Robust algorithms for solving stochastic partial differential equations

A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.

Most of the patients presenting myocardial infarction would not be eligible for intensive lipid-lowering based on clinical algorithms or plasma C-reactive protein

Objective: The study we assessed how often patients who are manifesting a myocardial infarction (MI) would not be considered candidates for intensive lipid-lowering therapy based on the current guidelines. Methods: In 355 consecutive patients manifesting ST elevation MI (STEMI), admission plasma C-reactive protein (CRP) was measured and Framingham risk score (FRS), PROCAM risk score, Reynolds risk score, ASSIGN risk score, QRISK, and SCORE algorithms were applied. Cardiac computed tomography and carotid ultrasound were performed to assess the coronary artery calcium score (CAC), carotid intima-media thickness (cIMT) and the presence of carotid plaques. Results: Less than 50% of STEMI patients would be identified as having high risk before the event by any of these algorithms. With the exception of FRS (9%), all other algorithms would assign low risk to about half of the enrolled patients. Plasma CRP was <1.0 mg/L in 70% and >2 mg/L in 14% of the patients. The average cIMT was 0.8 +/- 0.2 mm and only in 24% of patients was >= 1.0 mm. Carotid plaques were found in 74% of patients. CAC > 100 was found in 66% of patients. Adding CAC >100 plus the presence of carotid plaque, a high-risk condition would be identified in 100% of the patients using any of the above mentioned algorithms. Conclusion: More than half of patients manifesting STEMI would not be considered as candidates for intensive preventive therapy by the current clinical algorithms. The addition of anatomical parameters such as CAC and the presence of carotid plaques can substantially reduce the CVD risk underestimation. (C) 2010 Elsevier Ireland Ltd. All rights reserved.

Genetic algorithms for continuous optimization problems - a concept of parameter-space size adjustment

The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.

Concurreny based transition refinement for the verification of distributed algorithms

We suggest a new notion of behaviour preserving transition refinement based on partial order semantics. This notion is called transition refinement. We introduced transition refinement for elementary (low-level) Petri Nets earlier. For modelling and verifying complex distributed algorithms, high-level (Algebraic) Petri nets are usually used. In this paper, we define transition refinement for Algebraic Petri Nets. This notion is more powerful than transition refinement for elementary Petri nets because it corresponds to the simultaneous refinement of several transitions in an elementary Petri net. Transition refinement is particularly suitable for refinement steps that increase the degree of distribution of an algorithm, e.g. when synchronous communication is replaced by asynchronous message passing. We study how to prove that a replacement of a transition is a transition refinement.

Robust parameter settings of evolutionary algorithms for the optimisation of agricultural systems models

Numerical optimisation methods are being more commonly applied to agricultural systems models, to identify the most profitable management strategies. The available optimisation algorithms are reviewed and compared, with literature and our studies identifying evolutionary algorithms (including genetic algorithms) as superior in this regard to simulated annealing, tabu search, hill-climbing, and direct-search methods. Results of a complex beef property optimisation, using a real-value genetic algorithm, are presented. The relative contributions of the range of operational options and parameters of this method are discussed, and general recommendations listed to assist practitioners applying evolutionary algorithms to the solution of agricultural systems. (C) 2001 Elsevier Science Ltd. All rights reserved.

Using siting algorithms in the design of marine reserve networks

Using benthic habitat data from the Florida Keys (USA), we demonstrate how siting algorithms can help identify potential networks of marine reserves that comprehensively represent target habitat types. We applied a flexible optimization tool-simulated annealing-to represent a fixed proportion of different marine habitat types within a geographic area. We investigated the relative influence of spatial information, planning-unit size, detail of habitat classification, and magnitude of the overall conservation goal on the resulting network scenarios. With this method, we were able to identify many adequate reserve systems that met the conservation goals, e.g., representing at least 20% of each conservation target (i.e., habitat type) while fulfilling the overall aim of minimizing the system area and perimeter. One of the most useful types of information provided by this siting algorithm comes from an irreplaceability analysis, which is a count of the number of, times unique planning units were included in reserve system scenarios. This analysis indicated that many different combinations of sites produced networks that met the conservation goals. While individual 1-km(2) areas were fairly interchangeable, the irreplaceability analysis highlighted larger areas within the planning region that were chosen consistently to meet the goals incorporated into the algorithm. Additionally, we found that reserve systems designed with a high degree of spatial clustering tended to have considerably less perimeter and larger overall areas in reserve-a configuration that may be preferable particularly for sociopolitical reasons. This exercise illustrates the value of using the simulated annealing algorithm to help site marine reserves: the approach makes efficient use of;available resources, can be used interactively by conservation decision makers, and offers biologically suitable alternative networks from which an effective system of marine reserves can be crafted.

Fast, scalable master equation solution algorithms. IV. Lanczos iteration with diffusion approximation preconditioned iterative inversion

In this paper we propose a second linearly scalable method for solving large master equations arising in the context of gas-phase reactive systems. The new method is based on the well-known shift-invert Lanczos iteration using the GMRES iteration preconditioned using the diffusion approximation to the master equation to provide the inverse of the master equation matrix. In this way we avoid the cubic scaling of traditional master equation solution methods while maintaining the speed of a partial spectral decomposition. The method is tested using a master equation modeling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long-lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Knowledge-based system on optimum design of liquid retaining structures with genetic algorithms

This paper delineates the development of a prototype hybrid knowledge-based system for the optimum design of liquid retaining structures by coupling the blackboard architecture, an expert system shell VISUAL RULE STUDIO and genetic algorithm (GA). Through custom-built interactive graphical user interfaces under a user-friendly environment, the user is directed throughout the design process, which includes preliminary design, load specification, model generation, finite element analysis, code compliance checking, and member sizing optimization. For structural optimization, GA is applied to the minimum cost design of structural systems with discrete reinforced concrete sections. The design of a typical example of the liquid retaining structure is illustrated. The results demonstrate extraordinarily converging speed as near-optimal solutions are acquired after merely exploration of a small portion of the search space. This system can act as a consultant to assist novice designers in the design of liquid retaining structures.