SearcharxivSearch

arXiv subjects

Bastien Chopard

Publications and source records attributed to Bastien Chopard.

32 records · Page 2Linked to original sources

Parameter estimation of platelets deposition: Approximate Bayesian computation with high performance computing

Recent studies show the existing clinical tests to detect Cardio/cerebrovascular diseases (CVD) are ineffectual as they do not consider different stages of platelet activation or the molecular dynamics involved in platelet interactions. Further they are also incapable to consider inter-individual variability. A physical description of platelets deposition was introduced recently in Chopard et. al. [2017], by integrating fundamental understandings of how platelets interact in a numerical model, parameterized by five parameters. These parameters specify the deposition process and are relevant for a biomedical understanding of the phenomena. One of the main intuition is that these parameters are precisely the information needed for a pathological test identifying CVD captured and that they capture the inter-individual variability. Following this intuition, here we devise a Bayesian inferential scheme for estimation of these parameters. As the likelihood function of the numerical model is intractable due to the complex stochastic nature of the model, we use a likelihood-free inference scheme approximate Bayesian computation (ABC) to calibrate the parameters in a data-driven manner. As ABC requires the generation of many pseudo-data by expensive simulation runs, we use a high performance computing (HPC) framework for ABC to make the inference possible for this model. We illustrate that our mean posterior prediction of platelet deposition pattern matches the experimental dataset closely with a tight posterior prediction error margin for a collective dataset of 7 volunteers. The present approach can be used to build a new generation of personalized platelet functionality tests for CVD detection, using numerical modeling of platelet deposition, Bayesian uncertainty quantification and High performance computing.

stat.AP

Hermite regularization of the Lattice Boltzmann Method for open source computational aeroacoustics

The lattice Boltzmann method (LBM) is emerging as a powerful engineering tool for aeroacoustic computations. However, the LBM has been shown to present accuracy and stability issues in the medium-low Mach number range, that is of interest for aeroacoustic applications. Several solutions have been proposed but often are too computationally expensive, do not retain the simplicity and the advantages typical of the LBM, or are not described well enough to be usable by the community due to proprietary software policies. We propose to use an original regularized collision operator, based on the expansion in Hermite polynomials, that greatly improves the accuracy and stability of the LBM without altering significantly its algorithm. The regularized LBM can be easily coupled with both non-reflective boundary conditions and a multi-level grid strategy, essential ingredients for aeroacoustic simulations. Excellent agreement was found between our approach and both experimental and numerical data on two different benchmarks: the laminar, unsteady flow past a 2D cylinder and the 3D turbulent jet. Finally, most of the aeroacoustic computations with LBM have been done with commercial softwares, while here the entire theoretical framework is implemented on top of an open source library (Palabos).

physics.flu-dyn

Information processing features can detect behavioral regimes of dynamical systems

In dynamical systems, local interactions between dynamical units generate correlations which are stored and transmitted throughout the system, generating the macroscopic behavior. However a framework to quantify and study this at the microscopic scale is missing. Here we propose an 'information processing' framework based on Shannon mutual information quantities between the initial and future states. We apply it to the 256 elementary cellular automata (ECA), which are the simplest possible dynamical systems exhibiting behaviors ranging from simple to complex. Our main finding for ECA is that only a few features are needed for full predictability and that the 'information integration' (synergy) feature is always most predictive. Finally we apply the formalism to foreign exchange (FX) and interest-rate swap (IRS) time series data and find that the 2008 financial crisis marks a sudden and sustained regime shift (FX and EUR IRS) resembling tipping point behavior. The USD IRS market exhibits instead a slow and steady progression which appears consistent with the hypothesis that this market is (part of) the driving force behind the crisis. Our work suggests that the proposed framework is a promising way of predicting emergent complex systemic behaviors in terms of the local information processing of units.

cs.IT

Study of fluid flow within the hearing organ

Georg Von Bekesy was awarded a nobel price in 1961 for his pioneering work on the cochlea function in the mammalian hearing organ. He postulated that the placement of sensory cells in the cochlea corresponds to a specific frequency of sound. This theory, known as tonotopy, is the ground of our understanding on this complex organ. With the advance of technologies, this knowledge broaden continuously and seems to confirm Bekesy initial observations. However, a mystery still lies in the center of this organ: how does its microscopic tissues exactly act together to decode the sounds that we perceive? One of these tissues, the Reissner membrane, forms a double cell layer elastic barrier separating two fundamental ducts of this organ. Yet, until recently, this membrane, was not considered in the modelling of the inner ear due to its smallness. Nowadays, objects of this size are at the reach of the medical imagining and measuring expertise. Newly available observations coupled with the increasing availability of computational resources should enable modellers to consider the impact of these microscopic tissues in the inner ear mechanism. In this report, we explore the potential fluid-structure interactions happening in the inner ear, more particularly on the Reissner membrane. This study aims at answering two separate questions. Can nowadays computational fluid dynamics solvers simulate interaction with inner ear microscopic tissues? Has the Reissner membrane function on the auditory system been overlooked?

physics.bio-ph

A physical description of the adhesion and aggregation of platelets

The early stages of clot formation in blood vessels involve platelets adhesion-aggregation. Although these mechanisms have been extensively studied, gaps in their understanding still persist. We have performed detailed in-vitro experiments and developed a numerical model to better describe and understand this phenomenon. Unlike previous studies, we took into account both activated and non-activated platelets, as well as the 3D nature of the aggregation process. Our investigation reveals that blood albumin is a major parameter limiting platelet adhesion and aggregation. Our results also show that the well accepted Zydney-Colton shear-induced diffusivity is much too low to explain the observed deposition rate. Simulations are in very good agreement with observations and provide quantitative estimates of the adhesion and aggregation rates that are hard to measure experimentally.

physics.bio-ph

Improving predictability of time series using maximum entropy methods

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there exists a subset of the space of stochastic matrices for which the MaxEnt method is more efficient than sampling, in the sense that shorter historical samples have to be considered to reach the same accuracy. Considering short samples is of particular interest when modelling smoothly non-stationary processes, for then it provides, under some conditions, a powerful forecasting tool. The method is illustrated for a discretized empirical series of exchange rates.

q-fin.RM

Assessing complexity by means of maximum entropy models

We discuss a characterization of complexity based on successive approximations of the probability density describing a system by means of maximum entropy methods, thereby quantifying the respective role played by different orders of interaction. This characterization is applied on simple cellular automata in order to put it in perspective with the usual notion of complexity for such systems based on Wolfram classes. The overlap is shown to be good, but not perfect. This suggests that complexity in the sense of Wolfram emerges as an intermediate regime of maximum entropy-based complexity, but also gives insights regarding the role of initial conditions in complexity-related issues.

nlin.CG

Multi-scale Representation of High Frequency Market Liquidity

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for state contraction of Intrinsic Network, we show that it has a consistent hierarchical structure that allows for multi-scale analysis of financial data. We define an information theoretic measurement termed Liquidity that characterises the unlikeliness of price trajectories and argue that the new metric has the ability to detect and predict stress in financial markets. We show empirical examples within the Foreign Exchange market where the new measure not only quantifies liquidity but also acts as an early warning signal.

q-fin.TR

Distributed Multiscale Computing with MUSCLE 2, the Multiscale Coupling Library and Environment

We present the Multiscale Coupling Library and Environment: MUSCLE 2. This multiscale component-based execution environment has a simple to use Java, C++, C, Python and Fortran API, compatible with MPI, OpenMP and threading codes. We demonstrate its local and distributed computing capabilities and compare its performance to MUSCLE 1, file copy, MPI, MPWide, and GridFTP. The local throughput of MPI is about two times higher, so very tightly coupled code should use MPI as a single submodel of MUSCLE 2; the distributed performance of GridFTP is lower, especially for small messages. We test the performance of a canal system model with MUSCLE 2, where it introduces an overhead as small as 5% compared to MPI.

cs.DC

Spatial Coupling of a Lattice Boltzmann fluid model with a Finite Difference Navier-Stokes solver

In multiscale, multi-physics applications, there is an increasing need for coupling numerical solvers that are each applied to a different part of the problem. Here we consider the case of coupling a Lattice Boltzmann fluid model and a Finite Difference Navier-Stokes solver. The coupling is implemented so that the entire computational domain can be divided in two regions, with the FD solver running on one of them and the LB one on the other. We show how the various physical quantities of the two approaches should be related to ensure a smooth transition at the interface between the regions. We demonstrate the feasibility of the method on the Poiseuille flow, where the LB and FD schemes are used on adjacent sub-domains. The same idea can be also developed to couple LB models with Finite Volumes, or Finite Elements calculations. The motivation for developing such a type of coupling is that, depending on the geometry of the flow, one technique can be more efficient, less memory consuming, or physically more appropriate than the other in some regions (e.g. near the boundaries), whereas the converse is true for other parts of the same system. We can also imagine that a given system solved, say by FD, can be augmented in some spatial regions with a new physical process that is better treated by a LB model. Our approach allows us to only modify the concerned region without altering the rest of the computation.

physics.comp-ph

Lattice Boltzmann Method with regularized non-equilibrium distribution functions

A new lattice Boltzmann (LB) model is introduced, based on a regularization of the pre-collision distribution functions in terms of the local density, velocity, and momentum flux tensor. The model dramatically improves the precision and numerical stability for the simulation of fluid flows by LB methods. This claim is supported by simulation results of some 2D and 3D flows.

physics.flu-dyn

Killer Geometries in Competing Species Dynamics

We discuss a cellular automata model to study the competition between an emergent better fitted species against an existing majority species. The model implement local fights among small group of individual and a synchronous random walk on a 2D lattice. The faith of the system, i.e. the spreading or disappearance of the species is determined by their initial density and fight frequency. The initial density of the emergent species has to be higher than a critical threshold for total spreading but this value depends in a non-trivial way of the fight frequency. Below the threshold any better adapted species disappears showing that a qualitative advantage is not enough for a minority to win. No strategy is involved but spatial organization turns out to be crucial. For instance at minority densities of zero measure some very rare local geometries which occur by chance are found to be killer geometries. Once set they lead with high probability to the total destruction of the preexisting majority species. The occurrence rate of these killer geometries is function of the system size. This model may apply to a large spectrum of competing groups like smoker-non smoker, opinion forming, diffusion of innovation setting of industrial standards, species evolution, epidemic spreading and cancer growth.

cond-mat.dis-nn

Competing Species Dynamics: Qualitative Advantage versus Geography

A simple cellular automata model for a two-group war over the same territory is presented. It is shown that a qualitative advantage is not enough for a minority to win. A spatial organization as well a definite degree of aggressiveness are instrumental to overcome a less fitted majority. The model applies to a large spectrum of competing groups: smoker-non smoker war, epidemic spreading, opinion formation, competition for industrial standards and species evolution. In the last case, it provides a new explanation for punctuated equilibria.

cond-mat.dis-nn

A Lattice Boltzmann Model for Wave and Fracture phenomena

We show that the lattice Boltzmann formalism can be used to describe wave propagation in a heterogeneous media, as well as solid-body-like systems and fracture propagation. Several fundamental properties of real fractures (such as propagation speed and transition between rough and smooth crack surfaces) are well captured by our approach.

cond-mat.stat-mech