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


Computer Science - Computational Engineering; Finance; and Science Publications

This article provides an introduction to and review of the field of computer-aided molecular design (CAMD). It is intended to be approachable for the absolute beginner as well as useful to the seasoned CAMD practitioner. We begin by discussing various quantitative structure-property relationships (QSPRs) which have been demonstrated to work well with CAMD problems. Read More

We are concerned with finite element modeling of geometrically non-linear laminated glass beams consisting of stiff elastic glass layers connected with compliant polymeric interlayer of temperature-sensitive viscoelastic behavior. In particular, four layerwise theories are introduced in this paper, which differ in the non-linear beam formulation used at the layer level (von K\'{a}rm\'{a}n/Reissner) and in constitutive assumptions used for interlayer (viscoelastic solid with time-independent bulk modulus/Poisson ratio). We show that all formulations deliver practically identical responses for simply-supported and fixed-end three-layer beams. Read More

In this paper, we study a day ahead double energy auction in a distribution system involving dispatchable generation units, renewable generation units supported by battery storage systems(BSSs), fixed loads, price responsive loads, and supply from the Whole Sale Market(WSM) at Locational Marginal Price(LMP). The auction is implemented within a Distribution System Operator (DSO) premises using Mixed Integer Linear Programming (MIP). The proposed auction is cleared at the Distribution LMP (DLMP) and is observed to be weakly budget balanced if no penalty is applied for DSO's deviation from originally committed supply from the WSM. Read More

This paper presents a novel algorithm for uncertainty quantification of water distribution system measurement data including nodal demands/consumptions as well as real pressure and flow measurements. This procedure, referred to as Confidence Limit Analysis (CLA), is concerned with a deployment of a Least Squares (LS) state estimator based on the loop corrective flows and the variation of nodal demands as independent variables. The confidence limits obtained for the nodal pressures and the inflows/outflows of a water network are determined with the novel algorithm called Error Maximization (EM) method and are evaluated with respect to two other more established CLA algorithms based on an Experimental Sensitivity Matrix (ESM) and on the sensitivity matrix method obtained with the LS nodal heads equations state estimator. Read More

For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to ferromagnetic materials involved. In this paper, a generalized Schur-complement is applied to the magnetic vector potential formulation, which converts a differential-algebraic equation system of index 1 into a system of ordinary differential equations (ODE) with reduced stiffness. For the time integration of this ODE system of equations, the explicit Euler method is applied. Read More

We present OpenRBC, a coarse-grained molecular dynamics code, which is capable of performing an unprecedented in silico experiment --- simulating an entire mammal red blood cell lipid bilayer and cytoskeleton as modeled by 4 million mesoscopic particles --- using a single shared memory commodity workstation. To achieve this, we invented an adaptive spatial-searching algorithm to accelerate the computation of short-range pairwise interactions in an extremely sparse 3D space. The algorithm is based on a Voronoi partitioning of the point cloud of coarse-grained particles, and is continuously updated over the course of the simulation. Read More

This paper presents several test cases intended to be benchmarks for numerical schemes for single-phase fluid flow in fractured porous media. A number of solution strategies are compared, including a vertex and a cell-centered finite volume method, a non-conforming embedded discrete fracture model, a primal and a dual extended finite element formulation, and a mortar discrete fracture model. The proposed benchmarks test the schemes by increasing the difficulties in terms of network geometry, e. Read More

The paper derives and analyses the (semi-)discrete dispersion relation of the Parareal parallel-in-time integration method. It investigates Parareal's wave propagation characteristics with the aim to better understand what causes the well documented stability problems for hyperbolic equations. The analysis shows that the instability is caused by convergence of the amplification factor to the exact value from above for medium to high wave numbers. Read More

A high-resolution finite volume method approach to incorporating time-dependent slip across rectangular subfaults when modeling general fault geometry is presented. The fault slip is induced by a modification of the Riemann problem to the linear elasticity equations across cell interfaces aligned with the subfaults. This is illustrated in the context of the high-resolution wave-propagation algorithms that are implemented in the open source Clawpack software (www. Read More

Here, we present the concept of an open virtual prototyping framework for maritime systems and operations that enables its users to develop re-usable component or subsystem models, and combine them in full-system simulations for prototyping, verification, training, and performance studies. This framework consists of a set of guidelines for model coupling, high-level and low-level coupling interfaces to guarantee interoperability, a full-system simulation software, and example models and demonstrators. We discuss the requirements for such a framework, address the challenges and the possibilities in fulfilling them, and aim to give a list of best practices for modular and efficient virtual prototyping and full-system simulation. Read More

A review of the properties that bond the particles under Lennard Jones Potential allow to states properties and conditions for building evolutive algorithms using the CB lattice with other different lattices. The new lattice is called CB lattice and it is based on small cubes. A set of propositions states convergence and optimal conditions over the CB lattice for an evolutionary algorithm. Read More

Motif finding in DNA, RNA and proteins plays an important role in life science research. Recent patents concerning motif finding in the biomolecular data are recorded in the DNA Patent Database which serves as a resource for policy makers and members of the general public interested in fields like genomics, genetics and biotechnology. In this paper we present a computational approach to mining for RNA tertiary motifs in genomic sequences. Read More

This report describes the computation of gradients by algorithmic differentiation for statistically optimum beamforming operations. Especially the derivation of complex-valued functions is a key component of this approach. Therefore the real-valued algorithmic differentiation is extended via the complex-valued chain rule. Read More

Biological cells are the prototypical example of active matter. Cells sense and respond to mechanical, chemical and electrical environmental stimuli with a range of behaviors, including dynamic changes in morphology and mechanical properties, chemical uptake and secretion, cell differentiation, proliferation, death, or migration. Modeling and simulation of such dynamic phenomena poses a number of computational challenges. Read More

This paper presents a non-parametric approach for segmenting trees from airborne LiDAR data in deciduous forests. Based on the LiDAR point cloud, the approach collects crown information such as steepness and height on-the-fly to delineate crown boundaries, and most importantly, does not require a priori assumptions of crown shape and size. The approach segments trees iteratively starting from the tallest within a given area to the smallest until all trees have been segmented. Read More

This paper presents a distributed approach that scales up to segment tree crowns within a LiDAR point cloud representing an arbitrarily large forested area. The approach uses a single-processor tree segmentation algorithm as a building block in order to process the data delivered in the shape of tiles in parallel. The distributed processing is performed in a master-slave manner, in which the master maintains the global map of the tiles and coordinates the slaves that segment tree crowns within and across the boundaries of the tiles. Read More

Airborne LiDAR point cloud of a forest contains three dimensional data, from which vertical stand structure (including information about under-story trees) can be derived. This paper presents a segmentation approach for multi-story stands that strips the point cloud to its canopy layers, identifies individual tree segments within each layer using a DSM-based tree identification method as a building block, and combines the segments of immediate layers in order to fix potential over-segmentation of tree crowns across the layers. We introduce local layering that analyzes the vertical distributions of LiDAR points within their local neighborhoods in order to locally determine the height thresholds for layering the canopy. Read More

Electro-quasistatic field problems involving nonlinear materials are commonly discretized in space using finite elements. In this paper, it is proposed to solve the resulting system of ordinary differential equations by an explicit Runge-Kutta-Chebyshev time-integration scheme. This mitigates the need for Newton-Raphson iterations, as they are necessary within fully implicit time integration schemes. Read More

In this work we continue the investigation of different approaches to conception and modeling of composite materials. The global method we focus on, is called 'stochastic homogenization'. In this approach, the classical deterministic \emph{homogenization} techniques and procedures are used to compute the macroscopic parameters of a composite starting from its microscopic properties. Read More

This paper presents three different constitutive approaches to model thin rotation-free shells based on the Kirchhoff-Love hypothesis. One approach is based on numerical integration through the shell thickness while the other two approaches do not need any numerical integration and so they are computationally more efficient. The formulation is designed for large deformations and allows for geometrical and material nonlinearities, which makes it very suitable for the modeling of soft tissues. Read More

We develop a framework to uncover and analyze dynamical anomalies from massive, nonlinear and non-stationary time series data. The framework consists of three steps: preprocessing of massive data sets to eliminate erroneous data segments, application of the empirical mode decomposition and Hilbert transform paradigm to obtain the fundamental components embedded in the time series at distinct time scales, and statistical/scaling analysis of the components. As a case study, we apply our framework to detecting and characterizing high frequency oscillations (HFOs) from a big database of rat EEG recordings. Read More

When comparing measurements to numerical simulations of moisture transfer through porous materials a rush of the experimental moisture front is commonly observed in several works shown in the literature, with transient models that consider only the diffusion process. Thus, to overcome the discrepancies between the experimental and the numerical models, this paper proposes to include the moisture advection transfer in the governing equation. To solve the advection-diffusion differential equation, it is first proposed two efficient numerical schemes and their efficiencies are investigated for both linear and nonlinear cases. Read More

The immersed boundary (IB) method is an approach to fluid-structure interaction (FSI) that uses a Lagrangian description of the structural deformations, stresses, and forces along with an Eulerian description of the momentum, viscosity, and incompressibility of the fluid-structure system. Originally, the IB method for FSI described the immersed structure using systems of elastic fibers discretized as collections of points connected by springs and beams. Extensions of the classical IB method also have been introduced, including approaches that use finite element (FE) methods for the structural elasticity. Read More

Reconstructing brain activity through electroencephalography requires a boundary value problem (BVP) solver to take a proposed distribution of current dipoles within the brain and compute the resulting electrostatic potential on the scalp. This article proposes the use of sequential kriging optimization to identify different optimal BVP solver parameters for dipoles located in isolated sections of the brain by considering the cumulative impact of randomly oriented dipoles within a chosen isolated section. We attempt preemptive termination of parametrizations suggested during the sequential kriging optimization which, given the results to that point, seem unlikely to produce high quality solutions. Read More

Characterizing patient somatic mutations through next-generation sequencing technologies opens up possibilities for refining cancer subtypes. However, catalogues of mutations reveal that only a small fraction of the genes are altered frequently in patients. On the other hand different genomic alterations may perturb the same pathways. Read More

We propose an algorithm for the non-negative factorization of an occurrence tensor built from heterogeneous networks. We use l0 norm to model sparse errors over discrete values (occurrences), and use decomposed factors to model the embedded groups of nodes. An efficient splitting method is developed to optimize the nonconvex and nonsmooth objective. Read More

Nanoindentation involves probing a hard diamond tip into a material, where the load and the displacement experienced by the tip is recorded continuously. This load-displacement data is a direct function of material's innate stress-strain behavior. Thus, theoretically it is possible to extract mechanical properties of a material through nanoindentation. Read More

This article is intended to an introductory lecture in material physics, in which the modern computational group theory and the electronic structure calculation are in collaboration. The effort of mathematicians in field of the group theory, have ripened as a new trend, called "computer algebra", outcomes of which now can be available as handy computational packages, and would also be useful to physicists with practical purposes. This article, in the former part, explains how to use the computer algebra for the applications in the solid-state simulation, by means of one of the computer algebra package, the GAP system. Read More

In this article, we present a one-field monolithic fictitious domain (FD) method for simulation of general fluid-structure interactions (FSI). One-field means only one velocity field is solved in the whole domain, based upon the use of an appropriate L2 projection. Monolithic means the fluid and solid equations are solved synchronously (rather than sequentially). Read More

This paper presents the development of a hybrid learning system based on Support Vector Machines (SVM), Adaptive Neuro-Fuzzy Inference System (ANFIS) and domain knowledge to solve prediction problem. The proposed two-stage Domain Knowledge based Fuzzy Information System (DKFIS) improves the prediction accuracy attained by ANFIS alone. The proposed framework has been implemented on a noisy and incomplete dataset acquired from a hydrocarbon field located at western part of India. Read More

European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Read More

In this paper, an active control policy design for a fractional order (FO) financial system is attempted, considering multiple conflicting objectives. An active control template as a nonlinear state feedback mechanism is developed and the controller gains are chosen within a multi-objective optimization (MOO) framework to satisfy the conditions of asymptotic stability, derived analytically. The MOO gives a set of solutions on the Pareto optimal front for the multiple conflicting objectives that are considered. Read More

The direct geodesic problem on an oblate spheroid is described as an initial value problem and is solved numerically in geodetic and Cartesian coordinates. The geodesic equations are formulated by means of the theory of differential geometry. The initial value problem under consideration is reduced to a system of first-order ordinary differential equations, which is solved using a numerical method. Read More

Predictive simulations are crucial for the success of many subsurface applications, and it is highly desirable to obtain accurate non-negative solutions for transport equations in these numerical simulations. In this paper, we propose a computational framework based on the variational inequality (VI) which can also be used to enforce important mathematical properties (e.g. Read More

In electromagnetic simulations of magnets and machines one is often interested in a highly accurate and local evaluation of the magnetic field uniformity. Based on local post-processing of the solution, a defect correction scheme is proposed as an easy to realize alternative to higher order finite element or hybrid approaches. Radial basis functions (RBF)s are key for the generality of the method, which in particular can handle unstructured grids. Read More

This work is related to PHG (Parallel Hierarchical Grid). PHG is a toolbox for developing parallel adaptive finite element programs, which is under active development at the State Key Laboratory of Scientific and Engineering Computing. The main results of this work are as follows. Read More

Uncertainty quantification plays an important role in biomedical engineering as measurement data is often unavailable and literature data shows a wide variability. Using state-of-the-art methods one encounters difficulties when the number of random inputs is large. This is the case, e. Read More

Reliability theory is used to assess the sensitivity of a passive flexion and active flexion of the human lower leg Finite Element (FE) models with Total Knee Replacement (TKR) to the variability in the input parameters of the respective FE models. The sensitivity of the active flexion simulating the stair ascent of the human lower leg FE model with TKR was presented before in [1,2] whereas now in this paper a comparison is made with the passive flexion of the human lower leg FE model with TKR. First, with the Monte Carlo Simulation Technique (MCST), a number of randomly generated input data of the FE model(s) are obtained based on the normal standard deviations of the respective input parameters. Read More

We employ Maxwell's equations formulated in Space-Time Algebra to perform discretization of moving geometries directly in space-time. All the derivations are carried out without any non-relativistic assumptions, thus the application area of the scheme is not restricted to low velocities. The 4D mesh construction is based on a 3D mesh stemming from a conventional 3D mesh generator. Read More

The spatially discretized magnetic vector potential formulation of magnetoquasistatic field problems is transformed from an infinitely stiff differential algebraic equation system into a finitely stiff ordinary differential equation (ODE) system by application of a generalized Schur complement for nonconducting parts. The ODE can be integrated in time using explicit time integration schemes, e.g. Read More

Recently, the authors have proposed a novel all-angle beam contact (ABC) formulation that combines the advantages of existing point and line contact models in a variationally consistent manner. However, the ABC formulation has so far only been applied in combination with a special torsion-free beam model, which yields a very simple and efficient finite element formulation, but which is restricted to initially straight beams with isotropic cross-sections. In order to abstain from these restrictions, the current work combines the ABC formulation with a geometrically exact Kirchhoff-Love beam element formulation that is capable of treating even the most general cases of slender beam problems in terms of initial geometry and external loads. Read More

Unlike nonlocal models, there is no need to introduce an internal length in the constitutive law for lattice model at the mesoscopic scale. Actually, the internal length is not explicitly introduced but rather governed by the mesostructure characteristics themselves. The influence of the mesostructure on the width of the fracture process zone which is assumed to be correlated to the characteristic length of the homogenized quasi-brittle material is studied. Read More

Using the traditional surface integral methods, the computation of scattering from a dielectric object requires two equivalent current densities on the boundary of the dielectric. In this paper, we present an approach that requires only a single current density. Our method is based on a surface admittance operator and is applicable to dielectric bodies of arbitrary shape. Read More

Transformer terminal equivalents obtained via admittance measurements are suitable for simulating high-frequency transient interaction between the transformer and the network. This paper augments the terminal equivalent approach with a measurement-based voltage transfer function model which permits calculation of voltages at internal points in the regulating winding. The approach is demonstrated for a single-phase three-winding transformer in tap position Nom+ with inclusion of three internal points in the regulating winding that represent the mid-point and the two extreme ends. Read More

We present a particle-based framework for estimating the position of a vehicle using map information and measurements of speed. Two measurement functions are considered. The first is based on the assumption that the lateral force on the vehicle does not exceed critical limits derived from physical constraints. Read More

A data model to store and retrieve surface watershed boundaries using graph theoretic approaches is proposed. This data model integrates output from a standard digital elevation models (DEM) derived stream catchment boundaries, and vector representation of stream centerlines then applies them to three novel algorithms. The first is called Modified Nested Set (MNS), which is a depth first graph traversal algorithm that searches across stream reaches (vertices) and stream junctions (edges) labeling vertices by their discovery time, finish time, and distance from the root. Read More

A fundamental building block for supporting better utilization of radio spectrum involves predicting the impact that an emitter will have at different geographic locations. To this end, fixed sensors can be deployed to spatially sample the RF environment over an area of interest, with interpolation methods used to infer received power at locations between sensors. This paper describes a radio map interpolation method that exploits the known properties of most path loss models, with the aim of minimizing the RMS errors in predicted dB-power. Read More

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique to quantify the uncertainties caused by process variations. Despite their superior efficiency over Monte Carlo for many design cases, these algorithms suffer from the curse of dimensionality; i. Read More

The concept of scalability analysis of numerical parallel applications has been revisited, with the specific goals defined for the performance estimation of research applications. A series of Community Climate Model System (CCSM) numerical simulations were used to test the several MPI implementations, determine optimal use of the system resources, and their scalability. The scaling capacity and model throughput performance metrics for $N$ cores showed a log-linear behavior approximated by a power fit in the form of $C(N)=bN^a$, where $a$ and $b$ are two empirical constants. Read More

Portfolio optimisation typically aims to provide an optimal allocation that minimises risk, at a given return target, by diversifying over different investments. However, the potential scope of such risk diversification can be limited if investments are concentrated in only one country, or more specifically one currency. Multi-currency portfolio is an alternative to achieve higher returns and more diversified portfolios but it requires a careful management of the entailed risks from changes in exchange rates. Read More