Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Design and Application of a new Multiscale Multidirectional Non-subsampled Filter Bank

We propose a new method for design of computationally efficient nonsubsampled multiscale multidirectional filter bank with perfect reconstruction (PR). This filter bank is composed of two nonsubsampled filter banks, for multiscale decomposition and for directional expansion. For multiscale decomposition, we transform the 1-D equivalent subband filters directly into 2-D equivalent subband filters. The computational cost is considerably reduced by avoiding the computation of 2-D convolutions. The multidirectional decomposition utilizes fan filters. A new method for design of 2-D zero phase FIR fan filter transformation function is developed. This method also aids the transformation of a 1-D filter bank to a 2-D multidirectional filter bank. The potential application of the proposed filter bank is illustrated by comparing the image denoising performance of the proposed filter bank with other design method that exist in available literature.

A spectral multiscale method for wave propagation analysis: Atomistic-continuum coupled simulation

In this paper, we present a new multiscale method which is capable of coupling atomistic and continuum domains for high frequency wave propagation analysis. The problem of non-physical wave reflection, which occurs due to the change in system description across the interface between two scales, can be satisfactorily overcome by the proposed method. We propose an efficient spectral domain decomposition of the total fine scale displacement along with a potent macroscale equation in the Laplace domain to eliminate the spurious interfacial reflection. We use Laplace transform based spectral finite element method to model the macroscale, which provides the optimum approximations for required dynamic responses of the outer atoms of the simulated microscale region very accurately. This new method shows excellent agreement between the proposed multiscale model and the full molecular dynamics (MD) results. Numerical experiments of wave propagation in a 1D harmonic lattice, a 1D lattice with Lennard-Jones potential, a 2D square Bravais lattice, and a 2D triangular lattice with microcrack demonstrate the accuracy and the robustness of the method. In addition, under certain conditions, this method can simulate complex dynamics of crystalline solids involving different spatial and/or temporal scales with sufficient accuracy and efficiency. (C) 2014 Elsevier B.V. All rights reserved.

A meshless adaptive multiscale method for fracture

The paper presents a multiscale method for crack propagation. The coarse region is modelled by the differential reproducing kernel particle method. Fracture in the coarse scale region is modelled with the Phantom node method. A molecular statics approach is employed in the fine scale where crack propagation is modelled naturally by breaking of bonds. The triangular lattice corresponds to the lattice structure of the (111) plane of an FCC crystal in the fine scale region. The Lennard-Jones potential is used to model the atom-atom interactions. The coupling between the coarse scale and fine scale is realized through ghost atoms. The ghost atom positions are interpolated from the coarse scale solution and enforced as boundary conditions on the fine scale. The fine scale region is adaptively refined and coarsened as the crack propagates. The centro symmetry parameter is used to detect the crack tip location. The method is implemented in two dimensions. The results are compared to pure atomistic simulations and show excellent agreement. (C) 2014 Elsevier B. V. All rights reserved.

Multiscale Symmetry Detection in Scalar Fields by Clustering Contours

The complexity in visualizing volumetric data often limits the scope of direct exploration of scalar fields. Isocontour extraction is a popular method for exploring scalar fields because of its simplicity in presenting features in the data. In this paper, we present a novel representation of contours with the aim of studying the similarity relationship between the contours. The representation maps contours to points in a high-dimensional transformation-invariant descriptor space. We leverage the power of this representation to design a clustering based algorithm for detecting symmetric regions in a scalar field. Symmetry detection is a challenging problem because it demands both segmentation of the data and identification of transformation invariant segments. While the former task can be addressed using topological analysis of scalar fields, the latter requires geometry based solutions. Our approach combines the two by utilizing the contour tree for segmenting the data and the descriptor space for determining transformation invariance. We discuss two applications, query driven exploration and asymmetry visualization, that demonstrate the effectiveness of the approach.

An extension of the Quasicontinuum Treatment of Multiscale Solid Systems to Nonzero Temperature

Covering the solid lattice with a finite-element mesh produces a coarse-grained system of mesh nodes as pseudoatoms interacting through an effective potential energy that depends implicitly on the thermodynamic state. Use of the pseudoatomic Hamiltonian in a Monte Carlo simulation of the two-dimensional Lennard-Jones crystal yields equilibrium thermomechanical properties (e.g., isotropic stress) in excellent agreement with ``exact'' fully atomistic results.

Multiscale Coupling in Complex Mechanical Systems

Multiscale coupling attracts broad interests from mechanics, physics and chemistry to biology. The diversity and coupling of physics at different scales are two essential features of multiscale problems in far-from-equilibrium systems. The two features present fundamental difficulties and are great challenges to multiscale modeling and simulation. The theory of dynamical system and statistical mechanics provide fundamental tools for the multiscale coupling problems. The paper presents some closed multiscale formulations, e.g., the mapping closure approximation, multiscale large-eddy simulation and statistical mesoscopic damage mechanics, for two typical multiscale coupling problems in mechanics, that is, turbulence in fluids and failure in solids. It is pointed that developing a tractable, closed nonequilibrium statistical theory may be an effective approach to deal with the multiscale coupling problems. Some common characteristics of the statistical theory are discussed.

Multiscale Treatment of Thin-Film Lubrication

A multiscale technique that combines an atomistic description of the interfacial (near) region with a coarse-grained (continuum) description of the far regions of the solid substrates is proposed. The new hybrid technique, which represents an advance over a previously proposed dynamically-constrained hybrid atomistic-coarse-grained treatment (Wu et al.J. Chem. Phys., 120, 6744, 2004), is applied to a two-dimensional model tribological system comprising planar substrates sandwiching a monolayer film. Shear–stress profiles (shear stress versus strain) computed by the new hybrid technique are in excellent agreement with “exact” profiles (i.e. those computed treating the whole system at the atomic scale).

Multiscale Coupling: Challenges and Opportunities

Multiscale coupling is ubiquitous in nature and attracts broad interests of scientists from mathematicians, physicists, machinists, chemists to biologists. However, much less attention has been paid to its intrinsic implication. In this paper, multiscale coupling is introduced by studying two typical examples in classic mechanics: fluid turbulence and solid failure. The nature of multiscale coupling in the two examples lies in their physical diversities and strong coupling over wide-range scales. The theories of dynamical system and statistical mechanics provide fundamental methods for the multiscale coupling problems. The diverse multiscale couplings call for unified approaches and might expedite new concepts, theories and disciplines.

Rapidly Infrared-Assisted Cooperatively Self-Assembled Highly Ordered Multiscale Porous Materials

In this paper, cooperative self-assembly (CSA) of colloidal spheres with different sizes was studied. It was found that a complicated jamming effect makes it difficult to achieve an optimal self-assembling condition for construction of a well-ordered stacking of colloidal spheres in a relatively short growth time by CSA. Through the use of a characteristic infrared (IR) technique to significantly accelerate local evaporation on the growing interface without changing the bulk growing environment, a concise three-parameter (temperature, pressure, and IR intensity) CSA method to effectively overcome the jamming effect has been developed. Mono- and multiscale inverse opals in a large range of lattice scales can be prepared within a growth time (15-30 min) that is remarkably shorter than the growth times of several hours for previous methods. Scanning electron microscopy images and transmittance spectra demonstrated the superior crystalline and optical qualities of the resulting materials. More importantly, the new method enables optimal conditions for CSA without limitations on sizes and materials of multiple colloids. This strategy not only makes a meaningful advance in the applicability and universality of colloidal crystals and ordered porous materials but also can be an inspiration to the self-assembly systems widely used in many other fields, such as nanotechnology and molecular bioengineering.