Regression-based variance reduction approach for strong approximation schemes

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the terminal functionals. In this way the complexity order of the standard Monte Carlo algorithm ($\varepsilon^{-3}$) can be reduced down to $\varepsilon^{-2}\sqrt{\left|\log(\varepsilon)\right|}$ in case of the Euler scheme with $\varepsilon$ being the precision to be achieved. These theoretical results are illustrated by several numerical examples.Comment: arXiv admin note: text overlap with arXiv:1510.0314

Suppression of growth by multiplicative white noise in a parametric resonant system

The author studied the growth of the amplitude in a Mathieu-like equation with multiplicative white noise. The approximate value of the exponent at the extremum on parametric resonance regions was obtained theoretically by introducing the width of time interval, and the exponents were calculated numerically by solving the stochastic differential equations by a symplectic numerical method. The Mathieu-like equation contains a parameter $\alpha$ that is determined by the intensity of noise and the strength of the coupling between the variable and the noise. The value of $\alpha$ was restricted not to be negative without loss of generality. It was shown that the exponent decreases with $\alpha$, reaches a minimum and increases after that. It was also found that the exponent as a function of $\alpha$ has only one minimum at $\alpha \neq 0$ on parametric resonance regions of $\alpha = 0$. This minimum value is obtained theoretically and numerically. The existence of the minimum at $\alpha \neq 0$ indicates the suppression of the growth by multiplicative white noise.Comment: The title and the description in the manuscript are change

Metabolic model integration of the bibliome, genome, metabolome and reactome of Aspergillus niger

The release of the genome sequences of two strains of Aspergillus niger has allowed systems-level investigations of this important microbial cell factory. To this end, tools for doing data integration of multi-ome data are necessary, and especially interesting in the context of metabolism. On the basis of an A. niger bibliome survey, we present the largest model reconstruction of a metabolic network reported for a fungal species. The reconstructed gapless metabolic network is based on the reportings of 371 articles and comprises 1190 biochemically unique reactions and 871 ORFs. Inclusion of isoenzymes increases the total number of reactions to 2240. A graphical map of the metabolic network is presented. All levels of the reconstruction process were based on manual curation. From the reconstructed metabolic network, a mathematical model was constructed and validated with data on yields, fluxes and transcription. The presented metabolic network and map are useful tools for examining systemwide data in a metabolic context. Results from the validated model show a great potential for expanding the use of A. niger as a high-yield production platform

Construction of a Mean Square Error Adaptive Euler--Maruyama Method with Applications in Multilevel Monte Carlo

A formal mean square error expansion (MSE) is derived for Euler--Maruyama numerical solutions of stochastic differential equations (SDE). The error expansion is used to construct a pathwise a posteriori adaptive time stepping Euler--Maruyama method for numerical solutions of SDE, and the resulting method is incorporated into a multilevel Monte Carlo (MLMC) method for weak approximations of SDE. This gives an efficient MSE adaptive MLMC method for handling a number of low-regularity approximation problems. In low-regularity numerical example problems, the developed adaptive MLMC method is shown to outperform the uniform time stepping MLMC method by orders of magnitude, producing output whose error with high probability is bounded by TOL>0 at the near-optimal MLMC cost rate O(TOL^{-2}log(TOL)^4).Comment: 43 pages, 12 figure

Metal [100] Nanowires with Negative Poisson???s Ratio

When materials are under stretching, occurrence of lateral contraction of materials is commonly observed. This is because Poisson???s ratio, the quantity describes the relationship between a lateral strain and applied strain, is positive for nearly all materials. There are some reported structures and materials having negative Poisson???s ratio. However, most of them are at macroscale, and reentrant structures and rigid rotating units are the main mechanisms for their negative Poisson???s ratio behavior. Here, with numerical and theoretical evidence, we show that metal [100] nanowires with asymmetric cross-sections such as rectangle or ellipse can exhibit negative Poisson???s ratio behavior. Furthermore, the negative Poisson???s ratio behavior can be further improved by introducing a hole inside the asymmetric nanowires. We show that the surface effect inducing the asymmetric stresses inside the nanowires is a main origin of the superior property.ope

Jet energy measurement with the ATLAS detector in proton-proton collisions at root s=7 TeV

The jet energy scale and its systematic uncertainty are determined for jets measured with the ATLAS detector at the LHC in proton-proton collision data at a centre-of-mass energy of √s = 7TeV corresponding to an integrated luminosity of 38 pb-1. Jets are reconstructed with the anti-kt algorithm with distance parameters R=0. 4 or R=0. 6. Jet energy and angle corrections are determined from Monte Carlo simulations to calibrate jets with transverse momenta pT≥20 GeV and pseudorapidities {pipe}η{pipe}<4. 5. The jet energy systematic uncertainty is estimated using the single isolated hadron response measured in situ and in test-beams, exploiting the transverse momentum balance between central and forward jets in events with dijet topologies and studying systematic variations in Monte Carlo simulations. The jet energy uncertainty is less than 2. 5 % in the central calorimeter region ({pipe}η{pipe}<0. 8) for jets with 60≤pT<800 GeV, and is maximally 14 % for pT<30 GeV in the most forward region 3. 2≤{pipe}η{pipe}<4. 5. The jet energy is validated for jet transverse momenta up to 1 TeV to the level of a few percent using several in situ techniques by comparing a well-known reference such as the recoiling photon pT, the sum of the transverse momenta of tracks associated to the jet, or a system of low-pT jets recoiling against a high-pT jet. More sophisticated jet calibration schemes are presented based on calorimeter cell energy density weighting or hadronic properties of jets, aiming for an improved jet energy resolution and a reduced flavour dependence of the jet response. The systematic uncertainty of the jet energy determined from a combination of in situ techniques is consistent with the one derived from single hadron response measurements over a wide kinematic range. The nominal corrections and uncertainties are derived for isolated jets in an inclusive sample of high-pT jets. Special cases such as event topologies with close-by jets, or selections of samples with an enhanced content of jets originating from light quarks, heavy quarks or gluons are also discussed and the corresponding uncertainties are determined. © 2013 CERN for the benefit of the ATLAS collaboration

Measurement of the inclusive and dijet cross-sections of b-jets in pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

The inclusive and dijet production cross-sections have been measured for jets containing b-hadrons (b-jets) in proton-proton collisions at a centre-of-mass energy of sqrt(s) = 7 TeV, using the ATLAS detector at the LHC. The measurements use data corresponding to an integrated luminosity of 34 pb^-1. The b-jets are identified using either a lifetime-based method, where secondary decay vertices of b-hadrons in jets are reconstructed using information from the tracking detectors, or a muon-based method where the presence of a muon is used to identify semileptonic decays of b-hadrons inside jets. The inclusive b-jet cross-section is measured as a function of transverse momentum in the range 20 < pT < 400 GeV and rapidity in the range |y| < 2.1. The bbbar-dijet cross-section is measured as a function of the dijet invariant mass in the range 110 < m_jj < 760 GeV, the azimuthal angle difference between the two jets and the angular variable chi in two dijet mass regions. The results are compared with next-to-leading-order QCD predictions. Good agreement is observed between the measured cross-sections and the predictions obtained using POWHEG + Pythia. MC@NLO + Herwig shows good agreement with the measured bbbar-dijet cross-section. However, it does not reproduce the measured inclusive cross-section well, particularly for central b-jets with large transverse momenta.Comment: 10 pages plus author list (21 pages total), 8 figures, 1 table, final version published in European Physical Journal

Search for pair-produced long-lived neutral particles decaying to jets in the ATLAS hadronic calorimeter in ppcollisions at √s=8TeV

The ATLAS detector at the Large Hadron Collider at CERN is used to search for the decay of a scalar boson to a pair of long-lived particles, neutral under the Standard Model gauge group, in 20.3fb−1of data collected in proton–proton collisions at √s=8TeV. This search is sensitive to long-lived particles that decay to Standard Model particles producing jets at the outer edge of the ATLAS electromagnetic calorimeter or inside the hadronic calorimeter. No significant excess of events is observed. Limits are reported on the product of the scalar boson production cross section times branching ratio into long-lived neutral particles as a function of the proper lifetime of the particles. Limits are reported for boson masses from 100 GeVto 900 GeV, and a long-lived neutral particle mass from 10 GeVto 150 GeV