Numerical methods for high-dimensional probability density function equations

In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables

Algorithms for propagating uncertainty across heterogeneous domains

We address an important research area in stochastic multiscale modeling, namely, the propagation of uncertainty across heterogeneous domains characterized by partially correlated processes with vastly different correlation lengths. This class of problems arises very often when computing stochastic PDEs and particle models with stochastic/stochastic domain interaction but also with stochastic/deterministic coupling. The domains may be fully embedded, adjacent, or partially overlapping. The fundamental open question we address is the construction of proper transmission boundary conditions that preserve global statistical properties of the solution across different subdomains. Often, the codes that model different parts of the domains are black box and hence a domain decomposition technique is required. No rigorous theory or even effective empirical algorithms have yet been developed for this purpose, although interfaces defined in terms of functionals of random fields (e.g., multipoint cumulants) can overcome the computationally prohibitive problem of preserving sample-path continuity across domains. The key idea of the different methods we propose relies on combining local reduced-order representations of random fields with multilevel domain decomposition. Specifically, we propose two new algorithms: The first one enforces the continuity of the conditional mean and variance of the solution across adjacent subdomains by using Schwarz iterations. The second algorithm is based on PDE-constrained multiobjective optimization, and it allows us to set more general interface conditions. The effectiveness of these new algorithms is demonstrated in numerical examples involving elliptic problems with random diffusion coefficients, stochastically advected scalar fields, and nonlinear advection-reaction problems with random reaction rates

Optimal deployments of defense mechanisms for the internet of things

Internet of Things (IoT) devices can be exploited by the attackers as entry points to break into the IoT networks without early detection. Little work has taken hybrid approaches that combine different defense mechanisms in an optimal way to increase the security of the IoT against sophisticated attacks. In this work, we propose a novel approach to generate the strategic deployment of adaptive deception technology and the patch management solution for the IoT under a budget constraint. We use a graphical security model along with three evaluation metrics to measure the effectiveness and efficiency of the proposed defense mechanisms. We apply the multi-objective genetic algorithm (GA) to compute the {\em Pareto optimal} deployments of defense mechanisms to maximize the security and minimize the deployment cost. We present a case study to show the feasibility of the proposed approach and to provide the defenders with various ways to choose optimal deployments of defense mechanisms for the IoT. We compare the GA with the exhaustive search algorithm (ESA) in terms of the runtime complexity and performance accuracy in optimality. Our results show that the GA is much more efficient in computing a good spread of the deployments than the ESA, in proportion to the increase of the IoT devices

Visualization of pseudogenes in intracellular bacteria reveals the different tracks to gene destruction

Variably present genes and pseudogenes in Rickettsia species tend to have been acquired more recently and to be more divergent from the genes conserved across all specie

Nucleon Spin in QCD: Old Crisis and New Resolution

We discuss the shortfalls of existing resolutions of the long-standing gauge invariance problem of the canonical decomposition of the nucleon spin to the spin and angular momentum of quarks and gluons. We provide two logically flawless expressions of nucleon spin which have different physical meanings, using the gauge independent Abelian decomposition. The first one is based on the assumption that all gluons (binding and valence gluons) contribute to the nucleon spin, but the second one is based on the assumption that only the binding gluons (and the quarks) contribute to it. We propose the second expression to be the physically correct one