942 resultados para Stochastic simulation algorithm


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Systems biology is based on computational modelling and simulation of large networks of interacting components. Models may be intended to capture processes, mechanisms, components and interactions at different levels of fidelity. Input data are often large and geographically disperse, and may require the computation to be moved to the data, not vice versa. In addition, complex system-level problems require collaboration across institutions and disciplines. Grid computing can offer robust, scaleable solutions for distributed data, compute and expertise. We illustrate some of the range of computational and data requirements in systems biology with three case studies: one requiring large computation but small data (orthologue mapping in comparative genomics), a second involving complex terabyte data (the Visible Cell project) and a third that is both computationally and data-intensive (simulations at multiple temporal and spatial scales). Authentication, authorisation and audit systems are currently not well scalable and may present bottlenecks for distributed collaboration particularly where outcomes may be commercialised. Challenges remain in providing lightweight standards to facilitate the penetration of robust, scalable grid-type computing into diverse user communities to meet the evolving demands of systems biology.

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This article first summarizes some available experimental results on the frictional behaviour of contact interfaces, and briefly recalls typical frictional experiments and relationships, which are applicable for rock mechanics, and then a unified description is obtained to describe the entire frictional behaviour. It is formulated based on the experimental results and applied with a stick and slip decomposition algorithm to describe the stick-slip instability phenomena, which can describe the effects observed in rock experiments without using the so-called state variable, thus avoiding related numerical difficulties. This has been implemented to our finite element code, which uses the node-to-point contact element strategy proposed by the authors to handle the frictional contact between multiple finite-deformation bodies with stick and finite frictional slip, and applied here to simulate the frictional behaviour of rocks to show its usefulness and efficiency.

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To foster ongoing international cooperation beyond ACES (APEC Cooperation for Earthquake Simulation) on the simulation of solid earth phenomena, agreement was reached to work towards establishment of a frontier international research institute for simulating the solid earth: iSERVO = International Solid Earth Research Virtual Observatory institute (http://www.iservo.edu.au). This paper outlines a key Australian contribution towards the iSERVO institute seed project, this is the construction of: (1) a typical intraplate fault system model using practical fault system data of South Australia (i.e., SA interacting fault model), which includes data management and editing, geometrical modeling and mesh generation; and (2) a finite-element based software tool, which is built on our long-term and ongoing effort to develop the R-minimum strategy based finite-element computational algorithm and software tool for modelling three-dimensional nonlinear frictional contact behavior between multiple deformable bodies with the arbitrarily-shaped contact element strategy. A numerical simulation of the SA fault system is carried out using this software tool to demonstrate its capability and our efforts towards seeding the iSERVO Institute.

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The XSophe computer simulation software suite consisting of a daemon, the XSophe interface and the computational program Sophe is a state of the art package for the simulation of electron paramagnetic resonance spectra. The Sophe program performs the computer simulation and includes a number of new technologies including; the SOPHE partition and interpolation schemes, a field segmentation algorithm, homotopy, parallelisation and spectral optimisation. The SOPHE partition and interpolation scheme along with a field segmentation algorithm greatly increases the speed of simulations for most systems. Multidimensional homotopy provides an efficient method for accurately tracing energy levels and hence tracing transitions in the presence of energy level anticrossings and looping transitions and allowing computer simulations in frequency space. Recent enhancements to Sophe include the generalised treatment of distributions of orientational parameters, termed the mosaic misorientation linewidth model and a faster more efficient algorithm for the calculation of resonant field positions and transition probabilities. For complex systems the parallelisation enables the simulation of these systems on a parallel computer and the optimisation algorithms in the suite provide the experimentalist with the possibility of finding the spin Hamiltonian parameters in a systematic manner rather than a trial-and-error process. The XSophe software suite has been used to simulate multifrequency EPR spectra (200 MHz to 6 00 GHz) from isolated spin systems (S > ~½) and coupled centres (Si, Sj _> I/2). Griffin, M.; Muys, A.; Noble, C.; Wang, D.; Eldershaw, C.; Gates, K.E.; Burrage, K.; Hanson, G.R."XSophe, a Computer Simulation Software Suite for the Analysis of Electron Paramagnetic Resonance Spectra", 1999, Mol. Phys. Rep., 26, 60-84.

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In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

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This paper derives the performance union bound of space-time trellis codes in orthogonal frequency division multiplexing system (STTC-OFDM) over quasi-static frequency selective fading channels based on the distance spectrum technique. The distance spectrum is the enumeration of the codeword difference measures and their multiplicities by exhausted searching through all the possible error event paths. Exhaustive search approach can be used for low memory order STTC with small frame size. However with moderate memory order STTC and moderate frame size the computational cost of exhaustive search increases exponentially, and may become impractical for high memory order STTCs. This requires advanced computational techniques such as Genetic Algorithms (GAS). In this paper, a GA with sharing function method is used to locate the multiple solutions of the distance spectrum for high memory order STTCs. Simulation evaluates the performance union bound and the complexity comparison of non-GA aided and GA aided distance spectrum techniques. It shows that the union bound give a close performance measure at high signal-to-noise ratio (SNR). It also shows that GA sharing function method based distance spectrum technique requires much less computational time as compared with exhaustive search approach but with satisfactory accuracy.

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This paper describes experiments conducted in order to simultaneously tune 15 joints of a humanoid robot. Two Genetic Algorithm (GA) based tuning methods were developed and compared against a hand-tuned solution. The system was tuned in order to minimise tracking error while at the same time achieve smooth joint motion. Joint smoothness is crucial for the accurate calculation of online ZMP estimation, a prerequisite for a closedloop dynamically stable humanoid walking gait. Results in both simulation and on a real robot are presented, demonstrating the superior smoothness performance of the GA based methods.

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We introduce a novel inversion-based neuro-controller for solving control problems involving uncertain nonlinear systems that could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. In this work a novel robust inverse control approach is obtained based on importance sampling from these distributions. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The performance of the new algorithm is illustrated through simulations with example systems.

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This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

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A novel direct integration technique of the Manakov-PMD equation for the simulation of polarisation mode dispersion (PMD) in optical communication systems is demonstrated and shown to be numerically as efficient as the commonly used coarse-step method. The main advantage of using a direct integration of the Manakov-PMD equation over the coarse-step method is a higher accuracy of the PMD model. The new algorithm uses precomputed M(w) matrices to increase the computational speed compared to a full integration without loss of accuracy. The simulation results for the probability distribution function (PDF) of the differential group delay (DGD) and the autocorrelation function (ACF) of the polarisation dispersion vector for varying numbers of precomputed M(w) matrices are compared to analytical models and results from the coarse-step method. It is shown that the coarse-step method achieves a significantly inferior reproduction of the statistical properties of PMD in optical fibres compared to a direct integration of the Manakov-PMD equation.

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This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

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In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.