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2010 International Conference in Information science and Applications, ICISA 2010

作者： Douglas, Craig C. Lee, Hyoseop Sheen, Dongwoo School of Energy Resources Mathematics Department University of Wyoming Laramie WY 82071-3036 United States Mathematics Department University of Wyoming Laramie WY 82071-3036 United States Department of Mathematics Interdisciplinary Program in Computational Science and Technology Seoul National University Seoul 151-747 Korea Republic of

ISBN: (纸本)9781424459438

We introduce an inverse problem for the local volatility model in option pricing. We solve the problem using the Levenberg-Marquardt algorithm and use the notion of the Fréchet derivative when calculating the Jacobian matrix. We analyze the existence of the Fréchet derivative and its numerical computation. To reduce the computational time of the inverse problem, a GP-GPU environment is considered for parallel computation. Numerical results confirm the validity and efficiency of the proposed method. ©2010 IEEE.

关键词： Inverse problems

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Medical knowledge mining from image data - Synthesis of medical image assessments for early stroke detection

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Machine Graphics and Vision 2010年第3期19卷 283-298页

作者： Koczkodaj, Waldemar W. Przelaskowski, Artur Szopinski, Kazimierz T. Laurentian University Department of Mathematics and Computer Science Sudbury ON P3E 2C6 Canada Institute of Radioelectronics Warsaw University of Technology Poland Department of Diagnostic Imaging Second Faculty of Medicine Medical University of Warsaw Poland Interdisciplinary Centre for Mathematical and Computational Modelling University of Warsaw Poland

The key issue of this study is synthesis of medical images and expert knowledge for early detection of a medical condition, such as stroke or cancer. Such synthesis is a missing link for making decisions during the diagnostic process. Knowledge mining in image databases can be enhanced by computing the relative importance of image features using pairwise comparisons. Computed weights can be systematically used for synthesis of various image features present in the same or different images.

关键词： Image enhancement

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Geometrical ambiguity of pair statistics. II. Heterogeneous media

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Physical Review E 2010年第1期82卷 011106-011106页

作者： Yang Jiao Frank H. Stillinger Salvatore Torquato Department of Chemistry and Department of Physics Princeton Institute for the Science and Technology of Materials Program in Applied and Computational Mathematics and Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA

In the first part of this series of two papers [Y. Jiao, F. H. Stillinger, and S. Torquato, Phys. Rev. E 81, 011105 (2010)], we considered the geometrical ambiguity of pair statistics associated with point configurations. Here we focus on the analogous problem for heterogeneous media (materials). Heterogeneous media are ubiquitous in a host of contexts, including composites and granular media, biological tissues, ecological patterns, and astrophysical structures. The complex structures of heterogeneous media are usually characterized via statistical descriptors, such as the n-point correlation function Sn. An intricate inverse problem of practical importance is to what extent a medium can be reconstructed from the two-point correlation function S2 of a target medium. Recently, general claims of the uniqueness of reconstructions using S2 have been made based on numerical studies, which implies that S2 suffices to uniquely determine the structure of a medium within certain numerical accuracy. In this paper, we provide a systematic approach to characterize the geometrical ambiguity of S2 for both continuous two-phase heterogeneous media and their digitized representations in a mathematically precise way. In particular, we derive the exact conditions for the case where two distinct media possess identical S2, i.e., they form a degenerate pair. The degeneracy conditions are given in terms of integral and algebraic equations for continuous media and their digitized representations, respectively. By examining these equations and constructing their rigorous solutions for specific examples, we conclusively show that in general S2 is indeed not sufficient information to uniquely determine the structure of the medium, which is consistent with the results of our recent study on heterogeneous-media reconstruction [Y. Jiao, F. H. Stillinger, and S. Torquato, Proc. Natl. Acad. Sci. U.S.A. 106, 17634 (2009)]. The analytical examples include complex patterns composed of building blo

关键词： Inverse problems

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Numerical simulation on a reacting flow of a small gas turbine combustor with various spray conditions

Numerical simulation on a reacting flow of a small gas turbi...

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2010 Asia-Pacific International Symposium on Aerospace technology, APISAT 2010

作者： Kim, Seihwan Jo, Sungjohyun Jeung, Inseuck Park, Heeho Na, Sangkwon Interdisciplinary Program in Computational Science and Technology Seoul National University Seoul Korea Republic of Department of Mechanical and Aerospace Engineering Seoul National University Seoul Korea Republic of Samsung Tech Win Co. Ltd. Gyeonggi Korea Republic of

ISBN: (纸本)9787561228999

According to the report, about 50% of helicopters in Korea are manufactured more than 30 years ago. For this reason, the large project on the development of the helicopter is proposed. In this research, relationship between the atomization properties and the characteristics of the reacting flow field in a small gas turbine engine are studied. In general, researches on the development of an injector need a lot of experiments. But those experiments always have the risks of explosion and an emission of toxic gases. Recently computational studies on a chemical reacting flow are widely used as the speed of CPU becomes faster. A spray structure can be expressed in terms of droplet size distribution, break-up length, spray angle, and penetration distance. Among those, the characteristics of the reacting flow field in the gas turbine engine according to various droplet sizes are investigated. Combustion chamber is modeled with 1. 3 million hybrid grid and n-pentane is used for the fuel. With those setting, spray droplet trajectory and temperature distribution are compared. For the cases with three different droplet's mean diameter, as the parcel size of the fuel decreases, reaction occurs faster in smaller area. But those small parcels cannot penetrate deeper, fuels is not equally distributed. Although heat transfer and diffusion occur, this inequality increases the pattern factor, important parameter on the combustor performance. Comparisons on the outlet temperature with two different sizes show that to get lower pattern factor, mean diameter of the spray parcels should be at least 80. This means that injection of smaller parcels than the specific value reduces overall performance of the engine. In this work, only the droplet size distribution and spray angle are considered. There are lots of variables to affect the injection properties, more researches are planed and we work on some of these.

关键词： CFD-ACE Gas turbine N-pentane Numerical simulation Reacting flow Subsonic

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Parallelized Local Volatility Estimation Using GP-GPU Hardware Acceleration

Parallelized Local Volatility Estimation Using GP-GPU Hardwa...

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International Conference on Information science and Applications (ICISA)

作者： Craig C. Douglas Hyoseop Lee Dongwoo Sheen School of Energy Resources and Mathematics Department University of Wurzburg Laramie WY USA Mathematics Department University of Wurzburg Laramie WY USA Department of Mathematics and Interdisciplinary Program in Computational Science & Technology Seoul National University Seoul South Korea

ISBN: (纸本)9781424459421;9781424459438

We introduce an inverse problem for the local volatility model in option pricing. We solve the problem using the Levenberg-Marquardt algorithm and use the notion of the Frechet derivative when calculating the Jacobian matrix. We analyze the existence of the Frechet derivative and its numerical computation. To reduce the computational time of the inverse problem, a GP-GPU environment is considered for parallel computation. Numerical results confirm the validity and efficiency of the proposed method.

关键词： Hardware Acceleration Concurrent computing mathematics Inverse problems Equations Mathematical model Pricing Closed-form solution Contracts

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Influence of nonequilibrium lipid transport, membrane compartmentalization, and membrane proteins on the lateral organization of the plasma membrane

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Physical Review E 2010年第1期81卷 011908-011908页

作者： Jun Fan Maria Sammalkorpi Mikko Haataja Department of Mechanical and Aerospace Engineering Princeton Institute for the Science and Technology of Materials (PRISM) and Program in Applied and Computational Mathematics (PACM) Princeton University Princeton New Jersey 08544 USA

Compositional lipid domains (lipid rafts) in plasma membranes are believed to be important components of many cellular processes. The mechanisms by which cells regulate the sizes, lifetimes, and spatial localization of these domains are rather poorly understood at the moment. We propose a robust mechanism for the formation of finite-sized lipid raft domains in plasma membranes, the competition between phase separation in an immiscible lipid system and active cellular lipid transport processes naturally leads to the formation of such domains. Simulations of a continuum model reveal that the raft size distribution is broad and the average raft size is strongly dependent on the rates of cellular and interlayer lipid transport processes. We demonstrate that spatiotemporal variations in the recycling may enable the cell to localize larger raft aggregates at specific parts along the membrane. Moreover, we show that membrane compartmentalization may further facilitate spatial localization of the raft domains. Finally, we demonstrate that local interactions with immobile membrane proteins can spatially localize the rafts and lead to further clustering.

关键词： Cell membranes

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Lipid Microdomains: Structural Correlations, Fluctuations, and Formation Mechanisms

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Physical Review Letters 2010年第11期104卷 118101-118101页

作者： Jun Fan Maria Sammalkorpi Mikko Haataja Department of Mechanical and Aerospace Engineering Princeton Institute for the Science and Technology of Materials (PRISM) Program in Applied and Computational Mathematics (PACM) Princeton University Princeton New Jersey 08544 USA

Compositional lipid microdomains (“lipid rafts”) in mammalian plasma membranes are believed to facilitate many important cellular processes. While several physically distinct scenarios predicting the presence of finite-sized microdomains in vivo have been proposed in the past, direct experimental verification or falsification of model predictions has remained elusive. Herein, we demonstrate that the combination of the spatial correlation and temporal fluctuation spectra of the lipid domains can be employed to unambiguously differentiate between the existing theoretical scenarios. Furthermore, the differentiation of the raft formation mechanisms using this methodology can be achieved by collecting data at physiologically relevant conditions without the need to tune control parameters.

关键词： Cell membranes

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Multistate modeling and simulation for regulatory networks 10

Multistate modeling and simulation for regulatory networks

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Simulation Winter Conference

作者： Zhen Liu Umme Juka Mobassera Clifford A. Shaffer Layne T. Watson Yang Cao Department of Computer Science Virginia Technology Blacksburg VA USA Program in Genetics Bioinformatics and Computational Biology Virginia Technology Blacksburg VA USA Department of Computer Science Department of Mathematics Virginia Technology Blacksburg VA USA

ISBN: (纸本)9781424498642

Many protein regulatory models contain chemical species best represented as having multiple states. Such models stem from the potential for multiple levels of phosphorylation or from the formation of multiprotein complexes. We seek to support such models by augmenting an existing modeling and simulation system. Interactions between multistate species can lead to a combinatorial explosion in the potential state space. This creates a challenge when using Gillespie's stochastic simulation algorithm (SSA). Both the network-free algorithm (NFA) and various rules-based methods have been proposed to more efficiently simulate such models. We show how to further improve NFA to integrate population-based and particle-based features. We then present a population-based scheme for the stochastic simulation of rule-based models. A complexity analysis is presented comparing the proposed simulation methods. We present numerical experiments for two sample models that demonstrate the power of the proposed simulation methods.

关键词： Mathematical model Biological system modeling Numerical models Chemicals Stochastic processes Equations Proteins

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Robust algorithm to generate a diverse class of dense disordered and ordered sphere packings via linear programming

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Physical Review E 2010年第6期82卷 061302-061302页

作者： S. Torquato Y. Jiao Department of Chemistry Department of Physics Princeton Center for Theoretical Science Princeton Institute for the Science and Technology of Materials Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA Department of Mechanical and Aerospace Engineering Princeton University Princeton New Jersey 08544 USA

We have formulated the problem of generating dense packings of nonoverlapping, nontiling nonspherical particles within an adaptive fundamental cell subject to periodic boundary conditions as an optimization problem called the adaptive-shrinking cell (ASC) formulation [S. Torquato and Y. Jiao, Phys. Rev. E 80, 041104 (2009)]. Because the objective function and impenetrability constraints can be exactly linearized for sphere packings with a size distribution in d-dimensional Euclidean space Rd, it is most suitable and natural to solve the corresponding ASC optimization problem using sequential-linear-programming (SLP) techniques. We implement an SLP solution to produce robustly a wide spectrum of jammed sphere packings in Rd for d=2, 3, 4, 5, and 6 with a diversity of disorder and densities up to the respective maximal densities. A novel feature of this deterministic algorithm is that it can produce a broad range of inherent structures (locally maximally dense and mechanically stable packings), besides the usual disordered ones (such as the maximally random jammed state), with very small computational cost compared to that of the best known packing algorithms by tuning the radius of the influence sphere. For example, in three dimensions, we show that it can produce with high probability a variety of strictly jammed packings with a packing density anywhere in the wide range [0.6, 0.7408…], where π/18=0.7408… corresponds to the density of the densest packing. We also apply the algorithm to generate various disordered packings as well as the maximally dense packings for d=2, 4, 5, and 6. Our jammed sphere packings are characterized and compared to the corresponding packings generated by the well-known Lubachevsky-Stillinger (LS) molecular-dynamics packing algorithm. Compared to the LS procedure, our SLP protocol is able to ensure that the final packings are truly jammed, produces disordered jammed packings with anomalously low densities, and is appreciably more robust an

关键词： Packing

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Densest local sphere-packing diversity: General concepts and application to two dimensions

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Physical Review E 2010年第4期81卷 041305-041305页

作者： Adam B. Hopkins Frank H. Stillinger Salvatore Torquato Department of Chemistry Department of Physics Princeton Institute for the Science and Technology of Materials Program in Applied and Computational Mathematics Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA and School of Natural Sciences Institute for Advanced Study Princeton New Jersey 08544 USA

The densest local packings of N identical nonoverlapping spheres within a radius Rmin(N) of a fixed central sphere of the same size are obtained using a nonlinear programming method operating in conjunction with a stochastic search of configuration space. The knowledge of Rmin(N) in d-dimensional Euclidean space Rd allows for the construction both of a realizability condition for pair-correlation functions of sphere packings and an upper bound on the maximal density of infinite sphere packings in Rd. In this paper, we focus on the two-dimensional circular disk problem. We find and present the putative densest packings and corresponding Rmin(N) for selected values of N up to N=348 and use this knowledge to construct such a realizability condition and an upper bound. We additionally analyze the properties and characteristics of the maximally dense packings, finding significant variability in their symmetries and contact networks, and that the vast majority differ substantially from the triangular lattice even for large N. Our work has implications for packaging problems, nucleation theory, and surface physics.

关键词： Spheres

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