Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately-initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy and of a state-dependent effective diffusion coefficient that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.Comment: 33 pages, submitted to The Journal of Chemical Physic

Solving the Boltzmann equation in N log N

In [C. Mouhot and L. Pareschi, "Fast algorithms for computing the Boltzmann collision operator," Math. Comp., to appear; C. Mouhot and L. Pareschi, C. R. Math. Acad. Sci. Paris, 339 (2004), pp. 71-76], fast deterministic algorithms based on spectral methods were derived for the Boltzmann collision operator for a class of interactions including the hard spheres model in dimension three. These algorithms are implemented for the solution of the Boltzmann equation in two and three dimension, first for homogeneous solutions, then for general non homogeneous solutions. The results are compared to explicit solutions, when available, and to Monte-Carlo methods. In particular, the computational cost and accuracy are compared to those of Monte-Carlo methods as well as to those of previous spectral methods. Finally, for inhomogeneous solutions, we take advantage of the great computational efficiency of the method to show an oscillation phenomenon of the entropy functional in the trend to equilibrium, which was suggested in the work [L. Desvillettes and C. Villani, Invent. Math., 159 (2005), pp. 245-316].Comment: 32 page

Statistical Mechanics of the Quantum K-Satisfiability problem

We study the quantum version of the random $K$-Satisfiability problem in the presence of the external magnetic field $\Gamma$ applied in the transverse direction. We derive the replica-symmetric free energy functional within static approximation and the saddle-point equation for the order parameter: the distribution $P[h(m)]$ of functions of magnetizations. The order parameter is interpreted as the histogram of probability distributions of individual magnetizations. In the limit of zero temperature and small transverse fields, to leading order in $\Gamma$ magnetizations $m \approx 0$ become relevant in addition to purely classical values of $m \approx \pm 1$. Self-consistency equations for the order parameter are solved numerically using Quasi Monte Carlo method for K=3. It is shown that for an arbitrarily small $\Gamma$ quantum fluctuations destroy the phase transition present in the classical limit $\Gamma=0$, replacing it with a smooth crossover transition. The implications of this result with respect to the expected performance of quantum optimization algorithms via adiabatic evolution are discussed. The replica-symmetric solution of the classical random $K$-Satisfiability problem is briefly revisited. It is shown that the phase transition at T=0 predicted by the replica-symmetric theory is of continuous type with atypical critical exponents.Comment: 35 pages, 23 figures; changed abstract, improved discussion in the introduction, added references, corrected typo

Boundary conditions in local electrostatics algorithms

We study the simulation of charged systems in the presence of general boundary conditions in a local Monte Carlo algorithm based on a constrained electric field. We firstly show how to implement constant-potential, Dirichlet, boundary conditions by introducing extra Monte Carlo moves to the algorithm. Secondly, we show the interest of the algorithm for studying systems which require anisotropic electrostatic boundary conditions for simulating planar geometries such as membranes.Comment: 8 pages, 6 figures, accepted in JC

Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some quantities of interest (mean, variance, exceedance probabilities). We assume that the random diffusion coefficient is given as a smooth transformation of a Gaussian random field. In this case, the PCE is delivered by a complicated formula, which lacks an analytic TT representation. To construct its TT approximation numerically, we develop the new block TT cross algorithm, a method that computes the whole TT decomposition from a few evaluations of the PCE formula. The new method is conceptually similar to the adaptive cross approximation in the TT format, but is more efficient when several tensors must be stored in the same TT representation, which is the case for the PCE. Besides, we demonstrate how to assemble the stochastic Galerkin matrix and to compute the solution of the elliptic equation and its post-processing, staying in the TT format. We compare our technique with the traditional sparse polynomial chaos and the Monte Carlo approaches. In the tensor product polynomial chaos, the polynomial degree is bounded for each random variable independently. This provides higher accuracy than the sparse polynomial set or the Monte Carlo method, but the cardinality of the tensor product set grows exponentially with the number of random variables. However, when the PCE coefficients are implicitly approximated in the TT format, the computations with the full tensor product polynomial set become possible. In the numerical experiments, we confirm that the new methodology is competitive in a wide range of parameters, especially where high accuracy and high polynomial degrees are required.Comment: This is a major revision of the manuscript arXiv:1406.2816 with significantly extended numerical experiments. Some unused material is remove

Recent developments in Quantum Monte-Carlo simulations with applications for cold gases

This is a review of recent developments in Monte Carlo methods in the field of ultra cold gases. For bosonic atoms in an optical lattice we discuss path integral Monte Carlo simulations with worm updates and show the excellent agreement with cold atom experiments. We also review recent progress in simulating bosonic systems with long-range interactions, disordered bosons, mixtures of bosons, and spinful bosonic systems. For repulsive fermionic systems determinantal methods at half filling are sign free, but in general no sign-free method exists. We review the developments in diagrammatic Monte Carlo for the Fermi polaron problem and the Hubbard model, and show the connection with dynamical mean-field theory. We end the review with diffusion Monte Carlo for the Stoner problem in cold gases.Comment: 68 pages, 22 figures, review article; replaced with published versio

06391 Abstracts Collection -- Algorithms and Complexity for Continuous Problems

From 24.09.06 to 29.09.06, the Dagstuhl Seminar 06391 ``Algorithms and Complexity for Continuous Problems\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available