On ANOVA Decompositions of Kernels and Gaussian Random Field Paths

The FANOVA (or “Sobol’-Hoeffding”) decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to evaluate, computing FANOVA terms may be unaffordable due to numerical integration costs. Several approximate approaches relying on Gaussian random field (GRF) models have been proposed to alleviate these costs, where f is substituted by a (kriging) predictor or by conditional simulations. Here we focus on FANOVA decompositions of GRF sample paths, and we notably introduce an associated kernel decomposition into 4 d 4d terms called KANOVA. An interpretation in terms of tensor product projections is obtained, and it is shown that projected kernels control both the sparsity of GRF sample paths and the dependence structure between FANOVA effects. Applications on simulated data show the relevance of the approach for designing new classes of covariance kernels dedicated to high-dimensional kriging.

Random graph coloring:Statistical physics approach

The problem of vertex coloring in random graphs is studied using methods of statistical physics and probability. Our analytical results are compared to those obtained by exact enumeration and Monte Carlo simulations. We critically discuss the merits and shortcomings of the various methods, and interpret the results obtained. We present an exact analytical expression for the two-coloring problem as well as general replica symmetric approximated solutions for the thermodynamics of the graph coloring problem with p colors and K-body edges. ©2002 The American Physical Society.

Solvable model for distribution networks on random graphs

We propose a simple model that captures the salient properties of distribution networks, and study the possible occurrence of blackouts, i.e., sudden failings of large portions of such networks. The model is defined on a random graph of finite connectivity. The nodes of the graph represent hubs of the network, while the edges of the graph represent the links of the distribution network. Both, the nodes and the edges carry dynamical two state variables representing the functioning or dysfunctional state of the node or link in question. We describe a dynamical process in which the breakdown of a link or node is triggered when the level of maintenance it receives falls below a given threshold. This form of dynamics can lead to situations of catastrophic breakdown, if levels of maintenance are themselves dependent on the functioning of the net, once maintenance levels locally fall below a critical threshold due to fluctuations. We formulate conditions under which such systems can be analyzed in terms of thermodynamic equilibrium techniques, and under these conditions derive a phase diagram characterizing the collective behavior of the system, given its model parameters. The phase diagram is confirmed qualitatively and quantitatively by simulations on explicit realizations of the graph, thus confirming the validity of our approach. © 2007 The American Physical Society.

Persistence in a random bond ising model of socio-econo dynamics

We study the persistence phenomenon in a socio-econo dynamics model using computer simulations at a nite temperature on hypercubic lattices in dimensions up to ve. The model includes a \social" local eld which contains the magnetization at time t. The nearest neighbour quenched interactions are drawn from a binary distribution which is a function of the bond concentration, p. The decay of the persistence probability in the model depends on both the spatial dimension and p. We nd no evidence of \blocking" in this model. We also discuss the implications of our results for possible applications in the social and economic elds. It is suggested that the absence, or otherwise, of blocking could be used as a criterion to decide on the validity of a given model in dierent scenarios.

NLSE-based model of a random distributed feedback fiber laser

In this work we propose a NLSE-based model of power and spectral properties of the random distributed feedback (DFB) fiber laser. The model is based on coupled set of non-linear Schrödinger equations for pump and Stokes waves with the distributed feedback due to Rayleigh scattering. The model considers random backscattering via its average strength, i.e. we assume that the feedback is incoherent. In addition, this allows us to speed up simulations sufficiently (up to several orders of magnitude). We found that the model of the incoherent feedback predicts the smooth and narrow (comparing with the gain spectral profile) generation spectrum in the random DFB fiber laser. The model allows one to optimize the random laser generation spectrum width varying the dispersion and nonlinearity values: we found, that the high dispersion and low nonlinearity results in narrower spectrum that could be interpreted as four-wave mixing between different spectral components in the quasi-mode-less spectrum of the random laser under study could play an important role in the spectrum formation. Note that the physical mechanism of the random DFB fiber laser formation and broadening is not identified yet. We investigate temporal and statistical properties of the random DFB fiber laser dynamics. Interestingly, we found that the intensity statistics is not Gaussian. The intensity auto-correlation function also reveals that correlations do exist. The possibility to optimize the system parameters to enhance the observed intrinsic spectral correlations to further potentially achieved pulsed (mode-locked) operation of the mode-less random distributed feedback fiber laser is discussed.

Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

Diffraction by random Ronchi gratings

In this work, we obtain analytical expressions for the near-and far-field diffraction of random Ronchi diffraction gratings where the slits of the grating are randomly displaced around their periodical positions. We theoretically show that the effect of randomness in the position of the slits of the grating produces a decrease of the contrast and even disappearance of the self-images for high randomness level at the near field. On the other hand, it cancels high-order harmonics in far field, resulting in only a few central diffraction orders. Numerical simulations by means of the Rayleigh–Sommerfeld diffraction formula are performed in order to corroborate the analytical results. These results are of interest for industrial and technological applications where manufacture errors need to be considered.

Three-dimensional, in-silico breast phantom for multimodality image simulations

We report on the construction of anatomically realistic three-dimensional in-silico breast phantoms with adjustable sizes, shapes and morphologic features. The concept of multiscale spatial resolution is implemented for generating breast tissue images from multiple modalities. Breast epidermal boundary and subcutaneous fat layer is generated by fitting an ellipsoid and 2nd degree polynomials to reconstructive surgical data and ultrasound imaging data. Intraglandular fat is simulated by randomly distributing and orienting adipose ellipsoids within a fibrous region immediately within the dermal layer. Cooper’s ligaments are simulated as fibrous ellipsoidal shells distributed within the subcutaneous fat layer. Individual ductal lobes are simulated following a random binary tree model which is generated based upon probabilistic branching conditions described by ramification matrices, as originally proposed by Bakic et al [3, 4]. The complete ductal structure of the breast is simulated from multiple lobes that extend from the base of the nipple and branch towards the chest wall. As lobe branching progresses, branches are reduced in height and radius and terminal branches are capped with spherical lobular clusters. Biophysical parameters are mapped onto the complete anatomical model and synthetic multimodal images (Mammography, Ultrasound, CT) are generated for phantoms of different adipose percentages (40%, 50%, 60%, and 70%) and are analytically compared with clinical examples. Results demonstrate that the in-silico breast phantom has applications in imaging performance evaluation and, specifically, great utility for solving image registration issues in multimodality imaging.

Wind turbine rotor blade monitoring using digital image correlation: a comparison to aeroelastic simulations of a multi-megawatt wind turbine

Optical full-field measurement methods such as Digital Image Correlation (DIC) provide a new opportunity for measuring deformations and vibrations with high spatial and temporal resolution. However, application to full-scale wind turbines is not trivial. Elaborate preparation of the experiment is vital and sophisticated post processing of the DIC results essential. In the present study, a rotor blade of a 3.2 MW wind turbine is equipped with a random black-and-white dot pattern at four different radial positions. Two cameras are located in front of the wind turbine and the response of the rotor blade is monitored using DIC for different turbine operations. In addition, a Light Detection and Ranging (LiDAR) system is used in order to measure the wind conditions. Wind fields are created based on the LiDAR measurements and used to perform aeroelastic simulations of the wind turbine by means of advanced multibody codes. The results from the optical DIC system appear plausible when checked against common and expected results. In addition, the comparison of relative out-of-plane blade deflections shows good agreement between DIC results and aeroelastic simulations.

Three-dimensional kinetic simulations of active suspensions: effect of chemotaxis and steric interaction

In this work, the effects of chemotaxis and steric interactions in active suspensions are analyzed by extending the kinetic model proposed by Saintillan and Shelley [1, 2]. In this model, a conservation equation for the active particle configuration is coupled to the Stokes equation for the flow arising from the force dipole exerted by the particles on the fluid. The fluid flow equations are solved spectrally and the conservation equation is solved by second-order finite differencing in space and second-order Adams-Bashforth time marching. First, the dynamics in suspensions of oxytactic run-and-tumble bacteria confined in thin liquid films surrounded by air is investigated. These bacteria modify their tumbling behavior by making temporal comparisons of the oxygen concentration, and, on average, swim towards high concentrations of oxygen. The kinetic model proposed by Saintillan and Shelley [1, 2] is modified to include run-and-tumble effects and oxygentaxis. The spatio-temporal dynamics of the oxygen and bacterial concentration are analyzed. For small film thicknesses, there is a weak migration of bacteria to the boundaries, and the oxygen concentration is high inside the film as a result of diffusion; both bacterial and oxygen concentrations quickly reach steady states. Above a critical film thickness (approximately 200 micron), a transition to chaotic dynamics is observed and is characterized by turbulent-like 3D motion, the formation of bacterial plumes, enhanced oxygen mixing and transport into the film, and hydrodynamic velocities of magnitudes up to 7 times the single bacterial swimming speed. The simulations demonstrate that the combined effects of hydrodynamic interactions and oxygentaxis create collective three-dimensional instabilities which enhances oxygen availability for the bacteria. Our simulation results are consistent with the experimental findings of Sokolov et al. [3], who also observed a similar transition with increasing film thickness. Next, the dynamics in concentrated suspensions of active self-propelled particles in a 3D periodic domain are analyzed. We modify the kinetic model of Saintillan and Shelley [1, 2] by including an additional nematic alignment torque proportional to the local concentration in the equation for the rotational velocity of the particles, causing them to align locally with their neighbors (Doi and Edwards [4]). Large-scale three- dimensional simulations show that, in the presence of such a torque both pusher and puller suspensions are unstable to random fluctuations and are characterized by highly nematic structures. Detailed measures are defined to quantify the degree and direction of alignment, and the effects of steric interactions on pattern formation will be presented. Our analysis shows that steric interactions have a destabilizing effect in active suspensions.

Analysis of a stochastic SIR epidemic on a random network incorporating household structure

This paper is concerned with a stochastic SIR (susceptible-infective-removed) model for the spread of an epidemic amongst a population of individuals, with a random network of social contacts, that is also partitioned into households. The behaviour of the model as the population size tends to infinity in an appropriate fashion is investigated. A threshold parameter which determines whether or not an epidemic with few initial infectives can become established and lead to a major outbreak is obtained, as are the probability that a major outbreak occurs and the expected proportion of the population that are ultimately infected by such an outbreak, together with methods for calculating these quantities. Monte Carlo simulations demonstrate that these asymptotic quantities accurately reflect the behaviour of finite populations, even for only moderately sized finite populations. The model is compared and contrasted with related models previously studied in the literature. The effects of the amount of clustering present in the overall population structure and the infectious period distribution on the outcomes of the model are also explored.

Nature of the spin-glass phase in dense packings of Ising dipoles with random anisotropy axes

By Monte Carlo simulations, we study the character of the spinglass (SG) phase in dense disordered packings of magnetic nanoparticles (NPs). We focus on NPs which have large uniaxial anisotropies and can be well represented as Ising dipoles. Dipoles are placed on SC lattices and point along randomly oriented axes. From the behaviour of a SG correlation length we determine the transition temperature Tc between the paramagnetic and a SG phase. For temperatures well below Tc we find distributions of the SG overlap parameter q that are strongly sample-dependent and exhibit several spikes. We find that the average width of spikes, and the fraction of samples with spikes higher than a certain threshold does not vary appreciably with the system sizes studied. We compare these results with the ones found previously for 3D site-diluted systems of parallel Ising dipoles and with the behaviour of the Sherrington-Kirkpatrick model.

A novel approach to Non-Orthogonal Random Access with application to NB-IoT NTN systems

In the Massive IoT vision, millions of devices need to be connected to the Internet through a wireless access technology. However, current IoT-focused standards are not fully prepared for this future. In this thesis, a novel approach to Non-Orthogonal techniques for Random Access, which is the main bottleneck in high density systems, is proposed. First, the most popular wireless access standards are presented, with a focus on Narrowband-IoT. Then, the Random Access procedure as implemented in NB-IoT is analyzed. The Non-Orthogonal Random Access technique is presented next, along with two potential algorithms for the detection of non-orthogonal preambles. Finally, the performance of the proposed solutions are obtained through numerical simulations.

Biased Random-key Genetic Algorithms For The Winner Determination Problem In Combinatorial Auctions.

Abstract In this paper, we address the problem of picking a subset of bids in a general combinatorial auction so as to maximize the overall profit using the first-price model. This winner determination problem assumes that a single bidding round is held to determine both the winners and prices to be paid. We introduce six variants of biased random-key genetic algorithms for this problem. Three of them use a novel initialization technique that makes use of solutions of intermediate linear programming relaxations of an exact mixed integer-linear programming model as initial chromosomes of the population. An experimental evaluation compares the effectiveness of the proposed algorithms with the standard mixed linear integer programming formulation, a specialized exact algorithm, and the best-performing heuristics proposed for this problem. The proposed algorithms are competitive and offer strong results, mainly for large-scale auctions.

On The Consistency Of Monte Carlo Track Structure Dna Damage Simulations.

Monte Carlo track structures (MCTS) simulations have been recognized as useful tools for radiobiological modeling. However, the authors noticed several issues regarding the consistency of reported data. Therefore, in this work, they analyze the impact of various user defined parameters on simulated direct DNA damage yields. In addition, they draw attention to discrepancies in published literature in DNA strand break (SB) yields and selected methodologies. The MCTS code Geant4-DNA was used to compare radial dose profiles in a nanometer-scale region of interest (ROI) for photon sources of varying sizes and energies. Then, electron tracks of 0.28 keV-220 keV were superimposed on a geometric DNA model composed of 2.7 × 10(6) nucleosomes, and SBs were simulated according to four definitions based on energy deposits or energy transfers in DNA strand targets compared to a threshold energy ETH. The SB frequencies and complexities in nucleosomes as a function of incident electron energies were obtained. SBs were classified into higher order clusters such as single and double strand breaks (SSBs and DSBs) based on inter-SB distances and on the number of affected strands. Comparisons of different nonuniform dose distributions lacking charged particle equilibrium may lead to erroneous conclusions regarding the effect of energy on relative biological effectiveness. The energy transfer-based SB definitions give similar SB yields as the one based on energy deposit when ETH ≈ 10.79 eV, but deviate significantly for higher ETH values. Between 30 and 40 nucleosomes/Gy show at least one SB in the ROI. The number of nucleosomes that present a complex damage pattern of more than 2 SBs and the degree of complexity of the damage in these nucleosomes diminish as the incident electron energy increases. DNA damage classification into SSB and DSB is highly dependent on the definitions of these higher order structures and their implementations. The authors' show that, for the four studied models, different yields are expected by up to 54% for SSBs and by up to 32% for DSBs, as a function of the incident electrons energy and of the models being compared. MCTS simulations allow to compare direct DNA damage types and complexities induced by ionizing radiation. However, simulation results depend to a large degree on user-defined parameters, definitions, and algorithms such as: DNA model, dose distribution, SB definition, and the DNA damage clustering algorithm. These interdependencies should be well controlled during the simulations and explicitly reported when comparing results to experiments or calculations.