Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

On the effect of Reynolds number for flow past three side-by-side square cylinders for unequal gap spacings

Flow patterns and aerodynamic characteristics behind three side-by-side square cylinders has been found depending upon the unequal gap spacing (g1 = s1/d and g2 = s2/d) between the three cylinders and the Reynolds number (Re) using the Lattice Boltzmann method. The effect of Reynolds numbers on the flow behind three cylinders are numerically studied for 75 ≤ Re ≤ 175 and chosen unequal gap spacings such as (g1, g2) = (1.5, 1), (3, 4) and (7, 6). We also investigate the effect of g2 while keeping g1 fixed for Re = 150. It is found that a Reynolds number have a strong effect on the flow at small unequal gap spacing (g1, g2) = (1.5, 1.0). It is also found that the secondary cylinder interaction frequency significantly contributes for unequal gap spacing for all chosen Reynolds numbers. It is observed that at intermediate unequal gap spacing (g1, g2) = (3, 4) the primary vortex shedding frequency plays a major role and the effect of secondary cylinder interaction frequencies almost disappear. Some vortices merge near the exit and as a result small modulation found in drag and lift coefficients. This means that with the increase in the Reynolds numbers and unequal gap spacing shows weakens wakes interaction between the cylinders. At large unequal gap spacing (g1, g2) = (7, 6) the flow is fully periodic and no small modulation found in drag and lift coefficients signals. It is found that the jet flows for unequal gap spacing strongly influenced the wake interaction by varying the Reynolds number. These unequal gap spacing separate wake patterns for different Reynolds numbers: flip-flopping, in-phase and anti-phase modulation synchronized, in-phase and anti-phase synchronized. It is also observed that in case of equal gap spacing between the cylinders the effect of gap spacing is stronger than the Reynolds number. On the other hand, in case of unequal gap spacing between the cylinders the wake patterns strongly depends on both unequal gap spacing and Reynolds number. The vorticity contour visualization, time history analysis of drag and lift coefficients, power spectrum analysis of lift coefficient and force statistics are systematically discussed for all chosen unequal gap spacings and Reynolds numbers to fully understand this valuable and practical problem.

The dependence of computed tomography number to relative electron density conversion on phantom geometry and its impact on planned dose

A computed tomography number to relative electron density (CT-RED) calibration is performed when commissioning a radiotherapy CT scanner by imaging a calibration phantom with inserts of specified RED and recording the CT number displayed. In this work, CT-RED calibrations were generated using several commercially available phantoms to observe the effect of phantom geometry on conversion to electron density and, ultimately, the dose calculation in a treatment planning system. Using an anthropomorphic phantom as a gold standard, the CT number of a material was found to depend strongly on the amount and type of scattering material surrounding the volume of interest, with the largest variation observed for the highest density material tested, cortical bone. Cortical bone gave a maximum CT number difference of 1,110 when a cylindrical insert of diameter 28 mm scanned free in air was compared to that in the form of a 30 × 30 cm2 slab. The effect of using each CT-RED calibration on planned dose to a patient was quantified using a commercially available treatment planning system. When all calibrations were compared to the anthropomorphic calibration, the largest percentage dose difference was 4.2 % which occurred when the CT-RED calibration curve was acquired with heterogeneity inserts removed from the phantom and scanned free in air. The maximum dose difference observed between two dedicated CT-RED phantoms was ±2.1 %. A phantom that is to be used for CT-RED calibrations must have sufficient water equivalent scattering material surrounding the heterogeneous objects that are to be used for calibration.

High-resolution SNP microarray investigation of copy number variations on chromosome 18 in a control cohort

Copy number variations (CNVs) as described in the healthy population are purported to contribute significantly to genetic heterogeneity. Recent studies have described CNVs using lymphoblastoid cell lines or by application of specifically developed algorithms to interrogate previously described data. However, the full extent of CNVs remains unclear. Using high-density SNP array, we have undertaken a comprehensive investigation of chromosome 18 for CNV discovery and characterisation of distribution and association with chromosome architecture. We identified 399 CNVs, of which loss represents 98%, 58% are less than 2.5 kb in size and 71% are intergenic. Intronic deletions account for the majority of copy number changes with gene involvement. Furthermore, one-third of CNVs do not have putative breakpoints within repetitive sequences. We conclude that replicative processes, mediated either by repetitive elements or microhomology, account for the majority of CNVs in the healthy population. Genomic instability involving the formation of a non-B structure is demonstrated in one region.

'But I've never sent them any personal details apart from my driver's licence number...': Exploring seniors' attitudes towards identity crime

Identity crime is argued to be one of the most significant crime problems of today. This paper examines identity crime, through the attitudes and practices of a group of seniors in Queensland, Australia. It examines their own actions towards the protection of their personal data in response to a fraudulent email request. Applying the concept of a prudential citizen (as one who is responsible for self-regulating their behaviour to maintain the integrity of one’s identity) it will be argued that seniors often expose identity information through their actions. However, this is demonstrated to be the result of flawed assumptions and misguided beliefs over the perceived risk and likelihood of identity crime, rather than a deliberate act. This paper concludes that to protect seniors from identity crime, greater awareness of appropriate risk-management strategies towards disclosure of their personal details is required to reduce their inadvertent exposure to identity crime.

Orientational relaxation in a random dipolar lattice: Wave-number and frequency dependence

In order to understand the role of translational modes in the orientational relaxation in dense dipolar liquids, we have carried out a computer ''experiment'' where a random dipolar lattice was generated by quenching only the translational motion of the molecules of an equilibrated dipolar liquid. The lattice so generated was orientationally disordered and positionally random. The detailed study of orientational relaxation in this random dipolar lattice revealed interesting differences from those of the corresponding dipolar liquid. In particular, we found that the relaxation of the collective orientational correlation functions at the intermediate wave numbers was markedly slower at the long times for the random lattice than that of the liquid. This verified the important role of the translational modes in this regime, as predicted recently by the molecular theories. The single-particle orientational correlation functions of the random lattice also decayed significantly slowly at long times, compared to those of the dipolar liquid.

Real-World Extensions To Scheduling Algorithms Based On Lagrangian Relaxation

Recently, efficient scheduling algorithms based on Lagrangian relaxation have been proposed for scheduling parallel machine systems and job shops. In this article, we develop real-world extensions to these scheduling methods. In the first part of the paper, we consider the problem of scheduling single operation jobs on parallel identical machines and extend the methodology to handle multiple classes of jobs, taking into account setup times and setup costs, The proposed methodology uses Lagrangian relaxation and simulated annealing in a hybrid framework, In the second part of the paper, we consider a Lagrangian relaxation based method for scheduling job shops and extend it to obtain a scheduling methodology for a real-world flexible manufacturing system with centralized material handling.

Comparison between computational models of abdominal aortic aneurysm

Objective: To compare the differences in the hemodynamic parameters of abdominal aortic aneurysm (AAA) between fluid-structure interaction model (FSIM) and fluid-only model (FM), so as to discuss their application in the research of AAA. Methods: An idealized AAA model was created based on patient-specific AAA data. In FM, the flow, pressure and wall shear stress (WSS) were computed using finite volume method. In FSIM, an Arbitrary Lagrangian-Eulerian algorithm was used to solve the flow in a continuously deforming geometry. The hemodynamic parameters of both models were obtained for discussion. Results: Under the same inlet velocity, there were only two symmetrical vortexes in the AAA dilation area for FSIM. In contrast, four recirculation areas existed in FM; two were main vortexes and the other two were secondary flow, which were located between the main recirculation area and the arterial wall. Six local pressure concentrations occurred in the distal end of AAA and the recirculation area for FM. However, there were only two local pressure concentrations in FSIM. The vortex center of the recirculation area in FSIM was much more close to the distal end of AAA and the area was much larger because of AAA expansion. Four extreme values of WSS existed at the proximal of AAA, the point of boundary layer separation, the point of flow reattachment and the distal end of AAA, respectively, in both FM and FSIM. The maximum wall stress and the largest wall deformation were both located at the proximal and distal end of AAA. Conclusions: The number and center of the recirculation area for both models are different, while the change of vortex is closely associated with the AAA growth. The largest WSS of FSIM is 36% smaller than that of FM. Both the maximum wall stress and largest wall displacement shall increase with the outlet pressure increasing. FSIM needs to be considered for studying the relationship between AAA growth and shear stress.

Practical Algorithms For Mean Velocity Estimation In Pulse Doppler Weather Radars Using A Small Number Of Samples

Doppler weather radars with fast scanning rates must estimate spectral moments based on a small number of echo samples. This paper concerns the estimation of mean Doppler velocity in a coherent radar using a short complex time series. Specific results are presented based on 16 samples. A wide range of signal-to-noise ratios are considered, and attention is given to ease of implementation. It is shown that FFT estimators fare poorly in low SNR and/or high spectrum-width situations. Several variants of a vector pulse-pair processor are postulated and an algorithm is developed for the resolution of phase angle ambiguity. This processor is found to be better than conventional processors at very low SNR values. A feasible approximation to the maximum entropy estimator is derived as well as a technique utilizing the maximization of the periodogram. It is found that a vector pulse-pair processor operating with four lags for clear air observation and a single lag (pulse-pair mode) for storm observation may be a good way to estimate Doppler velocities over the entire gamut of weather phenomena.

An optimal design for screening trials

Yao, Begg, and Livingston (1996, Biometrics 52, 992-1001) considered the optimal group size for testing a series of potentially therapeutic agents to identify a promising one as soon as possible for given error rates. The number of patients to be tested with each agent was fixed as the group size. We consider a sequential design that allows early acceptance and rejection, and we provide an optimal strategy to minimize the sample sizes (patients) required using Markov decision processes. The minimization is under the constraints of the two types (false positive and false negative) of error probabilities, with the Lagrangian multipliers corresponding to the cost parameters for the two types of errors. Numerical studies indicate that there can be a substantial reduction in the number of patients required.

Agreement Patterns in English : Diachronic Corpus Studies on Common-Number Pronouns

This study reports a diachronic corpus investigation of common-number pronouns used to convey unknown or otherwise unspecified reference. The study charts agreement patterns in these pronouns in various diachronic and synchronic corpora. The objective is to provide base-line data on variant frequencies and distributions in the history of English, as there are no previous systematic corpus-based observations on this topic. This study seeks to answer the questions of how pronoun use is linked with the overall typological development in English and how their diachronic evolution is embedded in the linguistic and social structures in which they are used. The theoretical framework draws on corpus linguistics and historical sociolinguistics, grammaticalisation, diachronic typology, and multivariate analysis of modelling sociolinguistic variation. The method employs quantitative corpus analyses from two main electronic corpora, one from Modern English and the other from Present-day English. The Modern English material is the Corpus of Early English Correspondence, and the time frame covered is 1500-1800. The written component of the British National Corpus is used in the Present-day English investigations. In addition, the study draws supplementary data from other electronic corpora. The material is used to compare the frequencies and distributions of common-number pronouns between these two time periods. The study limits the common-number uses to two subsystems, one anaphoric to grammatically singular antecedents and one cataphoric, in which the pronoun is followed by a relative clause. Various statistical tools are used to process the data, ranging from cross-tabulations to multivariate VARBRUL analyses in which the effects of sociolinguistic and systemic parameters are assessed to model their impact on the dependent variable. This study shows how one pronoun type has extended its uses in both subsystems, an increase linked with grammaticalisation and the changes in other pronouns in English through the centuries. The variationist sociolinguistic analysis charts how grammaticalisation in the subsystems is embedded in the linguistic and social structures in which the pronouns are used. The study suggests a scale of two statistical generalisations of various sociolinguistic factors which contribute to grammaticalisation and its embedding at various stages of the process.

Efficient algorithms for computing Reeb graphs

The Reeb graph tracks topology changes in level sets of a scalar function and finds applications in scientific visualization and geometric modeling. We describe an algorithm that constructs the Reeb graph of a Morse function defined on a 3-manifold. Our algorithm maintains connected components of the two dimensional levels sets as a dynamic graph and constructs the Reeb graph in O(nlogn+nlogg(loglogg)3) time, where n is the number of triangles in the tetrahedral mesh representing the 3-manifold and g is the maximum genus over all level sets of the function. We extend this algorithm to construct Reeb graphs of d-manifolds in O(nlogn(loglogn)3) time, where n is the number of triangles in the simplicial complex that represents the d-manifold. Our result is a significant improvement over the previously known O(n2) algorithm. Finally, we present experimental results of our implementation and demonstrate that our algorithm for 3-manifolds performs efficiently in practice.

Overfitting Bayesian mixture models with an unknown number of components

This paper proposes solutions to three issues pertaining to the estimation of finite mixture models with an unknown number of components: the non-identifiability induced by overfitting the number of components, the mixing limitations of standard Markov Chain Monte Carlo (MCMC) sampling techniques, and the related label switching problem. An overfitting approach is used to estimate the number of components in a finite mixture model via a Zmix algorithm. Zmix provides a bridge between multidimensional samplers and test based estimation methods, whereby priors are chosen to encourage extra groups to have weights approaching zero. MCMC sampling is made possible by the implementation of prior parallel tempering, an extension of parallel tempering. Zmix can accurately estimate the number of components, posterior parameter estimates and allocation probabilities given a sufficiently large sample size. The results will reflect uncertainty in the final model and will report the range of possible candidate models and their respective estimated probabilities from a single run. Label switching is resolved with a computationally light-weight method, Zswitch, developed for overfitted mixtures by exploiting the intuitiveness of allocation-based relabelling algorithms and the precision of label-invariant loss functions. Four simulation studies are included to illustrate Zmix and Zswitch, as well as three case studies from the literature. All methods are available as part of the R package Zmix, which can currently be applied to univariate Gaussian mixture models.