A Deterministic Optimization Approach to Protein Sequence Design Using Continuous Models

Determining the sequence of amino acid residues in a heteropolymer chain of a protein with a given conformation is a discrete combinatorial problem that is not generally amenable for gradient-based continuous optimization algorithms. In this paper we present a new approach to this problem using continuous models. In this modeling, continuous "state functions" are proposed to designate the type of each residue in the chain. Such a continuous model helps define a continuous sequence space in which a chosen criterion is optimized to find the most appropriate sequence. Searching a continuous sequence space using a deterministic optimization algorithm makes it possible to find the optimal sequences with much less computation than many other approaches. The computational efficiency of this method is further improved by combining it with a graph spectral method, which explicitly takes into account the topology of the desired conformation and also helps make the combined method more robust. The continuous modeling used here appears to have additional advantages in mimicking the folding pathways and in creating the energy landscapes that help find sequences with high stability and kinetic accessibility. To illustrate the new approach, a widely used simplifying assumption is made by considering only two types of residues: hydrophobic (H) and polar (P). Self-avoiding compact lattice models are used to validate the method with known results in the literature and data that can be practically obtained by exhaustive enumeration on a desktop computer. We also present examples of sequence design for the HP models of some real proteins, which are solved in less than five minutes on a single-processor desktop computer Some open issues and future extensions are noted.

A Convex Optimization Framework for Almost Budget Balanced Allocation of a Divisible Good

We address the problem of allocating a single divisible good to a number of agents. The agents have concave valuation functions parameterized by a scalar type. The agents report only the type. The goal is to find allocatively efficient, strategy proof, nearly budget balanced mechanisms within the Groves class. Near budget balance is attained by returning as much of the received payments as rebates to agents. Two performance criteria are of interest: the maximum ratio of budget surplus to efficient surplus, and the expected budget surplus, within the class of linear rebate functions. The goal is to minimize them. Assuming that the valuation functions are known, we show that both problems reduce to convex optimization problems, where the convex constraint sets are characterized by a continuum of half-plane constraints parameterized by the vector of reported types. We then propose a randomized relaxation of these problems by sampling constraints. The relaxed problem is a linear programming problem (LP). We then identify the number of samples needed for ``near-feasibility'' of the relaxed constraint set. Under some conditions on the valuation function, we show that value of the approximate LP is close to the optimal value. Simulation results show significant improvements of our proposed method over the Vickrey-Clarke-Groves (VCG) mechanism without rebates. In the special case of indivisible goods, the mechanisms in this paper fall back to those proposed by Moulin, by Guo and Conitzer, and by Gujar and Narahari, without any need for randomization. Extension of the proposed mechanisms to situations when the valuation functions are not known to the central planner are also discussed. Note to Practitioners-Our results will be useful in all resource allocation problems that involve gathering of information privately held by strategic users, where the utilities are any concave function of the allocations, and where the resource planner is not interested in maximizing revenue, but in efficient sharing of the resource. Such situations arise quite often in fair sharing of internet resources, fair sharing of funds across departments within the same parent organization, auctioning of public goods, etc. We study methods to achieve near budget balance by first collecting payments according to the celebrated VCG mechanism, and then returning as much of the collected money as rebates. Our focus on linear rebate functions allows for easy implementation. The resulting convex optimization problem is solved via relaxation to a randomized linear programming problem, for which several efficient solvers exist. This relaxation is enabled by constraint sampling. Keeping practitioners in mind, we identify the number of samples that assures a desired level of ``near-feasibility'' with the desired confidence level. Our methodology will occasionally require subsidy from outside the system. We however demonstrate via simulation that, if the mechanism is repeated several times over independent instances, then past surplus can support the subsidy requirements. We also extend our results to situations where the strategic users' utility functions are not known to the allocating entity, a common situation in the context of internet users and other problems.

A Coalition game model for spectrum pooling in wireless data access networks

We consider a setting in which several operators offer downlink wireless data access services in a certain geographical region. Each operator deploys several base stations or access points, and registers some subscribers. In such a situation, if operators pool their infrastructure, and permit the possibility of subscribers being served by any of the cooperating operators, then there can be overall better user satisfaction, and increased operator revenue. We use coalitional game theory to investigate such resource pooling and cooperation between operators.We use utility functions to model user satisfaction, and show that the resulting coalitional game has the property that if all operators cooperate (i.e., form a grand coalition) then there is an operating point that maximizes the sum utility over the operators while providing the operators revenues such that no subset of operators has an incentive to break away from the coalition. We investigate whether such operating points can result in utility unfairness between users of the various operators. We also study other revenue sharing concepts, namely, the nucleolus and the Shapely value. Such investigations throw light on criteria for operators to accept or reject subscribers, based on the service level agreements proposed by them. We also investigate the situation in which only certain subsets of operators may be willing to cooperate.

Pricing a Shared Access Link for Fair and Efficient Operation with Variable User Data Rates

The literature on pricing implicitly assumes an "infinite data" model, in which sources can sustain any data rate indefinitely. We assume a more realistic "finite data" model, in which sources occasionally run out of data; this leads to variable user data rates. Further, we assume that users have contracts with the service provider, specifying the rates at which they can inject traffic into the network. Our objective is to study how prices can be set such that a single link can be shared efficiently and fairly among users in a dynamically changing scenario where a subset of users occasionally has little data to send. User preferences are modelled by concave increasing utility functions. Further, we introduce two additional elements: a convex increasing disutility function and a convex increasing multiplicative congestion-penally function. The disutility function takes the shortfall (contracted rate minus present rate) as its argument, and essentially encourages users to send traffic at their contracted rates, while the congestion-penalty function discourages heavy users from sending excess data when the link is congested. We obtain simple necessary and sufficient conditions on prices for fair and efficient link sharing; moreover, we show that a single price for all users achieves this. We illustrate the ideas using a simple experiment.

On Convergence of Differential Evolution Over a Class of Continuous Functions With Unique Global Optimum

Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms of current interest. Since its inception in the mid 1990s, DE has been finding many successful applications in real-world optimization problems from diverse domains of science and engineering. This paper takes a first significant step toward the convergence analysis of a canonical DE (DE/rand/1/bin) algorithm. It first deduces a time-recursive relationship for the probability density function (PDF) of the trial solutions, taking into consideration the DE-type mutation, crossover, and selection mechanisms. Then, by applying the concepts of Lyapunov stability theorems, it shows that as time approaches infinity, the PDF of the trial solutions concentrates narrowly around the global optimum of the objective function, assuming the shape of a Dirac delta distribution. Asymptotic convergence behavior of the population PDF is established by constructing a Lyapunov functional based on the PDF and showing that it monotonically decreases with time. The analysis is applicable to a class of continuous and real-valued objective functions that possesses a unique global optimum (but may have multiple local optima). Theoretical results have been substantiated with relevant computer simulations.

Finite volume evolution Galerkin method for hyperbolic conservation laws with spatially varying flux functions

We present a generalization of the finite volume evolution Galerkin scheme [M. Lukacova-Medvid'ova,J. Saibertov'a, G. Warnecke, Finite volume evolution Galerkin methods for nonlinear hyperbolic systems, J. Comp. Phys. (2002) 183 533-562; M. Luacova-Medvid'ova, K.W. Morton, G. Warnecke, Finite volume evolution Galerkin (FVEG) methods for hyperbolic problems, SIAM J. Sci. Comput. (2004) 26 1-30] for hyperbolic systems with spatially varying flux functions. Our goal is to develop a genuinely multi-dimensional numerical scheme for wave propagation problems in a heterogeneous media. We illustrate our methodology for acoustic waves in a heterogeneous medium but the results can be generalized to more complex systems. The finite volume evolution Galerkin (FVEG) method is a predictor-corrector method combining the finite volume corrector step with the evolutionary predictor step. In order to evolve fluxes along the cell interfaces we use multi-dimensional approximate evolution operator. The latter is constructed using the theory of bicharacteristics under the assumption of spatially dependent wave speeds. To approximate heterogeneous medium a staggered grid approach is used. Several numerical experiments for wave propagation with continuous as well as discontinuous wave speeds confirm the robustness and reliability of the new FVEG scheme.

Distributed Transmission of Functions of Correlated Sources over a Fading Multiple Access Channel

In this paper we address the problem of distributed transmission of functions of correlated sources over a fast fading multiple access channel (MAC). This is a basic building block in a hierarchical sensor network used in estimating a random field where the cluster head is interested only in estimating a function of the observations. The observations are transmitted to the cluster head through a fast fading MAC. We provide sufficient conditions for lossy transmission when the encoders and decoders are provided with partial information about the channel state. Furthermore signal side information maybe available at the encoders and the decoder. Various previous studies are shown as special cases. Efficient joint-source channel coding schemes are discussed for transmission of discrete and continuous alphabet sources to recover function values.

Uniform algebras generated by holomorphic and close-to-harmonic functions

The initial motivation for this paper is to discuss a more concrete approach to an approximation theorem of Axler and Shields, which says that the uniform algebra on the closed unit disc (D) over bar generated by z and h, where h is a nowhere-holomorphic harmonic function on D that is continuous up to partial derivative D, equals C((D) over bar). The abstract tools used by Axler and Shields make harmonicity of h an essential condition for their result. We use the concepts of plurisubharmonicity and polynomial convexity to show that, in fact, the same conclusion is reached if h is replaced by h + R, where R is a non-harmonic perturbation whose Laplacian is ``small'' in a certain sense.

A water model study of the flow asymmetry inside a continuous slab casting mold

The work studies the extent of asymmetric flow in water models of continuous casting molds of two different configurations. In the molds where fluid is discharged through multiple holes at the bottom, the flow pattern in the lower portion depends on the size of the lower two recirculating domains. If they reach the mold bottom, the flow pattern in the lower portion is symmetrical about the central plane; otherwise, it is asymmetrical. On the other hand, in the molds where the fluid is discharged through the entire mold cross section, the flow pattern is always asymmetrical if the aspect ratio is 1:6.25 or more. The fluid jet swirls while emerging through the nozzle. The interaction of the swirling Jets with the wide sidewalls of the mold gives rise to asymmetrical flow inside the mold. In the molds with lower aspect ratios, where the jets do not touch the wide side walls, the flow pattern is symmetrical about the central plane.

Dynamics of a dilute sheared inelastic fluid. I. Hydrodynamic modes and velocity correlation functions

The hydrodynamic modes and the velocity autocorrelation functions for a dilute sheared inelastic fluid are analyzed using an expansion in the parameter epsilon=(1-e)(1/2), where e is the coefficient of restitution. It is shown that the hydrodynamic modes for a sheared inelastic fluid are very different from those for an elastic fluid in the long-wave limit, since energy is not a conserved variable when the wavelength of perturbations is larger than the ``conduction length.'' In an inelastic fluid under shear, there are three coupled modes, the mass and the momenta in the plane of shear, which have a decay rate proportional to k(2/3) in the limit k -> 0, if the wave vector has a component along the flow direction. When the wave vector is aligned along the gradient-vorticity plane, we find that the scaling of the growth rate is similar to that for an elastic fluid. The Fourier transforms of the velocity autocorrelation functions are calculated for a steady shear flow correct to leading order in an expansion in epsilon. The time dependence of the autocorrelation function in the long-time limit is obtained by estimating the integral of the Fourier transform over wave number space. It is found that the autocorrelation functions for the velocity in the flow and gradient directions decay proportional to t(-5/2) in two dimensions and t(-15/4) in three dimensions. In the vorticity direction, the decay of the autocorrelation function is proportional to t(-3) in two dimensions and t(-7/2) in three dimensions.

Hybrid stiff-string-polynomial basis functions for vibration analysis of high speed rotating beams

A new finite element is developed for free vibration analysis of high speed rotating beams using basis functions which use a linear combination of the solution of the governing static differential equation of a stiff-string and a cubic polynomial. These new shape functions depend on rotation speed and element position along the beam and account for the centrifugal stiffening effect. The natural frequencies predicted by the proposed element are compared with an element with stiff-string, cubic polynomial and quintic polynomial shape functions. It is found that the new element exhibits superior convergence compared to the other basis functions.

Deep inelastic electroproduction structure functions for polarized and unpolarized proton targets

Following Ioffe's method of QCD sum rules the structure functions F2(x) for deep inelastic ep and en scattering are calculated. Valence u-quark and d-quark distributions are obtained in the range 0.1 less, approximate x <0.4 and compared with data. In the case of polarized targets the structure function g1(x) and the asymmetry Image Full-size image are calculated. The latter is in satisfactory agreement in sign and magnitude with experiments for x in the range 0.1< x < 0.4.

On the eigenvalues and eigenfunctions of some integral operators

Some properties of the eigenvalues of the integral operator Kgt defined as Kτf(x) = ∫0τK(x − y) f (y) dy were studied by [1.], 554–566), with some assumptions on the kernel K(x). In this paper the eigenfunctions of the operator Kτ are shown to be continuous functions of τ under certain circumstances. Also, the results of Vittal Rao and the continuity of eigenfunctions are shown to hold for a larger class of kernels.

Mesh-free approximations via the error reproducing kernel method and applications to nonlinear systems developing shocks

Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

Do H-functions always increase during Violent Relaxation

Recent work on the violent relaxation of collisionless stellar systems has been based on the notion of a wide class of entropy functions. A theorem concerning entropy increase has been proved. We draw attention to some underlying assumptions that have been ignored in the applications of this theorem to stellar dynamical problems. Once these are taken into account, the use of this theorem is at best heuristic. We present a simple counter-example.