# Journal of Computational Physics

Published by Elsevier

Online ISSN: 1090-2716

Print ISSN: 0021-9991

Published by Elsevier

Online ISSN: 1090-2716

Print ISSN: 0021-9991

Publications

The Stochastic Simulation Algorithm (SSA) is widely used in the discrete stochastic simulation of chemical kinetics. The propensity functions which play a central role in this algorithm have been derived under the point-molecule assumption, i.e., that the total volume of the molecules is negligible compared to the volume of the container. It has been shown analytically that for a one dimensional system and the A+A reaction, when the point molecule assumption is relaxed, the propensity function need only be adjusted by replacing the total volume of the system with the free volume of the system. In this paper we investigate via numerical simulations the impact of relaxing the point-molecule assumption in two dimensions. We find that the distribution of times to the first collision is close to exponential in most cases, so that the formalism of the propensity function is still applicable. In addition, we find that the area excluded by the molecules in two dimensions is usually higher than their close-packed area, requiring a larger correction to the propensity function than just the replacement of the total volume by the free volume.

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The sharp-interface CURVIB approach of Ge and Sotiropoulos [L. Ge, F. Sotiropoulos, A Numerical Method for Solving the 3D Unsteady Incompressible Navier-Stokes Equations in Curvilinear Domains with Complex Immersed Boundaries, Journal of Computational Physics 225 (2007) 1782-1809] is extended to simulate fluid structure interaction (FSI) problems involving complex 3D rigid bodies undergoing large structural displacements. The FSI solver adopts the partitioned FSI solution approach and both loose and strong coupling strategies are implemented. The interfaces between immersed bodies and the fluid are discretized with a Lagrangian grid and tracked with an explicit front-tracking approach. An efficient ray-tracing algorithm is developed to quickly identify the relationship between the background grid and the moving bodies. Numerical experiments are carried out for two FSI problems: vortex induced vibration of elastically mounted cylinders and flow through a bileaflet mechanical heart valve at physiologic conditions. For both cases the computed results are in excellent agreement with benchmark simulations and experimental measurements. The numerical experiments suggest that both the properties of the structure (mass, geometry) and the local flow conditions can play an important role in determining the stability of the FSI algorithm. Under certain conditions unconditionally unstable iteration schemes result even when strong coupling FSI is employed. For such cases, however, combining the strong-coupling iteration with under-relaxation in conjunction with the Aitken's acceleration technique is shown to effectively resolve the stability problems. A theoretical analysis is presented to explain the findings of the numerical experiments. It is shown that the ratio of the added mass to the mass of the structure as well as the sign of the local time rate of change of the force or moment imparted on the structure by the fluid determine the stability and convergence of the FSI algorithm. The stabilizing role of under-relaxation is also clarified and an upper bound of the required for stability under-relaxation coefficient is derived.

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A novel numerical method is developed that integrates boundary-conforming grids with a sharp interface, immersed boundary methodology. The method is intended for simulating internal flows containing complex, moving immersed boundaries such as those encountered in several cardiovascular applications. The background domain (e.g the empty aorta) is discretized efficiently with a curvilinear boundary-fitted mesh while the complex moving immersed boundary (say a prosthetic heart valve) is treated with the sharp-interface, hybrid Cartesian/immersed-boundary approach of Gilmanov and Sotiropoulos [1]. To facilitate the implementation of this novel modeling paradigm in complex flow simulations, an accurate and efficient numerical method is developed for solving the unsteady, incompressible Navier-Stokes equations in generalized curvilinear coordinates. The method employs a novel, fully-curvilinear staggered grid discretization approach, which does not require either the explicit evaluation of the Christoffel symbols or the discretization of all three momentum equations at cell interfaces as done in previous formulations. The equations are integrated in time using an efficient, second-order accurate fractional step methodology coupled with a Jacobian-free, Newton-Krylov solver for the momentum equations and a GMRES solver enhanced with multigrid as preconditioner for the Poisson equation. Several numerical experiments are carried out on fine computational meshes to demonstrate the accuracy and efficiency of the proposed method for standard benchmark problems as well as for unsteady, pulsatile flow through a curved, pipe bend. To demonstrate the ability of the method to simulate flows with complex, moving immersed boundaries we apply it to calculate pulsatile, physiological flow through a mechanical, bileaflet heart valve mounted in a model straight aorta with an anatomical-like triple sinus.

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In this paper, we present an efficient and accurate numerical algorithm for calculating the electrostatic interactions in biomolecular systems. In our scheme, a boundary integral equation (BIE) approach is applied to discretize the linearized Poisson-Boltzmann (PB) equation. The resulting integral formulas are well conditioned for single molecule cases as well as for systems with more than one macromolecule, and are solved efficiently using Krylov subspace based iterative methods such as generalized minimal residual (GMRES) or bi-conjugate gradients stabilized (BiCGStab) methods. In each iteration, the convolution type matrix-vector multiplications are accelerated by a new version of the fast multipole method (FMM). The implemented algorithm is asymptotically optimal O(N) both in CPU time and memory usage with optimized prefactors. Our approach enhances the present computational ability to treat electrostatics of large scale systems in protein-protein interactions and nano particle assembly processes. Applications including calculating the electrostatics of the nicotinic acetylcholine receptor (nAChR) and interactions between protein Sso7d and DNA are presented.

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The fast multipole method (FMM) is applied to the solution of large-scale, three-dimensional acoustic scattering problems involving inhomogeneous objects defined on a regular grid. The grid arrangement is especially well suited to applications in which the scattering geometry is not known a priori and is reconstructed on a regular grid using iterative inverse scattering algorithms or other imaging techniques. The regular structure of unknown scattering elements facilitates a dramatic reduction in the amount of storage and computation required for the FMM, both of which scale linearly with the number of scattering elements. In particular, the use of fast Fourier transforms to compute Green's function convolutions required for neighboring interactions lowers the often-significant cost of finest-level FMM computations and helps mitigate the dependence of FMM cost on finest-level box size. Numerical results demonstrate the efficiency of the composite method as the number of scattering elements in each finest-level box is increased.

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A new sharp-interface immersed boundary method based approach for the computation of low-Mach number flow-induced sound around complex geometries is described. The underlying approach is based on a hydrodynamic/acoustic splitting technique where the incompressible flow is first computed using a second-order accurate immersed boundary solver. This is followed by the computation of sound using the linearized perturbed compressible equations (LPCE). The primary contribution of the current work is the development of a versatile, high-order accurate immersed boundary method for solving the LPCE in complex domains. This new method applies the boundary condition on the immersed boundary to a high-order by combining the ghost-cell approach with a weighted least-squares error method based on a high-order approximating polynomial. The method is validated for canonical acoustic wave scattering and flow-induced noise problems. Applications of this technique to relatively complex cases of practical interest are also presented.

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An approximate boundary condition is developed in this paper to model fluid shear viscosity at boundaries of coupled fluid-structure system. The effect of shear viscosity is approximated by a correction term to the inviscid boundary condition, written in terms of second order in-plane derivatives of pressure. Both thin and thick viscous boundary layer approximations are formulated; the latter subsumes the former. These approximations are used to develop a variational formation, upon which a viscous finite element method (FEM) model is based, requiring only minor modifications to the boundary integral contributions of an existing inviscid FEM model. Since this FEM formulation has only one degree of freedom for pressure, it holds a great computational advantage over the conventional viscous FEM formulation which requires discretization of the full set of linearized Navier-Stokes equations. The results from thick viscous boundary layer approximation are found to be in good agreement with the prediction from a Navier-Stokes model. When applicable, thin viscous boundary layer approximation also gives accurate results with computational simplicity compared to the thick boundary layer formulation. Direct comparison of simulation results using the boundary layer approximations and a full, linearized Navier-Stokes model are made and used to evaluate the accuracy of the approximate technique. Guidelines are given for the parameter ranges over which the accurate application of the thick and thin boundary approximations can be used for a fluid-structure interaction problem.

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A variety of biomedical imaging techniques such as optical and fluorescence tomography, electrical impedance tomography, and ultrasound imaging can be cast as inverse problems, wherein image reconstruction involves the estimation of spatially distributed parameter(s) of the PDE system describing the physics of the imaging process. Finite element discretization of imaged domain with tetrahedral elements is a popular way of solving the forward and inverse imaging problems on complicated geometries. A dual-adaptive mesh-based approach wherein, one mesh is used for solving the forward imaging problem and the other mesh used for iteratively estimating the unknown distributed parameter, can result in high resolution image reconstruction at minimum computation effort, if both the meshes are allowed to adapt independently. Till date, no efficient method has been reported to identify and resolve intersection between tetrahedrons in independently refined or coarsened dual meshes. Herein, we report a fast and robust algorithm to identify and resolve intersection of tetrahedrons within nested dual meshes generated by 8-similar subtetrahedron subdivision scheme. The algorithm exploits finite element weight functions and gives rise to a set of weight functions on each vertex of disjoint tetrahedron pieces that completely cover up the intersection region of two tetrahedrons. The procedure enables fully adaptive tetrahedral finite elements by supporting independent refinement and coarsening of each individual mesh while preserving fast identification and resolution of intersection. The computational efficiency of the algorithm is demonstrated by diffuse photon density wave solutions obtained from a single- and a dual-mesh, and by reconstructing a fluorescent inclusion in simulated phantom from boundary frequency domain fluorescence measurements.

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Implicit integration factor (IIF) method, a class of efficient semi-implicit temporal scheme, was introduced recently for stiff reaction-diffusion equations. To reduce cost of IIF, compact implicit integration factor (cIIF) method was later developed for efficient storage and calculation of exponential matrices associated with the diffusion operators in two and three spatial dimensions for Cartesian coordinates with regular meshes. Unlike IIF, cIIF cannot be directly extended to other curvilinear coordinates, such as polar and spherical coordinate, due to the compact representation for the diffusion terms in cIIF. In this paper, we present a method to generalize cIIF for other curvilinear coordinates through examples of polar and spherical coordinates. The new cIIF method in polar and spherical coordinates has similar computational efficiency and stability properties as the cIIF in Cartesian coordinate. In addition, we present a method for integrating cIIF with adaptive mesh refinement (AMR) to take advantage of the excellent stability condition for cIIF. Because the second order cIIF is unconditionally stable, it allows large time steps for AMR, unlike a typical explicit temporal scheme whose time step is severely restricted by the smallest mesh size in the entire spatial domain. Finally, we apply those methods to simulating a cell signaling system described by a system of stiff reaction-diffusion equations in both two and three spatial dimensions using AMR, curvilinear and Cartesian coordinates. Excellent performance of the new methods is observed.

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Mesh deformation methods are a versatile strategy for solving partial differential equations (PDEs) with a vast variety of practical applications. However, these methods break down for elliptic PDEs with discontinuous coefficients, namely, elliptic interface problems. For this class of problems, the additional interface jump conditions are required to maintain the well-posedness of the governing equation. Consequently, in order to achieve high accuracy and high order convergence, additional numerical algorithms are required to enforce the interface jump conditions in solving elliptic interface problems. The present work introduces an interface technique based adaptively deformed mesh strategy for resolving elliptic interface problems. We take the advantages of the high accuracy, flexibility and robustness of the matched interface and boundary (MIB) method to construct an adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients. The proposed method generates deformed meshes in the physical domain and solves the transformed governed equations in the computational domain, which maintains regular Cartesian meshes. The mesh deformation is realized by a mesh transformation PDE, which controls the mesh redistribution by a source term. The source term consists of a monitor function, which builds in mesh contraction rules. Both interface geometry based deformed meshes and solution gradient based deformed meshes are constructed to reduce the L(∞) and L(2) errors in solving elliptic interface problems. The proposed adaptively deformed mesh based interface method is extensively validated by many numerical experiments. Numerical results indicate that the adaptively deformed mesh based interface method outperforms the original MIB method for dealing with elliptic interface problems.

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We present a fluctuating hydrodynamics approach and a hybrid approach combining fluctuating hydrodynamics with generalized Langevin dynamics to resolve the motion of a nanocarrier when subject to both hydrodynamic interactions and adhesive interactions. Specifically, using these approaches, we compute equilibrium probability distributions at constant temperature as well as velocity autocorrelation functions of the nanocarrier subject to thermal motion in a quiescent Newtonian fluid medium, when tethered by a harmonic spring force mimicking a tether due to a single receptor-ligand bond. We demonstrate that the thermal equipartition of translation, rotation, and spring degrees of freedom are preserved by our formalism while simultaneously resolving the nature of the hydrodynamic correlations. Additionally, we evaluate the potential of mean force (or free energy density) along a specified reaction coordinate to faciltate extensive conformational sampling of the nanocarrier motion. We show that our results are in excellent agreement with analytical results and Monte Carlo simulations, thereby validating our methodologies. The frameworks we have presented provide a comprehensive platform for temporal multiscale modeling of hydrodynamic and microscopic interactions mediating nanocarrier motion and adhesion in vascular targeted drug delivery.

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Protein adsorption plays a significant role in biological phenomena such as cell-surface interactions and the coagulation of blood. Two-dimensional random sequential adsorption (RSA) models are widely used to model the adsorption of proteins on solid surfaces. Continuum equations have been developed so that the results of RSA simulations can be used to predict the kinetics of adsorption. Recently, Brownian dynamics simulations have become popular for modeling protein adsorption. In this work a continuum model was developed to allow the results from a Brownian dynamics simulation to be used as the boundary condition in a computational fluid dynamics (CFD) simulation. Brownian dynamics simulations were used to model the diffusive transport of hard-sphere particles in a liquid and the adsorption of the particles onto a solid surface. The configuration of the adsorbed particles was analyzed to quantify the chemical potential near the surface, which was found to be a function of the distance from the surface and the fractional surface coverage. The near-surface chemical potential was used to derive a continuum model of adsorption that incorporates the results from the Brownian dynamics simulations. The equations of the continuum model were discretized and coupled to a CFD simulation of diffusive transport to the surface. The kinetics of adsorption predicted by the continuum model closely matched the results from the Brownian dynamics simulation. This new model allows the results from mesoscale simulations to be incorporated into micro- or macro-scale CFD transport simulations of protein adsorption in practical devices.

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We describe an immersed boundary method for problems of fluid-solute-structure interaction. The numerical scheme employs linearly implicit timestepping, allowing for the stable use of timesteps that are substantially larger than those permitted by an explicit method, and local mesh refinement, making it feasible to resolve the steep gradients associated with the space charge layers as well as the chemical potential, which is used in our formulation to control the permeability of the membrane to the (possibly charged) solute. Low Reynolds number fluid dynamics are described by the time-dependent incompressible Stokes equations, which are solved by a cell-centered approximate projection method. The dynamics of the chemical species are governed by the advection-electrodiffusion equations, and our semi-implicit treatment of these equations results in a linear system which we solve by GMRES preconditioned via a fast adaptive composite-grid (FAC) solver. Numerical examples demonstrate the capabilities of this methodology, as well as its convergence properties.

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We consider the second order wave equation in an unbounded domain and propose an advanced perfectly matched layer (PML) technique for its efficient and reliable simulation. In doing so, we concentrate on the time domain case and use the finite-element (FE) method for the space discretization. Our un-split-PML formulation requires four auxiliary variables within the PML region in three space dimensions. For a reduced version (rPML), we present a long time stability proof based on an energy analysis. The numerical case studies and an application example demonstrate the good performance and long time stability of our formulation for treating open domain problems.

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The focus of this work is on the modeling of an ion exchange process that occurs in drinking water treatment applications. The model formulation consists of a two-scale model in which a set of microscale diffusion equations representing ion exchange resin particles that vary in size and age are coupled through a boundary condition with a macroscopic ordinary differential equation (ODE), which represents the concentration of a species in a well-mixed reactor. We introduce a new age-averaged model (AAM) that averages all ion exchange particle ages for a given size particle to avoid the expensive Monte-Carlo simulation associated with previous modeling applications. We discuss two different numerical schemes to approximate both the original Monte Carlo algorithm and the new AAM for this two-scale problem. The first scheme is based on the finite element formulation in space coupled with an existing backward-difference-formula-based ODE solver in time. The second scheme uses an integral equation based Krylov deferred correction (KDC) method and a fast elliptic solver (FES) for the resulting elliptic equations. Numerical results are presented to validate the new AAM algorithm, which is also shown to be more computationally efficient than the original Monte Carlo algorithm. We also demonstrate that the higher order KDC scheme is more efficient than the traditional finite element solution approach and this advantage becomes increasingly important as the desired accuracy of the solution increases. We also discuss issues of smoothness, which affect the efficiency of the KDC-FES approach, and outline additional algorithmic changes that would further improve the efficiency of these developing methods for a wide range of applications.

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Cardiovascular pathologies, such as a brain aneurysm, are affected by the global blood circulation as well as by the local microrheology. Hence, developing computational models for such cases requires the coupling of disparate spatial and temporal scales often governed by diverse mathematical descriptions, e.g., by partial differential equations (continuum) and ordinary differential equations for discrete particles (atomistic). However, interfacing atomistic-based with continuum-based domain discretizations is a challenging problem that requires both mathematical and computational advances. We present here a hybrid methodology that enabled us to perform the first multi-scale simulations of platelet depositions on the wall of a brain aneurysm. The large scale flow features in the intracranial network are accurately resolved by using the high-order spectral element Navier-Stokes solver
εκ
αr
. The blood rheology inside the aneurysm is modeled using a coarse-grained stochastic molecular dynamics approach (the dissipative particle dynamics method) implemented in the parallel code LAMMPS. The continuum and atomistic domains overlap with interface conditions provided by effective forces computed adaptively to ensure continuity of states across the interface boundary. A two-way interaction is allowed with the time-evolving boundary of the (deposited) platelet clusters tracked by an immersed boundary method. The corresponding heterogeneous solvers (
εκ
αr
and LAMMPS) are linked together by a computational multilevel message passing interface that facilitates modularity and high parallel efficiency. Results of multiscale simulations of clot formation inside the aneurysm in a patient-specific arterial tree are presented. We also discuss the computational challenges involved and present scalability results of our coupled solver on up to 300K computer processors. Validation of such coupled atomistic-continuum models is a main open issue that has to be addressed in future work.

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We present a boundary-fitted, scale-invariant unstructured tetrahedral mesh generation algorithm that enables registration of element size to local feature size. Given an input triangulated surface mesh, a feature size field is determined by casting rays normal to the surface and into the geometry and then performing gradient-limiting operations to enforce continuity of the resulting field. Surface mesh density is adjusted to be proportional to the feature size field and then a layered anisotropic volume mesh is generated. This mesh is "scale-invariant" in that roughly the same number of layers of mesh exist in mesh cross-sections, between a minimum scale size L(min) and a maximum scale size L(max). We illustrate how this field can be used to produce quality grids for computational fluid dynamics based simulations of challenging, topologically complex biological surfaces derived from magnetic resonance images. The algorithm is implemented in the Pacific Northwest National Laboratory (PNNL) version of the Los Alamos grid toolbox LaGriT[14]. Research funded by the National Heart and Blood Institute Award 1RO1HL073598-01A1.

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The human lung is protected against aspirated infectious and toxic agents by a thin liquid layer lining the interior of the airways. This airway surface liquid is a bilayer composed of a viscoelastic mucus layer supported by a fluid film known as the periciliary liquid. The viscoelastic behavior of the mucus layer is principally due to long-chain polymers known as mucins. The airway surface liquid is cleared from the lung by ciliary transport, surface tension gradients, and airflow shear forces. This work presents a multiscale model of the effect of airflow shear forces, as exerted by tidal breathing and cough, upon clearance. The composition of the mucus layer is complex and variable in time. To avoid the restrictions imposed by adopting a viscoelastic flow model of limited validity, a multiscale computational model is introduced in which the continuum-level properties of the airway surface liquid are determined by microscopic simulation of long-chain polymers. A bridge between microscopic and continuum levels is constructed through a kinetic-level probability density function describing polymer chain configurations. The overall multiscale framework is especially suited to biological problems due to the flexibility afforded in specifying microscopic constituents, and examining the effects of various constituents upon overall mucus transport at the continuum scale.

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In this paper, we report a new development of image charge approximations of reaction fields for a charge inside a dielectric spherical cavity immersed in an ionic solvent with arbitrary ionic strength. This new development removes the requirement of low ionic strength of the solvent in a previous result [S. Deng, W. Cai, Extending the fast multipole method for charges inside a dielectric sphere in an ionic solvent: high-order image approximations for reaction fields, J. Comput. Phys. 227 (2007) 1246-1266], thus extending the applicability of the image charge approximations of reaction fields in the modeling of bio-molecular solvation.

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We examine a variety of polynomial-chaos-motivated approximations to a stochastic form of a steady state groundwater flow model. We consider approaches for truncating the infinite dimensional problem and producing decoupled systems. We discuss conditions under which such decoupling is possible and show that to generalize the known decoupling by numerical cubature, it would be necessary to find new multivariate cubature rules. Finally, we use the acceleration of Monte Carlo to compare the quality of polynomial models obtained for all approaches and find that in general the methods considered are more efficient than Monte Carlo for the relatively small domains considered in this work. A curse of dimensionality in the series expansion of the log-normal stochastic random field used to represent hydraulic conductivity provides a significant impediment to efficient approximations for large domains for all methods considered in this work, other than the Monte Carlo method.

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The fast multipole method (FMM) has been shown to have a reduced computational dependence on the size of finest-level groups of elements when the elements are positioned on a regular grid and FFT convolution is used to represent neighboring interactions. However, transformations between plane-wave expansions used for FMM interactions and pressure distributions used for neighboring interactions remain significant contributors to the cost of FMM computations when finest-level groups are large. The transformation operators, which are forward and inverse Fourier transforms with the wave space confined to the unit sphere, are smooth and well approximated using reduced-rank decompositions that further reduce the computational dependence of the FMM on finest-level group size. The adaptive cross approximation (ACA) is selected to represent the forward and adjoint far-field transformation operators required by the FMM. However, the actual error of the ACA is found to be greater than that predicted using traditional estimates, and the ACA generally performs worse than the approximation resulting from a truncated singular-value decomposition (SVD). To overcome these issues while avoiding the cost of a full-scale SVD, the ACA is employed with more stringent accuracy demands and recompressed using a reduced, truncated SVD. The results show a greatly reduced approximation error that performs comparably to the full-scale truncated SVD without degrading the asymptotic computational efficiency associated with ACA matrix assembly.

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As a sequel to our previous paper on extending the Fast Multipole Method (FMM) for charges inside a dielectric sphere [J. Comput. Phys. 223 (2007) 846-864], this paper further extends the FMM to the electrostatic calculation for charges inside a dielectric sphere immersed in an ionic solvent, a scenery with more relevance in biological applications. The key findings include two fourth-order multiple discrete image approximations in terms of u=λa to the reaction field induced by the ionic solvent, provided that u=λa < 1 where λ is the inverse Debye screening length of the ionic solvent and a is the radius of the dielectric sphere. A 10(-4) relative accuracy in the reaction field of a source charge within the sphere can be achieved with only 3-4 point image charges. Together with the image charges, the FMM can be used to speed up the calculation of electrostatic interactions of charges in a dielectric sphere immersed in an ionic solvent.

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This paper extends the image charge solvation model (ICSM) [J. Chem. Phys. 131, 154103 (2009)], a hybrid explicit/implicit method to treat electrostatic interactions in computer simulations of biomolecules formulated for spherical cavities, to prolate spheroidal and triaxial ellipsoidal cavities, designed to better accommodate non-spherical solutes in molecular dynamics (MD) simulations. In addition to the utilization of a general truncated octahedron as the MD simulation box, central to the proposed extension is an image approximation method to compute the reaction field for a point charge placed inside such a non-spherical cavity by using a single image charge located outside the cavity. The resulting generalized image charge solvation model (GICSM) is tested in simulations of liquid water, and the results are analyzed in comparison with those obtained from the ICSM simulations as a reference. We find that, for improved computational efficiency due to smaller simulation cells and consequently a less number of explicit solvent molecules, the generalized model can still faithfully reproduce known static and dynamic properties of liquid water at least for systems considered in the present paper, indicating its great potential to become an accurate but more efficient alternative to the ICSM when bio-macromolecules of irregular shapes are to be simulated.

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High order spatial derivatives and stiff reactions often introduce severe temporal stability constraints on the time step in numerical methods. Implicit integration method (IIF) method, which treats diffusion exactly and reaction implicitly, provides excellent stability properties with good efficiency by decoupling the treatment of reactions and diffusions. One major challenge for IIF is storage and calculation of the potential dense exponential matrices of the sparse discretization matrices resulted from the linear differential operators. Motivated by a compact representation for IIF (cIIF) for Laplacian operators in two and three dimensions, we introduce an array-representation technique for efficient handling of exponential matrices from a general linear differential operator that may include cross-derivatives and non-constant diffusion coefficients. In this approach, exponentials are only needed for matrices of small size that depend only on the order of derivatives and number of discretization points, independent of the size of spatial dimensions. This method is particularly advantageous for high dimensional systems, and it can be easily incorporated with IIF to preserve the excellent stability of IIF. Implementation and direct simulations of the array-representation compact IIF (AcIIF) on systems, such as Fokker-Planck equations in three and four dimensions and chemical master equations, in addition to reaction-diffusion equations, show efficiency, accuracy, and robustness of the new method. Such array-presentation based on methods may have broad applications for simulating other complex systems involving high-dimensional data.

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Computational fluid dynamics (CFD) simulations are becoming a reliable tool to understand hemodynamics, disease progression in pathological blood vessels and to predict medical device performance. Immersed boundary method (IBM) emerged as an attractive methodology because of its ability to efficiently handle complex moving and rotating geometries on structured grids. However, its application to study blood flow in complex, branching, patient-specific anatomies is scarce. This is because of the dominance of grid nodes in the exterior of the fluid domain over the useful grid nodes in the interior, rendering an inevitable memory and computational overhead. In order to alleviate this problem, we propose a novel multiblock based IBM that preserves the simplicity and effectiveness of the IBM on structured Cartesian meshes and enables handling of complex, anatomical geometries at a reduced memory overhead by minimizing the grid nodes in the exterior of the fluid domain. As pathological and medical device hemodynamics often involve complex, unsteady transitional or turbulent flow fields, a scale resolving turbulence model such as large eddy simulation (LES) is used in the present work. The proposed solver (here after referred as WenoHemo), is developed by enhancing an existing in-house high order incompressible flow solver that was previously validated for its numerics and several LES models by Shetty et al. [Journal of Computational Physics 2010; 229 (23), 8802-8822]. In the present work, WenoHemo is systematically validated for additional numerics introduced, such as IBM and the multiblock approach, by simulating laminar flow over a sphere and laminar flow over a backward facing step respectively. Then, we validate the entire solver methodology by simulating laminar and transitional flow in abdominal aortic aneurysm (AAA). Finally, we perform blood flow simulations in the challenging clinically relevant thoracic aortic aneurysm (TAA), to gain insights into the type of fluid flow patterns that exist in pathological blood vessels. Results obtained from the TAA simulations reveal complex vortical and unsteady flow fields that need to be considered in designing and implanting medical devices such as stent grafts.

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In this article, we present a computational multi-scale model of fully three-dimensional and unsteady hemodynamics within the primary large arteries in the human. Computed tomography image data from two different patients were used to reconstruct a nearly complete network of the major arteries from head to foot. A linearized coupled-momentum method for fluid-structure-interaction was used to describe vessel wall deformability and a multi-domain method for outflow boundary condition specification was used to account for the distal circulation. We demonstrated that physiologically realistic results can be obtained from the model by comparing simulated quantities such as regional blood flow, pressure and flow waveforms, and pulse wave velocities to known values in the literature. We also simulated the impact of age-related arterial stiffening on wave propagation phenomena by progressively increasing the stiffness of the central arteries and found that the predicted effects on pressure amplification and pulse wave velocity are in agreement with findings in the clinical literature. This work demonstrates the feasibility of three-dimensional techniques for simulating hemodynamics in a full-body compliant arterial network.

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Monte Carlo simulations provide an indispensible model for solving radiative transport problems, but their slow convergence inhibits their use as an everyday computational tool. In this paper, we present two new ideas for accelerating the convergence of Monte Carlo algorithms based upon an efficient algorithm that couples simulations of forward and adjoint transport equations. Forward random walks are first processed in stages, each using a fixed sample size, and information from stage k is used to alter the sampling and weighting procedure in stage k + 1. This produces rapid geometric convergence and accounts for dramatic gains in the efficiency of the forward computation. In case still greater accuracy is required in the forward solution, information from an adjoint simulation can be added to extend the geometric learning of the forward solution. The resulting new approach should find widespread use when fast, accurate simulations of the transport equation are needed.

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An algorithm to approximately calculate the partition function (and subsequently ensemble averages) and density of states of lattice spin systems through non-Monte-Carlo random sampling is developed. This algorithm (called the sampling-the-mean algorithm) can be applied to models where the up or down spins at lattice nodes interact to change the spin states of other lattice nodes, especially non-Ising-like models with long-range interactions such as the biological model considered here. Because it is based on the Central Limit Theorem of probability, the sampling-the-mean algorithm also gives estimates of the error in the partition function, ensemble averages, and density of states. Easily implemented parallelization strategies and error minimizing sampling strategies are discussed. The sampling-the-mean method works especially well for relatively small systems, systems with a density of energy states that contains sharp spikes or oscillations, or systems with little a priori knowledge of the density of states.

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A new numerical approach for modeling a class of flow-structure interaction problems typically encountered in biological systems is presented. In this approach, a previously developed, sharp-interface, immersed-boundary method for incompressible flows is used to model the fluid flow and a new, sharp-interface Cartesian grid, immersed boundary method is devised to solve the equations of linear viscoelasticity that governs the solid. The two solvers are coupled to model flow-structure interaction. This coupled solver has the advantage of simple grid generation and efficient computation on simple, single-block structured grids. The accuracy of the solid-mechanics solver is examined by applying it to a canonical problem. The solution methodology is then applied to the problem of laryngeal aerodynamics and vocal fold vibration during human phonation. This includes a three-dimensional eigen analysis for a multi-layered vocal fold prototype as well as two-dimensional, flow-induced vocal fold vibration in a modeled larynx. Several salient features of the aerodynamics as well as vocal-fold dynamics are presented.

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An algorithm is presented for solving a diffusion equation on a curved surface coupled to diffusion in the volume, a problem often arising in cell biology. It applies to pixilated surfaces obtained from experimental images and performs at low computational cost. In the method, the Laplace-Beltrami operator is approximated locally by the Laplacian on the tangential plane and then a finite volume discretization scheme based on a Voronoi decomposition is applied. Convergence studies show that mass conservation built in the discretization scheme and cancellation of sampling error ensure convergence of the solution in space with an order between 1 and 2. The method is applied to a cell-biological problem where a signaling molecule, G-protein Rac, cycles between the cytoplasm and cell membrane thus coupling its diffusion in the membrane to that in the cell interior. Simulations on realistic cell geometry are performed to validate, and determine the accuracy of, a recently proposed simplified quantitative analysis of fluorescence loss in photobleaching. The method is implemented within the Virtual Cell computational framework freely accessible at www.vcell.org.

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Patient-specific models of cardiac function have the potential to improve diagnosis and management of heart disease by integrating medical images with heterogeneous clinical measurements subject to constraints imposed by physical first principles and prior experimental knowledge. We describe new methods for creating three-dimensional patient-specific models of ventricular biomechanics in the failing heart. Three-dimensional bi-ventricular geometry is segmented from cardiac CT images at end-diastole from patients with heart failure. Human myofiber and sheet architecture is modeled using eigenvectors computed from diffusion tensor MR images from an isolated, fixed human organ-donor heart and transformed to the patient-specific geometric model using large deformation diffeomorphic mapping. Semi-automated methods were developed for optimizing the passive material properties while simultaneously computing the unloaded reference geometry of the ventricles for stress analysis. Material properties of active cardiac muscle contraction were optimized to match ventricular pressures measured by cardiac catheterization, and parameters of a lumped-parameter closed-loop model of the circulation were estimated with a circulatory adaptation algorithm making use of information derived from echocardiography. These components were then integrated to create a multi-scale model of the patient-specific heart. These methods were tested in five heart failure patients from the San Diego Veteran's Affairs Medical Center who gave informed consent. The simulation results showed good agreement with measured echocardiographic and global functional parameters such as ejection fraction and peak cavity pressures.

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In this paper, a new method for calculating effective atomic radii within the generalized Born (GB) model of implicit solvation is proposed, for use in computer simulations of bio-molecules. First, a new formulation for the GB radii is developed, in which smooth kernels are used to eliminate the divergence in volume integrals intrinsic in the model. Next, the Fast Fourier Transform (FFT) algorithm is applied to integrate smoothed functions, taking advantage of the rapid spectral decay provided by the smoothing. The total cost of the proposed algorithm scales as O(N(3)logN + M) where M is the number of atoms comprised in a molecule, and N is the number of FFT grid points in one dimension, which depends only on the geometry of the molecule and the spectral decay of the smooth kernel but not on M. To validate our algorithm, numerical tests are performed for three solute models: one spherical object for which exact solutions exist and two protein molecules of differing size. The tests show that our algorithm is able to reach the accuracy of other existing GB implementations, while offering much lower computational cost.

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We have introduced a modified penalty approach into the flow-structure interaction solver that combines an immersed boundary method (IBM) and a multi-block lattice Boltzmann method (LBM) to model an incompressible flow and elastic boundaries with finite mass. The effect of the solid structure is handled by the IBM in which the stress exerted by the structure on the fluid is spread onto the collocated grid points near the boundary. The fluid motion is obtained by solving the discrete lattice Boltzmann equation. The inertial force of the thin solid structure is incorporated by connecting this structure through virtual springs to a ghost structure with the equivalent mass. This treatment ameliorates the numerical instability issue encountered in this type of problems. Thanks to the superior efficiency of the IBM and LBM, the overall method is extremely fast for a class of flow-structure interaction problems where details of flow patterns need to be resolved. Numerical examples, including those involving multiple solid bodies, are presented to verify the method and illustrate its efficiency. As an application of the present method, an elastic filament flapping in the Kármán gait and the entrainment regions near a cylinder is studied to model fish swimming in these regions. Significant drag reduction is found for the filament, and the result is consistent with the metabolic cost measured experimentally for the live fish.

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A sharp interface immersed boundary method for simulating incompressible viscous flow past three-dimensional immersed bodies is described. The method employs a multi-dimensional ghost-cell methodology to satisfy the boundary conditions on the immersed boundary and the method is designed to handle highly complex three-dimensional, stationary, moving and/or deforming bodies. The complex immersed surfaces are represented by grids consisting of unstructured triangular elements; while the flow is computed on non-uniform Cartesian grids. The paper describes the salient features of the methodology with special emphasis on the immersed boundary treatment for stationary and moving boundaries. Simulations of a number of canonical two- and three-dimensional flows are used to verify the accuracy and fidelity of the solver over a range of Reynolds numbers. Flow past suddenly accelerated bodies are used to validate the solver for moving boundary problems. Finally two cases inspired from biology with highly complex three-dimensional bodies are simulated in order to demonstrate the versatility of the method.

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A method is proposed which allows to efficiently treat elliptic problems on unbounded domains in two and three spatial dimensions in which one is only interested in obtaining accurate solutions at the domain boundary. The method is an extension of the optimal grid approach for elliptic problems, based on optimal rational approximation of the associated Neumann-to-Dirichlet map in Fourier space. It is shown that, using certain types of boundary discretization, one can go from second-order accurate schemes to essentially spectrally accurate schemes in two-dimensional problems, and to fourth-order accurate schemes in three-dimensional problems without any increase in the computational complexity. The main idea of the method is to modify the impedance function being approximated to compensate for the numerical dispersion introduced by a small finite-difference stencil discretizing the differential operator on the boundary. We illustrate how the method can be efficiently applied to nonlinear problems arising in modeling of cell communication.

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We propose a simple method to impose both no-slip boundary conditions at fluid-wall interfaces and at outflow boundaries in fully developed regions for Dissipative Particle Dynamics (DPD) fluid systems. The procedure to enforce the no-slip condition is based on a velocity-dependent shear force, which is a generalized force to represent the presence of the solid-wall particles and to maintain locally thermodynamic consistency. We show that this method can be implemented in both steady and time-dependent fluid systems and compare the DPD results with the continuum limit (Navier-Stokes) results. We also develop a force-adaptive method to impose the outflow boundary conditions for fully developed flow with unspecified outflow velocity profile or pressure value. We study flows over the backward-facing step and in idealized arterial bifurcations using a combination of the two new boundary methods with different flow rates. Finally, we explore the applicability of the outflow method in time-dependent flow systems. The outflow boundary method works well for systems with Womersley number of O(1), i.e., when the pressure and flowrate at the outflow are approximately in-phase.

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This paper presents a class of kernel-free boundary integral (KFBI) methods for general elliptic boundary value problems (BVPs). The boundary integral equations reformulated from the BVPs are solved iteratively with the GMRES method. During the iteration, the boundary and volume integrals involving Green's functions are approximated by structured grid-based numerical solutions, which avoids the need to know the analytical expressions of Green's functions. The KFBI method assumes that the larger regular domain, which embeds the original complex domain, can be easily partitioned into a hierarchy of structured grids so that fast elliptic solvers such as the fast Fourier transform (FFT) based Poisson/Helmholtz solvers or those based on geometric multigrid iterations are applicable. The structured grid-based solutions are obtained with standard finite difference method (FDM) or finite element method (FEM), where the right hand side of the resulting linear system is appropriately modified at irregular grid nodes to recover the formal accuracy of the underlying numerical scheme. Numerical results demonstrating the efficiency and accuracy of the KFBI methods are presented. It is observed that the number of GM-RES iterations used by the method for solving isotropic and moderately anisotropic BVPs is independent of the sizes of the grids that are employed to approximate the boundary and volume integrals. With the standard second-order FEMs and FDMs, the KFBI method shows a second-order convergence rate in accuracy for all of the tested Dirichlet/Neumann BVPs when the anisotropy of the diffusion tensor is not too strong.

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A method for reducing the spurious pressure oscillations observed when simulating moving boundary flow problems with sharp-interface immersed boundary methods (IBMs) is proposed. By first identifying the primary cause of these oscillations to be the violation of the geometric conservation law near the immersed boundary, we adopt a cut-cell based approach to strictly enforce geometric conservation. In order to limit the complexity associated with the cut-cell method, the cut-cell based discretization is limited only to the pressure Poisson and velocity correction equations in the fractional-step method and the small-cell problem tackled by introducing a virtual cell-merging technique. The method is shown to retain all the desirable properties of the original finite-difference based IBM while at the same time, reducing pressure oscillations for moving boundaries by roughly an order of magnitude.

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The Poisson-Boltzmann (PB) equation is an established multiscale model for electrostatic analysis of biomolecules and other dielectric systems. PB based molecular dynamics (MD) approach has a potential to tackle large biological systems. Obstacles that hinder the current development of PB based MD methods are concerns in accuracy, stability, efficiency and reliability. The presence of complex solvent-solute interface, geometric singularities and charge singularities leads to challenges in the numerical solution of the PB equation and electrostatic force evaluation in PB based MD methods. Recently, the matched interface and boundary (MIB) method has been utilized to develop the first second order accurate PB solver that is numerically stable in dealing with discontinuous dielectric coefficients, complex geometric singularities and singular source charges. The present work develops the PB based MD approach using the MIB method. New formulation of electrostatic forces is derived to allow the use of sharp molecular surfaces. Accurate reaction field forces are obtained by directly differentiating the electrostatic potential. Dielectric boundary forces are evaluated at the solvent-solute interface using an accurate Cartesian-grid surface integration method. The electrostatic forces located at reentrant surfaces are appropriately assigned to related atoms. Extensive numerical tests are carried out to validate the accuracy and stability of the present electrostatic force calculation. The new PB based MD method is implemented in conjunction with the AMBER package. MIB based MD simulations of biomolecules are demonstrated via a few example systems.

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Eukaryotic cell crawling is a highly complex biophysical and biochemical process, where deformation and motion of a cell are driven by internal, biochemical regulation of a poroelastic cytoskeleton. One challenge to building quantitative models that describe crawling cells is solving the reaction-diffusion-advection dynamics for the biochemical and cytoskeletal components of the cell inside its moving and deforming geometry. Here we develop an algorithm that uses the level set method to move the cell boundary and uses information stored in the distance map to construct a finite volume representation of the cell. Our method preserves Cartesian connectivity of nodes in the finite volume representation while resolving the distorted cell geometry. Derivatives approximated using a Taylor series expansion at finite volume interfaces lead to second order accuracy even on highly distorted quadrilateral elements. A modified, Laplacian-based interpolation scheme is developed that conserves mass while interpolating values onto nodes that join the cell interior as the boundary moves. An implicit time-stepping algorithm is used to maintain stability. We use the algoirthm to simulate two simple models for cellular crawling. The first model uses depolymerization of the cytoskeleton to drive cell motility and suggests that the shape of a steady crawling cell is strongly dependent on the adhesion between the cell and the substrate. In the second model, we use a model for chemical signalling during chemotaxis to determine the shape of a crawling cell in a constant gradient and to show cellular response upon gradient reversal.

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A novel algorithm is presented that links local structural variables (regional ventilation and deforming central airways) to global function (total lung volume) in the lung over three imaged lung volumes, to derive a breathing lung model for computational fluid dynamics simulation. The algorithm constitutes the core of an integrative, image-based computational framework for subject-specific simulation of the breathing lung. For the first time, the algorithm is applied to three multi-detector row computed tomography (MDCT) volumetric lung images of the same individual. A key technique in linking global and local variables over multiple images is an in-house mass-preserving image registration method. Throughout breathing cycles, cubic interpolation is employed to ensure C 1 continuity in constructing time-varying regional ventilation at the whole lung level, flow rate fractions exiting the terminal airways, and airway deformation. The imaged exit airway flow rate fractions are derived from regional ventilation with the aid of a three-dimensional (3D) and one-dimensional (1D) coupled airway tree that connects the airways to the alveolar tissue. An in-house parallel large-eddy simulation (LES) technique is adopted to capture turbulent-transitional-laminar flows in both normal and deep breathing conditions. The results obtained by the proposed algorithm when using three lung volume images are compared with those using only one or two volume images. The three-volume-based lung model produces physiologically-consistent time-varying pressure and ventilation distribution. The one-volume-based lung model under-predicts pressure drop and yields un-physiological lobar ventilation. The two-volume-based model can account for airway deformation and non-uniform regional ventilation to some extent, but does not capture the non-linear features of the lung.

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In 1999, Jean-Paul Caltagirone and Jerome Breil have developed in their paper [Caltagirone, J. Breil, Sur une methode de projection vectorielle pour la resolution des equations de Navier-Stokes, C.R. Acad. Sci. Paris 327(Serie II b) (1999) 1179-1184] ...

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We present a numerical discretisation of an embedded two-dimensional manifold using high-order continuous Galerkin spectral/hp elements, which provide exponential convergence of the solution with increasing polynomial order, while retaining geometric flexibility in the representation of the domain. Our work is motivated by applications in cardiac electrophysiology where sharp gradients in the solution benefit from the high-order discretisation, while the computational cost of anatomically-realistic models can be significantly reduced through the surface representation and use of high-order methods. We describe and validate our discretisation and provide a demonstration of its application to modelling electrochemical propagation across a human left atrium.

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We study methods for accelerating Monte Carlo simulations that retain most of the accuracy of conventional Monte Carlo algorithms. These methods - called Condensed History (CH) methods - have been very successfully used to model the transport of ionizing radiation in turbid systems. Our primary objective is to determine whether or not such methods might apply equally well to the transport of photons in biological tissue. In an attempt to unify the derivations, we invoke results obtained first by Lewis, Goudsmit and Saunderson and later improved by Larsen and Tolar. We outline how two of the most promising of the CH models - one based on satisfying certain similarity relations and the second making use of a scattering phase function that permits only discrete directional changes - can be developed using these approaches. The main idea is to exploit the connection between the space-angle moments of the radiance and the angular moments of the scattering phase function. We compare the results obtained when the two CH models studied are used to simulate an idealized tissue transport problem. The numerical results support our findings based on the theoretical derivations and suggest that CH models should play a useful role in modeling light-tissue interactions.

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The Poisson Nernst-Planck (PNP) theory is a simplified continuum model for a wide variety of chemical, physical and biological applications. Its ability of providing quantitative explanation and increasingly qualitative predictions of experimental measurements has earned itself much recognition in the research community. Numerous computational algorithms have been constructed for the solution of the PNP equations. However, in the realistic ion-channel context, no second order convergent PNP algorithm has ever been reported in the literature, due to many numerical obstacles, including discontinuous coefficients, singular charges, geometric singularities, and nonlinear couplings. The present work introduces a number of numerical algorithms to overcome the abovementioned numerical challenges and constructs the first second-order convergent PNP solver in the ion-channel context. First, a Dirichlet to Neumann mapping (DNM) algorithm is designed to alleviate the charge singularity due to the protein structure. Additionally, the matched interface and boundary (MIB) method is reformulated for solving the PNP equations. The MIB method systematically enforces the interface jump conditions and achieves the second order accuracy in the presence of complex geometry and geometric singularities of molecular surfaces. Moreover, two iterative schemes are utilized to deal with the coupled nonlinear equations. Furthermore, extensive and rigorous numerical validations are carried out over a number of geometries, including a sphere, two proteins and an ion channel, to examine the numerical accuracy and convergence order of the present numerical algorithms. Finally, application is considered to a real transmembrane protein, the Gramicidin A channel protein. The performance of the proposed numerical techniques is tested against a number of factors, including mesh sizes, diffusion coefficient profiles, iterative schemes, ion concentrations, and applied voltages. Numerical predictions are compared with experimental measurements.

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The tethering of platelets on the injured vessel surface mediated by glycoprotein Ibα (GPIbα) - Von Willebrand factor (vWF) bonds, as well as the interaction between flowing platelets and adherent platelets, are two key events that take place immediately following blood vessel injury. This early-stage platelet deposition and accumulation triggers the initiation of hemostasis, a self-defensive mechanism to prevent the body from excessive blood loss. To understand and predict this complex process, one must integrate experimentally determined information on the mechanics and biochemical kinetics of participating receptors over very small time frames (1-1000 µs) and length scales (10-100 nm), to collective phenomena occurring over seconds and tens of microns. In the present study, a unique three dimensional multiscale computational model, platelet adhesive dynamics (PAD), was applied to elucidate the unique physics of (i) a non-spherical, disk-shaped platelet interacting and tethering onto the damaged vessel wall followed by (ii) collisional interactions between a flowing platelet with a downstream adherent platelet. By analyzing numerous simulations under different physiological conditions, we conclude that the platelet's unique spheroid-shape provides heterogeneous, orientation-dependent translocation (rolling) behavior which enhances cell-wall interactions. We also conclude that platelet-platelet near field interactions are critical for cell-cell communication during the initiation of microthrombi. The PAD model described here helps to identify the physical factors that control the initial stages of platelet capture during this process.

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In this paper we develop novel extensions of collision and track lengh estimators for the complete space-angle solutions of radiative transport problems. We derive the relevant equations, prove that our new estimators are unbiased, and compare their performance with that of more conventional ) estimators. Such comparisons based on numerical solutions of simple one dimensional slab problems indicate the the potential superiority of the new estimators for a wide variety of more general transport problems.

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Discrete molecular dynamics simulation (DMD) uses simplified and discretized models enabling simulations to advance by event rather than by timestep. DMD is an instance of discrete event simulation and so is difficult to scale: even in this multi-core era, all reported DMD codes are serial. In this paper we discuss the inherent difficulties of scaling DMD and present our method of parallelizing DMD through event-based decomposition. Our method is microarchitecture inspired: speculative processing of events exposes parallelism, while in-order commitment ensures correctness. We analyze the potential of this parallelization method for shared-memory multiprocessors. Achieving scalability required extensive experimentation with scheduling and synchronization methods to mitigate serialization. The speed-up achieved for a variety of system sizes and complexities is nearly 6× on an 8-core and over 9× on a 12-core processor. We present and verify analytical models that account for the achieved performance as a function of available concurrency and architectural limitations.

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