Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

On models for magnetic field line diffusion

In this contribution, certain aspects of the nonlinear dynamics of magnetic field lines are reviewed. First, the basic facts (known from literature) concerning the Hamiltonian structure are briefly summarized. The paper then concentrates on the following subjects: (i) Transition from the continuous description to discrete maps; (ii) Characteristics of incomplete chaos; (iii) Control of chaos. The presentation is concluded by some remarks on the motion of particles in stochastic magnetic fields.

Numerical Comparison of the Drag Models of Granular Flows Applied to the Fast Pyrolysis of Biomass

The paper presents a comparison between the different drag models for granular flows developed in the literature and the effect of each one of them on the fast pyrolysis of wood. The process takes place on an 100 g/h lab scale bubbling fluidized bed reactor located at Aston University. FLUENT 6.3 is used as the modeling framework of the fluidized bed hydrodynamics, while the fast pyrolysis of the discrete wood particles is incorporated as an external user defined function (UDF) hooked to FLUENT’s main code structure. Three different drag models for granular flows are compared, namely the Gidaspow, Syamlal O’Brien, and Wen-Yu, already incorporated in FLUENT’s main code, and their impact on particle trajectory, heat transfer, degradation rate, product yields, and char residence time is quantified. The Eulerian approach is used to model the bubbling behavior of the sand, which is treated as a continuum. Biomass reaction kinetics is modeled according to the literature using a two-stage, semiglobal model that takes into account secondary reactions.

A study on the flow characteristics of an industrial radiant tube burner

The thesis presents an experimentally validated modelling study of the flow of combustion air in an industrial radiant tube burner (RTB). The RTB is used typically in industrial heat treating furnaces. The work has been initiated because of the need for improvements in burner lifetime and performance which are related to the fluid mechanics of the com busting flow, and a fundamental understanding of this is therefore necessary. To achieve this, a detailed three-dimensional Computational Fluid Dynamics (CFD) model has been used, validated with experimental air flow, temperature and flue gas measurements. Initially, the work programme is presented and the theory behind RTB design and operation in addition to the theory behind swirling flows and methane combustion. NOx reduction techniques are discussed and numerical modelling of combusting flows is detailed in this section. The importance of turbulence, radiation and combustion modelling is highlighted, as well as the numerical schemes that incorporate discretization, finite volume theory and convergence. The study first focuses on the combustion air flow and its delivery to the combustion zone. An isothermal computational model was developed to allow the examination of the flow characteristics as it enters the burner and progresses through the various sections prior to the discharge face in the combustion area. Important features identified include the air recuperator swirler coil, the step ring, the primary/secondary air splitting flame tube and the fuel nozzle. It was revealed that the effectiveness of the air recuperator swirler is significantly compromised by the need for a generous assembly tolerance. Also, there is a substantial circumferential flow maldistribution introduced by the swirier, but that this is effectively removed by the positioning of a ring constriction in the downstream passage. Computations using the k-ε turbulence model show good agreement with experimentally measured velocity profiles in the combustion zone and proved the use of the modelling strategy prior to the combustion study. Reasonable mesh independence was obtained with 200,000 nodes. Agreement was poorer with the RNG  k-ε and Reynolds Stress models. The study continues to address the combustion process itself and the heat transfer process internal to the RTB. A series of combustion and radiation model configurations were developed and the optimum combination of the Eddy Dissipation (ED) combustion model and the Discrete Transfer (DT) radiation model was used successfully to validate a burner experimental test. The previously cold flow validated k-ε turbulence model was used and reasonable mesh independence was obtained with 300,000 nodes. The combination showed good agreement with temperature measurements in the inner and outer walls of the burner, as well as with flue gas composition measured at the exhaust. The inner tube wall temperature predictions validated the experimental measurements in the largest portion of the thermocouple locations, highlighting a small flame bias to one side, although the model slightly over predicts the temperatures towards the downstream end of the inner tube. NOx emissions were initially over predicted, however, the use of a combustion flame temperature limiting subroutine allowed convergence to the experimental value of 451 ppmv. With the validated model, the effectiveness of certain RTB features identified previously is analysed, and an analysis of the energy transfers throughout the burner is presented, to identify the dominant mechanisms in each region. The optimum turbulence-combustion-radiation model selection was then the baseline for further model development. One of these models, an eccentrically positioned flame tube model highlights the failure mode of the RTB during long term operation. Other models were developed to address NOx reduction and improvement of the flame profile in the burner combustion zone. These included a modified fuel nozzle design, with 12 circular section fuel ports, which demonstrates a longer and more symmetric flame, although with limited success in NOx reduction. In addition, a zero bypass swirler coil model was developed that highlights the effect of the stronger swirling combustion flow. A reduced diameter and a 20 mm forward displaced flame tube model shows limited success in NOx reduction; although the latter demonstrated improvements in the discharge face heat distribution and improvements in the flame symmetry. Finally, Flue Gas Recirculation (FGR) modelling attempts indicate the difficulty of the application of this NOx reduction technique in the Wellman RTB. Recommendations for further work are made that include design mitigations for the fuel nozzle and further burner modelling is suggested to improve computational validation. The introduction of fuel staging is proposed, as well as a modification in the inner tube to enhance the effect of FGR.

Verification and validation of numerical models of the transport of insulation debris

Damage to insulation materials located near to a primary circuit coolant leak may compromise the operation of the emergency core cooling system (ECCS). Insulation material in the form of mineral wool fiber agglomerates (MWFA) maybe transported to the containment sump strainers, where they may block or penetrate the strainers. Though the impact of MWFA on the pressure drop across the strainers is minimal, corrosion products formed over time may also accumulate in the fiber cakes on the strainers, which can lead to a significant increase in the strainer pressure drop and result in cavitation in the ECCS. An experimental and theoretical study performed by the Helmholtz-Zentrum Dresden-Rossendorf and the Hochschule Zittau/Görlitz is investigating the phenomena that maybe observed in the containment vessel during a primary circuit coolant leak. The study entails the generation of fiber agglomerates, the determination of their transport properties in single and multi-effect experiments and the long-term effect that corrosion and erosion of the containment internals by the coolant has on the strainer pressure drop. The focus of this paper is on the verification and validation of numerical models that can predict the transport of MWFA. A number of pseudo-continuous dispersed phases of spherical wetted agglomerates represent the MWFA. The size, density, the relative viscosity of the fluid-fiber agglomerate mixture and the turbulent dispersion all affect how the fiber agglomerates are transported. In the cases described here, the size is kept constant while the density is modified. This definition affects both the terminal velocity and volume fraction of the dispersed phases. Note that the relative viscosity is only significant at high concentrations. Three single effect experiments were used to provide validation data on the transport of the fiber agglomerates under conditions of sedimentation in quiescent fluid, sedimentation in a horizontal flow and suspension in a horizontal flow. The experiments were performed in a rectangular column for the quiescent fluid and a racetrack type channel that provided a near uniform horizontal flow. The numerical models of sedimentation in the column and the racetrack channel found that the sedimentation characteristics are consistent with the experiments. For channel suspension, the heavier fibers tend to accumulate at the channel base even at high velocities, while lighter phases are more likely to be transported around the channel.

Discrete element modelling of a rotating drum and drum granulation

This thesis reports the results of DEM (Discrete Element Method) simulations of rotating drums operated in a number of different flow regimes. DEM simulations of drum granulation have also been conducted. The aim was to demonstrate that a realistic simulation is possible, and further understanding of the particle motion and granulation processes in a rotating drum. The simulation model has shown good qualitative and quantitative agreement with other published experimental results. A two-dimensional bed of 5000 disc particles, with properties similar to glass has been simulated in the rolling mode (Froude number 0.0076) with a fractional drum fill of approximately 30%. Particle velocity fields in the cascading layer, bed cross-section, and at the drum wall have shown good agreement with experimental PEPT data. Particle avalanches in the cascading layer have been shown to be consistent with single layers of particles cascading down the free surface towards the drum wall. Particle slip at the drum wall has been shown to depend on angular position, and ranged from 20% at the toe and shoulder, to less than 1% at the mid-point. Three-dimensional DEM simulations of a moderately cascading bed of 50,000 spherical elastic particles (Froude number 0.83) with a fractional fill of approximately 30% have also been performed. The drum axis was inclined by 50 to the horizontal with periodic boundaries at the ends of the drum. The mean period of bed circulation was found to be 0.28s. A liquid binder was added to the system using a spray model based on the concept of a wet surface energy. Granule formation and breakage processes have been demonstrated in the system.

Numerical models used for the modelling of the transport of fibrous insulation debris

Mineral wool insulation material applied to the primary cooling circuit of a nuclear reactor maybe damaged in the course of a loss of coolant accident (LOCA). The insulation material released by the leak may compromise the operation of the emergency core cooling system (ECCS), as it maybe transported together with the coolant in the form of mineral wool fiber agglomerates (MWFA) suspensions to the containment sump strainers, which are mounted at the inlet of the ECCS to keep any debris away from the emergency cooling pumps. In the further course of the LOCA, the MWFA may block or penetrate the strainers. In addition to the impact of MWFA on the pressure drop across the strainers, corrosion products formed over time may also accumulate in the fiber cakes on the strainers, which can lead to a significant increase in the strainer pressure drop and result in cavitation in the ECCS. Therefore, it is essential to understand the transport characteristics of the insulation materials in order to determine the long-term operability of nuclear reactors, which undergo LOCA. An experimental and theoretical study performed by the Helmholtz-Zentrum Dresden-Rossendorf and the Hochschule Zittau/Görlitz1 is investigating the phenomena that maybe observed in the containment vessel during a primary circuit coolant leak. The study entails the generation of fiber agglomerates, the determination of their transport properties in single and multi-effect experiments and the long-term effects that particles formed due to corrosion of metallic containment internals by the coolant medium have on the strainer pressure drop. The focus of this presentation is on the numerical models that are used to predict the transport of MWFA by CFD simulations. A number of pseudo-continuous dispersed phases of spherical wetted agglomerates can represent the MWFA. The size, density, the relative viscosity of the fluid-fiber agglomerate mixture and the turbulent dispersion all affect how the fiber agglomerates are transported. In the cases described here, the size is kept constant while the density is modified. This definition affects both the terminal velocity and volume fraction of the dispersed phases. Only one of the single effect experimental scenarios is described here that are used in validation of the numerical models. The scenario examines the suspension and horizontal transport of the fiber agglomerates in a racetrack type channel. The corresponding experiments will be described in an accompanying presentation (see abstract of Seeliger et al.).

On the 'classification' of neurodegenerative disorders:discrete entities, overlap or continuum?

The traditional method of classifying neurodegenerative diseases is based on the original clinico-pathological concept supported by 'consensus' criteria and data from molecular pathological studies. This review discusses first, current problems in classification resulting from the coexistence of different classificatory schemes, the presence of disease heterogeneity and multiple pathologies, the use of 'signature' brain lesions in diagnosis, and the existence of pathological processes common to different diseases. Second, three models of neurodegenerative disease are proposed: (1) that distinct diseases exist ('discrete' model), (2) that relatively distinct diseases exist but exhibit overlapping features ('overlap' model), and (3) that distinct diseases do not exist and neurodegenerative disease is a 'continuum' in which there is continuous variation in clinical/pathological features from one case to another ('continuum' model). Third, to distinguish between models, the distribution of the most important molecular 'signature' lesions across the different diseases is reviewed. Such lesions often have poor 'fidelity', i.e., they are not unique to individual disorders but are distributed across many diseases consistent with the overlap or continuum models. Fourth, the question of whether the current classificatory system should be rejected is considered and three alternatives are proposed, viz., objective classification, classification for convenience (a 'dissection'), or analysis as a continuum.

The modelling of buoyancy driven flow in bubble columns

Using the analogy between lateral convection of heat and the two-phase flow in bubble columns, alternative turbulence modelling methods were analysed. The k-ε turbulence and Reynolds stress models were used to predict the buoyant motion of fluids where a density difference arises due to the introduction of heat or a discrete phase. A large height to width aspect ratio cavity was employed in the transport of heat and it was shown that the Reynolds stress model with the use of velocity profiles including the laminar flow solution resulted in turbulent vortices developing. The turbulence models were then applied to the simulation of gas-liquid flow for a 5:1 height to width aspect ratio bubble column. In the case of a gas superficial velocity of 0.02 m s-1 it was determined that employing the Reynolds stress model yielded the most realistic simulation results. © 2003 Elsevier B.V. All rights reserved.

Two-dimensional viscoelastic discrete triangular system with negative-stiffness components

Potential applications of high-damping and high-stiffness composites have motivated extensive research on the effects of negative-stiffness inclusions on the overall properties of composites. Recent theoretical advances have been based on the Hashin-Shtrikman composite models, one-dimensional discrete viscoelastic systems and a two-dimensional nested triangular viscoelastic network. In this paper, we further analyze the two-dimensional triangular structure containing pre-selected negative-stiffness components to study its underlying deformation mechanisms and stability. Major new findings are structure-deformation evolution with respect to the magnitude of negative stiffness under shear loading and the phenomena related to dissipation-induced destabilization and inertia-induced stabilization, according to Lyapunov stability analysis. The evolution shows strong correlations between stiffness anomalies and deformation modes. Our stability results reveal that stable damping peaks, i.e. stably extreme effective damping properties, are achievable under hydrostatic loading when the inertia is greater than a critical value. Moreover, destabilization induced by elemental damping is observed with the critical inertia. Regardless of elemental damping, when the inertia is less than the critical value, a weaker system instability is identified.

Anomalies in stiffness and damping of a 2D discrete viscoelastic system due to negative stiffness components

The recent development of using negative stiffness inclusions to achieve extreme overall stiffness and mechanical damping of composite materials reveals a new avenue for constructing high performance materials. One of the negative stiffness sources can be obtained from phase transforming materials in the vicinity of their phase transition, as suggested by the Landau theory. To understand the underlying mechanism from a microscopic viewpoint, we theoretically analyze a 2D, nested triangular lattice cell with pre-chosen elements containing negative stiffness to demonstrate anomalies in overall stiffness and damping. Combining with current knowledge from continuum models, based on the composite theory, such as the Voigt, Reuss, and Hashin-Shtrikman model, we further explore the stability of the system with Lyapunov's indirect stability theorem. The evolution of the microstructure in terms of the discrete system is discussed. A potential application of the results presented here is to develop special thin films with unusual in-plane mechanical properties. © 2006 Elsevier B.V. All rights reserved.

Semisupervised learning of hierarchical latent trait models for data visualization

Recently, we have developed the hierarchical Generative Topographic Mapping (HGTM), an interactive method for visualization of large high-dimensional real-valued data sets. In this paper, we propose a more general visualization system by extending HGTM in three ways, which allows the user to visualize a wider range of data sets and better support the model development process. 1) We integrate HGTM with noise models from the exponential family of distributions. The basic building block is the Latent Trait Model (LTM). This enables us to visualize data of inherently discrete nature, e.g., collections of documents, in a hierarchical manner. 2) We give the user a choice of initializing the child plots of the current plot in either interactive, or automatic mode. In the interactive mode, the user selects "regions of interest," whereas in the automatic mode, an unsupervised minimum message length (MML)-inspired construction of a mixture of LTMs is employed. The unsupervised construction is particularly useful when high-level plots are covered with dense clusters of highly overlapping data projections, making it difficult to use the interactive mode. Such a situation often arises when visualizing large data sets. 3) We derive general formulas for magnification factors in latent trait models. Magnification factors are a useful tool to improve our understanding of the visualization plots, since they can highlight the boundaries between data clusters. We illustrate our approach on a toy example and evaluate it on three more complex real data sets. © 2005 IEEE.

Bridging large and small scales of water models using hybrid Molecular Dynamics/Fluctuating Hydrodynamics framework

This thesis presents a two-dimensional water model investigation and development of a multiscale method for the modelling of large systems, such as virus in water or peptide immersed in the solvent. We have implemented a two-dimensional ‘Mercedes Benz’ (MB) or BN2D water model using Molecular Dynamics. We have studied its dynamical and structural properties dependence on the model’s parameters. For the first time we derived formulas to calculate thermodynamic properties of the MB model in the microcanonical (NVE) ensemble. We also derived equations of motion in the isothermal–isobaric (NPT) ensemble. We have analysed the rotational degree of freedom of the model in both ensembles. We have developed and implemented a self-consistent multiscale method, which is able to communicate micro- and macro- scales. This multiscale method assumes, that matter consists of the two phases. One phase is related to micro- and the other to macroscale. We simulate the macro scale using Landau Lifshitz-Fluctuating Hydrodynamics, while we describe the microscale using Molecular Dynamics. We have demonstrated that the communication between the disparate scales is possible without introduction of fictitious interface or approximations which reduce the accuracy of the information exchange between the scales. We have investigated control parameters, which were introduced to control the contribution of each phases to the matter behaviour. We have shown, that microscales inherit dynamical properties of the macroscales and vice versa, depending on the concentration of each phase. We have shown, that Radial Distribution Function is not altered and velocity autocorrelation functions are gradually transformed, from Molecular Dynamics to Fluctuating Hydrodynamics description, when phase balance is changed. In this work we test our multiscale method for the liquid argon, BN2D and SPC/E water models. For the SPC/E water model we investigate microscale fluctuations which are computed using advanced mapping technique of the small scales to the large scales, which was developed by Voulgarakisand et. al.

The challenges of representing human behaviour in simulation models:some case examples from supply chain, evacuation modelling and rail disruption

As more of the economy moves from traditional manufacturing to the service sector, the nature of work is becoming less tangible and thus, the representation of human behaviour in models is becoming more important. Representing human behaviour and decision making in models is challenging, both in terms of capturing the essence of the processes, and also the way that those behaviours and decisions are or can be represented in the models themselves. In order to advance understanding in this area, a useful first step is to evaluate and start to classify the various types of behaviour and decision making that are required to be modelled. This talk will attempt to set out and provide an initial classification of the different types of behaviour and decision making that a modeller might want to represent in a model. Then, it will be useful to start to assess the main methods of simulation in terms of their capability in representing these various aspects. The three main simulation methods, System Dynamics, Agent Based Modelling and Discrete Event Simulation all achieve this to varying degrees. There is some evidence that all three methods can, within limits, represent the key aspects of the system being modelled. The three simulation approaches are then assessed for their suitability in modelling these various aspects. Illustration of behavioural modelling will be provided from cases in supply chain management, evacuation modelling and rail disruption.

Probabilistic Models in Cryptography, Coding Theory and Tests for PRNG

2000 Mathematics Subject Classification: 94A29, 94B70