by conditioning adjacent tiles on their shared boundaries. Tiles

  18. Extinction of canid populations by inbreeding depression under stochastic environments in Southwestern Goiás State: a simulation study

    Directory of Open Access Journals (Sweden)

    Flávia Melo Rodrigues

    2007-01-01

    Full Text Available A frequently addressed question in conservation biology is what is the chance of survival for a population for a given number of years under certain conditions of habitat loss and human activities. This can be estimated through an integrated analysis of genetic, demographic and landscape processes, which allows the prediction of more realistic and precise models of population persistence. In this study, we modeled extinction in stochastic environments under inbreeding depression for two canid species, the maned wolf (Chrysocyon brachiurus and the crab-eating fox (Cerdocyon thous, in southwest Goiás State. Genetic parameters were obtained from six microsattelite loci (Short Tandem Repeats - STR, which allowed estimates of inbreeding levels and of the effective population size under a stepwise mutation model based on heterozygosis. The simulations included twelve alternative scenarios with varying rates of habitat loss, magnitude of population fluctuation and initial inbreeding levels. ANOVA analyses of the simulation results showed that times to extinction were better explained by demographic parameters. Times to extinction ranged from 352 to 844, in the worst and best scenario, respectively, for the large-bodied maned wolf. For the small-bodied crab-eating fox, these same estimates were 422 and 974 years. Simulations results are within the expectation based on knowledge about species' life history, genetics and demography. They suggest that populations can persist through a reasonable time (i.e., more than 200 years even under the worst demographic scenario. Our analyses are a starting point for a more focused evaluation of persistence in these populations. Our results can be used in future research aiming at obtaining better estimates of parameters that may, in turn, be used to achieve more appropriate and realist population viability models at a regional scale.

  19. Economic performance indicators of wind energy based on wind speed stochastic modeling

    International Nuclear Information System (INIS)

    D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio

    2015-01-01

    Highlights: • We propose a new and different wind energy production indicator. • We compute financial profitability of potential wind power sites. • The wind speed process is modeled as an indexed semi-Markov chain. • We check if the wind energy is a good investment with and without incentives. - Abstract: We propose the computation of different wind energy production indicators and financial profitability of potential wind power sites. The computation is performed by modeling the wind speed process as an indexed semi-Markov chain to predict and simulate the wind speed dynamics. We demonstrate that the indexed semi-Markov chain approach enables reproducing the indicators calculated on real data. Two different time horizons of 15 and 30 years are analyzed. In the first case we consider the government incentives on the energy price now present in Italy, while in the second case the incentives have not been taken into account

  20. Performance of an Interpolated Stochastic Weather Generator in Czechia and Nebraska

    Science.gov (United States)

    Dubrovsky, M.; Trnka, M.; Hayes, M. J.; Svoboda, M. D.; Semeradova, D.; Metelka, L.; Hlavinka, P.

    2008-12-01

    Met&Roll is a WGEN-like parametric four-variate daily weather generator (WG), with an optional extension allowing the user to generate additional variables (i.e. wind and water vapor pressure). It is designed to produce synthetic weather series representing present and/or future climate conditions to be used as an input into various models (e.g. crop growth and rainfall runoff models). The present contribution will summarize recent experiments, in which we tested the performance of the interpolated WG, with the aim to examine whether the WG may be used to produce synthetic weather series even for sites having no meteorological observations. The experiments being discussed include: (1) the comparison of various interpolation methods where the performance of the candidate methods is compared in terms of the accuracy of the interpolation for selected WG parameters; (2) assessing the ability of the interpolated WG in the territories of Czechia and Nebraska to reproduce extreme temperature and precipitation characteristics; (3) indirect validation of the interpolated WG in terms of the modeled crop yields simulated by STICS crop growth model (in Czechia); and (4) indirect validation of interpolated WG in terms of soil climate regime characteristics simulated by the SoilClim model (Czechia and Nebraska). The experiments are based on observed daily weather series from two regions: Czechia (area = 78864 km2, 125 stations available) and Nebraska (area = 200520 km2, 28 stations available). Even though Nebraska exhibits a much lower density of stations, this is offset by the state's relatively flat topography, which is an advantage in using the interpolated WG. Acknowledgements: The present study is supported by the AMVIS-KONTAKT project (ME 844) and the GAAV Grant Agency (project IAA300420806).

  1. Investigation the performance of 0-D and 3-d combustion simulation softwares for modelling HCCI engine with high air excess ratios

    Directory of Open Access Journals (Sweden)

    Gökhan Coşkun

    2017-10-01

    Full Text Available In this study, performance of zero and three dimensional simulations codes that used for simulate a homogenous charge compression ignition (HCCI engine fueled with Primary Reference Fuel PRF (85% iso-octane and 15% n-heptane were investigated. 0-D code, called as SRM Suite (Stochastic Reactor Model which can simulate engine combustion by using stochastic reactor model technique were used. Ansys-Fluent which can simulate computational fluid dynamics (CFD was used for 3-D engine combustion simulations. Simulations were evaluated for both commercial codes in terms of combustion, heat transfer and emissions in a HCCI engine. Chemical kinetic mechanisms which developed by Tsurushima including 33 species and 38 reactions for surrogate PRF fuel were used for combustion simulations. Analysis showed that both codes have advantages over each other.

  2. A Simulation Study of the Radiation-Induced Bystander Effect: Modeling with Stochastically Defined Signal Reemission

    Directory of Open Access Journals (Sweden)

    Kohei Sasaki

    2012-01-01

    Full Text Available The radiation-induced bystander effect (RIBE has been experimentally observed for different types of radiation, cell types, and cell culture conditions. However, the behavior of signal transmission between unirradiated and irradiated cells is not well known. In this study, we have developed a new model for RIBE based on the diffusion of soluble factors in cell cultures using a Monte Carlo technique. The model involves the signal emission probability from bystander cells following Poisson statistics. Simulations with this model show that the spatial configuration of the bystander cells agrees well with that of corresponding experiments, where the optimal emission probability is estimated through a large number of simulation runs. It was suggested that the most likely probability falls within 0.63–0.92 for mean number of the emission signals ranging from 1.0 to 2.5.

  3. Computing bulk and shear viscosities from simulations of fluids with dissipative and stochastic interactions

    Energy Technology Data Exchange (ETDEWEB)

    Jung, Gerhard, E-mail: jungge@uni-mainz.de; Schmid, Friederike, E-mail: friederike.schmid@uni-mainz.de [Institut für Physik, Johannes Gutenberg-Universität Mainz, Staudingerweg 9, D-55099 Mainz (Germany)

    2016-05-28

    Exact values for bulk and shear viscosity are important to characterize a fluid, and they are a necessary input for a continuum description. Here we present two novel methods to compute bulk viscosities by non-equilibrium molecular dynamics simulations of steady-state systems with periodic boundary conditions — one based on frequent particle displacements and one based on the application of external bulk forces with an inhomogeneous force profile. In equilibrium simulations, viscosities can be determined from the stress tensor fluctuations via Green-Kubo relations; however, the correct incorporation of random and dissipative forces is not obvious. We discuss different expressions proposed in the literature and test them at the example of a dissipative particle dynamics fluid.

  4. Stochastic Wake Modelling Based on POD Analysis

    Directory of Open Access Journals (Sweden)

    David Bastine

    2018-03-01

    Full Text Available In this work, large eddy simulation data is analysed to investigate a new stochastic modeling approach for the wake of a wind turbine. The data is generated by the large eddy simulation (LES model PALM combined with an actuator disk with rotation representing the turbine. After applying a proper orthogonal decomposition (POD, three different stochastic models for the weighting coefficients of the POD modes are deduced resulting in three different wake models. Their performance is investigated mainly on the basis of aeroelastic simulations of a wind turbine in the wake. Three different load cases and their statistical characteristics are compared for the original LES, truncated PODs and the stochastic wake models including different numbers of POD modes. It is shown that approximately six POD modes are enough to capture the load dynamics on large temporal scales. Modeling the weighting coefficients as independent stochastic processes leads to similar load characteristics as in the case of the truncated POD. To complete this simplified wake description, we show evidence that the small-scale dynamics can be captured by adding to our model a homogeneous turbulent field. In this way, we present a procedure to derive stochastic wake models from costly computational fluid dynamics (CFD calculations or elaborated experimental investigations. These numerically efficient models provide the added value of possible long-term studies. Depending on the aspects of interest, different minimalized models may be obtained.

  5. A stochastic Markov chain approach for tennis: Monte Carlo simulation and modeling

    Science.gov (United States)

    Aslam, Kamran

    This dissertation describes the computational formulation of probability density functions (pdfs) that facilitate head-to-head match simulations in tennis along with ranking systems developed from their use. A background on the statistical method used to develop the pdfs , the Monte Carlo method, and the resulting rankings are included along with a discussion on ranking methods currently being used both in professional sports and in other applications. Using an analytical theory developed by Newton and Keller in [34] that defines a tennis player's probability of winning a game, set, match and single elimination tournament, a computational simulation has been developed in Matlab that allows further modeling not previously possible with the analytical theory alone. Such experimentation consists of the exploration of non-iid effects, considers the concept the varying importance of points in a match and allows an unlimited number of matches to be simulated between unlikely opponents. The results of these studies have provided pdfs that accurately model an individual tennis player's ability along with a realistic, fair and mathematically sound platform for ranking them.

  6. Mixed analytical-stochastic simulation method for the recovery of a Brownian gradient source from probability fluxes to small windows.

    Science.gov (United States)

    Dobramysl, U; Holcman, D

    2018-02-15

    Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the position of the source from the diffusion fluxes. The present approach provides a computational first principle for the mechanism of sensing a gradient of diffusing particles, a ubiquitous problem in cell biology.

  7. Effects of dry period length on production, cash flows and greenhouse gas emissions of the dairy herd: A dynamic stochastic simulation model.

    Directory of Open Access Journals (Sweden)

    Akke Kok

    Full Text Available Shortening or omitting the dry period of dairy cows improves metabolic health in early lactation and reduces management transitions for dairy cows. The success of implementation of these strategies depends on their impact on milk yield and farm profitability. Insight in these impacts is valuable for informed decision-making by farmers. The aim of this study was to investigate how shortening or omitting the dry period of dairy cows affects production and cash flows at the herd level, and greenhouse gas emissions per unit of milk, using a dynamic stochastic simulation model. The effects of dry period length on milk yield and calving interval assumed in this model were derived from actual performance of commercial dairy cows over multiple lactations. The model simulated lactations, and calving and culling events of individual cows for herds of 100 cows. Herds were simulated for 5 years with a dry period of 56 (conventional, 28 or 0 days (n = 50 herds each. Partial cash flows were computed from revenues from sold milk, calves, and culled cows, and costs from feed and rearing youngstock. Greenhouse gas emissions were computed using a life cycle approach. A dry period of 28 days reduced milk production of the herd by 3.0% in years 2 through 5, compared with a dry period of 56 days. A dry period of 0 days reduced milk production by 3.5% in years 3 through 5, after a dip in milk production of 6.9% in year 2. On average, dry periods of 28 and 0 days reduced partial cash flows by €1,249 and €1,632 per herd per year, and increased greenhouse gas emissions by 0.7% and 0.5%, respectively. Considering the potential for enhancing cow welfare, these negative impacts of shortening or omitting the dry period seem justifiable, and they might even be offset by improved health.

  8. Digital simulation of an arbitrary stationary stochastic process by spectral representation.

    Science.gov (United States)

    Yura, Harold T; Hanson, Steen G

    2011-04-01

    In this paper we present a straightforward, efficient, and computationally fast method for creating a large number of discrete samples with an arbitrary given probability density function and a specified spectral content. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In contrast to previous work, where the analyses were limited to auto regressive and or iterative techniques to obtain satisfactory results, we find that a single application of the inverse transform method yields satisfactory results for a wide class of arbitrary probability distributions. Although a single application of the inverse transform technique does not conserve the power spectra exactly, it yields highly accurate numerical results for a wide range of probability distributions and target power spectra that are sufficient for system simulation purposes and can thus be regarded as an accurate engineering approximation, which can be used for wide range of practical applications. A sufficiency condition is presented regarding the range of parameter values where a single application of the inverse transform method yields satisfactory agreement between the simulated and target power spectra, and a series of examples relevant for the optics community are presented and discussed. Outside this parameter range the agreement gracefully degrades but does not distort in shape. Although we demonstrate the method here focusing on stationary random processes, we see no reason why the method could not be extended to simulate non-stationary random processes. © 2011 Optical Society of America

  9. INFLUENCE OF STOCHASTIC NOISE STATISTICS ON KALMAN FILTER PERFORMANCE BASED ON VIDEO TARGET TRACKING

    Institute of Scientific and Technical Information of China (English)

    Chen Ken; Napolitano; Zhang Yun; Li Dong

    2010-01-01

    The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed. In this research,efforts are exerted on exploring the influence of the noise statistics on Kalman filtering from the perspective of video target tracking quality. The correlation of tracking precision to both the process and measurement noise covariance is investigated; the signal-to-noise power density ratio is defined; the contribution of predicted states and measured outputs to Kalman filter behavior is discussed; the tracking precision relative sensitivity is derived and applied in this study case. The findings are expected to pave the way for future study on how the actual noise statistics deviating from the assumed ones impacts on the Kalman filter optimality and degradation in the application of video tracking.

  10. Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

    Science.gov (United States)

    Kanjilal, Oindrila; Manohar, C. S.

    2017-07-01

    The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

  11. Stochastic backscatter modelling for the prediction of pollutant removal from an urban street canyon: A large-eddy simulation

    Science.gov (United States)

    O'Neill, J. J.; Cai, X.-M.; Kinnersley, R.

    2016-10-01

    The large-eddy simulation (LES) approach has recently exhibited its appealing capability of capturing turbulent processes inside street canyons and the urban boundary layer aloft, and its potential for deriving the bulk parameters adopted in low-cost operational urban dispersion models. However, the thin roof-level shear layer may be under-resolved in most LES set-ups and thus sophisticated subgrid-scale (SGS) parameterisations may be required. In this paper, we consider the important case of pollutant removal from an urban street canyon of unit aspect ratio (i.e. building height equal to street width) with the external flow perpendicular to the street. We show that by employing a stochastic SGS model that explicitly accounts for backscatter (energy transfer from unresolved to resolved scales), the pollutant removal process is better simulated compared with the use of a simpler (fully dissipative) but widely-used SGS model. The backscatter induces additional mixing within the shear layer which acts to increase the rate of pollutant removal from the street canyon, giving better agreement with a recent wind-tunnel experiment. The exchange velocity, an important parameter in many operational models that determines the mass transfer between the urban canopy and the external flow, is predicted to be around 15% larger with the backscatter SGS model; consequently, the steady-state mean pollutant concentration within the street canyon is around 15% lower. A database of exchange velocities for various other urban configurations could be generated and used as improved input for operational street canyon models.

  12. Stochastic modeling

    CERN Document Server

    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 ...

  13. The COD Model: Simulating Workgroup Performance

    Science.gov (United States)

    Biggiero, Lucio; Sevi, Enrico

    Though the question of the determinants of workgroup performance is one of the most central in organization science, precise theoretical frameworks and formal demonstrations are still missing. In order to fill in this gap the COD agent-based simulation model is here presented and used to study the effects of task interdependence and bounded rationality on workgroup performance. The first relevant finding is an algorithmic demonstration of the ordering of interdependencies in terms of complexity, showing that the parallel mode is the most simplex, followed by the sequential and then by the reciprocal. This result is far from being new in organization science, but what is remarkable is that now it has the strength of an algorithmic demonstration instead of being based on the authoritativeness of some scholar or on some episodic empirical finding. The second important result is that the progressive introduction of realistic limits to agents' rationality dramatically reduces workgroup performance and addresses to a rather interesting result: when agents' rationality is severely bounded simple norms work better than complex norms. The third main finding is that when the complexity of interdependence is high, then the appropriate coordination mechanism is agents' direct and active collaboration, which means teamwork.

  14. Nonlinear Stochastic stability analysis of Wind Turbine Wings by Monte Carlo Simulations

    DEFF Research Database (Denmark)

    Larsen, Jesper Winther; Iwankiewiczb, R.; Nielsen, Søren R.K.

    2007-01-01

    and inertial contributions. A reduced two-degrees-of-freedom modal expansion is used specifying the modal coordinate of the fundamental blade and edgewise fixed base eigenmodes of the beam. The rotating beam is subjected to harmonic and narrow-banded support point motion from the nacelle displacement...... under narrow-banded excitation, and it is shown that the qualitative behaviour of the strange attractor is very similar for the periodic and almost periodic responses, whereas the strange attractor for the chaotic case loses structure as the excitation becomes narrow-banded. Furthermore......, the characteristic behaviour of the strange attractor is shown to be identifiable by the so-called information dimension. Due to the complexity of the coupled nonlinear structural system all analyses are carried out via Monte Carlo simulations....

  15. First-passage dynamics of linear stochastic interface models: numerical simulations and entropic repulsion effect

    Science.gov (United States)

    Gross, Markus

    2018-03-01

    A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards–Wilkinson equation with non-conserved noise and the Mullins–Herring equation with conserved noise. The profile is subject to either periodic or Dirichlet (no-flux) boundary conditions. We determine the noise-driven time-evolution of the profile between an initially flat configuration and the instant at which the profile reaches a given height M for the first time. The shape of the averaged profile agrees well with the prediction of weak-noise theory (WNT), which describes the most-likely trajectory to a fixed first-passage time. Furthermore, in agreement with WNT, on average the profile approaches the height M algebraically in time, with an exponent that is essentially independent of the boundary conditions. However, the actual value of the dynamic exponent turns out to be significantly smaller than predicted by WNT. This ‘renormalization’ of the exponent is explained in terms of the entropic repulsion exerted by the impenetrable boundary on the fluctuations of the profile around its most-likely path. The entropic repulsion mechanism is analyzed in detail for a single (fractional) Brownian walker, which describes the anomalous diffusion of a tagged monomer of the interface as it approaches the absorbing boundary. The present study sheds light on the accuracy and the limitations of the weak-noise approximation for the description of the full first-passage dynamics.

  16. Simulation of radionuclide retardation at Yucca Mountain using a stochastic mineralogical/geochemical model

    International Nuclear Information System (INIS)

    Birdsell, K.H.; Campbell, K.; Eggert, K.; Travis, B.J.

    1990-01-01

    This paper presents preliminary transport calculations for radionuclide movement at Yucca Mountain. Several different realizations of spatially distributed sorption coefficients are used to study the sensitivity of radionuclide migration. These sorption coefficients are assumed to be functions of the mineralogic assemblages of the underlying rock. The simulations were run with TRACRN 1 , a finite-difference porous flow and radionuclide transport code developed for the Yucca Mountain Project. Approximately 30,000 nodes are used to represent the unsaturated and saturated zones underlying the repository in three dimensions. Transport calculations for a representative radionuclide cation, 135 Cs, and anion, 99 Tc, are presented. Calculations such as these will be used to study the effectiveness of the site's geochemical barriers at a mechanistic level and to help guide the geochemical site characterization program. The preliminary calculations should be viewed as a demonstration of the modeling methodology rather than as a study of the effectiveness of the geochemical barriers. The model provides a method for examining the integration of flow scenarios with transport and retardation processes as currently understood for the site. The effects on transport of many of the processes thought to be active at Yucca Mountain may be examined using this approach. 11 refs., 14 figs., 1 tab

  17. Human Performance in Simulated Reduced Gravity Environments

    Science.gov (United States)

    Cowley, Matthew; Harvill, Lauren; Rajulu, Sudhakar

    2014-01-01

    NASA is currently designing a new space suit capable of working in deep space and on Mars. Designing a suit is very difficult and often requires trade-offs between performance, cost, mass, and system complexity. Our current understanding of human performance in reduced gravity in a planetary environment (the moon or Mars) is limited to lunar observations, studies from the Apollo program, and recent suit tests conducted at JSC using reduced gravity simulators. This study will look at our most recent reduced gravity simulations performed on the new Active Response Gravity Offload System (ARGOS) compared to the C-9 reduced gravity plane. Methods: Subjects ambulated in reduced gravity analogs to obtain a baseline for human performance. Subjects were tested in lunar gravity (1.6 m/sq s) and Earth gravity (9.8 m/sq s) in shirt-sleeves. Subjects ambulated over ground at prescribed speeds on the ARGOS, but ambulated at a self-selected speed on the C-9 due to time limitations. Subjects on the ARGOS were given over 3 minutes to acclimate to the different conditions before data was collected. Nine healthy subjects were tested in the ARGOS (6 males, 3 females, 79.5 +/- 15.7 kg), while six subjects were tested on the C-9 (6 males, 78.8 +/- 11.2 kg). Data was collected with an optical motion capture system (Vicon, Oxford, UK) and was analyzed using customized analysis scripts in BodyBuilder (Vicon, Oxford, UK) and MATLAB (MathWorks, Natick, MA, USA). Results: In all offloaded conditions, variation between subjects increased compared to 1-g. Kinematics in the ARGOS at lunar gravity resembled earth gravity ambulation more closely than the C-9 ambulation. Toe-off occurred 10% earlier in both reduced gravity environments compared to earth gravity, shortening the stance phase. Likewise, ankle, knee, and hip angles remained consistently flexed and had reduced peaks compared to earth gravity. Ground reaction forces in lunar gravity (normalized to Earth body weight) were 0.4 +/- 0.2 on

  18. The Maintenance Personnel Performance Simulation (MAPPS) model: A human reliability analysis tool

    International Nuclear Information System (INIS)

    Knee, H.E.

    1985-01-01

    The Maintenance Personnel Performance Simulation (MAPPS) model is a computerized, stochastic, task-oriented human behavioral model developed to provide estimates of nuclear power plant (NPP) maintenance team performance measures. It is capable of addressing person-machine, person-environment, and person-person relationships, and accounts for interdependencies that exist between the subelements that make up the maintenance task of interest. The primary measures of performance estimated by MAPPS are: 1) the probability of successfully completing the task of interest and 2) the task duration time. MAPPS also estimates a host of other performance indices, including the probability of an undetected error, identification of the most- and least-likely error-prone subelements, and maintenance team stress profiles during task execution

  19. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying

    2011-01-01

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  20. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng

    2011-08-16

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  1. Debris-flow risk analysis in a managed torrent based on a stochastic life-cycle performance

    International Nuclear Information System (INIS)

    Ballesteros Cánovas, J.A.; Stoffel, M.; Corona, C.; Schraml, K.; Gobiet, A.; Tani, S.; Sinabell, F.; Fuchs, S.; Kaitna, R.

    2016-01-01

    Two key factors can affect the functional ability of protection structures in mountains torrents, namely (i) infrastructure maintenance of existing infrastructures (as a majority of existing works is in the second half of their life cycle), and (ii) changes in debris-flow activity as a result of ongoing and expected future climatic changes. Here, we explore the applicability of a stochastic life-cycle performance to assess debris-flow risk in the heavily managed Wartschenbach torrent (Lienz region, Austria) and to quantify associated, expected economic losses. We do so by considering maintenance costs to restore infrastructure in the aftermath of debris-flow events as well as by assessing the probability of check dam failure (e.g., as a result of overload). Our analysis comprises two different management strategies as well as three scenarios defining future changes in debris-flow activity resulting from climatic changes. At the study site, an average debris-flow frequency of 21 events per decade was observed for the period 1950–2000; activity at the site is projected to change by + 38% to − 33%, according to the climate scenario used. Comparison of the different management alternatives suggests that the current mitigation strategy will allow to reduce expected damage to infrastructure and population almost fully (89%). However, to guarantee a comparable level of safety, maintenance costs is expected to increase by 57–63%, with an increase of maintenance costs by ca. 50% for each intervention. Our analysis therefore also highlights the importance of taking maintenance costs into account for risk assessments realized in managed torrent systems, as they result both from progressive and event-related deteriorations. We conclude that the stochastic life-cycle performance adopted in this study represents indeed an integrated approach to assess the long-term effects and costs of prevention structures in managed torrents. - Highlights: • Debris flows are considered

  2. Debris-flow risk analysis in a managed torrent based on a stochastic life-cycle performance

    Energy Technology Data Exchange (ETDEWEB)

    Ballesteros Cánovas, J.A., E-mail: juan.ballesteros@dendrolab.ch [Dendrolab.ch. Institute for Geological Sciences, University of Bern, Baltzerstrasse 1 + 3, CH-3012 Bern (Switzerland); Climate Change an Climate Impacts (C3i) Institute for Environmental Sciences, University of Geneva, 66 Boulevard Carl-Vogt, CH-1205 Geneva (Switzerland); Stoffel, M. [Dendrolab.ch. Institute for Geological Sciences, University of Bern, Baltzerstrasse 1 + 3, CH-3012 Bern (Switzerland); Climate Change an Climate Impacts (C3i) Institute for Environmental Sciences, University of Geneva, 66 Boulevard Carl-Vogt, CH-1205 Geneva (Switzerland); Department of Earth Sciences, University of Geneva, 13 rue des Maraîchers, CH-1205 Geneva (Switzerland); Corona, C. [Centre National de la Recherche Scientifique (CNRS) UMR6042 Geolab, 4 rue Ledru, F-63057 Clermont-Ferrand Cedex (France); Schraml, K. [Institute for Alpine Hazards, University of Natural Resources and Life Sciences, Vienna (BOKU), A-1190 Vienna (Austria); Gobiet, A. [University of Graz, Wegener Center for Climate and Global Change (WegCenter), A-8010 Graz (Austria); Central Office for Meteorology and Geodynamics (ZAMG), A-1190 Vienna (Austria); Tani, S. [University of Graz, Wegener Center for Climate and Global Change (WegCenter), A-8010 Graz (Austria); Sinabell, F. [Austrian Institute of Economic Research, A-1030 Vienna (Austria); Fuchs, S.; Kaitna, R. [Institute for Alpine Hazards, University of Natural Resources and Life Sciences, Vienna (BOKU), A-1190 Vienna (Austria)

    2016-07-01

    Two key factors can affect the functional ability of protection structures in mountains torrents, namely (i) infrastructure maintenance of existing infrastructures (as a majority of existing works is in the second half of their life cycle), and (ii) changes in debris-flow activity as a result of ongoing and expected future climatic changes. Here, we explore the applicability of a stochastic life-cycle performance to assess debris-flow risk in the heavily managed Wartschenbach torrent (Lienz region, Austria) and to quantify associated, expected economic losses. We do so by considering maintenance costs to restore infrastructure in the aftermath of debris-flow events as well as by assessing the probability of check dam failure (e.g., as a result of overload). Our analysis comprises two different management strategies as well as three scenarios defining future changes in debris-flow activity resulting from climatic changes. At the study site, an average debris-flow frequency of 21 events per decade was observed for the period 1950–2000; activity at the site is projected to change by + 38% to − 33%, according to the climate scenario used. Comparison of the different management alternatives suggests that the current mitigation strategy will allow to reduce expected damage to infrastructure and population almost fully (89%). However, to guarantee a comparable level of safety, maintenance costs is expected to increase by 57–63%, with an increase of maintenance costs by ca. 50% for each intervention. Our analysis therefore also highlights the importance of taking maintenance costs into account for risk assessments realized in managed torrent systems, as they result both from progressive and event-related deteriorations. We conclude that the stochastic life-cycle performance adopted in this study represents indeed an integrated approach to assess the long-term effects and costs of prevention structures in managed torrents. - Highlights: • Debris flows are considered

  3. Stochastic simulation of endemic Salmonella enterica serovar Typhi: the importance of long lasting immunity and the carrier state.

    Directory of Open Access Journals (Sweden)

    Allan Saul

    Full Text Available BACKGROUND: Typhoid fever caused by Salmonella enterica serovar Typhi (S. Typhi remains a serious burden of disease, especially in developing countries of Asia and Africa. It is estimated that it causes 200,000 deaths per year, mainly in children. S. Typhi is an obligate pathogen of humans and although it has a relatively complex life cycle with a long lived carrier state, the absence of non-human hosts suggests that well targeted control methods should have a major impact on disease. Newer control methods including new generations of vaccines offer hope but their implementation would benefit from quantitative models to guide the most cost effective strategies. This paper presents a quantitative model of Typhoid disease, immunity and transmission as a first step in that process. METHODOLOGY/PRINCIPAL FINDINGS: A stochastic agent-based model has been developed that incorporates known features of the biology of typhoid including probability of infection, the consequences of infection, treatment options, acquisition and loss of immunity as a result of infection and vaccination, the development of the carrier state and the impact of environmental or behavioral factors on transmission. The model has been parameterized with values derived where possible from the literature and where this was not possible, feasible parameters space has been determined by sensitivity analyses, fitting the simulations to age distribution of field data. The model is able to adequately predict the age distribution of typhoid in two settings. CONCLUSIONS/SIGNIFICANCE: The modeling highlights the importance of variations in the exposure/resistance of infants and young children to infection in different settings, especially as this impacts on design of control programs; it predicts that naturally induced clinical and sterile immunity to typhoid is long lived and highlights the importance of the carrier state especially in areas of low transmission.

  4. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  5. Stochastic learning in oxide binary synaptic device for neuromorphic computing.

    Science.gov (United States)

    Yu, Shimeng; Gao, Bin; Fang, Zheng; Yu, Hongyu; Kang, Jinfeng; Wong, H-S Philip

    2013-01-01

    Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on) transition of metal oxide resistive switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.

  6. Stochastic processes and quantum theory

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1975-01-01

    The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)

  7. Stochastic calculations for radiation risk assessment: a Monte-Carlo approach to the simulation of radiocesium transport in the pasture-cow-milk food chain

    Energy Technology Data Exchange (ETDEWEB)

    Mathies, M; Eisfeld, K; Paretzke, H; Wirth, E [Gesellschaft fuer Strahlen- und Umweltforschung m.b.H. Muenchen, Neuherberg (Germany, F.R.). Inst. fuer Strahlenschutz

    1981-05-01

    The effects of introducing probability distributions of the parameters in radionuclide transport models are investigated. Results from a Monte-Carlo simulation were presented for the transport of /sup 137/Cs via the pasture-cow-milk pathway, taking into the account the uncertainties and naturally occurring fluctuations in the rate constants. The results of the stochastic model calculations characterize the activity concentrations at a given time t and provide a great deal more information for analysis of the environmental transport of radionuclides than deterministic calculations in which the variation of parameters is not taken into consideration. Moreover the stochastic model permits an estimate of the variation of the physico-chemical behaviour of radionuclides in the environment in a more realistic way than by using only the highest transfer coefficients in deterministic approaches, which can lead to non-realistic overestimates of the probability with which high activity levels will be encountered.

  8. Comparative study of large scale simulation of underground explosions inalluvium and in fractured granite using stochastic characterization

    Science.gov (United States)

    Vorobiev, O.; Ezzedine, S. M.; Antoun, T.; Glenn, L.

    2014-12-01

    This work describes a methodology used for large scale modeling of wave propagation fromunderground explosions conducted at the Nevada Test Site (NTS) in two different geological settings:fractured granitic rock mass and in alluvium deposition. We show that the discrete nature of rockmasses as well as the spatial variability of the fabric of alluvium is very important to understand groundmotions induced by underground explosions. In order to build a credible conceptual model of thesubsurface we integrated the geological, geomechanical and geophysical characterizations conductedduring recent test at the NTS as well as historical data from the characterization during the undergroundnuclear test conducted at the NTS. Because detailed site characterization is limited, expensive and, insome instances, impossible we have numerically investigated the effects of the characterization gaps onthe overall response of the system. We performed several computational studies to identify the keyimportant geologic features specific to fractured media mainly the joints; and those specific foralluvium porous media mainly the spatial variability of geological alluvium facies characterized bytheir variances and their integral scales. We have also explored common key features to both geologicalenvironments such as saturation and topography and assess which characteristics affect the most theground motion in the near-field and in the far-field. Stochastic representation of these features based onthe field characterizations have been implemented in Geodyn and GeodynL hydrocodes. Both codeswere used to guide site characterization efforts in order to provide the essential data to the modelingcommunity. We validate our computational results by comparing the measured and computed groundmotion at various ranges. This work performed under the auspices of the U.S. Department of Energy by Lawrence LivermoreNational Laboratory under Contract DE-AC52-07NA27344.

  9. Stochastic ground motion simulation

    Science.gov (United States)

    Rezaeian, Sanaz; Xiaodan, Sun; Beer, Michael; Kougioumtzoglou, Ioannis A.; Patelli, Edoardo; Siu-Kui Au, Ivan

    2014-01-01

    Strong earthquake ground motion records are fundamental in engineering applications. Ground motion time series are used in response-history dynamic analysis of structural or geotechnical systems. In such analysis, the validity of predicted responses depends on the validity of the input excitations. Ground motion records are also used to develop ground motion prediction equations(GMPEs) for intensity measures such as spectral accelerations that are used in response-spectrum dynamic analysis. Despite the thousands of available strong ground motion records, there remains a shortage of records for large-magnitude earthquakes at short distances or in specific regions, as well as records that sample specific combinations of source, path, and site characteristics.

  10. High-Performance Beam Simulator for the LANSCE Linac

    International Nuclear Information System (INIS)

    Pang, Xiaoying; Rybarcyk, Lawrence J.; Baily, Scott A.

    2012-01-01

    A high performance multiparticle tracking simulator is currently under development at Los Alamos. The heart of the simulator is based upon the beam dynamics simulation algorithms of the PARMILA code, but implemented in C++ on Graphics Processing Unit (GPU) hardware using NVIDIA's CUDA platform. Linac operating set points are provided to the simulator via the EPICS control system so that changes of the real time linac parameters are tracked and the simulation results updated automatically. This simulator will provide valuable insight into the beam dynamics along a linac in pseudo real-time, especially where direct measurements of the beam properties do not exist. Details regarding the approach, benefits and performance are presented.

  11. Evaluate the performance of a stochastic-flow network with cost attribute in terms of minimal cuts

    International Nuclear Information System (INIS)

    Lin, Y.-K.

    2006-01-01

    This paper proposes a performance index to measure the quality level of a stochastic-flow network in which each node has a designated capacity, which will have different lower levels due to various partial and complete failures. The performance index is the probability that the maximum flow of the network equals the demand d without exceeding the budget b. A simple algorithm in terms of minimal cuts is first proposed to generate all upper boundary points for (d, b), and then the probability that the maximum flow is less than or equal to d can be calculated in terms of such points. The upper boundary point for (d, b) is a maximal vector representing the capacity of each arc such that the maximum flow of the network under the budget b is d. The performance index can be calculated by repeating the proposed algorithm to obtain all upper boundary point for (d-1, b). A benchmark example is shown to illustrate the solution procedure

  12. Stochastic Analysis with Financial Applications

    CERN Document Server

    Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

    2011-01-01

    Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li

  13. Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

    Science.gov (United States)

    Manzione, Rodrigo L.; Wendland, Edson; Tanikawa, Diego H.

    2012-11-01

    Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

  14. 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.

    Science.gov (United States)

    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.

  15. 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

    Energy Technology Data Exchange (ETDEWEB)

    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)

  16. Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

    Science.gov (United States)

    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

  17. Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

    International Nuclear Information System (INIS)

    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

  18. Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

    Science.gov (United States)

    de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

    2017-12-01

    The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of

  19. Stochastic resonance in models of neuronal ensembles

    International Nuclear Information System (INIS)

    Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.

    1997-01-01

    Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society

  20. Improved stochastic resonance algorithm for enhancement of signal-to-noise ratio of high-performance liquid chromatographic signal

    International Nuclear Information System (INIS)

    Xie Shaofei; Xiang Bingren; Deng Haishan; Xiang Suyun; Lu Jun

    2007-01-01

    Based on the theory of stochastic resonance, an improved stochastic resonance algorithm with a new criterion for optimizing system parameters to enhance signal-to-noise ratio (SNR) of HPLC/UV chromatographic signal for trace analysis was presented in this study. Compared with the conventional criterion in stochastic resonance, the proposed one can ensure satisfactory SNR as well as good peak shape of chromatographic peak in output signal. Application of the criterion to experimental weak signals of HPLC/UV was investigated and the results showed an excellent quantitative relationship between different concentrations and responses

  1. Stochastic hydrogeologic units and hydrogeologic properties development for total-system performance assessments. Yucca Mountain Site Characterization Project

    International Nuclear Information System (INIS)

    Schenker, A.R.; Guerin, D.C.; Robey, T.H.; Rautman, C.A.; Barnard, R.W.

    1995-09-01

    A stochastic representation of the lithologic units and associated hydrogeologic parameters of the potential high-level nuclear waste repository are developed for use in performance-assessment calculations, including the Total-System Performance Assessment for Yucca Mountain-SNL Second Iteration (TSPA-1993). A simplified lithologic model has been developed based on the physical characteristics of the welded and nonwelded units at Yucca Mountain. Ten hydrogeologic units are developed from site-specific data (lithologic and geophysical logs and core photographs) obtained from the unsaturated and saturated zones. The three-dimensional geostatistical model of the ten hydrogeologic units is based on indicator-coding techniques and improves on the two-dimensional model developed for TSPA91. The hydrogeologic properties (statistics and probability distribution functions) are developed from the results of laboratory tests and in-situ aquifer tests or are derived through fundamental relationships. Hydrogeologic properties for matrix properties, bulk conductivities, and fractures are developed from existing site specific data. Extensive data are available for matrix porosity, bulk density, and matrix saturated conductivity. For other hydrogeologic properties, the data are minimal or nonexistent. Parameters for the properties are developed as beta probability distribution functions. For the model units without enough data for analysis, parameters are developed as analogs to existing units. A relational, analytic approach coupled with bulk conductivity parameters is used to develop fracture parameters based on the smooth-wall-parallel-plate theory. An analytic method is introduced for scaling small-core matrix properties to the hydrogeologic unit scales

  2. Stochastic diffusion models for substitutable technological innovations

    NARCIS (Netherlands)

    Wang, L.; Hu, B.; Yu, X.

    2004-01-01

    Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the

  3. Equivalent drawbead performance in deep drawing simulations

    NARCIS (Netherlands)

    Meinders, Vincent T.; Geijselaers, Hubertus J.M.; Huetink, Han

    1999-01-01

    Drawbeads are applied in the deep drawing process to improve the control of the material flow during the forming operation. In simulations of the deep drawing process these drawbeads can be replaced by an equivalent drawbead model. In this paper the usage of an equivalent drawbead model in the

  4. Transport in Stochastic Media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.; Thieberger, R.

    1998-01-01

    Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption

  5. Numerical investigation of ethanol fuelled HCCI engine using stochastic reactor model. Part 2: Parametric study of performance and emissions characteristics using new reduced ethanol oxidation mechanism

    International Nuclear Information System (INIS)

    Maurya, Rakesh Kumar; Akhil, Nekkanti

    2016-01-01

    Highlights: • Newly developed reduced ethanol mechanism (47 species and 272 reactions) used. • Engine maps over wide range are developed for performance and emissions parameters. • HCCI operating range increases with compression ratio & decreases with engine speed. • Maximum combustion efficiency up to 99% and thermal efficiency up to 50% is achieved. • Maximum N_2O emission found up to 2.7 ppm and lower load have higher N_2O emission. - Abstract: Ethanol fuelled homogenous charge compression ignition engine offers a better alternative to tackle the problems of achieving higher engine efficiency and lower emissions using renewable fuel. Present study computationally investigates the HCCI operating range of ethanol at different compression ratios by varying inlet air temperature and engine speed using stochastic reactor model. A newly developed reduced ethanol oxidation mechanism with NO_x having 47 species and 272 reactions is used for simulation. HCCI operating range for compression ratios 17, 19 and 21 are investigated and found to be increasing with compression ratio. Simulations are conducted for engine speeds ranging from 1000 to 3000 rpm at different intake temperatures (range 365–465 K). Parametric study of combustion and emission characteristics is conducted and engine maps are developed at most efficient inlet temperatures. HCCI operating range is defined using combustion efficiency (>85%) and maximum pressure rise rate (<5 MPa/ms). In HCCI operating range, higher efficiency is found at higher engine loads and lower engine speeds. Emission characteristics of species (NO_x, N_2O, CO, CH_4, C_2H_4, C_2H_6, CH_3CHO, and HCHO) found in significant amount is also analysed for ethanol fulled HCCI engine. Emission maps for different species are presented and discussed for wide range of speed and load conditions. Some of unregulated species such as aldehydes are emitted in significantly higher quantities from ethanol fuelled HCCI engine at higher load

  6. Manufacturing plant performance evaluation by discrete event simulation

    International Nuclear Information System (INIS)

    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)

  7. Modelling and simulating fire tube boiler performance

    DEFF Research Database (Denmark)

    Sørensen, K.; Condra, T.; Houbak, Niels

    2003-01-01

    A model for a flue gas boiler covering the flue gas and the water-/steam side has been formulated. The model has been formulated as a number of sub models that are merged into an overall model for the complete boiler. Sub models have been defined for the furnace, the convection zone (split in 2......: a zone submerged in water and a zone covered by steam), a model for the material in the boiler (the steel) and 2 models for resp. the water/steam zone (the boiling) and the steam. The dynamic model has been developed as a number of Differential-Algebraic-Equation system (DAE). Subsequently Mat......Lab/Simulink has been applied for carrying out the simulations. To be able to verify the simulated results experiments has been carried out on a full scale boiler plant....

  8. A Proposal of New Spherical Particle Modeling Method Based on Stochastic Sampling of Particle Locations in Monte Carlo Simulation

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Song Hyun; Kim, Do Hyun; Kim, Jong Kyung [Hanyang Univ., Seoul (Korea, Republic of); Noh, Jea Man [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2013-10-15

    To the high computational efficiency and user convenience, the implicit method had received attention; however, it is noted that the implicit method in the previous studies has low accuracy at high packing fraction. In this study, a new implicit method, which can be used at any packing fraction with high accuracy, is proposed. In this study, the implicit modeling method in the spherical particle distributed medium for using the MC simulation is proposed. A new concept in the spherical particle sampling was developed to solve the problems in the previous implicit methods. The sampling method was verified by simulating the sampling method in the infinite and finite medium. The results show that the particle implicit modeling with the proposed method was accurately performed in all packing fraction boundaries. It is expected that the proposed method can be efficiently utilized for the spherical particle distributed mediums, which are the fusion reactor blanket, VHTR reactors, and shielding analysis.

  9. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  10. Multivariate moment closure techniques for stochastic kinetic models

    International Nuclear Information System (INIS)

    Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

    2015-01-01

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

  11. Multivariate moment closure techniques for stochastic kinetic models

    Energy Technology Data Exchange (ETDEWEB)

    Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

    2015-09-07

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

  12. Simulating Radar Signals for Detection Performance Evaluation.

    Science.gov (United States)

    1981-02-01

    incurring the computation costs usually as- sociated with such simulations. With importance sampling one can modify the probability distribution of the...049.7 0110 IF (N0147-1) ?0Q,7oG.6oSi V4.48 102 61 IrF?=TFACTUIFI*VF1 O. All THryAV.THrTA 1S A I~ THF’r P THF T r/LCAT I IVF /’NF 1204!! %S1PP7FS(T4rTAW

  13. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

    The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)

  14. Improving the Performance of the Extreme-scale Simulator

    Energy Technology Data Exchange (ETDEWEB)

    Engelmann, Christian [ORNL; Naughton III, Thomas J [ORNL

    2014-01-01

    Investigating the performance of parallel applications at scale on future high-performance computing (HPC) architectures and the performance impact of different architecture choices is an important component of HPC hardware/software co-design. The Extreme-scale Simulator (xSim) is a simulation-based toolkit for investigating the performance of parallel applications at scale. xSim scales to millions of simulated Message Passing Interface (MPI) processes. The overhead introduced by a simulation tool is an important performance and productivity aspect. This paper documents two improvements to xSim: (1) a new deadlock resolution protocol to reduce the parallel discrete event simulation management overhead and (2) a new simulated MPI message matching algorithm to reduce the oversubscription management overhead. The results clearly show a significant performance improvement, such as by reducing the simulation overhead for running the NAS Parallel Benchmark suite inside the simulator from 1,020\\% to 238% for the conjugate gradient (CG) benchmark and from 102% to 0% for the embarrassingly parallel (EP) and benchmark, as well as, from 37,511% to 13,808% for CG and from 3,332% to 204% for EP with accurate process failure simulation.

  15. RITRACKS: A Software for Simulation of Stochastic Radiation Track Structure, Micro and Nanodosimetry, Radiation Chemistry and DNA Damage for Heavy Ions

    Science.gov (United States)

    Plante, I; Wu, H

    2014-01-01

    The code RITRACKS (Relativistic Ion Tracks) has been developed over the last few years at the NASA Johnson Space Center to simulate the effects of ionizing radiations at the microscopic scale, to understand the effects of space radiation at the biological level. The fundamental part of this code is the stochastic simulation of radiation track structure of heavy ions, an important component of space radiations. The code can calculate many relevant quantities such as the radial dose, voxel dose, and may also be used to calculate the dose in spherical and cylindrical targets of various sizes. Recently, we have incorporated DNA structure and damage simulations at the molecular scale in RITRACKS. The direct effect of radiations is simulated by introducing a slight modification of the existing particle transport algorithms, using the Binary-Encounter-Bethe model of ionization cross sections for each molecular orbitals of DNA. The simulation of radiation chemistry is done by a step-by-step diffusion-reaction program based on the Green's functions of the diffusion equation]. This approach is also used to simulate the indirect effect of ionizing radiation on DNA. The software can be installed independently on PC and tablets using the Windows operating system and does not require any coding from the user. It includes a Graphic User Interface (GUI) and a 3D OpenGL visualization interface. The calculations are executed simultaneously (in parallel) on multiple CPUs. The main features of the software will be presented.

  16. A Monte Carlo method for the simulation of coagulation and nucleation based on weighted particles and the concepts of stochastic resolution and merging

    Energy Technology Data Exchange (ETDEWEB)

    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.

  17. Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

    Science.gov (United States)

    Williams Colin P.

    1999-01-01

    Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

  18. Conversion of a mainframe simulation for maintenance performance to a PC environment

    International Nuclear Information System (INIS)

    Gertman, D.I.

    1991-01-01

    A computer-based simulation capable of generating human error probabilities (HEPs) for maintenance activities is presented. The HEPs are suitable for use in probabilistic risk assessments (PRAs) and are an important source of information for data management systems such as NUCLARR- the Nuclear Computerized Library for Assessing Reactor Reliability. (1) The basic computer model MAPPS--the maintenance personnel performance simulation has been developed and validated by the US NRC in order to improve maintenance practices and procedures at nuclear power plants. This model validated previously, has now been implemented and improved, in a PC environment, and renamed MicroMAPPS. The model is stochastically based, able to simulate the performance of 2 to 15 person crews for a variety of maintenance conditions. These conditions include aspects of crew actions as potentially influenced by the task, the environment, or characteristics of the personnel involved. The nature of the software code makes it particularly appropriate for determining changes in HEP rates due to fluctuations in important task, environment,. or personnel parameters. The presentation presents a brief review of the mainframe version of the code and presents a summarization of the enhancements which dramatically change the nature of the human computer interaction

  19. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

    STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

  20. SEAscan 3.5: A simulator performance analyzer

    International Nuclear Information System (INIS)

    Dennis, T.; Eisenmann, S.

    1990-01-01

    SEAscan 3.5 is a personal computer based tool developed to analyze the dynamic performance of nuclear power plant training simulators. The system has integrated features to provide its own human featured performance. In this paper, the program is described as a tool for the analysis of training simulator performance. The structure and operating characteristics of SEAscan 3.5 are described. The hardcopy documents are shown to aid in verification of conformance to ANSI/ANS-3.5-1985

  1. Stochastic search techniques for post-fault restoration of electrical ...

    Indian Academy of Sciences (India)

    Three stochastic search techniques have been used to find the optimal sequence of operations required to restore supply in an electrical distribution system on the occurrence of a fault. The three techniques are the genetic algorithm,simulated annealing and the tabu search. The performance of these techniques has been ...

  2. Multi types DG expansion dynamic planning in distribution system under stochastic conditions using Covariance Matrix Adaptation Evolutionary Strategy and Monte-Carlo simulation

    International Nuclear Information System (INIS)

    Sadeghi, Mahmood; Kalantar, Mohsen

    2014-01-01

    Highlights: • Defining a DG dynamic planning problem. • Applying a new evolutionary algorithm called “CMAES” in planning process. • Considering electricity price and fuel price variation stochastic conditions. • Scenario generation and reduction with MCS and backward reduction programs. • Considering approximately all of the costs of the distribution system. - Abstract: This paper presents a dynamic DG planning problem considering uncertainties related to the intermittent nature of the DG technologies such as wind turbines and solar units in addition to the stochastic economic conditions. The stochastic economic situation includes the uncertainties related to the fuel and electricity price of each year. The Monte Carlo simulation is used to generate the possible scenarios of uncertain situations and the produced scenarios are reduced through backward reduction program. The aim of this paper is to maximize the revenue of the distribution system through the benefit cost analysis alongside the encouraging and punishment functions. In order to close to reality, the different growth rates for the planning period are selected. In this paper the Covariance Matrix Adaptation Evolutionary Strategy is introduced and is used to find the best planning scheme of the DG units. The different DG types are considered in the planning problem. The main assumption of this paper is that the DISCO is the owner of the distribution system and the DG units. The proposed method is tested on a 9 bus test distribution system and the results are compared with the known genetic algorithm and PSO methods to show the applicability of the CMAES method in this problem

  3. Applying GIS and high performance agent-based simulation for managing an Old World Screwworm fly invasion of Australia.

    Science.gov (United States)

    Welch, M C; Kwan, P W; Sajeev, A S M

    2014-10-01

    Agent-based modelling has proven to be a promising approach for developing rich simulations for complex phenomena that provide decision support functions across a broad range of areas including biological, social and agricultural sciences. This paper demonstrates how high performance computing technologies, namely General-Purpose Computing on Graphics Processing Units (GPGPU), and commercial Geographic Information Systems (GIS) can be applied to develop a national scale, agent-based simulation of an incursion of Old World Screwworm fly (OWS fly) into the Australian mainland. The development of this simulation model leverages the combination of massively data-parallel processing capabilities supported by NVidia's Compute Unified Device Architecture (CUDA) and the advanced spatial visualisation capabilities of GIS. These technologies have enabled the implementation of an individual-based, stochastic lifecycle and dispersal algorithm for the OWS fly invasion. The simulation model draws upon a wide range of biological data as input to stochastically determine the reproduction and survival of the OWS fly through the different stages of its lifecycle and dispersal of gravid females. Through this model, a highly efficient computational platform has been developed for studying the effectiveness of control and mitigation strategies and their associated economic impact on livestock industries can be materialised. Copyright © 2014 International Atomic Energy Agency 2014. Published by Elsevier B.V. All rights reserved.

  4. MONTE CARLO SIMULATION AND VALUATION: A STOCHASTIC APPROACH SIMULAÇÃO DE MONTE CARLO E VALUATION: UMA ABORDAGEM ESTOCÁSTICA

    Directory of Open Access Journals (Sweden)

    Marcos Roberto Gois de Oliveira

    2013-01-01

    Full Text Available Among the various business valuation methodologies, the discounted cash flow is still the most adopted nowadays on both academic and professional environment. Although many authors support thatmethodology as the most adequate one for business valuation, its projective feature implies in an uncertaintyissue presents in all financial models based on future expectations, the risk that the projected assumptionsdoes not occur. One of the alternatives to measure the risk inherent to the discounted cash flow valuation isto add Monte Carlo Simulation to the deterministic business valuation model in order to create a stochastic model, which can perform a statistic analysis of risk. The objective of this work was to evaluate thepertinence regarding the Monte Carlo Simulation adoption to measure the uncertainty inherent to the business valuation using discounted cash flow, identifying whether the Monte Carlo simulation enhance theaccuracy of this asset pricing methodology. The results of this work assures the operational e icacy ofdiscounted cash flow business valuation using Monte Carlo Simulation, confirming that the adoption of thatmethodology allows a relevant enhancement of the results in comparison with those obtained by using thedeterministic business valuation model.Dentre as diversas metodologias de avaliação de empresas, a avaliação por fluxo de caixa descontadocontinua sendo a mais adotada na atualidade, tanto no meio acadêmico como no profissional. Embora  essametodologia seja considerada por diversos autores como a mais adequada para a avaliação de empresas no contexto atual, seu caráter projetivo remete a um componente de incerteza presente em todos os modelos baseados em expectativas futuras o risco de as premissas de projeção adotadas não se concretizarem. Uma das alternativas para a mensuração do risco inerente à avaliação de empresas pelo fluxo de caixa descontadoconsiste na incorporação da Simulação de Monte

  5. PERFORMANCE COMPARISON OF SCENARIO-GENERATION METHODS APPLIED TO A STOCHASTIC OPTIMIZATION ASSET-LIABILITY MANAGEMENT MODEL

    Directory of Open Access Journals (Sweden)

    Alan Delgado de Oliveira

    Full Text Available ABSTRACT In this paper, we provide an empirical discussion of the differences among some scenario tree-generation approaches for stochastic programming. We consider the classical Monte Carlo sampling and Moment matching methods. Moreover, we test the Resampled average approximation, which is an adaptation of Monte Carlo sampling and Monte Carlo with naive allocation strategy as the benchmark. We test the empirical effects of each approach on the stability of the problem objective function and initial portfolio allocation, using a multistage stochastic chance-constrained asset-liability management (ALM model as the application. The Moment matching and Resampled average approximation are more stable than the other two strategies.

  6. Simulation of DNA Damage in Human Cells from Space Radiation Using a Physical Model of Stochastic Particle Tracks and Chromosomes

    Science.gov (United States)

    Ponomarev, Artem; Plante, Ianik; Hada, Megumi; George, Kerry; Wu, Honglu

    2015-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a recently developed model, in which chromosomes simulated by NASARTI (NASA Radiation Tracks Image) is combined with nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS (Relativistic Ion Tracks) in a voxelized space. The model produces the number of DSBs, as a function of dose for high-energy iron, oxygen, and carbon ions, and He ions. The combined model calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The merged computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The merged model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation.

  7. Stochastic simulation of a single inositol 1,4,5-trisphosphate-sensitive Ca2+ channel reveals repetitive openings during 'blip-like' Ca2+ transients.

    Science.gov (United States)

    Swillens, S; Champeil, P; Combettes, L; Dupont, G

    1998-05-01

    Confocal microscope studies with fluorescent dyes of inositol 1,4,5-trisphosphate (InsP3)-induced intracellular Ca2+ mobilization recently established the existence of 'elementary' events, dependent on the activity of individual InsP3-sensitive Ca2+ channels. In the present work, we try by theoretical stochastic simulation to explain the smallest signals observed in those studies, which were referred to as Ca2+ 'blips' [Parker I., Yao Y. Ca2+ transients associated with openings of inositol trisphosphate-gated channels in Xenopus oocytes. J Physiol Lond 1996; 491: 663-668]. For this purpose, we assumed a simple molecular model for the InsP3-sensitive Ca2+ channel and defined a set of parameter values accounting for the results obtained in electrophysiological bilayer experiments [Bezprozvanny I., Watras J., Ehrlich B.E. Bell-shaped calcium-response curves of Ins(1,4,5)P3- and calcium-gated channels from endoplasmic reticulum of cerebellum. Nature 1991; 351: 751-754; Bezprozvanny I., Ehrlich B.E. Inositol (1,4,5)-trisphosphate (InsP3)-gated Ca channels from cerebellum: conduction properties for divalent cations and regulation by intraluminal calcium. J Gen Physiol 1994; 104: 821-856]. With a stochastic procedure which considered cytosolic Ca2+ diffusion explicitly, we then simulated the behaviour of a single channel, placed in a realistic physiological environment. An attractive result was that the simulated channel exhibited bursts of activity, arising from repetitive channel openings, which were responsible for transient rises in Ca2+ concentration and were reminiscent of the relatively long-duration experimental Ca2+ blips. The influence of the values chosen for the various parameters (affinity and diffusion coefficient of the buffers, luminal Ca2+ concentration) on the kinetic characteristics of these theoretical blips is analyzed.

  8. A fuzzy-stochastic simulation-optimization model for planning electric power systems with considering peak-electricity demand: A case study of Qingdao, China

    International Nuclear Information System (INIS)

    Yu, L.; Li, Y.P.; Huang, G.H.

    2016-01-01

    In this study, a FSSOM (fuzzy-stochastic simulation-optimization model) is developed for planning EPS (electric power systems) with considering peak demand under uncertainty. FSSOM integrates techniques of SVR (support vector regression), Monte Carlo simulation, and FICMP (fractile interval chance-constrained mixed-integer programming). In FSSOM, uncertainties expressed as fuzzy boundary intervals and random variables can be effectively tackled. In addition, SVR coupled Monte Carlo technique is used for predicting the peak-electricity demand. The FSSOM is applied to planning EPS for the City of Qingdao, China. Solutions of electricity generation pattern to satisfy the city's peak demand under different probability levels and p-necessity levels have been generated. Results reveal that the city's electricity supply from renewable energies would be low (only occupying 8.3% of the total electricity generation). Compared with the energy model without considering peak demand, the FSSOM can better guarantee the city's power supply and thus reduce the system failure risk. The findings can help decision makers not only adjust the existing electricity generation/supply pattern but also coordinate the conflict interaction among system cost, energy supply security, pollutant mitigation, as well as constraint-violation risk. - Highlights: • FSSOM (Fuzzy-stochastic simulation-optimization model) is developed for planning EPS. • It can address uncertainties as fuzzy-boundary intervals and random variables. • FSSOM can satisfy peak-electricity demand and optimize power allocation. • Solutions under different probability levels and p-necessity levels are analyzed. • Results create tradeoff among system cost and peak-electricity demand violation risk.

  9. Trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus

    International Nuclear Information System (INIS)

    Du, Yongchang; Zhao, Yue; Wang, Qinpu; Zhang, Yuanbo; Xia, Huaicheng

    2016-01-01

    A trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus is presented in this paper, which includes the offline stochastic dynamic programming part and the online implementation part performed by equivalent consumption minimization strategy. In the offline part, historical driving cycles of the fixed route are divided into segments according to the position of bus stops, and then a segment-based stochastic driving condition model based on Markov chain is built. With the segment-based stochastic model obtained, the control set for real-time implemented equivalent consumption minimization strategy can be achieved by solving the offline stochastic dynamic programming problem. Results of stochastic dynamic programming are converted into a 3-dimensional lookup table of parameters for online implemented equivalent consumption minimization strategy. The proposed strategy is verified by both simulation and hardware-in-loop test of real-world driving cycle on an urban bus route. Simulation results show that the proposed method outperforms both the well-tuned equivalent consumption minimization strategy and the rule-based strategy in terms of fuel economy, and even proved to be close to the optimal result obtained by dynamic programming. Furthermore, the practical application potential of the proposed control method was proved by hardware-in-loop test. - Highlights: • A stochastic problem was formed based on a stochastic segment-based driving condition model. • Offline stochastic dynamic programming was employed to solve the stochastic problem. • The instant power split decision was made by the online equivalent consumption minimization strategy. • Good performance in fuel economy of the proposed method was verified by simulation results. • Practical application potential of the proposed method was verified by the hardware-in-loop test results.

  10. Artificial neural network simulation of battery performance

    Energy Technology Data Exchange (ETDEWEB)

    O`Gorman, C.C.; Ingersoll, D.; Jungst, R.G.; Paez, T.L.

    1998-12-31

    Although they appear deceptively simple, batteries embody a complex set of interacting physical and chemical processes. While the discrete engineering characteristics of a battery such as the physical dimensions of the individual components, are relatively straightforward to define explicitly, their myriad chemical and physical processes, including interactions, are much more difficult to accurately represent. Within this category are the diffusive and solubility characteristics of individual species, reaction kinetics and mechanisms of primary chemical species as well as intermediates, and growth and morphology characteristics of reaction products as influenced by environmental and operational use profiles. For this reason, development of analytical models that can consistently predict the performance of a battery has only been partially successful, even though significant resources have been applied to this problem. As an alternative approach, the authors have begun development of a non-phenomenological model for battery systems based on artificial neural networks. Both recurrent and non-recurrent forms of these networks have been successfully used to develop accurate representations of battery behavior. The connectionist normalized linear spline (CMLS) network has been implemented with a self-organizing layer to model a battery system with the generalized radial basis function net. Concurrently, efforts are under way to use the feedforward back propagation network to map the {open_quotes}state{close_quotes} of a battery system. Because of the complexity of battery systems, accurate representation of the input and output parameters has proven to be very important. This paper describes these initial feasibility studies as well as the current models and makes comparisons between predicted and actual performance.

  11. Comparison of performance of simulation models for floor heating

    DEFF Research Database (Denmark)

    Weitzmann, Peter; Svendsen, Svend

    2005-01-01

    This paper describes the comparison of performance of simulation models for floor heating with different level of detail in the modelling process. The models are compared in an otherwise identical simulation model containing room model, walls, windows, ceiling and ventilation system. By exchanging...

  12. Building Performance Simulation for Sustainable Energy Use in Buildings

    NARCIS (Netherlands)

    Hensen, J.L.M.

    2010-01-01

    This paper aims to provide a general view of the background and current state of building performance simulation, which has the potential to deliver, directly or indirectly, substantial benefits to building stakeholders and to the environment. However the building simulation community faces many

  13. Building performance simulation for sustainable building design and operation

    NARCIS (Netherlands)

    Hensen, J.L.M.

    2011-01-01

    This paper aims to provide a general view of the background and current state of building performance simulation, which has the potential to deliver, directly or indirectly, substantial benefits to building stakeholders and to the environment. However the building simulation community faces many

  14. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  15. Alcohol consumption for simulated driving performance: A systematic review

    Directory of Open Access Journals (Sweden)

    Mohammad Saeid Rezaee-Zavareh

    2017-06-01

    Conclusion: Alcohol consumption may decrease simulated driving performance in alcohol consumed people compared with non-alcohol consumed people via changes in SDSD, LPSD, speed, MLPD, LC and NA. More well-designed randomized controlled clinical trials are recommended.

  16. 20th Joint Workshop on Sustained Simulation Performance

    CERN Document Server

    Bez, Wolfgang; Focht, Erich; Patel, Nisarg; Kobayashi, Hiroaki

    2016-01-01

    The book presents the state of the art in high-performance computing and simulation on modern supercomputer architectures. It explores general trends in hardware and software development, and then focuses specifically on the future of high-performance systems and heterogeneous architectures. It also covers applications such as computational fluid dynamics, material science, medical applications and climate research and discusses innovative fields like coupled multi-physics or multi-scale simulations. The papers included were selected from the presentations given at the 20th Workshop on Sustained Simulation Performance at the HLRS, University of Stuttgart, Germany in December 2015, and the subsequent Workshop on Sustained Simulation Performance at Tohoku University in February 2016.

  17. 24th & 25th Joint Workshop on Sustained Simulation Performance

    CERN Document Server

    Bez, Wolfgang; Focht, Erich; Gienger, Michael; Kobayashi, Hiroaki

    2017-01-01

    This book presents the state of the art in High Performance Computing on modern supercomputer architectures. It addresses trends in hardware and software development in general, as well as the future of High Performance Computing systems and heterogeneous architectures. The contributions cover a broad range of topics, from improved system management to Computational Fluid Dynamics, High Performance Data Analytics, and novel mathematical approaches for large-scale systems. In addition, they explore innovative fields like coupled multi-physics and multi-scale simulations. All contributions are based on selected papers presented at the 24th Workshop on Sustained Simulation Performance, held at the University of Stuttgart’s High Performance Computing Center in Stuttgart, Germany in December 2016 and the subsequent Workshop on Sustained Simulation Performance, held at the Cyberscience Center, Tohoku University, Japan in March 2017.

  18. Simulation and performance of brushless DC motor actuators

    OpenAIRE

    Gerba, Alex

    1985-01-01

    The simulation model for a Brushless D.C. Motor and the associated commutation power conditioner transistor model are presented. The necessary conditions for maximum power output while operating at steady-state speed and sinusoidally distributed air-gap flux are developed. Comparisons of simulated model with the measured performance of a typical motor are done both on time response waveforms and on average performance characteristics. These preliminary results indicate good ...

  19. Predictive performance for population models using stochastic differential equations applied on data from an oral glucose tolerance test.

    Science.gov (United States)

    Møller, Jonas B; Overgaard, Rune V; Madsen, Henrik; Hansen, Torben; Pedersen, Oluf; Ingwersen, Steen H

    2010-02-01

    Several articles have investigated stochastic differential equations (SDEs) in PK/PD models, but few have quantitatively investigated the benefits to predictive performance of models based on real data. Estimation of first phase insulin secretion which reflects beta-cell function using models of the OGTT is a difficult problem in need of further investigation. The present work aimed at investigating the power of SDEs to predict the first phase insulin secretion (AIR (0-8)) in the IVGTT based on parameters obtained from the minimal model of the OGTT, published by Breda et al. (Diabetes 50(1):150-158, 2001). In total 174 subjects underwent both an OGTT and a tolbutamide modified IVGTT. Estimation of parameters in the oral minimal model (OMM) was performed using the FOCE-method in NONMEM VI on insulin and C-peptide measurements. The suggested SDE models were based on a continuous AR(1) process, i.e. the Ornstein-Uhlenbeck process, and the extended Kalman filter was implemented in order to estimate the parameters of the models. Inclusion of the Ornstein-Uhlenbeck (OU) process caused improved description of the variation in the data as measured by the autocorrelation function (ACF) of one-step prediction errors. A main result was that application of SDE models improved the correlation between the individual first phase indexes obtained from OGTT and AIR (0-8) (r = 0.36 to r = 0.49 and r = 0.32 to r = 0.47 with C-peptide and insulin measurements, respectively). In addition to the increased correlation also the properties of the indexes obtained using the SDE models more correctly assessed the properties of the first phase indexes obtained from the IVGTT. In general it is concluded that the presented SDE approach not only caused autocorrelation of errors to decrease but also improved estimation of clinical measures obtained from the glucose tolerance tests. Since, the estimation time of extended models was not heavily increased compared to basic models, the applied method

  20. A Simulation Approach for Performance Validation during Embedded Systems Design

    Science.gov (United States)

    Wang, Zhonglei; Haberl, Wolfgang; Herkersdorf, Andreas; Wechs, Martin

    Due to the time-to-market pressure, it is highly desirable to design hardware and software of embedded systems in parallel. However, hardware and software are developed mostly using very different methods, so that performance evaluation and validation of the whole system is not an easy task. In this paper, we propose a simulation approach to bridge the gap between model-driven software development and simulation based hardware design, by merging hardware and software models into a SystemC based simulation environment. An automated procedure has been established to generate software simulation models from formal models, while the hardware design is originally modeled in SystemC. As the simulation models are annotated with timing information, performance issues are tackled in the same pass as system functionality, rather than in a dedicated approach.

  1. Improving the performance of a filling line based on simulation

    Science.gov (United States)

    Jasiulewicz-Kaczmarek, M.; Bartkowiak, T.

    2016-08-01

    The paper describes the method of improving performance of a filling line based on simulation. This study concerns a production line that is located in a manufacturing centre of a FMCG company. A discrete event simulation model was built using data provided by maintenance data acquisition system. Two types of failures were identified in the system and were approximated using continuous statistical distributions. The model was validated taking into consideration line performance measures. A brief Pareto analysis of line failures was conducted to identify potential areas of improvement. Two improvements scenarios were proposed and tested via simulation. The outcome of the simulations were the bases of financial analysis. NPV and ROI values were calculated taking into account depreciation, profits, losses, current CIT rate and inflation. A validated simulation model can be a useful tool in maintenance decision-making process.

  2. Relating Standardized Visual Perception Measures to Simulator Visual System Performance

    Science.gov (United States)

    Kaiser, Mary K.; Sweet, Barbara T.

    2013-01-01

    Human vision is quantified through the use of standardized clinical vision measurements. These measurements typically include visual acuity (near and far), contrast sensitivity, color vision, stereopsis (a.k.a. stereo acuity), and visual field periphery. Simulator visual system performance is specified in terms such as brightness, contrast, color depth, color gamut, gamma, resolution, and field-of-view. How do these simulator performance characteristics relate to the perceptual experience of the pilot in the simulator? In this paper, visual acuity and contrast sensitivity will be related to simulator visual system resolution, contrast, and dynamic range; similarly, color vision will be related to color depth/color gamut. Finally, we will consider how some characteristics of human vision not typically included in current clinical assessments could be used to better inform simulator requirements (e.g., relating dynamic characteristics of human vision to update rate and other temporal display characteristics).

  3. Maintenance Personnel Performance Simulation (MAPPS) model: a human reliability analysis tool

    International Nuclear Information System (INIS)

    Knee, H.E.

    1985-01-01

    The Maintenance Personnel Performance Simulation (MAPPS) model is a computerized, stochastic, task-oriented human behavioral model developed to provide estimates of nuclear power plant (NPP) maintenance team performance measures. It is capable of addressing person-machine, person-environment, and person-person relationships, and accounts for interdependencies that exist between the subelements that make up the maintenance task of interest. The primary measures of performance estimated by MAPPS are: (1) the probability of successfully completing the task of interest; and (2) the task duration time. MAPPS also estimates a host of other performance indices, including the probability of an undetected error, identification of the most- and least-likely error-prone subelements, and maintenance team stress profiles during task execution. The MAPPS model was subjected to a number of evaluation efforts that focused upon its practicality, acceptability, usefulness, and validity. Methods used for these efforts included a case method approach, consensus estimation, and comparison with observed task performance measures at a NPP. Favorable results, such as close agreement between task duration times for two tasks observed in the field (67.0 and 119.8 minutes, respectively), and estimates by MAPPS (72.0 and 124.0 minutes, respectively) enhance the confidence in the future use of MAPPS. 8 refs., 1 fig

  4. NUMERICAL FLOW AND TRANSPORT SIMULATIONS SUPPORTING THE SALTSTONE FACILITY PERFORMANCE ASSESSMENT

    Energy Technology Data Exchange (ETDEWEB)

    Flach, G.

    2009-02-28

    The Saltstone Disposal Facility Performance Assessment (PA) is being revised to incorporate requirements of Section 3116 of the Ronald W. Reagan National Defense Authorization Act for Fiscal Year 2005 (NDAA), and updated data and understanding of vault performance since the 1992 PA (Cook and Fowler 1992) and related Special Analyses. A hybrid approach was chosen for modeling contaminant transport from vaults and future disposal cells to exposure points. A higher resolution, largely deterministic, analysis is performed on a best-estimate Base Case scenario using the PORFLOW numerical analysis code. a few additional sensitivity cases are simulated to examine alternative scenarios and parameter settings. Stochastic analysis is performed on a simpler representation of the SDF system using the GoldSim code to estimate uncertainty and sensitivity about the Base Case. This report describes development of PORFLOW models supporting the SDF PA, and presents sample results to illustrate model behaviors and define impacts relative to key facility performance objectives. The SDF PA document, when issued, should be consulted for a comprehensive presentation of results.

  5. A Pseudo-Parallel Genetic Algorithm Integrating Simulated Annealing for Stochastic Location-Inventory-Routing Problem with Consideration of Returns in E-Commerce

    Directory of Open Access Journals (Sweden)

    Bailing Liu

    2015-01-01

    Full Text Available Facility location, inventory control, and vehicle routes scheduling are three key issues to be settled in the design of logistics system for e-commerce. Due to the online shopping features of e-commerce, customer returns are becoming much more than traditional commerce. This paper studies a three-phase supply chain distribution system consisting of one supplier, a set of retailers, and a single type of product with continuous review (Q, r inventory policy. We formulate a stochastic location-inventory-routing problem (LIRP model with no quality defects returns. To solve the NP-hand problem, a pseudo-parallel genetic algorithm integrating simulated annealing (PPGASA is proposed. The computational results show that PPGASA outperforms GA on optimal solution, computing time, and computing stability.

  6. Predictors of laparoscopic simulation performance among practicing obstetrician gynecologists.

    Science.gov (United States)

    Mathews, Shyama; Brodman, Michael; D'Angelo, Debra; Chudnoff, Scott; McGovern, Peter; Kolev, Tamara; Bensinger, Giti; Mudiraj, Santosh; Nemes, Andreea; Feldman, David; Kischak, Patricia; Ascher-Walsh, Charles

    2017-11-01

    While simulation training has been established as an effective method for improving laparoscopic surgical performance in surgical residents, few studies have focused on its use for attending surgeons, particularly in obstetrics and gynecology. Surgical simulation may have a role in improving and maintaining proficiency in the operating room for practicing obstetrician gynecologists. We sought to determine if parameters of performance for validated laparoscopic virtual simulation tasks correlate with surgical volume and characteristics of practicing obstetricians and gynecologists. All gynecologists with laparoscopic privileges (n = 347) from 5 academic medical centers in New York City were required to complete a laparoscopic surgery simulation assessment. The physicians took a presimulation survey gathering physician self-reported characteristics and then performed 3 basic skills tasks (enforced peg transfer, lifting/grasping, and cutting) on the LapSim virtual reality laparoscopic simulator (Surgical Science Ltd, Gothenburg, Sweden). The association between simulation outcome scores (time, efficiency, and errors) and self-rated clinical skills measures (self-rated laparoscopic skill score or surgical volume category) were examined with regression models. The average number of laparoscopic procedures per month was a significant predictor of total time on all 3 tasks (P = .001 for peg transfer; P = .041 for lifting and grasping; P simulation performance as it correlates to active physician practice, further studies may help assess skill and individualize training to maintain skill levels as case volumes fluctuate. Copyright © 2017 Elsevier Inc. All rights reserved.

  7. Equipment and performance upgrade of compact nuclear simulator

    International Nuclear Information System (INIS)

    Park, J. C.; Kwon, K. C.; Lee, D. Y.; Hwang, I. K.; Park, W. M.; Cha, K. H.; Song, S. J.; Lee, J. W.; Kim, B. G.; Kim, H. J.

    1999-01-01

    The simulator at Nuclear Training Center in KAERI became old and has not been used effectively for nuclear-related training and researches due to the problems such as aging of the equipment, difficulties in obtaining consumables and their high cost, and less personnel available who can handle the old equipment. To solve the problems, this study was performed for recovering the functions of the simulator through the technical design and replacement of components with new ones. As results of this study, our test after the replacement showed the same simulation status as the previous one, and new graphic displays added to the simulator was effective for the training and easy for maintenance. This study is meaningful as demonstrating the way of upgrading nuclear training simulators that lost their functioning due to the obsolescence of simulators and the unavailability of components

  8. Stochastic congestion management in power markets using efficient scenario approaches

    International Nuclear Information System (INIS)

    Esmaili, Masoud; Amjady, Nima; Shayanfar, Heidar Ali

    2010-01-01

    Congestion management in electricity markets is traditionally performed using deterministic values of system parameters assuming a fixed network configuration. In this paper, a stochastic programming framework is proposed for congestion management considering the power system uncertainties comprising outage of generating units and transmission branches. The Forced Outage Rate of equipment is employed in the stochastic programming. Using the Monte Carlo simulation, possible scenarios of power system operating states are generated and a probability is assigned to each scenario. The performance of the ordinary as well as Lattice rank-1 and rank-2 Monte Carlo simulations is evaluated in the proposed congestion management framework. As a tradeoff between computation time and accuracy, scenario reduction based on the standard deviation of accepted scenarios is adopted. The stochastic congestion management solution is obtained by aggregating individual solutions of accepted scenarios. Congestion management using the proposed stochastic framework provides a more realistic solution compared with traditional deterministic solutions. Results of testing the proposed stochastic congestion management on the 24-bus reliability test system indicate the efficiency of the proposed framework.

  9. High performance real-time flight simulation at NASA Langley

    Science.gov (United States)

    Cleveland, Jeff I., II

    1994-01-01

    In order to meet the stringent time-critical requirements for real-time man-in-the-loop flight simulation, computer processing operations must be deterministic and be completed in as short a time as possible. This includes simulation mathematical model computational and data input/output to the simulators. In 1986, in response to increased demands for flight simulation performance, personnel at NASA's Langley Research Center (LaRC), working with the contractor, developed extensions to a standard input/output system to provide for high bandwidth, low latency data acquisition and distribution. The Computer Automated Measurement and Control technology (IEEE standard 595) was extended to meet the performance requirements for real-time simulation. This technology extension increased the effective bandwidth by a factor of ten and increased the performance of modules necessary for simulator communications. This technology is being used by more than 80 leading technological developers in the United States, Canada, and Europe. Included among the commercial applications of this technology are nuclear process control, power grid analysis, process monitoring, real-time simulation, and radar data acquisition. Personnel at LaRC have completed the development of the use of supercomputers for simulation mathematical model computational to support real-time flight simulation. This includes the development of a real-time operating system and the development of specialized software and hardware for the CAMAC simulator network. This work, coupled with the use of an open systems software architecture, has advanced the state of the art in real time flight simulation. The data acquisition technology innovation and experience with recent developments in this technology are described.

  10. Stochastic modeling and analysis of telecoms networks

    CERN Document Server

    Decreusefond, Laurent

    2012-01-01

    This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an

  11. Stochastic Simulation of Chloride Ingress into Reinforced Concrete Structures by Means of Multi-Dimensional Gaussian Random Fields

    DEFF Research Database (Denmark)

    Frier, Christian; Sørensen, John Dalsgaard

    2005-01-01

    For many reinforced concrete structures corrosion of the reinforcement is an important problem since it can result in expensive maintenance and repair actions. Further, a significant reduction of the load-bearing capacity can occur. One mode of corrosion initiation occurs when the chloride content...... is modeled by a 2-dimensional diffusion process by FEM (Finite Element Method) and the diffusion coefficient, surface chloride concentration and reinforcement cover depth are modeled by multidimensional stochastic fields, which are discretized using the EOLE (Expansion Optimum Linear Estimation) approach....... As an example a bridge pier in a marine environment is considered and the results are given in terms of the distribution of the time for initialization of corrosion...

  12. Simulating transmission and control of Taenia solium infections using a reed-frost stochastic model

    DEFF Research Database (Denmark)

    Kyvsgaard, Niels Chr.; Johansen, Maria Vang; Carabin, Hélène

    2007-01-01

    occur between hosts and that hosts can be either susceptible, infected or ‘recovered and presumed immune'. Transmission between humans and pigs is modelled as susceptible roaming pigs scavenging on human faeces infected with T. solium eggs. Transmission from pigs to humans is modelled as susceptible...... humans eating under-cooked pork meat harbouring T. solium metacestodes. Deterministic models of each scenario were first run, followed by stochastic versions of the models to assess the likelihood of infection elimination in the small population modelled. The effects of three groups of interventions were...... investigated using the model: (i) interventions affecting the transmission parameters such as use of latrines, meat inspection, and cooking habits; (ii) routine interventions including rapid detection and treatment of human carriers or pig vaccination; and (iii) treatment interventions of either humans or pigs...

  13. Stochastic continuum simulation of mass arrival using a synthetic data set. The effect of hard and soft conditioning

    International Nuclear Information System (INIS)

    Kung Chen Shan; Wen Xian Huan; Cvetkovic, V.; Winberg, A.

    1992-06-01

    The non-parametric and parametric stochastic continuum approaches were applied to a realistic synthetic exhaustive hydraulic conductivity field to study the effects of hard and soft conditioning. From the reference domain, a number of data points were selected, either in a random or designed fashion, to form sample data sets. Based on established experimental variograms and the conditioning data, 100 realizations each of the studied domain were generated. The flow field was calculated for each realization, and particle arrival time and arrival position along the discharge boundary were evaluated. It was shown that conditioning on soft data reduces the uncertainty of solute arrival time, and that conditioning on soft data suggests an improvement in characterizing channeling effects. It was found that the improvement in the prediction of the breakthrough was moderate when conditioning on 25 hard and 100 soft data compared to 25 hard data only. (au)

  14. Stochastic Switching Dynamics

    DEFF Research Database (Denmark)

    Simonsen, Maria

    This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...

  15. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

    We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

  16. MO-DE-BRA-03: TOPAS-edu: A Window Into the Stochastic World Through the TOPAS Tool for Particle Simulation

    International Nuclear Information System (INIS)

    Perl, J; Villagomez-Bernabe, B; Currell, F

    2015-01-01

    Purpose: The stochastic nature of the subatomic world presents a challenge for physics education. Even experienced physicists can be amazed at the varied behavior of electrons, x-rays, protons, neutrons, ions and the any short-lived particles that make up the overall behavior of our accelerators, brachytherapy sources and medical imaging systems. The all-particle Monte Carlo particle transport tool, TOPAS Tool for Particle Simulation, originally developed for proton therapy research, has been repurposed into a physics teaching tool, TOPAS-edu. Methods: TOPAS-edu students set up simulated particle sources, collimators, scatterers, imagers and scoring setups by writing simple ASCII files (in the TOPAS Parameter Control System format). Students visualize geometry setups and particle trajectories in a variety of modes from OpenGL graphics to VRML 3D viewers to gif and PostScript image files. Results written to simple comma separated values files are imported by the student into their preferred data analysis tool. Students can vary random seeds or adjust parameters of physics processes to better understand the stochastic nature of subatomic physics. Results: TOPAS-edu has been successfully deployed as the centerpiece of a physics course for master’s students at Queen’s University Belfast. Tutorials developed there takes students through a step by step course on the basics of particle transport and interaction, scattering, Bremsstrahlung, etc. At each step in the course, students build simulated experimental setups and then analyze the simulated results. Lessons build one upon another so that a student might end up with a full simulation of a medical accelerator, a water-phantom or an imager. Conclusion: TOPAS-edu was well received by students. A second application of TOPAS-edu is currently in development at Zurich University of Applied Sciences, Switzerland. It is our eventual goal to make TOPAS-edu available free of charge to any non-profit organization, along with

  17. MO-DE-BRA-03: TOPAS-edu: A Window Into the Stochastic World Through the TOPAS Tool for Particle Simulation

    Energy Technology Data Exchange (ETDEWEB)

    Perl, J [Stanford Linear Accelerator Center, Menlo Park, CA (United States); Villagomez-Bernabe, B; Currell, F [Queen’s University Belfast, Belfast, Northern Ireland (United Kingdom)

    2015-06-15

    Purpose: The stochastic nature of the subatomic world presents a challenge for physics education. Even experienced physicists can be amazed at the varied behavior of electrons, x-rays, protons, neutrons, ions and the any short-lived particles that make up the overall behavior of our accelerators, brachytherapy sources and medical imaging systems. The all-particle Monte Carlo particle transport tool, TOPAS Tool for Particle Simulation, originally developed for proton therapy research, has been repurposed into a physics teaching tool, TOPAS-edu. Methods: TOPAS-edu students set up simulated particle sources, collimators, scatterers, imagers and scoring setups by writing simple ASCII files (in the TOPAS Parameter Control System format). Students visualize geometry setups and particle trajectories in a variety of modes from OpenGL graphics to VRML 3D viewers to gif and PostScript image files. Results written to simple comma separated values files are imported by the student into their preferred data analysis tool. Students can vary random seeds or adjust parameters of physics processes to better understand the stochastic nature of subatomic physics. Results: TOPAS-edu has been successfully deployed as the centerpiece of a physics course for master’s students at Queen’s University Belfast. Tutorials developed there takes students through a step by step course on the basics of particle transport and interaction, scattering, Bremsstrahlung, etc. At each step in the course, students build simulated experimental setups and then analyze the simulated results. Lessons build one upon another so that a student might end up with a full simulation of a medical accelerator, a water-phantom or an imager. Conclusion: TOPAS-edu was well received by students. A second application of TOPAS-edu is currently in development at Zurich University of Applied Sciences, Switzerland. It is our eventual goal to make TOPAS-edu available free of charge to any non-profit organization, along with

  18. A PROBABILISTIC EXPOSURE ASSESSMENT FOR CHILDREN WHO CONTACT CCA-TREATED PLAYSETS AND DECKS USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL FOR THE WOOD PRESERVATIVE EXPOSURE SCENARIO

    Science.gov (United States)

    The U.S. Environmental Protection Agency has conducted a probabilistic exposure and dose assessment on the arsenic (As) and chromium (Cr) components of Chromated Copper Arsenate (CCA) using the Stochastic Human Exposure and Dose Simulation model for wood preservatives (SHEDS-Wood...

  19. Model selection for integrated pest management with stochasticity.

    Science.gov (United States)

    Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

    2018-04-07

    In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

  20. Virtual reality simulation training of mastoidectomy - studies on novice performance.

    Science.gov (United States)

    Andersen, Steven Arild Wuyts

    2016-08-01

    Virtual reality (VR) simulation-based training is increasingly used in surgical technical skills training including in temporal bone surgery. The potential of VR simulation in enabling high-quality surgical training is great and VR simulation allows high-stakes and complex procedures such as mastoidectomy to be trained repeatedly, independent of patients and surgical tutors, outside traditional learning environments such as the OR or the temporal bone lab, and with fewer of the constraints of traditional training. This thesis aims to increase the evidence-base of VR simulation training of mastoidectomy and, by studying the final-product performances of novices, investigates the transfer of skills to the current gold-standard training modality of cadaveric dissection, the effect of different practice conditions and simulator-integrated tutoring on performance and retention of skills, and the role of directed, self-regulated learning. Technical skills in mastoidectomy were transferable from the VR simulation environment to cadaveric dissection with significant improvement in performance after directed, self-regulated training in the VR temporal bone simulator. Distributed practice led to a better learning outcome and more consolidated skills than massed practice and also resulted in a more consistent performance after three months of non-practice. Simulator-integrated tutoring accelerated the initial learning curve but also caused over-reliance on tutoring, which resulted in a drop in performance when the simulator-integrated tutor-function was discontinued. The learning curves were highly individual but often plateaued early and at an inadequate level, which related to issues concerning both the procedure and the VR simulator, over-reliance on the tutor function and poor self-assessment skills. Future simulator-integrated automated assessment could potentially resolve some of these issues and provide trainees with both feedback during the procedure and immediate

  1. Stochastic error model corrections to improve the performance of bottom-up precipitation products for hydrologic applications

    Science.gov (United States)

    Maggioni, V.; Massari, C.; Ciabatta, L.; Brocca, L.

    2016-12-01

    Accurate quantitative precipitation estimation is of great importance for water resources management, agricultural planning, and forecasting and monitoring of natural hazards such as flash floods and landslides. In situ observations are limited around the Earth, especially in remote areas (e.g., complex terrain, dense vegetation), but currently available satellite precipitation products are able to provide global precipitation estimates with an accuracy that depends upon many factors (e.g., type of storms, temporal sampling, season, etc.). The recent SM2RAIN approach proposes to estimate rainfall by using satellite soil moisture observations. As opposed to traditional satellite precipitation methods, which sense cloud properties to retrieve instantaneous estimates, this new bottom-up approach makes use of two consecutive soil moisture measurements for obtaining an estimate of the fallen precipitation within the interval between two satellite overpasses. As a result, the nature of the measurement is different and complementary to the one of classical precipitation products and could provide a different valid perspective to substitute or improve current rainfall estimates. However, uncertainties in the SM2RAIN product are still not well known and could represent a limitation in utilizing this dataset for hydrological applications. Therefore, quantifying the uncertainty associated with SM2RAIN is necessary for enabling its use. The study is conducted over the Italian territory for a 5-yr period (2010-2014). A number of satellite precipitation error properties, typically used in error modeling, are investigated and include probability of detection, false alarm rates, missed events, spatial correlation of the error, and hit biases. After this preliminary uncertainty analysis, the potential of applying the stochastic rainfall error model SREM2D to correct SM2RAIN and to improve its performance in hydrologic applications is investigated. The use of SREM2D for

  2. Computational Fluid Dynamics and Building Energy Performance Simulation

    DEFF Research Database (Denmark)

    Nielsen, Peter V.; Tryggvason, Tryggvi

    An interconnection between a building energy performance simulation program and a Computational Fluid Dynamics program (CFD) for room air distribution will be introduced for improvement of the predictions of both the energy consumption and the indoor environment. The building energy performance...

  3. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

    'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

  4. Simulation

    CERN Document Server

    Ross, Sheldon

    2006-01-01

    Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This text explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statist

  5. Impact of reactive settler models on simulated WWTP performance

    DEFF Research Database (Denmark)

    Gernaey, Krist; Jeppsson, Ulf; Batstone, Damien J.

    2006-01-01

    for an ASM1 case study. Simulations with a whole plant model including the non-reactive Takacs settler model are used as a reference, and are compared to simulation results considering two reactive settler models. The first is a return sludge model block removing oxygen and a user-defined fraction of nitrate......, combined with a non-reactive Takacs settler. The second is a fully reactive ASM1 Takacs settler model. Simulations with the ASM1 reactive settler model predicted a 15.3% and 7.4% improvement of the simulated N removal performance, for constant (steady-state) and dynamic influent conditions respectively....... The oxygen/nitrate return sludge model block predicts a 10% improvement of N removal performance under dynamic conditions, and might be the better modelling option for ASM1 plants: it is computationally more efficient and it will not overrate the importance of decay processes in the settler....

  6. High performance stream computing for particle beam transport simulations

    International Nuclear Information System (INIS)

    Appleby, R; Bailey, D; Higham, J; Salt, M

    2008-01-01

    Understanding modern particle accelerators requires simulating charged particle transport through the machine elements. These simulations can be very time consuming due to the large number of particles and the need to consider many turns of a circular machine. Stream computing offers an attractive way to dramatically improve the performance of such simulations by calculating the simultaneous transport of many particles using dedicated hardware. Modern Graphics Processing Units (GPUs) are powerful and affordable stream computing devices. The results of simulations of particle transport through the booster-to-storage-ring transfer line of the DIAMOND synchrotron light source using an NVidia GeForce 7900 GPU are compared to the standard transport code MAD. It is found that particle transport calculations are suitable for stream processing and large performance increases are possible. The accuracy and potential speed gains are compared and the prospects for future work in the area are discussed

  7. Distributed dynamic simulations of networked control and building performance applications.

    Science.gov (United States)

    Yahiaoui, Azzedine

    2018-02-01

    The use of computer-based automation and control systems for smart sustainable buildings, often so-called Automated Buildings (ABs), has become an effective way to automatically control, optimize, and supervise a wide range of building performance applications over a network while achieving the minimum energy consumption possible, and in doing so generally refers to Building Automation and Control Systems (BACS) architecture. Instead of costly and time-consuming experiments, this paper focuses on using distributed dynamic simulations to analyze the real-time performance of network-based building control systems in ABs and improve the functions of the BACS technology. The paper also presents the development and design of a distributed dynamic simulation environment with the capability of representing the BACS architecture in simulation by run-time coupling two or more different software tools over a network. The application and capability of this new dynamic simulation environment are demonstrated by an experimental design in this paper.

  8. Impact of wave phase jumps on stochastic heating

    International Nuclear Information System (INIS)

    Zasenko, V.I.; Zagorodny, A.G.; Cherniak, O.M.

    2016-01-01

    Interaction of charged particles with fields of random waves brings about known effects of stochastic acceleration and heating. Jumps of wave phases can increase the intensity of these processes substantially. Numerical simulation of particle heating and acceleration by waves with regular phases, waves with jumping phase and stochastic electric field impulses is performed. Comparison of the results shows that to some extent an impact of phase jumps is similar to the action of separate field impulses. Jumps of phase not only increase the intensity of resonant particle heating but involves in this process non-resonant particles from a wide range of initial velocities

  9. ? filtering for stochastic systems driven by Poisson processes

    Science.gov (United States)

    Song, Bo; Wu, Zheng-Guang; Park, Ju H.; Shi, Guodong; Zhang, Ya

    2015-01-01

    This paper investigates the ? filtering problem for stochastic systems driven by Poisson processes. By utilising the martingale theory such as the predictable projection operator and the dual predictable projection operator, this paper transforms the expectation of stochastic integral with respect to the Poisson process into the expectation of Lebesgue integral. Then, based on this, this paper designs an ? filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed ? performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.

  10. Comprehensive Simulation Lifecycle Management for High Performance Computing Modeling and Simulation, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — There are significant logistical barriers to entry-level high performance computing (HPC) modeling and simulation (M IllinoisRocstar) sets up the infrastructure for...

  11. A non-linear and stochastic response surface method for Bayesian estimation of uncertainty in soil moisture simulation from a land surface model

    Directory of Open Access Journals (Sweden)

    F. Hossain

    2004-01-01

    Full Text Available This study presents a simple and efficient scheme for Bayesian estimation of uncertainty in soil moisture simulation by a Land Surface Model (LSM. The scheme is assessed within a Monte Carlo (MC simulation framework based on the Generalized Likelihood Uncertainty Estimation (GLUE methodology. A primary limitation of using the GLUE method is the prohibitive computational burden imposed by uniform random sampling of the model's parameter distributions. Sampling is improved in the proposed scheme by stochastic modeling of the parameters' response surface that recognizes the non-linear deterministic behavior between soil moisture and land surface parameters. Uncertainty in soil moisture simulation (model output is approximated through a Hermite polynomial chaos expansion of normal random variables that represent the model's parameter (model input uncertainty. The unknown coefficients of the polynomial are calculated using limited number of model simulation runs. The calibrated polynomial is then used as a fast-running proxy to the slower-running LSM to predict the degree of representativeness of a randomly sampled model parameter set. An evaluation of the scheme's efficiency in sampling is made through comparison with the fully random MC sampling (the norm for GLUE and the nearest-neighborhood sampling technique. The scheme was able to reduce computational burden of random MC sampling for GLUE in the ranges of 10%-70%. The scheme was also found to be about 10% more efficient than the nearest-neighborhood sampling method in predicting a sampled parameter set's degree of representativeness. The GLUE based on the proposed sampling scheme did not alter the essential features of the uncertainty structure in soil moisture simulation. The scheme can potentially make GLUE uncertainty estimation for any LSM more efficient as it does not impose any additional structural or distributional assumptions.

  12. MODELING SIMULATION AND PERFORMANCE STUDY OF GRIDCONNECTED PHOTOVOLTAIC ENERGY SYSTEM

    OpenAIRE

    Nagendra K; Karthik J; Keerthi Rao C; Kumar Raja Pemmadi

    2017-01-01

    This paper presents Modeling Simulation of grid connected Photovoltaic Energy System and performance study using MATLAB/Simulink. The Photovoltaic energy system is considered in three main parts PV Model, Power conditioning System and Grid interface. The Photovoltaic Model is inter-connected with grid through full scale power electronic devices. The simulation is conducted on the PV energy system at normal temperature and at constant load by using MATLAB.

  13. Computer Simulation Performed for Columbia Project Cooling System

    Science.gov (United States)

    Ahmad, Jasim

    2005-01-01

    This demo shows a high-fidelity simulation of the air flow in the main computer room housing the Columbia (10,024 intel titanium processors) system. The simulation asseses the performance of the cooling system and identified deficiencies, and recommended modifications to eliminate them. It used two in house software packages on NAS supercomputers: Chimera Grid tools to generate a geometric model of the computer room, OVERFLOW-2 code for fluid and thermal simulation. This state-of-the-art technology can be easily extended to provide a general capability for air flow analyses on any modern computer room. Columbia_CFD_black.tiff

  14. Simulator experiments: effects of NPP operator experience on performance

    International Nuclear Information System (INIS)

    Beare, A.N.; Gray, L.H.

    1984-01-01

    During the FY83 research, a simulator experiment was conducted at the control room simulator for a GE Boiling Water Reactor (BWR) NPP. The research subjects were licensed operators undergoing requalification training and shift technical advisors (STAs). This experiment was designed to investigate the effects of senior reactor operator (SRO) experience, operating crew augmentation with an STA and practice, as a crew, upon crew and individual operator performance, in response to anticipated plant transients. Sixteen two-man crews of licensed operators were employed in a 2 x 2 factorial design. The SROs leading the crews were split into high and low experience groups on the basis of their years of experience as an SRO. One half of the high- and low-SRO experience groups were assisted by an STA. The crews responded to four simulated plant casualties. A five-variable set of content-referenced performance measures was derived from task analyses of the procedurally correct responses to the four casualties. System parameters and control manipulations were recorded by the computer controlling the simulator. Data on communications and procedure use were obtained from analysis of videotapes of the exercises. Questionnaires were used to collect subject biographical information and data on subjective workload during each simulated casualty. For four of the five performance measures, no significant differences were found between groups led by high (25 to 114 months) and low (1 to 17 months as an SRO) experience SROs. However, crews led by low experience SROs tended to have significantly shorter task performance times than crews led by high experience SROs. The presence of the STA had no significant effect on overall team performance in responding to the four simulated casualties. The FY84 experiments are a partial replication and extension of the FY83 experiment, but with PWR operators and simulator

  15. Influence of Signal Stationarity on Digital Stochastic Measurement Implementation

    Directory of Open Access Journals (Sweden)

    Ivan Župunski

    2013-06-01

    Full Text Available The paper presents the influence of signal stationarity on digital stochastic measurement method implementation. The implementation method is based on stochastic voltage generators, analog adders, low resolution A/D converter, and multipliers and accumulators implemented by Field-Programmable Gate Array (FPGA. The characteristic of first implementations of digital stochastic measurement was the measurement of stationary signal harmonics over the constant measurement period. Later, digital stochastic measurement was extended and used also when it was necessary to measure timeseries of non-stationary signal over the variable measurement time. The result of measurement is the set of harmonics, which is, in the case of non-stationary signals, the input for calculating digital values of signal in time domain. A theoretical approach to determine measurement uncertainty is presented and the accuracy trends with varying signal-to-noise ratio (SNR are analyzed. Noisy brain potentials (spontaneous and nonspontaneous are selected as an example of real non-stationary signal and its digital stochastic measurement is tested by simulations and experiments. Tests were performed without noise and with adding noise with SNR values of 10dB, 0dB and - 10dB. The results of simulations and experiments are compared versus theory calculations, and comparasion confirms the theory.

  16. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

    "Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

  17. Electron heat transport in stochastic magnetic layer

    International Nuclear Information System (INIS)

    Becoulet, M.; Ghendrih, Ph.; Capes, H.; Grosman, A.

    1999-06-01

    Progress in the theoretical understanding of the local behaviour of the temperature field in ergodic layer was done in the framework of quasi-linear approach but this quasi-linear theory was not complete since the resonant modes coupling (due to stochasticity) was neglected. The stochastic properties of the magnetic field in the ergodic zone are now taken into account by a non-linear coupling of the temperature modes. The three-dimension heat transfer modelling in the ergodic-divertor configuration is performed by quasi-linear (ERGOT1) and non-linear (ERGOT2) numerical codes. The formalism and theoretical basis of both codes are presented. The most important effect that can be simulated with non-linear code is the averaged temperature profile flattening that occurs in the ergodic zone and the barrier creation that appears near the separatrix during divertor operation. (A.C.)

  18. Conversion of a mainframe simulation for maintenance performance to a PC environment

    International Nuclear Information System (INIS)

    Gertman, D.I.

    1990-01-01

    The computer model MAPPS, the Maintenance Personnel Performance Simulation, has been developed and validated by the US NRC [Nuclear Regulatory Commission] in order to improve maintenance practices and procedures at nuclear power plants. This model has now been implemented and improved, in a PC [personal computer] environment and renamed MICROMAPPS. The model is stochastically based and users are able to simulate the performance of 2- to 8-person crews for a variety of maintenance tasks under a variety of conditions. These conditions include aspects of crew actions as potentially influenced by the task, the environment, or the personnel involved. For example, the influence of the following factors is currently modeled within the MAPPS computer code: (1) personnel characteristics include but are not limited to intellectual and perceptual motor ability levels, the effect of fatigue and conversely, of rest breaks on performance, stress, communication, supervisor acceptance, motivation, organizational climate, time since the tasks was last performed and the staffing level available; (2) task variables include but are not limited to time allowed, occurrence of shift change, intellectual requirements, perceptual motor requirements, procedures quality, necessity for protective clothing and essentiality of a procedures quality, necessity for protective clothing and essentiality of a subtask; and (3) environment variables include temperature of the workplace, radiation level, and noise levels. The output describing maintainer performance includes subtask and task identification, success proportion, work and wait durations, time spent repeating various subtasks and outcome in terms of errors detected by the crew, false alarms, undetected errors, duration, and the probability of success. The model is comprehensive and allows for the modeling of decision making, trouble-shooting and branching of tasks

  19. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

  20. 18th and 19th Workshop on Sustained Simulation Performance

    CERN Document Server

    Bez, Wolfgang; Focht, Erich; Kobayashi, Hiroaki; Patel, Nisarg

    2015-01-01

    This book presents the state of the art in high-performance computing and simulation on modern supercomputer architectures. It covers trends in hardware and software development in general and the future of high-performance systems and heterogeneous architectures in particular. The application-related contributions cover computational fluid dynamics, material science, medical applications and climate research; innovative fields such as coupled multi-physics and multi-scale simulations are highlighted. All papers were chosen from presentations given at the 18th Workshop on Sustained Simulation Performance held at the HLRS, University of Stuttgart, Germany in October 2013 and subsequent Workshop of the same name held at Tohoku University in March 2014.