Molecular dynamics simulation of methane in sodium montmorillonite clay hydrates at elevated pressures and temperatures

Computer simulation has been used to study the structure and dynamics of methane in hydrated sodium montmorillonite clays under conditions encountered in sedimentary basins. Systems containing approximately one, two, three and four molecular layers of water have followed gradients of 150 bar km-1 and 30Kkm-1, to a maximum burial depth of 6 km (900 bar and 460 K). Methane is coordinated to approximately 19 oxygen atoms, of which typically 6 are provided by the clay surface. Only in the three- and four-layer hydrates is methane able to leave the clay surface. Diffusion depends strongly on the porosity (water content) and burial depth: self-diffusion coefficients are in the range 0.12 × 10-9m2s-1 for water and 0.04 × 10−9m2s−1 < D < 8.64 × 10−9m2s−1 for methane. Bearing in mind that porosity decreases with burial depth, it is estimated that maximum diffusion occurs at around 3 km. This is in good agreement with the known location of methane reservoirs in sedimentary basins.

Mathematical Modeling and Simulation of Radial Temperature Profile of Strontium Bromide Lasers

For metal and metal halide vapor lasers excited by high frequency pulsed discharge, the thermal effect mainly caused by the radial temperature distribution is of considerable importance for stable laser operation and improvement of laser output characteristics. A short survey of the obtained analytical and numerical-analytical mathematical models of the temperature profile in a high-powered He-SrBr2 laser is presented. The models are described by the steady-state heat conduction equation with mixed type nonlinear boundary conditions for the arbitrary form of the volume power density. A complete model of radial heat flow between the two tubes is established for precise calculating the inner wall temperature. The models are applied for simulating temperature profiles for newly designed laser. The author’s software prototype LasSim is used for carrying out the mathematical models and simulations.

A New Approach to Fuzzy Arithmetic

This work shows an application of a generalized approach for constructing dilation-erosion adjunctions on fuzzy sets. More precisely, operations on fuzzy quantities and fuzzy numbers are considered. By the generalized approach an analogy with the well known interval computations could be drawn and thus we can define outer and inner operations on fuzzy objects. These operations are found to be useful in the control of bioprocesses, ecology and other domains where data uncertainties exist.

On the Mathematical Modelling of Microbial Growth: Some Computational Aspects

We propose a new approach to the mathematical modelling of microbial growth. Our approach differs from familiar Monod type models by considering two phases in the physiological states of the microorganisms and makes use of basic relations from enzyme kinetics. Such an approach may be useful in the modelling and control of biotechnological processes, where microorganisms are used for various biodegradation purposes and are often put under extreme inhibitory conditions. Some computational experiments are performed in support of our modelling approach.

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

Bioactive sol-gel glasses at the atomic scale:the complementary use of advanced probe and computer modeling methods

Sol-gel-synthesized bioactive glasses may be formed via a hydrolysis condensation reaction, silica being introduced in the form of tetraethyl orthosilicate (TEOS), and calcium is typically added in the form of calcium nitrate. The synthesis reaction proceeds in an aqueous environment; the resultant gel is dried, before stabilization by heat treatment. These materials, being amorphous, are complex at the level of their atomic-scale structure, but their bulk properties may only be properly understood on the basis of that structural insight. Thus, a full understanding of their structure-property relationship may only be achieved through the application of a coherent suite of leading-edge experimental probes, coupled with the cogent use of advanced computer simulation methods. Using as an exemplar a calcia-silica sol-gel glass of the kind developed by Larry Hench, in the memory of whom this paper is dedicated, we illustrate the successful use of high-energy X-ray and neutron scattering (diffraction) methods, magic-angle spinning solid-state NMR, and molecular dynamics simulation as components to a powerful methodology for the study of amorphous materials.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

A Molecular-scale Programmable Stochastic Process Based On Resonance Energy Transfer Networks: Modeling And Applications

While molecular and cellular processes are often modeled as stochastic processes, such as Brownian motion, chemical reaction networks and gene regulatory networks, there are few attempts to program a molecular-scale process to physically implement stochastic processes. DNA has been used as a substrate for programming molecular interactions, but its applications are restricted to deterministic functions and unfavorable properties such as slow processing, thermal annealing, aqueous solvents and difficult readout limit them to proof-of-concept purposes. To date, whether there exists a molecular process that can be programmed to implement stochastic processes for practical applications remains unknown.

In this dissertation, a fully specified Resonance Energy Transfer (RET) network between chromophores is accurately fabricated via DNA self-assembly, and the exciton dynamics in the RET network physically implement a stochastic process, specifically a continuous-time Markov chain (CTMC), which has a direct mapping to the physical geometry of the chromophore network. Excited by a light source, a RET network generates random samples in the temporal domain in the form of fluorescence photons which can be detected by a photon detector. The intrinsic sampling distribution of a RET network is derived as a phase-type distribution configured by its CTMC model. The conclusion is that the exciton dynamics in a RET network implement a general and important class of stochastic processes that can be directly and accurately programmed and used for practical applications of photonics and optoelectronics. Different approaches to using RET networks exist with vast potential applications. As an entropy source that can directly generate samples from virtually arbitrary distributions, RET networks can benefit applications that rely on generating random samples such as 1) fluorescent taggants and 2) stochastic computing.

By using RET networks between chromophores to implement fluorescent taggants with temporally coded signatures, the taggant design is not constrained by resolvable dyes and has a significantly larger coding capacity than spectrally or lifetime coded fluorescent taggants. Meanwhile, the taggant detection process becomes highly efficient, and the Maximum Likelihood Estimation (MLE) based taggant identification guarantees high accuracy even with only a few hundred detected photons.

Meanwhile, RET-based sampling units (RSU) can be constructed to accelerate probabilistic algorithms for wide applications in machine learning and data analytics. Because probabilistic algorithms often rely on iteratively sampling from parameterized distributions, they can be inefficient in practice on the deterministic hardware traditional computers use, especially for high-dimensional and complex problems. As an efficient universal sampling unit, the proposed RSU can be integrated into a processor / GPU as specialized functional units or organized as a discrete accelerator to bring substantial speedups and power savings.

Stochastic Modeling of Reversible Biochemical Reaction-Diffusion Systems and High-Resolution Shock-Capturing Methods for Fluid Interfaces

Thesis (Ph.D.)--University of Washington, 2016-08

Modos projetuais de simulação: uso de ferramentas de simulação térmica no processo projetual de arquitetura

This thesis aims to describe and demonstrate the developed concept to facilitate the use of thermal simulation tools during the building design process. Despite the impact of architectural elements on the performance of buildings, some influential decisions are frequently based solely on qualitative information. Even though such design support is adequate for most decisions, the designer will eventually have doubts concerning the performance of some design decisions. These situations will require some kind of additional knowledge to be properly approached. The concept of designerly ways of simulating focuses on the formulation and solution of design dilemmas, which are doubts about the design that cannot be fully understood nor solved without using quantitative information. The concept intends to combine the power of analysis from computer simulation tools with the capacity of synthesis from architects. Three types of simulation tools are considered: solar analysis, thermal/energy simulation and CFD. Design dilemmas are formulated and framed according to the architect s reflection process about performance aspects. Throughout the thesis, the problem is investigated in three fields: professional, technical and theoretical fields. This approach on distinct parts of the problem aimed to i) characterize different professional categories with regards to their design practice and use of tools, ii) investigate preceding researchers on the use of simulation tools and iii) draw analogies between the proposed concept, and some concepts developed or described in previous works about design theory. The proposed concept was tested in eight design dilemmas extracted from three case studies in the Netherlands. The three investigated processes are houses designed by Dutch architectural firms. Relevant information and criteria from each case study were obtained through interviews and conversations with the involved architects. The practical application, despite its success in the research context, allowed the identification of some applicability limitations of the concept, concerning the architects need to have technical knowledge and the actual evolution stage of simulation tools

Asymptotic and structural properties of special cases of the Wright function arising in probability theory

This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish new asymptotic properties of the particular Wright function 1Ψ1(ρ, k; ρ, 0; x) = X∞ n=0 Γ(k + ρn) Γ(ρn) x n n! (|x| < ∞) when the parameter ρ ∈ (−1, 0)∪(0, ∞) and the argument x is real. In the probability theory applications, which are focused on studies of the Poisson-Tweedie mixtures, the parameter k is a non-negative integer. Several representations involving well-known special functions are given for certain particular values of ρ. The asymptotics of 1Ψ1(ρ, k; ρ, 0; x) are obtained under numerous assumptions on the behavior of the arguments k and x when the parameter ρ is both positive and negative. We also provide some integral representations and structural properties involving the ‘reduced’ Wright function 0Ψ1(−−; ρ, 0; x) with ρ ∈ (−1, 0) ∪ (0, ∞), which might be useful for the derivation of new properties of members of the power-variance family of distributions. Some of these imply a reflection principle that connects the functions 0Ψ1(−−;±ρ, 0; ·) and certain Bessel functions. Several asymptotic relationships for both particular cases of this function are also given. A few of these follow under additional constraints from probability theory results which, although previously available, were unknown to analysts.

An approach to emotion recognition in single-channel EEG signals: a mother child interaction

In this work, we perform a first approach to emotion recognition from EEG single channel signals extracted in four (4) mother-child dyads experiment in developmental psychology -- Single channel EEG signals are analyzed and processed using several window sizes by performing a statistical analysis over features in the time and frequency domains -- Finally, a neural network obtained an average accuracy rate of 99% of classification in two emotional states such as happiness and sadness