Evolutionary synthesis of stochastic gene network models using feature-based search spaces

A feature-based fitness function is applied in a genetic programming system to synthesize stochastic gene regulatory network models whose behaviour is defined by a time course of protein expression levels. Typically, when targeting time series data, the fitness function is based on a sum-of-errors involving the values of the fluctuating signal. While this approach is successful in many instances, its performance can deteriorate in the presence of noise. This thesis explores a fitness measure determined from a set of statistical features characterizing the time series' sequence of values, rather than the actual values themselves. Through a series of experiments involving symbolic regression with added noise and gene regulatory network models based on the stochastic 'if-calculus, it is shown to successfully target oscillating and non-oscillating signals. This practical and versatile fitness function offers an alternate approach, worthy of consideration for use in algorithms that evaluate noisy or stochastic behaviour.

Computational aspects of the numerical solution of SDEs

In the last 30 to 40 years, many researchers have combined to build the knowledge base of theory and solution techniques that can be applied to the case of differential equations which include the effects of noise. This class of ``noisy'' differential equations is now known as stochastic differential equations (SDEs). Markov diffusion processes are included within the field of SDEs through the drift and diffusion components of the Itô form of an SDE. When these drift and diffusion components are moderately smooth functions, then the processes' transition probability densities satisfy the Fokker-Planck-Kolmogorov (FPK) equation -- an ordinary partial differential equation (PDE). Thus there is a mathematical inter-relationship that allows solutions of SDEs to be determined from the solution of a noise free differential equation which has been extensively studied since the 1920s. The main numerical solution technique employed to solve the FPK equation is the classical Finite Element Method (FEM). The FEM is of particular importance to engineers when used to solve FPK systems that describe noisy oscillators. The FEM is a powerful tool but is limited in that it is cumbersome when applied to multidimensional systems and can lead to large and complex matrix systems with their inherent solution and storage problems. I show in this thesis that the stochastic Taylor series (TS) based time discretisation approach to the solution of SDEs is an efficient and accurate technique that provides transition and steady state solutions to the associated FPK equation. The TS approach to the solution of SDEs has certain advantages over the classical techniques. These advantages include their ability to effectively tackle stiff systems, their simplicity of derivation and their ease of implementation and re-use. Unlike the FEM approach, which is difficult to apply in even only two dimensions, the simplicity of the TS approach is independant of the dimension of the system under investigation. Their main disadvantage, that of requiring a large number of simulations and the associated CPU requirements, is countered by their underlying structure which makes them perfectly suited for use on the now prevalent parallel or distributed processing systems. In summary, l will compare the TS solution of SDEs to the solution of the associated FPK equations using the classical FEM technique. One, two and three dimensional FPK systems that describe noisy oscillators have been chosen for the analysis. As higher dimensional FPK systems are rarely mentioned in the literature, the TS approach will be extended to essentially infinite dimensional systems through the solution of stochastic PDEs. In making these comparisons, the advantages of modern computing tools such as computer algebra systems and simulation software, when used as an adjunct to the solution of SDEs or their associated FPK equations, are demonstrated.

Computer simulation of the stochastic transport equation

Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires

Asymptotic minimax robust and misspecified Lorden quickest change detection for dependent stochastic processes

The quick detection of an abrupt unknown change in the conditional distribution of a dependent stochastic process has numerous applications. In this paper, we pose a minimax robust quickest change detection problem for cases where there is uncertainty about the post-change conditional distribution. Our minimax robust formulation is based on the popular Lorden criteria of optimal quickest change detection. Under a condition on the set of possible post-change distributions, we show that the widely known cumulative sum (CUSUM) rule is asymptotically minimax robust under our Lorden minimax robust formulation as a false alarm constraint becomes more strict. We also establish general asymptotic bounds on the detection delay of misspecified CUSUM rules (i.e. CUSUM rules that are designed with post- change distributions that differ from those of the observed sequence). We exploit these bounds to compare the delay performance of asymptotically minimax robust, asymptotically optimal, and other misspecified CUSUM rules. In simulation examples, we illustrate that asymptotically minimax robust CUSUM rules can provide better detection delay performance at greatly reduced computation effort compared to competing generalised likelihood ratio procedures.

Computer simulation of reactive extrusion processes for free radical polymerization

The reactive extrusion for polymerization is an integrated polymer processing technology. A new semi-implicit iterative algorithm was proposed to deal with the complicated relationships among the chemical reaction, the macromolecular structure and the chemorheological property. Then the numerical computation expressions of the average molecular weight, the monomer conversion, and the initiator concentration were deduced, and the computer simulation of the reactive extrusion process for free radical polymerization was carried out, on basis of which reactive processing conditions can be optimized.

Economic viability and selection of irrigation systems using simulation and stochastic dominance

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Computer Simulation of Packing of Particles with Size Distributions Produced by Fragmentation Processes

Fragmentation schemes inspired by theoretical results and conjectures of Kolmogorov are applied to produce particle size distributions of different natures, depending on fragmentation parameters. A two-dimensional computer simulation method of packing is applied to the resulting distributions and the void fraction is evaluated. The relationship between the void fraction and characteristic parameters of the fragmentation process is studied.

Computer simulation of packing of particles with size distributions produced by fragmentation processes

Fragmentation schemes inspired by theoretical results and conjectures of Kolmogorov are applied to produce particle size distributions of different natures, depending on fragmentation parameters. A two-dimensional computer simulation method of packing is applied to the resulting distributions and the void fraction is evaluated. The relationship between the void fraction and characteristic parameters of the fragmentation process is studied.

Stochastic models and simulation of ion channel dynamics

The behaviour of ion channels within cardiac and neuronal cells is intrinsically stochastic in nature. When the number of channels is small this stochastic noise is large and can have an impact on the dynamics of the system which is potentially an issue when modelling small neurons and drug block in cardiac cells. While exact methods correctly capture the stochastic dynamics of a system they are computationally expensive, restricting their inclusion into tissue level models and so approximations to exact methods are often used instead. The other issue in modelling ion channel dynamics is that the transition rates are voltage dependent, adding a level of complexity as the channel dynamics are coupled to the membrane potential. By assuming that such transition rates are constant over each time step, it is possible to derive a stochastic differential equation (SDE), in the same manner as for biochemical reaction networks, that describes the stochastic dynamics of ion channels. While such a model is more computationally efficient than exact methods we show that there are analytical problems with the resulting SDE as well as issues in using current numerical schemes to solve such an equation. We therefore make two contributions: develop a different model to describe the stochastic ion channel dynamics that analytically behaves in the correct manner and also discuss numerical methods that preserve the analytical properties of the model.

Advanced computer simulation of the milling process

Process modelling is an integral part of any process industry. Several sugar factory models have been developed over the years to simulate the unit operations. An enhanced and comprehensive milling process simulation model has been developed to analyse the performance of the milling train and to assess the impact of changes and advanced control options for improved operational efficiency. The developed model is incorporated in a proprietary software package ‘SysCAD’. As an example, the milling process model has been used to predict a significant loss of extraction by returning the cush from the juice screen before #3 mill instead of before #2 mill as is more commonly done. Further work is being undertaken to more accurately model extraction processes in a milling train, to examine extraction issues dynamically and to integrate the model into a whole factory model.

Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

Computer simulation of multi-elemental fusion reactor materials

Thermonuclear fusion is a sustainable energy solution, in which energy is produced using similar processes as in the sun. In this technology hydrogen isotopes are fused to gain energy and consequently to produce electricity. In a fusion reactor hydrogen isotopes are confined by magnetic fields as ionized gas, the plasma. Since the core plasma is millions of degrees hot, there are special needs for the plasma-facing materials. Moreover, in the plasma the fusion of hydrogen isotopes leads to the production of high energetic neutrons which sets demanding abilities for the structural materials of the reactor. This thesis investigates the irradiation response of materials to be used in future fusion reactors. Interactions of the plasma with the reactor wall leads to the removal of surface atoms, migration of them, and formation of co-deposited layers such as tungsten carbide. Sputtering of tungsten carbide and deuterium trapping in tungsten carbide was investigated in this thesis. As the second topic the primary interaction of the neutrons in the structural material steel was examined. As model materials for steel iron chromium and iron nickel were used. This study was performed theoretically by the means of computer simulations on the atomic level. In contrast to previous studies in the field, in which simulations were limited to pure elements, in this work more complex materials were used, i.e. they were multi-elemental including two or more atom species. The results of this thesis are in the microscale. One of the results is a catalogue of atom species, which were removed from tungsten carbide by the plasma. Another result is e.g. the atomic distributions of defects in iron chromium caused by the energetic neutrons. These microscopic results are used in data bases for multiscale modelling of fusion reactor materials, which has the aim to explain the macroscopic degradation in the materials. This thesis is therefore a relevant contribution to investigate the connection of microscopic and macroscopic radiation effects, which is one objective in fusion reactor materials research.

Stochastic ground motion simulation with geological site effects in damage asessment

Damage assessment of structures with a mechanical non linear model demands the representation of seismic action in terms of an accelerogram (dynamic analysis) or a response spectrum (pushover analysis). Stochastic ground motion simulation is largely used in regions where seismic strong-motion records are available in insufficient number. In this work we present a variation of the stochastic finite-fault method with dynamic corner frequency that includes the geological site effects. The method was implemented in a computer program named SIMULSIS that generate time series (accelerograms) and response spectra. The program was tested with the MW= 7.3 Landers earthquake (June 28, 1992) and managed to reproduce its effects. In the present work we used it to reproduce the effects of the 1980’s Azores earthquake (January 1, 1980) in several islands, with different possible local site conditions. In those places, the response spectra are presented and compared with the buildings damage observed.

Computer simulation methods to study interfacial tensions : from the Ising model to colloidal crystals

In condensed matter systems, the interfacial tension plays a central role for a multitude of phenomena. It is the driving force for nucleation processes, determines the shape and structure of crystalline structures and is important for industrial applications. Despite its importance, the interfacial tension is hard to determine in experiments and also in computer simulations. While for liquid-vapor interfacial tensions there exist sophisticated simulation methods to compute the interfacial tension, current methods for solid-liquid interfaces produce unsatisfactory results.rnrnAs a first approach to this topic, the influence of the interfacial tension on nuclei is studied within the three-dimensional Ising model. This model is well suited because despite its simplicity, one can learn much about nucleation of crystalline nuclei. Below the so-called roughening temperature, nuclei in the Ising model are not spherical anymore but become cubic because of the anisotropy of the interfacial tension. This is similar to crystalline nuclei, which are in general not spherical but more like a convex polyhedron with flat facets on the surface. In this context, the problem of distinguishing between the two bulk phases in the vicinity of the diffuse droplet surface is addressed. A new definition is found which correctly determines the volume of a droplet in a given configuration if compared to the volume predicted by simple macroscopic assumptions.rnrnTo compute the interfacial tension of solid-liquid interfaces, a new Monte Carlo method called ensemble switch method'' is presented which allows to compute the interfacial tension of liquid-vapor interfaces as well as solid-liquid interfaces with great accuracy. In the past, the dependence of the interfacial tension on the finite size and shape of the simulation box has often been neglected although there is a nontrivial dependence on the box dimensions. As a consequence, one needs to systematically increase the box size and extrapolate to infinite volume in order to accurately predict the interfacial tension. Therefore, a thorough finite-size scaling analysis is established in this thesis. Logarithmic corrections to the finite-size scaling are motivated and identified, which are of leading order and therefore must not be neglected. The astounding feature of these logarithmic corrections is that they do not depend at all on the model under consideration. Using the ensemble switch method, the validity of a finite-size scaling ansatz containing the aforementioned logarithmic corrections is carefully tested and confirmed. Combining the finite-size scaling theory with the ensemble switch method, the interfacial tension of several model systems, ranging from the Ising model to colloidal systems, is computed with great accuracy.