Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

An extension of the continual reassessment method using decision theory

The primary goal of a phase I trial is to find the maximally tolerated dose (MTD) of a treatment. The MTD is usually defined in terms of a tolerable probability, q*, of toxicity. Our objective is to find the highest dose with toxicity risk that does not exceed q*, a criterion that is often desired in designing phase I trials. This criterion differs from that of finding the dose with toxicity risk closest to q*, that is used in methods such as the continual reassessment method. We use the theory of decision processes to find optimal sequential designs that maximize the expected number of patients within the trial allocated to the highest dose with toxicity not exceeding q*, among the doses under consideration. The proposed method is very general in the sense that criteria other than the one considered here can be optimized and that optimal dose assignment can be defined in terms of patients within or outside the trial. It includes as an important special case the continual reassessment method. Numerical study indicates the strategy compares favourably with other phase I designs.

Simulation of laminar flow in a three-dimensional lid-driven cavity by lattice Boltzmann method

Purpose - The purpose of this paper is to apply lattice Boltzmann equation method (LBM) with multiple relaxation time (MRT) model, to investigate lid-driven flow in a three-dimensional (3D), rectangular cavity, and compare the results with flow in an equivalent two-dimensional (2D) cavity. Design/methodology/approach - The second-order MRT model is implemented in a 3D LBM code. The flow structure in cavities of different aspect ratios (0.25-4) and Reynolds numbers (0.01-1000) is investigated. The LBM simulation results are compared with those from numerical solution of Navier-Stokes (NS) equations and with available experimental data. Findings - The 3D simulations demonstrate that 2D models may predict the flow structure reasonably well at low Reynolds numbers, but significant differences with experimental data appear at high Reynolds numbers. Such discrepancy between 2D and 3D results are attributed to the effect of boundary layers near the side-walls in transverse direction (in 3D), due to which the vorticity in the core-region is weakened in general. Secondly, owing to the vortex stretching effect present in 3D flow, the vorticity in the transverse plane intensifies whereas that in the lateral plane decays, with increase in Reynolds number. However, on the symmetry-plane, the flow structure variation with respect to cavity aspect ratio is found to be qualitatively consistent with results of 2D simulations. Secondary flow vortices whose axis is in the direction of the lid-motion are observed; these are weak at low. Reynolds numbers, but become quite strong at high Reynolds numbers. Originality/value - The findings will be useful in the study of variety of enclosed fluid flows.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

The partition of unity finite element method for elastic wave propagation in Reissner-Mindlin plates

This paper reports a numerical method for modelling the elastic wave propagation in plates. The method is based on the partition of unity approach, in which the approximate spectral properties of the infinite dimensional system are embedded within the space of a conventional finite element method through a consistent technique of waveform enrichment. The technique is general, such that it can be applied to the Lagrangian family of finite elements with specific waveform enrichment schemes, depending on the dominant modes of wave propagation in the physical system. A four-noded element for the Reissner-indlin plate is derived in this paper, which is free of shear locking. Such a locking-free property is achieved by removing the transverse displacement degrees of freedom from the element nodal variables and by recovering the same through a line integral and a weak constraint in the frequency domain. As a result, the frequency-dependent stiffness matrix and the mass matrix are obtained, which capture the higher frequency response with even coarse meshes, accurately. The steps involved in the numerical implementation of such element are discussed in details. Numerical studies on the performance of the proposed element are reported by considering a number of cases, which show very good accuracy and low computational cost. Copyright (C)006 John Wiley & Sons, Ltd.

A finite element method for compressible viscous fluid flows

This work presents a mixed three-dimensional finite element formulation for analyzing compressible viscous flows. The formulation is based on the primitive variables velocity, density, temperature and pressure. The goal of this work is to present a `stable' numerical formulation, and, thus, the interpolation functions for the field variables are chosen so as to satisfy the inf-sup conditions. An exact tangent stiffness matrix is derived for the formulation, which ensures a quadratic rate of convergence. The good performance of the proposed strategy is shown in a number of steady-state and transient problems where compressibility effects are important such as high Mach number flows, natural convection, Riemann problems, etc., and also on problems where the fluid can be treated as almost incompressible. Copyright (C) 2010 John Wiley & Sons, Ltd.

Appraisal of Bishop's method of slope stability analysis

The stability of slopes is a major problem in geotechnical engineering. Of the methods available for the analysis of soil slopes such as limit equilibrium methods, limit analysis and numerical methods such as FEM and FDM, limit equilibrium methods are popular and generally used, owing to their simplicity in formulation and in evaluating the overall factor of safety of slope. However limit equilibrium methods possess certain disadvantages. They do not consider whether the slope is an embankment or natural slope or an excavation and ignore the effect of incremental construction, initial stress, stress strain behavior etc. In the work reported in this paper, a comparative study of actual state of stress and actual factor of safety and Bishop's factor of safety is performed. The actual factor of safety is obtained by consideration of contours of mobilised shear strains. Using Bishop's method of slices, the critical slip surfaces of a number of soil slopes with different geometries are determined and both the factors of safety are obtained. The actual normal stresses and shear stresses are determined from finite difference formulation using FLAG (Fast Lagrangian Analysis of Continuaa) with Mohr-Coulomb model. The comparative study is performed in terms of parameter lambda(c phi) (= gamma H tan phi/c). I is shown that actual factor of safety is higher than Bishop's factor of safety depending on slope angle and lambda(c phi).

An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum

The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.

Modified Adomian Decomposition Method for Van der Pol equations

In the paper, the well known Adomian Decomposition Method (ADM) is modified to solve the parabolic equations. The present method is quite different than the numerical method. The results are compared with the existing exact or analytical method. The already known existing Adomian Decomposition Method is modified to improve the accuracy and convergence. Thus, the modified method is named as Modified Adomian Decomposition Method (MADM). The Modified Adomian Decomposition Method results are found to converge very quickly and are more accurate compared to ADM and numerical methods. MADM is quite efficient and is practically well suited for use in these problems. Several examples are given to check the reliability of the present method. Modified Adomian Decomposition Method is a non-numerical method which can be adapted for solving parabolic equations. In the current paper, the principle of the decomposition method is described, and its advantages are shown in the form of parabolic equations. (C) 2014 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/3.0/).

CROSS-SECTIONAL ANALYSIS OF PRE-TWISTED THICK BEAMS USING VARIATIONAL ASYMPTOTIC METHOD

An asymptotically-exact methodology is presented for obtaining the cross-sectional stiffness matrix of a pre-twisted moderately-thick beam having rectangular cross sections and made of transversely isotropic materials. The anisotropic beam is modeled from 3-D elasticity, without any further assumptions. The beam is allowed to have large displacements and rotations, but small strain is assumed. The strain energy of the beam is computed making use of the constitutive law and the kinematical relations derived with the inclusion of geometrical nonlinearities and initial twist. Large displacements and rotations are allowed, but small strain is assumed. The Variational Asymptotic Method is used to minimize the energy functional, thereby reducing the cross section to a point on the reference line with appropriate properties, yielding a 1-D constitutive law. In this method as applied herein, the 2-D cross-sectional analysis is performed asymptotically by taking advantage of a material small parameter and two geometric small parameters. 3-D strain components are derived using kinematics and arranged as orders of the small parameters. Warping functions are obtained by the minimization of strain energy subject to certain set of constraints that renders the 1-D strain measures well-defined. Closed-form expressions are derived for the 3-D non-linear warping and stress fields. The model is capable of predicting interlaminar and transverse shear stresses accurately up to first order.

A hybrid method for stochastic response analysis of a vibrating structure

Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.

A C-0 Interior Penalty Method for a Fourth-order Variational Inequality of the Second Kind

In this article, we propose a C-0 interior penalty ((CIP)-I-0) method for the frictional plate contact problem and derive both a priori and a posteriori error estimates. We derive an abstract error estimate in the energy norm without additional regularity assumption on the exact solution. The a priori error estimate is of optimal order whenever the solution is regular. Further, we derive a reliable and efficient a posteriori error estimator. Numerical experiments are presented to illustrate the theoretical results. (c) 2015Wiley Periodicals, Inc.

A Cip/Multi-Moment Finite Volume Method For Shallow Water Equations With Source Terms

A novel finite volume method has been presented to solve the shallow water equations. In addition to the volume-integrated average (VIA) for each mesh cell, the surface-integrated average (SIA) is also treated as the model variable and is independently predicted. The numerical reconstruction is conducted based on both the VIA and the SIA. Different approaches are used to update VIA and SIA separately. The SIA is updated by a semi-Lagrangian scheme in terms of the Riemann invariants of the shallow water equations, while the VIA is computed by a flux-based finite volume formulation and is thus exactly conserved. Numerical oscillation can be effectively avoided through the use of a non-oscillatory interpolation function. The numerical formulations for both SIA and VIA moments maintain exactly the balance between the fluxes and the source terms. 1D and 2D numerical formulations are validated with numerical experiments. Copyright (c) 2007 John Wiley & Sons, Ltd.

Domain decomposition hybrid method for numerical simulation of bluff body flows:theoretical model and application

The discrete vortex method is not capable of precisely predicting the bluff body flow separation and the fine structure of flow field in the vicinity of the body surface. In order to make a theoretical improvement over the method and to reduce the difficulty in finite-difference solution of N-S equations at high Reynolds number, in the present paper, we suggest a new numerical simulation model and a theoretical method for domain decomposition hybrid combination of finite-difference method and vortex method. Specifically, the full flow. field is decomposed into two domains. In the region of O(R) near the body surface (R is the characteristic dimension of body), we use the finite-difference method to solve the N-S equations and in the exterior domain, we take the Lagrange-Euler vortex method. The connection and coupling conditions for flow in the two domains are established. The specific numerical scheme of this theoretical model is given. As a preliminary application, some numerical simulations for flows at Re=100 and Re-1000 about a circular cylinder are made, and compared with the finite-difference solution of N-S equations for full flow field and experimental results, and the stability of the solution against the change of the interface between the two domains is examined. The results show that the method of the present paper has the advantage of finite-difference solution for N-S equations in precisely predicting the fine structure of flow field, as well as the advantage of vortex method in efficiently computing the global characteristics of the separated flow. It saves computer time and reduces the amount of computation, as compared with pure N-S equation solution. The present method can be used for numerical simulation of bluff body flow at high Reynolds number and would exhibit even greater merit in that case.

A new method to analyse the Peierls-Nabarro model of an edge dislocation in a rectangular plate

A new method is presented here to analyse the Peierls-Nabarro model of an edge dislocation in a rectangular plate. The analysis is based on the superposition scheme and series expansions of complex potentials. The stress field and dislocation density field on the slip plane can be expressed as the first and the second Chebyshev polynomial series respectively. Two sets of governing equations are obtained on the slip plane and outer boundary of the rectangular plate respectively. Three numerical methods are used to solve the governing equations.