On efficient simulation in dynamic models

Ways of improving the efficiency of Monte-Carlo (MC) techniques are studied for dynamic models. Such models cause the conventional Antithetic Variate (AV) technique to fail, and will be proved to reduce the benefit from using Control Variates with nearly nonstationary series. This paper suggests modifications of the two conventional variance reduction techniques to enhance their efficiency. New classes of AVs are also proposed. Methods of reordering innovations are found to do less well than others which rely on changing some signs in the spirit of the traditional AV. Numerical and analytical calculations are given to investigate the features of the proposed techniques. JEL classification code: C15 Key words: Dynamic models, Monte-Carlo (MC), Variance Reduction Technique (VRT), Antithetic Variate (AV), Control Variate (CV), Efficiency Gain (EG), Response Surface (RS).

Simulation of indivisible qubit channels in collision models

A sequence of controlled collisions between a quantum system and its environment (composed of a set of quantum objects) naturally simulates (with arbitrary precision) any Markovian quantum dynamics of the system under consideration. In this paper we propose and study the problem of simulation of an {\it arbitrary} quantum channel via collision models. We show that a correlated environment is capable to simulate {\it non-Markovian} evolutions leading to any indivisible qubit channel. In particular, we derive the corresponding master equation generating a continuous time non-Markovian dynamics implementing the universal NOT gate being an example of the most non-Markovian quantum channels.Comment: 6 pages, 2 figures, submitted to JP

Fast simulation for slow paths in Markov models

Inspired by applications in the context of stochastic model checking, we are interested in using simulation for estimating the probability of reaching a specific state in a Markov chain after a large amount of time tau has passed. Since this is a rare event, we apply importance sampling. We derive approximate expressions for the sojourn times on a given path in a Markov chain conditional on the sum exceeding tau, and use those expressions to construct a change of measure. Numerical examples show that this change of measure performs very well, leading to high precision estimates in short simulation times

On the Simulation of Polynomial NARMAX Models

In this paper, we show that the common approach for simulation non-linear stochastic models, commonly used in system identification, via setting the noise contributions to zero results in a biased response. We also demonstrate that to achieve unbiased simulation of finite order NARMAX models, in general, we require infinite order simulation models. The main contributions of the paper are two-fold. Firstly, an alternate representation of polynomial NARMAX models, based on Hermite polynomials, is proposed. The proposed representation provides a convenient way to translate a polynomial NARMAX model to a corresponding simulation model by simply setting certain terms to zero. This translation is exact when the simulation model can be written as an NFIR model. Secondly, a parameterized approximation method is proposed to curtail infinite order simulation models to a finite order. The proposed approximation can be viewed as a trade-off between the conventional approach of setting noise contributions to zero and the approach of incorporating the bias introduced by higher-order moments of the noise distribution. Simulation studies are provided to illustrate the utility of the proposed representation and approximation method.Comment: Accepted in IEEE CDC 201

NNVA: Neural Network Assisted Visual Analysis of Yeast Cell Polarization Simulation

Complex computational models are often designed to simulate real-world physical phenomena in many scientific disciplines. However, these simulation models tend to be computationally very expensive and involve a large number of simulation input parameters which need to be analyzed and properly calibrated before the models can be applied for real scientific studies. We propose a visual analysis system to facilitate interactive exploratory analysis of high-dimensional input parameter space for a complex yeast cell polarization simulation. The proposed system can assist the computational biologists, who designed the simulation model, to visually calibrate the input parameters by modifying the parameter values and immediately visualizing the predicted simulation outcome without having the need to run the original expensive simulation for every instance. Our proposed visual analysis system is driven by a trained neural network-based surrogate model as the backend analysis framework. Surrogate models are widely used in the field of simulation sciences to efficiently analyze computationally expensive simulation models. In this work, we demonstrate the advantage of using neural networks as surrogate models for visual analysis by incorporating some of the recent advances in the field of uncertainty quantification, interpretability and explainability of neural network-based models. We utilize the trained network to perform interactive parameter sensitivity analysis of the original simulation at multiple levels-of-detail as well as recommend optimal parameter configurations using the activation maximization framework of neural networks. We also facilitate detail analysis of the trained network to extract useful insights about the simulation model, learned by the network, during the training process.Comment: Published at IEEE Transactions on Visualization and Computer Graphic

A novel indicator for kinematic hardening effect quantification in deep drawing simulation

Deep drawing simulation techniques reduce tool design costs and improve tool performance and reliability. In terms of strain hardening, mixed models capturing the kinematic effect are sometimes more accurate than isotropic models. Indeed, nonlinearity in strain paths can lead to inconsistent simulation results. However, the use of such models requires a greater number of tests including strain path changes. Therefore, the use of such mixed models shall be required only if the simulation includes non-linear strain paths and the material exhibits a pronounced Bauschinger effect. New tools to help engineers choose between models could ease the spread of more advanced models in simulation of deep drawing processes when needed. With this in mind, an indicator predicting the influence of kinematic effects could help to select an adequate model. In this study, a new indicator is introduced with the idea of characterising strain path non-linearity in order to assess kinematic hardening influence. The indicator is computed using the forming history taken from a purely isotropic simulation – which is easier to set up and parametrise. The ability of the indicator to predict inconsistencies within the isotropic simulation is investigated using U-channel simulations

An analysis of internal/external event ordering strategies for COTS distributed simulation

Distributed simulation is a technique that is used to link together several models so that they can work together (or interoperate) as a single model. The High Level Architecture (HLA) (IEEE 1516.2000) is the de facto standard that defines the technology for this interoperation. The creation of a distributed simulation of models developed in COTS Simulation Packages (CSPs) is of interest. The motivation is to attempt to reduce lead times of simulation projects by reusing models that have already been developed. This paper discusses one of the issues involved in distributed simulation with CSPs. This is the issue of synchronising data sent between models with the simulation of a model by a CSP, the so-called external/internal event ordering problem. The motivation is that the particular algorithm employed can represent a significant overhead on performance