arXiv subjects

Stefan Engblom

Publications and source records attributed to Stefan Engblom.

At least 37 records · Page 2Linked to original sources

arXiv2017

A general high order two-dimensional panel method

We develop an efficient and high order panel method with applications in airfoil design. Through the use of analytic work and careful considerations near singularities our approach is quadrature-free. The resulting method is examined with respect to accuracy and efficiency and we discuss the different trade-offs in approximation order and computational complexity. A reference implementation within a package for a two-dimensional fast multipole method is distributed freely.

math.NA↗

arXiv2017

Multiscale modeling via split-step methods in neural firing

Neuronal models based on the Hodgkin-Huxley equation form a fundamental framework in the field of computational neuroscience. While the neuronal state is often modeled deterministically, experimental recordings show stochastic fluctuations, presumably driven by molecular noise from the underlying microphysical conditions. In turn, the firing of individual neurons gives rise to an electric field n extracellular space, also thought to affect the firing pattern of nearby neurons. We develop a multiscale model which combines a stochastic ion channel gating process taking place on the neuronal membrane, together with the propagation of an action potential along the neuronal structure. We also devise a numerical method relying on a split-step strategy which effectively couples these two processes and we experimentally test the feasibility of this approach. We finally also explain how the approach can be extended with Maxwell's equations to allow the potential to be propagated in extracellular space.

q-bio.NC↗

arXiv2017

Pathwise error bounds in Multiscale variable splitting methods for spatial stochastic kinetics

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models, the computational complexity can be rather high such that approximate multiscale models are attractive alternatives. Within this framework some variables are described stochastically, while others are approximated with a macroscopic point value. We devise theoretical tools for analyzing the pathwise multiscale convergence of this type of variable splitting methods, aiming specifically at spatially extended models. Notably, the conditions we develop guarantee well-posedness of the approximations without requiring explicit assumptions of \textit{a priori} bounded solutions. We are also able to quantify the effect of the different sources of errors, namely the \emph{multiscale error} and the \emph{splitting error}, respectively, by developing suitable error bounds. Computational experiments on selected problems serve to illustrate our findings.

math.NA↗

arXiv2017

Temporal upscaling in micro magnetism via heterogeneous multiscale methods

We consider a multiscale strategy addressing the disparate scales in the Landau-Lifschitz equations in micro-magnetism. At the microscopic scale, the dynamics of magnetic moments are driven by a high frequency field. On the macroscopic scale we are interested in simulating the dynamics of the magnetisation without fully resolving the microscopic scales. The method follows the framework of heterogeneous multiscale methods and it has two main ingredients: a micro- and a macroscale model. The microscopic model is assumed to be known exactly whereas the macro model is incomplete as it lacks effective quantities. The two models use different temporal and spatial scales and effective parameter values for the macro model are computed on the fly, allowing for improved efficiency over traditional one-scale schemes. For the analysis, we consider a single spin under a high frequency field and show that effective quantities can be obtained accurately with step-sizes much larger than the size of the microscopic scales required to resolve the microscopic features. Numerical results both for a single magnetic particle as well as a chain of interacting magnetic particles are given to validate the theory.

math.NA↗

arXiv2017

Assessing Uncertainties in X-ray Single-particle Three-dimensional reconstructions

Modern technology for producing extremely bright and coherent X-ray laser pulses provides the possibility to acquire a large number of diffraction patterns from individual biological nanoparticles, including proteins, viruses, and DNA. These two-dimensional diffraction patterns can be practically reconstructed and retrieved down to a resolution of a few \angstrom. In principle, a sufficiently large collection of diffraction patterns will contain the required information for a full three-dimensional reconstruction of the biomolecule. The computational methodology for this reconstruction task is still under development and highly resolved reconstructions have not yet been produced. We analyze the Expansion-Maximization-Compression scheme, the current state of the art approach for this very challenging application, by isolating different sources of uncertainty. Through numerical experiments on synthetic data we evaluate their respective impact. We reach conclusions of relevance for handling actual experimental data, as well as pointing out certain improvements to the underlying estimation algorithm. We also introduce a practically applicable computational methodology in the form of bootstrap procedures for assessing reconstruction uncertainty in the real data case. We evaluate the sharpness of this approach and argue that this type of procedure will be critical in the near future when handling the increasing amount of data.

stat.ME↗

arXiv2016

Fast event-based epidemiological simulations on national scales

We present a computational modeling framework for data-driven simulations and analysis of infectious disease spread in large populations. For the purpose of efficient simulations, we devise a parallel solution algorithm targeting multi-socket shared memory architectures. The model integrates infectious dynamics as continuous-time Markov chains and available data such as animal movements or aging are incorporated as externally defined events. To bring out parallelism and accelerate the computations, we decompose the spatial domain and optimize cross-boundary communication using dependency-aware task scheduling. Using registered livestock data at a high spatio-temporal resolution, we demonstrate that our approach not only is resilient to varying model configurations, but also scales on all physical cores at realistic work loads. Finally, we show that these very features enable the solution of inverse problems on national scales.

q-bio.PE↗

arXiv2015

Analysis and design of jump coefficients in discrete stochastic diffusion models

In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a discretization of the diffusion equation. Using unstructured meshes to represent complicated geometries may lead to negative coefficients when using piecewise linear finite elements. Several methods have been proposed to modify the coefficients to enforce the non-negativity needed in the stochastic setting. In this paper, we present a method to quantify the error introduced by that change. We interpret the modified discretization matrix as the exact finite element discretization of a perturbed equation. The forward error, the error between the analytical solutions to the original and the perturbed equations, is bounded by the backward error, the error between the diffusion of the two equations. We present a backward analysis algorithm to compute the diffusion coefficient from a given discretization matrix. The analysis suggests a new way of deriving non-negative jump coefficients that minimizes the backward error. The theory is tested in numerical experiments indicating that the new method is superior and minimizes also the forward error.

math.NA↗

arXiv2015

Fast Matlab compatible sparse assembly on multicore computers

We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical operation, it is of interest to design a highly efficient implementation. We show how to do this, and moreover, we show how our implementation can be parallelized to utilize the power of modern multicore computers. Our freely available code, fully Matlab compatible, achieves about a factor of 5 times in speedup on a typical 6-core machine and 10 times on a dual-socket 16 core machine compared to the built-in serial implementation.

cs.DC↗

arXiv2015

Stochastic focusing coupled with negative feedback enables robust regulation in biochemical reaction networks

Nature presents multiple intriguing examples of processes which proceed at high precision and regularity. This remarkable stability is frequently counter to modelers' experience with the inherent stochasticity of chemical reactions in the regime of low copy numbers. Moreover, the effects of noise and nonlinearities can lead to "counter-intuitive" behavior, as demonstrated for a basic enzymatic reaction scheme that can display stochastic focusing (SF). Under the assumption of rapid signal fluctuations, SF has been shown to convert a graded response into a threshold mechanism, thus attenuating the detrimental effects of signal noise. However, when the rapid fluctuation assumption is violated, this gain in sensitivity is generally obtained at the cost of very large product variance, and this unpredictable behavior may be one possible explanation of why, more than a decade after its introduction, SF has still not been observed in real biochemical systems. In this work we explore the noise properties of a simple enzymatic reaction mechanism with a small and fluctuating number of active enzymes that behaves as a high-gain, noisy amplifier due to SF caused by slow enzyme fluctuations. We then show that the inclusion of a plausible negative feedback mechanism turns the system from a noisy signal detector to a strong homeostatic mechanism by exchanging high gain with strong attenuation in output noise and robustness to parameter variations. Moreover, we observe that the discrepancy between deterministic and stochastic descriptions of stochastically focused systems in the evolution of the means almost completely disappears, despite very low molecule counts and the additional nonlinearity due to feedback. The reaction mechanism considered here can provide a possible resolution to the apparent conflict between intrinsic noise and high precision in critical intracellular processes.

q-bio.MN↗

arXiv2015

Strong convergence for split-step methods in stochastic jump kinetics

Mesoscopic models in the reaction-diffusion framework have gained recognition as a viable approach to describing chemical processes in cell biology. The resulting computational problem is a continuous-time Markov chain on a discrete and typically very large state space. Due to the many temporal and spatial scales involved many different types of computationally more effective multiscale models have been proposed, typically coupling different types of descriptions within the Markov chain framework. In this work we look at the strong convergence properties of the basic first order Strang, or Lie-Trotter, split-step method, which is formed by decoupling the dynamics in finite time-steps. Thanks to its simplicity and flexibility, this approach has been tried in many different combinations. We develop explicit sufficient conditions for path-wise well-posedness and convergence of the method, including error estimates, and we illustrate our findings with numerical examples. In doing so, we also suggest a certain partition of unity representation for the split-step method, which in turn implies a concrete simulation algorithm under which trajectories may be compared in a path-wise sense.

math.NA↗

arXiv2015

Mesoscopic modeling of stochastic reaction-diffusion kinetics in the subdiffusive regime

Subdiffusion has been proposed as an explanation of various kinetic phenomena inside living cells. In order to fascilitate large-scale computational studies of subdiffusive chemical processes, we extend a recently suggested mesoscopic model of subdiffusion into an accurate and consistent reaction-subdiffusion computational framework. Two different possible models of chemical reaction are revealed and some basic dynamic properties are derived. In certain cases those mesoscopic models have a direct interpretation at the macroscopic level as fractional partial differential equations in a bounded time interval. Through analysis and numerical experiments we estimate the macroscopic effects of reactions under subdiffusive mixing. The models display properties observed also in experiments: for a short time interval the behavior of the diffusion and the reaction is ordinary, in an intermediate interval the behavior is anomalous, and at long times the behavior is ordinary again.

math.AP↗

arXiv2014

Machine learning for ultrafast X-ray diffraction patterns on large-scale GPU clusters

The classical method of determining the atomic structure of complex molecules by analyzing diffraction patterns is currently undergoing drastic developments. Modern techniques for producing extremely bright and coherent X-ray lasers allow a beam of streaming particles to be intercepted and hit by an ultrashort high energy X-ray beam. Through machine learning methods the data thus collected can be transformed into a three-dimensional volumetric intensity map of the particle itself. The computational complexity associated with this problem is very high such that clusters of data parallel accelerators are required. We have implemented a distributed and highly efficient algorithm for inversion of large collections of diffraction patterns targeting clusters of hundreds of GPUs. With the expected enormous amount of diffraction data to be produced in the foreseeable future, this is the required scale to approach real time processing of data at the beam site. Using both real and synthetic data we look at the scaling properties of the application and discuss the overall computational viability of this exciting and novel imaging technique.

q-bio.BM↗

arXiv2014

On the stability of stochastic jump kinetics

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs). Working from simple examples we find reasonable and explicit assumptions on the driving coefficients for the SDE representation to make sense. By `reasonable' we mean that stronger assumptions generally do not hold for systems of practical interest. In particular, we argue against the traditional use of global Lipschitz conditions and certain common growth restrictions. By `explicit', finally, we like to highlight the fact that the various constants occurring among our assumptions all can be determined once the model is fixed. We show how basic long time estimates and some limit results for perturbations can be derived in this setting such that these can be contrasted with the corresponding estimates from deterministic dynamics. The main complication is that the natural path-wise representation is generated by a counting measure with an intensity that depends nonlinearly on the state.

math.PR↗

arXiv2014

Approximations for the Moments of Nonstationary and State Dependent Birth-Death Queues

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier polynomials, we are able to estimate any moment of the Markov process even though the system of moment equations may not be closed. Using new weighted discrete Sobolev spaces, we derive explicit error bounds of the transition probabilities and new weak a priori estimates for approximating the moments of the Markov processs using a truncated form of the expansion. Using our error bounds and estimates, we are able to show that our approximations converge to the true stochastic process as we add more terms to the expansion and give explicit bounds on the truncation error. As a result, we are the first paper in the queueing literature to provide error bounds and estimates on the performance of a moment closure approximation. Lastly, we perform several numerical experiments for some important models in the queueing theory literature and show that our expansion techniques are accurate at estimating the moment dynamics of these Markov process with only a few terms of the expansion.

math.NA↗

arXiv2014

Dynamic autotuning of adaptive fast multipole methods on hybrid multicore CPU & GPU systems

We discuss an implementation of adaptive fast multipole methods targeting hybrid multicore CPU- and GPU-systems. From previous experiences with the computational profile of our version of the fast multipole algorithm, suitable parts are off-loaded to the GPU, while the remaining parts are threaded and executed concurrently by the CPU. The parameters defining the algorithm affects the performance and by measuring this effect we are able to dynamically balance the algorithm towards optimal performance. Our setup uses the dynamic nature of the computations and is therefore of general character.

cs.DC↗

arXiv2013

Finite element analysis of neuronal electric fields: the effect of heterogeneous resistivity

Simulation of extracellular fields is one of the substantial methods used in the area of computational neuroscience. Its most common usage is validation of experimental methods as EEG and extracellular spike recordings or modeling of physiological phenomena which can not be easily determined empirically. Continuous experimental work has been re-raising the importance of polarization effects between neuronal structures to neuronal communication. As this effects relies on very small potential changes, better modeling methods are necessary to quantify the weak electrical fields in the microscopic scale in a more realistic way. An important factor of influence on local field effects in the hippocampal formation is the heterogeneous resistivity of extracellular tissue. The vast majority of modeling studies consider the extracellular space to be homogeneous while experimentally, it has been shown that the stratum pyramidale has two times higher resistivity then other hippocampal layers. Common simulation methods for extracellular electrical fields based on the point source approximation are bound to describe the resistance of the space with a single, linear factor. We propose that models should be based on the space- and time-dependent Maxwell equations in order to account for heterogeneous properties of the extracellular space and specific arrangements of neurons in dense hippocampal layers. To demonstrate the influence of heterogeneous extracellular resistivity and neuronal spatial orientation on modeling results, we combine solutions of classical compartment models with spatiotemporal PDEs solved by the FEM. With the help of these methods, we show that the inclusion of heterogeneous resistivity has a substantial impact on voltages in close proximity to emitting neurons, increasing the extracellular potentials substantially compared to the homogeneous variant.

q-bio.NC↗

arXiv2012

Adaptive fast multipole methods on the GPU

We present a highly general implementation of fast multipole methods on graphics processing units (GPUs). Our two-dimensional double precision code features an asymmetric type of adaptive space discretization leading to a particularly elegant and flexible implementation. All steps of the multipole algorithm are efficiently performed on the GPU, including the initial phase which assembles the topological information of the input data. Through careful timing experiments we investigate the effects of the various peculiarities of the GPU architecture.

cs.DC↗

arXiv2012

On diffuse interface modeling and simulation of surfactants in two-phase fluid flow

An existing phase-field model of two immiscible fluids with a single soluble surfactant present is discussed in detail. We analyze the well-posedness of the model and provide strong evidence that it is mathematically ill-posed for a large set of physically relevant parameters. As a consequence, critical modifications to the model are suggested that substantially increase the domain of validity. Carefully designed numerical simulations offer informative demonstrations as to the sharpness of our theoretical results and the qualities of the physical model. A fully coupled hydrodynamic test-case demonstrates the potential to capture also non-trivial effects on the overall flow.

math.NA↗