A User's Guide to the Brave New World of Designing Simulation Experiments

Many simulation practitioners can get more from their analyses by using the statistical theory on design of experiments (DOE) developed specifically for exploring computer models.In this paper, we discuss a toolkit of designs for simulationists with limited DOE expertise who want to select a design and an appropriate analysis for their computational experiments.Furthermore, we provide a research agenda listing problems in the design of simulation experiments -as opposed to real world experiments- that require more investigation.We consider three types of practical problems: (1) developing a basic understanding of a particular simulation model or system; (2) finding robust decisions or policies; and (3) comparing the merits of various decisions or policies.Our discussion emphasizes aspects that are typical for simulation, such as sequential data collection.Because the same problem type may be addressed through different design types, we discuss quality attributes of designs.Furthermore, the selection of the design type depends on the metamodel (response surface) that the analysts tentatively assume; for example, more complicated metamodels require more simulation runs.For the validation of the metamodel estimated from a specific design, we present several procedures.

Identifying stochastic oscillations in single-cell live imaging time series using Gaussian processes

Multiple biological processes are driven by oscillatory gene expression at different time scales. Pulsatile dynamics are thought to be widespread, and single-cell live imaging of gene expression has lead to a surge of dynamic, possibly oscillatory, data for different gene networks. However, the regulation of gene expression at the level of an individual cell involves reactions between finite numbers of molecules, and this can result in inherent randomness in expression dynamics, which blurs the boundaries between aperiodic fluctuations and noisy oscillators. Thus, there is an acute need for an objective statistical method for classifying whether an experimentally derived noisy time series is periodic. Here we present a new data analysis method that combines mechanistic stochastic modelling with the powerful methods of non-parametric regression with Gaussian processes. Our method can distinguish oscillatory gene expression from random fluctuations of non-oscillatory expression in single-cell time series, despite peak-to-peak variability in period and amplitude of single-cell oscillations. We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model and in experimental data. Analysis of bioluminescent live cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a {\it Hes1} promoter (10/19), which has previously been reported to oscillate, than the constitutive MoMuLV 5' LTR (MMLV) promoter (0/25). The method can be applied to data from any gene network to both quantify the proportion of oscillating cells within a population and to measure the period and quality of oscillations. It is publicly available as a MATLAB package.Comment: 36 pages, 17 figure

Why are active galactic nuclei and host galaxies misaligned?

It is well established observationally that the characteristic angular momentum axis on small scales around active galactic nuclei (AGN), traced by radio jets and the putative torus, is not well correlated with the large-scale angular momentum axis of the host galaxy. In this paper, we show that such misalignments arise naturally in high-resolution simulations in which we follow angular momentum transport and inflows from galaxy to sub-pc scales near AGN, triggered either during galaxy mergers or by instabilities in isolated discs. Sudden misalignments can sometimes be caused by single massive clumps falling into the centre slightly off-axis, but more generally, they arise even when the gas inflows are smooth and trace only global gravitational instabilities. When several nested, self-gravitating modes are present, the inner ones can precess and tumble in the potential of the outer modes. Resonant angular momentum exchange can flip or re-align the spin of an inner mode on a short time-scale, even without the presence of massive clumps. We therefore do not expect that AGN and their host galaxies will be preferentially aligned, nor should the relative alignment be an indicator of the AGN fuelling mechanism. We discuss implications of this conclusion for AGN feedback and black hole (BH) spin evolution. The misalignments may mean that even BHs accreting from smooth large-scale discs will not be spun up to maximal rotation and so have more modest radiative efficiencies and inefficient jet formation. Even more random orientations/lower spins are possible if there is further unresolved clumpiness in the gas, and more ordered accretion may occur if the inflow is slower and not self-gravitating

Simulation Modeling and Analysis of Adjustable Service-Rate Queueing Models that Incorporate Feedback Control

Research shows that in a system model, when the production rate is adjusted based on the number of items in queue, the nature of the model changes from an open-loop queueing system to a closed-loop feedback control system. Service-rate adjustment can be implemented in a discrete event simulation model, but the effect of this adjustment has not been thoroughly analyzed in the literature. This research considers the design of feedback signals to generate realistic simulation models of production system behavior. A series of simulation experiments is conducted to provide practical guidance for simulation modelers on how adding a service-rate adjustment feedback loop to a queueing system affects system performance

Establishing the Role of the Mississippi-Alabama Barrier Islands in Mississippi Sound and Bight Circulation Using Observational Data Analysis and a Coastal Model

The Mississippi-Alabama barrier islands restrict exchange between the Mississippi Sound and Mississippi Bight in the northern Gulf of Mexico. The islands also act as storm breaks for tropical cyclones, so their continued existence sustains marine ecosystems and protects coastal communities. However, the chain has undergone extensive segmentation, erosion, and westward migration in the past two hundred years. The islands are now more susceptible to further erosion (Pendleton et al., 2013; Morton, 2007). Additional reduction in island subaerial land extent would alter circulation in the Mississippi Sound and Bight. Consequently, this study targeted the two most vulnerable barrier islands in the chain for removal in an ocean model to understand how circulation might change in an island loss scenario. A multiplatform data analysis assessed patterns in existing circulation over a four year period. Circulation varied both seasonally and on short time scales ranging from hours to days. Additionally, storm-induced changes to circulation were examined for the hurricane seasons of the same four year period to gauge how non-periodic events impacted the Mississippi Sound and Bight. Circulation response to tropical cyclones that entered the Gulf of Mexico varied storm to storm. Prior to initiating the island removal scenarios, validation of the oceanic and atmospheric models was completed to deduce model skill using the observational data. Finally, the response of Mississippi Sound and Bight circulation to island loss was examined under time-invariant and time-variant conditions. Analysis of model output found island removal weakened currents in existing island passes but created new water exchange pathways where the islands had been removed. The new pathways increased salinity within the Mississippi Sound by as much as 2 near the removed islands. However, the island chosen for removal dictated the extent of circulation changes and which half of the Sound saw larger salinity increases. Seasonality played a role in how the Mississippi Sound and Bight responded to island loss. Results suggest permanent changes to circulation which would impact the resiliency of the remaining barrier islands and substantially shift distributions of hydrographic properties. These changes would have ecological and economic consequences throughout the Mississippi Sound

Modelling the Eddy Pattern in the harbour of Zeebrugge

Hydrodynamic

The application of adaptive mesh techniques to numerical simulations of gravity current flows

The performance of unstructured adaptive meshes (adaptive meshes) in simulations of gravity current flows is evaluated in order to assess their utility for ocean modelling. Adaptive mesh models aim to capture transient and complex dynamics in an efficient manner by refining or coarsening the mesh as the flow evolves. Gravity currents that exhibit such behaviour therefore present an ideal test case to investigate the promise of the adaptive mesh approach. The prime focus is on gravity currents generated in the idealised lock-exchange set-up and simulated with the Imperial College Ocean Model (Fluidity-ICOM). The Froude number (non-dimensional front speed) and background potential energy (a measure of the mixing) are used to evaluate the performance of fixed and adaptive meshes. Adaptive mesh simulations produce comparable values of the diagnostics to the higher resolution fixed mesh simulations whilst using at least one order of magnitude fewer nodes. The results also compare well with published values. Here, the metrics that guide the mesh adapt are formed from a modified Hessian and a user-defined weight for selected solution fields. The best performing of these simple metrics (denoted M2) incorporates a scaling by the determinant of the modified Hessian. This gives greater weighting to smaller-scale fluctuations leading to better representation of these features. Simulations of a gravity current on an incline are also presented that showcase the strength of M2 and progress the modelled scenario towards a realistic ocean overflow. The choice of metric is fundamental to the ability of the adaptive mesh to represent the flow. This decision will remain key for ocean models, from idealised studies to scenarios of increasing complexity. The potential for good representation of the flow and efficiency gains with adaptive meshes demonstrated here offers a promising outlook for their use in ocean modelling

Genetic Algorithm Optimization of a Film Cooling Array on a Modern Turbine Inlet Vane

In response to the need for more advanced gas turbine cooling design methods that factor in the 3-D flowfield and heat transfer characteristics, this study involves the computational optimization of a pressure side film cooling array on a modern turbine inlet vane. Latin hypersquare sampling, genetic algorithm reproduction, and Reynolds-Averaged Navier Stokes (RANS) computational fluid dynamics (CFD) as an evaluation step are used to assess a total of 1,800 film cooling designs over 13 generations. The process was efficient due to the Leo CFD code\u27s ability to estimate cooling mass flux at surface grid cells using a transpiration boundary condition, eliminating the need for remeshing between designs. The optimization resulted in a unique cooling design relative to the baseline with new injection angles, compound angles, cooling row patterns, hole sizes, a redistribution of cooling holes away from the over-cooled midspan to hot areas near the shroud, and a lower maximum surface temperature. To experimentally confirm relative design trends between the optimized and baseline designs, flat plate infrared thermography assessments were carried out at design flow conditions. Use of flat plate experiments to model vane pressure side cooling was justified through a conjugate heat transfer CFD comparison of the 3-D vane and flat plate which showed similar cooling performance trends at multiple span locations. The optimized flat plate model exhibited lower minimum surface temperatures at multiple span locations compared to the baseline. Overall, this work shows promise of optimizing film cooling to reduce design cycle time and save cooling mass flow in a gas turbine