Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error bounds and Algorithms

Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or to exploit this multi-scale nature, respectively. In this paper, we propose a jump-diffusion approximation for multi-scale Markov jump processes that couples the two modeling approaches. An error bound of the proposed approximation is derived and used to partition the reactions into fast and slow sets, where the fast set is simulated by a stochastic differential equation and the slow set is modeled by a discrete chain. The error bound leads to a very efficient dynamic partitioning algorithm which has been implemented for several multi-scale reaction systems. The gain in computational efficiency is illustrated by a realistically sized model of a signal transduction cascade coupled to a gene expression dynamics.Comment: 32 pages, 7 figure

Industrial and Tramp Ship Routing Problems: Closing the Gap for Real-Scale Instances

Recent studies in maritime logistics have introduced a general ship routing problem and a benchmark suite based on real shipping segments, considering pickups and deliveries, cargo selection, ship-dependent starting locations, travel times and costs, time windows, and incompatibility constraints, among other features. Together, these characteristics pose considerable challenges for exact and heuristic methods, and some cases with as few as 18 cargoes remain unsolved. To face this challenge, we propose an exact branch-and-price (B&P) algorithm and a hybrid metaheuristic. Our exact method generates elementary routes, but exploits decremental state-space relaxation to speed up column generation, heuristic strong branching, as well as advanced preprocessing and route enumeration techniques. Our metaheuristic is a sophisticated extension of the unified hybrid genetic search. It exploits a set-partitioning phase and uses problem-tailored variation operators to efficiently handle all the problem characteristics. As shown in our experimental analyses, the B&P optimally solves 239/240 existing instances within one hour. Scalability experiments on even larger problems demonstrate that it can optimally solve problems with around 60 ships and 200 cargoes (i.e., 400 pickup and delivery services) and find optimality gaps below 1.04% on the largest cases with up to 260 cargoes. The hybrid metaheuristic outperforms all previous heuristics and produces near-optimal solutions within minutes. These results are noteworthy, since these instances are comparable in size with the largest problems routinely solved by shipping companies

Indexing Metric Spaces for Exact Similarity Search

With the continued digitalization of societal processes, we are seeing an explosion in available data. This is referred to as big data. In a research setting, three aspects of the data are often viewed as the main sources of challenges when attempting to enable value creation from big data: volume, velocity and variety. Many studies address volume or velocity, while much fewer studies concern the variety. Metric space is ideal for addressing variety because it can accommodate any type of data as long as its associated distance notion satisfies the triangle inequality. To accelerate search in metric space, a collection of indexing techniques for metric data have been proposed. However, existing surveys each offers only a narrow coverage, and no comprehensive empirical study of those techniques exists. We offer a survey of all the existing metric indexes that can support exact similarity search, by i) summarizing all the existing partitioning, pruning and validation techniques used for metric indexes, ii) providing the time and storage complexity analysis on the index construction, and iii) report on a comprehensive empirical comparison of their similarity query processing performance. Here, empirical comparisons are used to evaluate the index performance during search as it is hard to see the complexity analysis differences on the similarity query processing and the query performance depends on the pruning and validation abilities related to the data distribution. This article aims at revealing different strengths and weaknesses of different indexing techniques in order to offer guidance on selecting an appropriate indexing technique for a given setting, and directing the future research for metric indexes

High-order, Dispersionless "Fast-Hybrid" Wave Equation Solver. Part I: O(1)\mathcal{O}(1) Sampling Cost via Incident-Field Windowing and Recentering

This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed (time-independent) number of frequency-domain integral-equation solutions to evaluate, with superalgebraically-small errors, time domain solutions for arbitrarily long times. The approach relies on two main elements, namely, 1) A smooth time-windowing methodology that enables accurate band-limited representations for arbitrarily-long time signals, and 2) A novel Fourier transform approach which, in a time-parallel manner and without causing spurious periodicity effects, delivers numerically dispersionless spectrally-accurate solutions. A similar hybrid technique can be obtained on the basis of Laplace transforms instead of Fourier transforms, but we do not consider the Laplace-based method in the present contribution. The algorithm can handle dispersive media, it can tackle complex physical structures, it enables parallelization in time in a straightforward manner, and it allows for time leaping---that is, solution sampling at any given time $T$ at $\mathcal{O}(1)$-bounded sampling cost, for arbitrarily large values of $T$, and without requirement of evaluation of the solution at intermediate times. The proposed frequency-time hybridization strategy, which generalizes to any linear partial differential equation in the time domain for which frequency-domain solutions can be obtained (including e.g. the time-domain Maxwell equations), and which is applicable in a wide range of scientific and engineering contexts, provides significant advantages over other available alternatives such as volumetric discretization, time-domain integral equations, and convolution-quadrature approaches.Comment: 33 pages, 8 figures, revised and extended manuscript (and now including direct comparisons to existing CQ and TDIE solver implementations) (Part I of II

The Vehicle Routing Problem with Service Level Constraints

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates transportation services for a limited number of partners and should respect contractual obligations on service levels. The problem also generalizes several important classes of vehicle routing problems with profits. To solve it, we propose a compact mathematical formulation, a branch-and-price algorithm, and a hybrid genetic algorithm with population management, which relies on problem-tailored solution representation, crossover and local search operators, as well as an adaptive penalization mechanism establishing a good balance between service levels and costs. Our computational experiments show that the proposed heuristic returns very high-quality solutions for this difficult problem, matches all optimal solutions found for small and medium-scale benchmark instances, and improves upon existing algorithms for two important special cases: the vehicle routing problem with private fleet and common carrier, and the capacitated profitable tour problem. The branch-and-price algorithm also produces new optimal solutions for all three problems