Computer Science - Computational Engineering; Finance; and Science Publications (50)


Computer Science - Computational Engineering; Finance; and Science Publications

A new approach to turbulence simulation, based on a combination of large-eddy simulation (LES) for the whole flow and an array of non-space-filling quasi-direct numerical simulations (QDNS), which sample the response of near-wall turbulence to large-scale forcing, is proposed and evaluated. The technique overcomes some of the cost limitations of turbulence simulation, since the main flow is treated with a coarse-grid LES, with the equivalent of wall functions supplied by the near-wall sampled QDNS. Two cases are tested, at friction Reynolds number Re$_\tau$=4200 and 20,000. Read More

The Kundu-Eckhaus equation is a nonlinear partial differential equation which seems in the quantum field theory, weakly nonlinear dispersive water waves and nonlinear optics. In spite of its importance, exact solution to this nonlinear equation are rarely found in literature. In this work, we solve this equation and present a new approach to obtain the solution by means of the combined use of the Adomian Decomposition Method and the Laplace Transform (LADM). Read More

This paper introduces a novel boundary integral approach of shape uncertainty quantification for the Helmholtz scattering problem in the framework of the so-called parametric method. The key idea is to form a low-dimensional spatial embedding within the family of uncertain boundary deformations via the Coarea formula. The embedding, essentially, encompasses any irregular behavior of the boundary deformations and facilitates a low-dimensional integration rule capturing the bulk variation of output functionals defined on the boundary. Read More

We present an error-controlled mesh refinement procedure for needle insertion simulation and apply it to the simulation of electrode implantation for deep brain stimulation, including brain shift. Our approach enables to control the error in the computation of the displacement and stress fields around the needle tip and needle shaft by suitably refining the mesh, whilst maintaining a coarser mesh in other parts of the domain. We demonstrate through academic and practical examples that our approach increases the accuracy of the displacement and stress fields around the needle without increasing the computational expense. Read More

We introduce a hybridizable discontinuous Galerkin method for the incompressible Navier--Stokes equations for which the approximate velocity field is pointwise divergence-free. The method proposed here builds on the method presented by Labeur and Wells [SIAM J. Sci. Read More

Energy disaggregation or Non-Intrusive Load Monitoring (NILM) addresses the issue of extracting device-level energy consumption information by monitoring the aggregated signal at one single measurement point without installing meters on each individual device. Energy disaggregation can be formulated as a source separation problem where the aggregated signal is expressed as linear combination of basis vectors in a matrix factorization framework. In this paper, an approach based on Sum-to-k constrained Non-negative Matrix Factorization (S2K-NMF) is proposed. Read More

Skew bridges are common in highways and railway lines when non perpendicular crossings are encountered. The structural effect of skewness is an additional torsion on the bridge deck which may have a considerable effect, making its analysis and design more complex. In this paper, an analytical model following 3D beam theory is firstly derived in order to evaluate the dynamic response of skew bridges under moving loads. Read More

This paper introduces a cost-effective strategy to simulate the behavior of laminated plates by means of isogeometric 3D solid elements. Exploiting the high continuity of spline functions and their properties, a proper out-of-plane stress state is recovered from a coarse displacement solution using a post-processing step based on the enforcement of equilibrium in strong form. Appealing results are obtained and the method is shown to be particularly Peffective on slender composite stacks with a large number of layers. Read More

The ab initio description of the spectral interior of the absorption spectrum poses both a theoretical and computational challenge for modern electronic structure theory. Due to the often spectrally dense character of this domain in the quantum propagator's eigenspectrum for medium-to-large sized systems, traditional approaches based on the partial diagonalization of the propagator often encounter oscillatory and stagnating convergence. Alternatively, electronic structure methods which solve the molecular response problem through the solution of spectrally shifted linear systems, such as the complex polarization propagator, offer an alternative approach which is agnostic to the underlying spectral density or domain location. Read More

Rational filter functions improve convergence of contour-based eigensolvers, a popular algorithm family for the solution of the interior eigenvalue problem. We present an optimization method of these rational filters in the Least-Squares sense. Our filters out-perform existing filters on a large and representative problem set, which we show on the example of FEAST. Read More

In this paper we present the co-simulation of a PID class power converter controller and an electrical circuit by means of the waveform relaxation technique. The simulation of the controller model is characterized by a fixed-time stepping scheme reflecting its digital implementation, whereas a circuit simulation usually employs an adaptive time stepping scheme in order to account for a wide range of time constants within the circuit model. In order to maintain the characteristic of both models as well as to facilitate model replacement, we treat them separately by means of input/output relations and propose an application of a waveform relaxation algorithm. Read More

Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. Read More

Seismic data denoising is vital to geophysical applications and the transform-based function method is one of the most widely used techniques. However, it is challenging to design a suit- able sparse representation to express a transform-based func- tion group due to the complexity of seismic data. In this paper, we apply a seismic data denoising method based on learning- type overcomplete dictionaries which uses two-dimensional sparse coding (2DSC). Read More

Data missing is an common issue in seismic data, and many methods have been proposed to solve it. In this paper, we present the low-tubal-rank tensor model and a novel tensor completion algorithm to recover 3D seismic data. This is a fast iterative algorithm, called Tubal-Alt-Min which completes our 3D seismic data by exploiting the low-tubal-rank property expressed as the product of two much smaller tensors. Read More

In this paper, we present a two-stage stochastic international portfolio optimisation model to find an optimal allocation for the combination of both assets and currency hedging positions. Our optimisation model allows a "currency overlay", or a deviation of currency exposure from asset exposure, to provide flexibility in hedging against, or in speculation using, currency exposure. The transaction costs associated with both trading and hedging are also included. Read More

This paper introduces a parametric level-set method for tomographic reconstruction of partially discrete images. Such images consist of a continuously varying background and an anomaly with a constant (known) grey-value. We represent the geometry of the anomaly using a level-set function, which we represent using radial basis functions. Read More

We present an algorithm for crime prediction based on the near-repeat victimization model solved by a Green's function scheme. The Green's function is generated from spatio-temporal correlations of a density of crime events in a historical dataset. We examine the accuracy of our method by applying it to the open data of burglaries in Chicago and New York City. Read More

Problems in modeling and simulation require significantly different workflow management technologies than standard grid-based workflow management systems. Computational scientists typically interact with simulation software in a feedback driven way were solutions and workflows are developed iteratively and simultaneously. This work describes common activities in workflows and how combinations of these activities form unique workflows. Read More

In this paper, we propose a novel method to estimate and characterize spatial variations on dies or wafers. This new technique exploits recent developments in matrix completion, enabling estimation of spatial variation across wafers or dies with a small number of randomly picked sampling points while still achieving fairly high accuracy. This new approach can be easily generalized, including for estimation of mixed spatial and structure or device type information. Read More

Generation and load balance is required in the economic scheduling of generating units in the smart grid. Variable energy generations, particularly from wind and solar energy resources, are witnessing a rapid boost, and, it is anticipated that with a certain level of their penetration, they can become noteworthy sources of uncertainty. As in the case of load demand, energy forecasting can also be used to mitigate some of the challenges that arise from the uncertainty in the resource. Read More

Understanding the interaction between the valves and walls of the heart is important in assessing and subsequently treating heart dysfunction. With advancements in cardiac imaging, nonlinear mechanics and computational techniques, it is now possible to explore the mechanics of valve-heart interactions using anatomically and physiologically realistic models. This study presents an integrated model of the mitral valve (MV) coupled to the left ventricle (LV), with the geometry derived from in vivo clinical magnetic resonance images. Read More

Although implicit methods require extra calculation, they have been largely used for obtaining numerical approximations of time-dependent differential conservation equations in the building science domain, thanks to their stability conditions that enable the use of larger time steps. Nevertheless, they require important sub-iterations when dealing with highly nonlinear problems such as the combined heat and moisture transfer through porous building elements or when the whole-building is simulated and there is important coupling among the building elements themselves and among neighbouring zones and HVAC systems. On the other hand, the classical explicit Euler scheme is generally not used because its stability condition imposes very fine time discretisation. Read More

The immersed boundary (IB) method is a mathematical and numerical framework for problems of fluid-structure interaction, treating the particular case in which an elastic structure is immersed in a viscous incompressible fluid. The IB approach to such problems is to describe the elasticity of the immersed structure in Lagrangian form, and to describe the momentum, viscosity, and incompressibility of the coupled fluid-structure system in Eulerian form. Interaction between Lagrangian and Eulerian variables is mediated by integral equations with Dirac delta function kernels. Read More

This paper presents real-time vibration based identification technique using measured frequency response functions(FRFs) under random vibration loading. Artificial Neural Networks (ANNs) are trained to map damage fingerprints to damage characteristic parameters. Principal component statistical analysis(PCA) technique was used to tackle the problem of high dimensionality and high noise of data, which is common for industrial structures. Read More

We introduce a new dominance concept consisting of three new dominance metrics based on Lloyd's (1967) mean crowding index. The new metrics link communities and species, whereas existing ones are applicable only to communities. Our community-level metric is a function of Simpson's diversity index. Read More

In the present study, a general probabilistic design framework is developed for cyclic fatigue life prediction of metallic hardware using methods that address uncertainty in experimental data and computational model. The methodology involves (i) data from fatigue tests conducted on coupons of Ti6Al4V material; (ii) continuum damage mechanics based material constitutive models to simulate cyclic fatigue behavior of material; (iii) variance-based global sensitivity analysis; (iv) Bayesian framework for model calibration and uncertainty quantification; and (v) computational life prediction and probabilistic design decision making under uncertainty. The outcomes of computational analyses using the experimental data prove the feasibility of the probabilistic design methods for model calibration in presence of incomplete and noisy data. Read More

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite non-convexities in the feasible region. As a side result, we present a new characterization of the conflict separation condition in the form of disjunctive linear constraints. Read More

Cell injection is a technique in the domain of biological cell micro-manipulation for the delivery of small volumes of samples into the suspended or adherent cells. It has been widely applied in various areas, such as gene injection, in-vitro fertilization (IVF), intracytoplasmic sperm injection (ISCI) and drug development. However, the existing manual and semi-automated cell injection systems require lengthy training and suffer from high probability of contamination and low success rate. Read More

With the increasing rate of power consumption, many new distribution systems need to be constructed to accommodate connecting the new consumers to the power grid. On the other hand, the increasing penetration of renewable distributed generation (DG) resources into the distribution systems and the necessity of optimally place them in the network can dramatically change the problem of distribution system planning and design. In this paper, the problem of optimal distribution system planning including conductor sizing, DG placement, alongside with placement and sizing of shunt capacitors is studied. Read More

This paper proposes a novel method to automatically enforce controls and limits for Voltage Source Converter (VSC) based multi-terminal HVDC in the Newton power flow iteration process. A general VSC MT-HVDC model with primary PQ or PV control and secondary voltage control is formulated. Both the dependent and independent variables are included in the propose formulation so that the algebraic variables of the VSC MT-HVDC are adjusted simultaneously. Read More

Magnetic Resonance Imaging (MRI) is a widely applied non-invasive imaging modality based on non-ionizing radiation which gives excellent images and soft tissue contrast of living tissues. We consider the modified Bloch problem as a model of MRI for flowing spins in an incompressible flow field. After establishing the well-posedness of the corresponding evolution problem, we analyze its spatial semidiscretization using discontinuous Galerkin methods. Read More

Cosimulation methods allow combination of simulation tools of physical systems running in parallel to act as a single simulation environment for a big system. As data is passed across subsystem boundaries instead of solving the system as one single equation system, it is not ensured that systemwide balances are fulfilled. If the exchanged data is a flow of a conserved quantity, approximation errors can accumulate and make simulation results inaccurate. Read More

A numerical method for particle-laden fluids interacting with a deformable solid domain and mobile rigid parts is proposed and implemented in a full engineering system. The fluid domain is modeled with a lattice Boltzmann representation, the particles and rigid parts are modeled with a discrete element representation, and the deformable solid domain is modeled using a Lagrangian mesh. The main issue of this work, since separately each of these methods is a mature tool, is to develop coupling and model-reduction approaches in order to efficiently simulate coupled problems of this nature, as occur in various geological and engineering applications. Read More

Flight delays have a negative effect on airlines, airports and passengers. Their prediction is crucial during the decision-making process for all players of commercial aviation. Moreover, the development of accurate prediction models for flight delays became cumbersome due to the complexity of air transportation system, the amount of methods for prediction, and the deluge of data related to such system. Read More

This volume contains the proceedings of MARS 2017, the second workshop on Models for Formal Analysis of Real Systems, held on April 29, 2017 in Uppala, Sweden, as an affiliated workshop of ETAPS 2017, the European Joint Conferences on Theory and Practice of Software. The workshop emphasises modelling over verification. It aims at discussing the lessons learned from making formal methods for the verification and analysis of realistic systems. Read More

Gene regulation is a series of processes that control gene expression and its extent. The connections among genes and their regulatory molecules, usually transcription factors, and a descriptive model of such connections, are known as gene regulatory networks (GRNs). Elucidating GRNs is crucial to understand the inner workings of the cell and the complexity of gene interactions. Read More

We present an efficient solver for diffeomorphic image registration problems in the framework of Large Deformations Diffeomorphic Metric Mappings (LDDMM). We use an optimal control formulation, in which the velocity field of a hyperbolic PDE needs to be found such that the distance between the final state of the system (the transformed/transported template image) and the observation (the reference image) is minimized. Our solver supports both stationary and non-stationary (i. Read More

This study presents a meshless-based local reanalysis (MLR) method. The purpose of this study is to extend reanalysis methods to the Kriging interpolation meshless method due to its high efficiency. In this study, two reanalysis methods: combined approximations CA) and indirect factorization updating (IFU) methods are utilized. Read More

Multiscale optimization is an attractive research field recently. For the most of optimization tools, design parameters should be updated during a close loop. Therefore, a simple Python code is programmed to obtain effective properties of Representative Volume Element (RVE) under Periodic Boundary Conditions (PBCs). Read More

The eigenvalue of a Hamiltonian, $\mathcal{H}$, can be estimated through the phase estimation algorithm given the matrix exponential of the Hamiltonian, $exp(-i\mathcal{H})$. The difficulty of this exponentiation impedes the applications of the phase estimation algorithm particularly when $\mathcal{H}$ is composed of non-commuting terms. In this paper, we present a method to use the Hamiltonian matrix directly in the phase estimation algorithm by using an ancilla based framework: In this framework, we also show how to find the power of the Hamiltonian matrix-which is necessary in the phase estimation algorithm-through the successive applications. Read More

The most recent financial upheavals have cast doubt on the adequacy of some of the conventional quantitative risk management strategies, such as VaR (Value at Risk), in many common situations. Consequently, there has been an increasing need for verisimilar financial stress testings, namely simulating and analyzing financial portfolios in extreme, albeit rare scenarios. Unlike conventional risk management which exploits statistical correlations among financial instruments, here we focus our analysis on the notion of probabilistic causation, which is embodied by Suppes-Bayes Causal Networks (SBCNs), SBCNs are probabilistic graphical models that have many attractive features in terms of more accurate causal analysis for generating financial stress scenarios. Read More

A conceptual and computational framework is proposed for modelling of human sensorimotor control, and is exemplified for the sensorimotor task of steering a car. The framework emphasises control intermittency, and extends on existing models by suggesting that the nervous system implements intermittent control using a combination of (1) motor primitives, (2) prediction of sensory outcomes of motor actions, and (3) evidence accumulation of prediction errors. It is shown that approximate but useful sensory predictions in the intermittent control context can be constructed without detailed forward models, as a superposition of simple prediction primitives, resembling neurobiologically observed corollary discharges. Read More

We apply two recently formulated mathematical techniques, Slow-Fast Decomposition (SFD) and Spectral Submanifold (SSM) reduction, to a von Karman beam with geometric nonlinearities and viscoelastic damping. SFD identifies a global slow manifold in the full system which attracts solutions at rates faster than typical rates within the manifold. An SSM, the smoothest nonlinear continuation of a linear modal subspace, is then used to further reduce the beam equations within the slow manifold. Read More

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic differentiation can be used. In between formal derivation and standard numerical schemes, this approach is based on software solutions applying mechanically the chain rule to obtain an exact value for the desired derivative. Read More

Markov chain model is widely applied in many fields, especially the field of prediction. The classical Discrete-time Markov chain(DTMC) is a widely used method for prediction. However, the classical DTMC model has some limitation when the system is complex with uncertain information or state space is not discrete. Read More

In this paper, we present a parallel numerical algorithm for solving the phase field crystal equation. In the algorithm, a semi-implicit finite difference scheme is derived based on the discrete variational derivative method. Theoretical analysis is provided to show that the scheme is unconditionally energy stable and can achieve second-order accuracy in both space and time. Read More

We present a computer-assisted proof of heteroclinic connections in the one-dimensional Ohta-Kawasaki model of diblock copolymers. The model is a fourth-order parabolic partial differential equation subject to homogeneous Neumann boundary conditions, which contains as a special case the celebrated Cahn-Hilliard equation. While the attractor structure of the latter model is completely understood for one-dimensional domains, the diblock copolymer extension exhibits considerably richer long-term dynamical behavior, which includes a high level of multistability. Read More

The development of a system that would ease the diagnosis of heart diseases would also fasten the work of the cardiologic department in hospitals and facilitate the monitoring of patients with portable devices. This paper presents a tool for ECG signal analysis which is designed in Matlab. The Hermite transform domain is exploited for the analysis. Read More

The Landau collision integral is an accurate model for the small-angle dominated Coulomb collisions in fusion plasmas. We investigate a high order accurate, fully conservative, finite element discretization of the nonlinear multi-species Landau integral with adaptive mesh refinement using the PETSc library (www.mcs. Read More