Darrell Velegol’s research while affiliated with William Penn University and other places

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Publications (136)


Operationalizing the Kelly Method to Bet on an Innovation Project Portfolio
  • Article

February 2025

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5 Reads

Industrial & Engineering Chemistry Research

Darrell Velegol

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Narayan Ramesh

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Manish Talreja

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[...]

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Patrick Dudley

(a) Schematic showing the log bankroll y=ln(B/B0) increase by ρ to the right with a win (probability p) and decrease by λ to the left with a loss (probability q=1−p). In general, ρ≠λ. (b) Probability density ct(y) of Equation (6) after t=18 bets for parameters ρ=0.5, λ=0.8, and p=0.7. The discrete distribution (markers) spans from y=−tλ (all losses) to y=tρ (all wins) at regular intervals of ρ+λ. The distribution is annotated by the mean μt (vertical black line) and the standard deviation σt (horizontal black line). The continuum distribution c(y,t) (teal curve) provides an accurate approximation when σt≫ρ+λ or, equivalently, pqt≫1.
(a) Optimal betting fraction f as a function of time t for different quantiles γ obtained by the numerical solution of Equation (20). The parameters are p=0.5, a=1, and b=1.5 corresponding to the original game discussed in an earlier paper [6]. The continuum approximation is valid to the right of the vertical dashed line, t≫(pq)−1. (b) Distributions of the log bankroll y after t=20 bets for optimal betting fractions f corresponding to the first and third quartiles: γ=0.25 and γ=0.75. The parameters are those from part (a).
(a) Transient distribution c(y,t) for the log bankroll y for Péclet number, Pe=ℓU/D=1. The log bankroll is scaled by the ruin length ℓ; time is scaled by the diffusive time scale ℓ2/D. Markers at the absorbing boundary denote the transient ruin probability R. (b) Accumulated ruin probability R of Equation (27) as a function of time for different Péclet numbers Pe=ℓU/D>0. Time is scaled by the diffusive time scale ℓ2/D. The values asymptote for any given value of Pe, to the value given in Equation (28).
Optimal betting fraction f as a function of time t for different quantiles γ reproduced from Figure 2a for p=0.5, a=1, and b=1.5. The black curve shows the ruin boundary, above which the ruin probability is greater than a specified value Rmax=0.01. The ruin tolerance r=0.00969 is chosen to permit the Kelly solution fKC=1/6 at long times. For short times, one might prefer to use a “fractional Kelly Criterion” to increase safety.
Analyzing Sequential Betting with a Kelly-Inspired Convective-Diffusion Equation
  • Article
  • Full-text available

July 2024

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56 Reads

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1 Citation

The purpose of this article is to analyze a sequence of independent bets by modeling it with a convective-diffusion equation (CDE). The approach follows the derivation of the Kelly Criterion (i.e., with a binomial distribution for the numbers of wins and losses in a sequence of bets) and reframes it as a CDE in the limit of many bets. The use of the CDE clarifies the role of steady growth (characterized by a velocity U) and random fluctuations (characterized by a diffusion coefficient D) to predict a probability distribution for the remaining bankroll as a function of time. Whereas the Kelly Criterion selects the investment fraction that maximizes the median bankroll (0.50 quantile), we show that the CDE formulation can readily find an optimum betting fraction f for any quantile. We also consider the effects of “ruin” using an absorbing boundary condition, which describes the termination of the betting sequence when the bankroll becomes too small. We show that the probability of ruin can be expressed by a dimensionless Péclet number characterizing the relative rates of convection and diffusion. Finally, the fractional Kelly heuristic is analyzed to show how it impacts returns and ruin. The reframing of the Kelly approach with the CDE opens new possibilities to use known results from the chemico-physical literature to address sequential betting problems.

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Shannon entropies based on standard tokens and characters derived from a string representation of molecules are efficient descriptors for deep neural network-based property predictions. a Comparison of network performance with the addition of different Shannon entropies in the descriptor set. IC50 values of tissue factor pathway inhibitor were predicted and analyzed using MAPE, MAE and R² of fit metrics. The descriptor set containing MW, Shannon and fractional Shannon entropies extracted from SMILES showed the best performance in comparison to other descriptors in the triangular radar graph. b Cumulative enhancement of network performance using Shannon descriptors depicted in the radar graph. The target was MW normalized BEI of ligands to the tissue factor pathway inhibitor, i.e. in the form of BEI/MW. The SEF set containing MW, Shannon (SMILES) and fractional Shannon (SMILES) showed the best comparative performance in all metrics. c Comparison of direct one-pot vs tandem approach to predict IC50 values of molecules to the tissue factor pathway inhibitor protein. The tandem approach first predicted BEI as an intermediate step and then predicted IC50 values at higher accuracy with the BEI as an input. The model was based on MLP-based deep neural networks and all prediction metrics were averaged over at least 5 independent runs. The scaling factors of metrics were listed in Additional file 1: Table S3
Cumulative performance boost of either regression or classification type problems was attained using the SEF descriptors. a Comparison of network performance with cumulative addition of different Shannon entropies in the descriptor set. Ki values of binding molecules to the human coagulation factor 11 were analyzed using the metric R² of fit (%). b The addition of the Shannon (SMILES) entropy to the descriptor set consisting of MW and BEI of ligands (ligands BEI) improved the overall performance of the deep neural network. The scaling factors of metrics were listed in Additional file 1: Table S6. c The cumulative increase in ROC_AUC and accuracy of the toxicity classification of Ames mutagenicity dataset by cumulative addition of different Shannon entropy-based descriptors. The used descriptor sets were 1. Shannon (SMILES), 2. fractional Shannon (SMILES), 3. fractional Shannon (InChiKey), 4. Shannon (SMILES) + Shannon (SMARTS) + Shannon (InChiKey) + fractional Shannon (InChiKey) + bond freq, and 5. Other descriptors + Shannon (SMILES) + fractional Shannon (SMILES). The other descriptors were listed in Additional file 1: Table S8. All prediction metrics were averaged over at least 5 independent runs
Ensemble models of MLP and GNN architecture-based deep neural networks using the SEF descriptors to increase the prediction accuracy of molecular properties. a Comparison of model performance of MLP-based deep neural network with cumulative addition of different Shannon entropies to the descriptor set. Predictions of partition coefficient (logP) values of binding molecules to the p53-binding protein Mdm2 were analyzed in the triangular radar plot. A combination of MW, and Shannon entropies based on SMILES Shannon and fractional Shannon (SMILES) showed the best comparative performance (blue dash). b The 3-dimensional (3D) GNN (GCN-based) model performed better than the 2-dimensional (2D) GNN (GCN-based) model under the same training and testing conditions. When SMILES Shannon was used as an additional node feature, the performance of 3D GNN improved further. c The hybrid model of MLP and 3D GNN architectures performed better than the individual MLP or 3D GNN-based model with the same set of Shannon entropy-based node features. The relevant connection was (− 2, − 4) from MLP layers. d Schematic of the MLP-GNN hybrid network architecture which used the (− m, − n) connections from MLP layers to the dense and final model, respectively. The scaling factors of all metrics were listed in Additional file 1: Table S10 and all prediction metrics were averaged over at least 5 independent runs
Harnessing Shannon entropy-based descriptors in machine learning models to enhance the prediction accuracy of molecular properties

May 2023

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229 Reads

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18 Citations

Journal of Cheminformatics

Accurate prediction of molecular properties is essential in the screening and development of drug molecules and other functional materials. Traditionally, property-specific molecular descriptors are used in machine learning models. This in turn requires the identification and development of target or problem-specific descriptors. Additionally, an increase in the prediction accuracy of the model is not always feasible from the standpoint of targeted descriptor usage. We explored the accuracy and generalizability issues using a framework of Shannon entropies, based on SMILES, SMARTS and/or InChiKey strings of respective molecules. Using various public databases of molecules, we showed that the accuracy of the prediction of machine learning models could be significantly enhanced simply by using Shannon entropy-based descriptors evaluated directly from SMILES. Analogous to partial pressures and total pressure of gases in a mixture, we used atom-wise fractional Shannon entropy in combination with total Shannon entropy from respective tokens of the string representation to model the molecule efficiently. The proposed descriptor was competitive in performance with standard descriptors such as Morgan fingerprints and SHED in regression models. Additionally, we found that either a hybrid descriptor set containing the Shannon entropy-based descriptors or an optimized, ensemble architecture of multilayer perceptrons and graph neural networks using the Shannon entropies was synergistic to improve the prediction accuracy. This simple approach of coupling the Shannon entropy framework to other standard descriptors and/or using it in ensemble models could find applications in boosting the performance of molecular property predictions in chemistry and material science.




Chemical design of self-propelled Janus droplets

January 2022

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74 Reads

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53 Citations

Matter

Solubilizing, self-propelling droplets have emerged as a rich chemical platform for the exploration of active matter, but isotropic droplets rely on spontaneous symmetry breaking to sustain motion. The introduction of permanent asymmetry, e.g., in the form of a biphasic Janus droplet, has not been explored as a comprehensive design strategy for active droplets, despite the widespread use of Janus structures in motile solid particles. Here, we uncover the chemomechanical framework underlying the self-propulsion of biphasic Janus oil droplets solubilizing in aqueous surfactant. We elucidate how droplet propulsion is influenced by the degree of oil mixing, droplet shape, and oil solubilization rates for a range of oil combinations. In addition, spatiotemporal control over droplet swimming speed and orientation is demonstrated through the application of thermal gradients applied via joule heating and laser illumination. We also explore the interactions between collections of Janus droplets, including the spontaneous formation of spinning multi-droplet clusters.


Chemical Design of Self-Propelled Janus Droplets

July 2021

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364 Reads

The study of active colloidal microswimmers with tunable phoretic and self-organizational behaviors is important for understanding out-of-equilibrium systems and the design of functional, adaptive matter. Solubilizing, self-propelling droplets have emerged as a rich chemical platform for exploration of active behaviors, but isotropic droplets rely on spontaneous symmetry breaking to sustain motion. The introduction of permanent asymmetry, e.g. in the form of a biphasic Janus droplet, has not been explored previously as a comprehensive design strategy for active droplets, despite the widespread use of Janus structures in motile solid particles. Here, we uncover the chemomechanical framework underlying the self-propulsion of biphasic Janus oil droplets solubilizing in aqueous surfactant. We elucidate how droplet propulsion is influenced by the degree of oil mixing, droplet shape, and oil solubilization rates for a range of oil combinations. A key finding is that for droplets containing both a mobile (solubilizing) and non-mobile oil, the degree of partitioning of the mobile oil across the Janus droplets’ oil-oil interface plays a pivotal role in determining the droplet speed and swimming direction. In addition, spatiotemporal control over droplet swimming speed and orientation is demonstrated through the application of local thermal gradients applied via joule heating and laser illumination. We also explore the interactions between collections of Janus droplets including the spontaneous formation of multi-droplet clusters that spin predictably based on symmetry. Our findings provide insights as to how the chemistry and structure of multiphase fluids can be harnessed to design microswimmers with programmable active and collective behaviors.


Chemical Design of Self-Propelled Janus Droplets

July 2021

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14 Reads

The study of active colloidal microswimmers with tunable phoretic and self-organizational behaviors is important for understanding out-of-equilibrium systems and the design of functional, adaptive matter. Solubilizing, self-propelling droplets have emerged as a rich chemical platform for exploration of active behaviors, but isotropic droplets rely on spontaneous symmetry breaking to sustain motion. The introduction of permanent asymmetry, e.g. in the form of a biphasic Janus droplet, has not been explored previously as a comprehensive design strategy for active droplets, despite the widespread use of Janus structures in motile solid particles. Here, we uncover the chemomechanical framework underlying the self-propulsion of biphasic Janus oil droplets solubilizing in aqueous surfactant. We elucidate how droplet propulsion is influenced by the degree of oil mixing, droplet shape, and oil solubilization rates for a range of oil combinations. A key finding is that for droplets containing both a mobile (solubilizing) and non-mobile oil, the degree of partitioning of the mobile oil across the Janus droplets’ oil-oil interface plays a pivotal role in determining the droplet speed and swimming direction. In addition, spatiotemporal control over droplet swimming speed and orientation is demonstrated through the application of local thermal gradients applied via joule heating and laser illumination. We also explore the interactions between collections of Janus droplets including the spontaneous formation of multi-droplet clusters that spin predictably based on symmetry. Our findings provide insights as to how the chemistry and structure of multiphase fluids can be harnessed to design microswimmers with programmable active and collective behaviors.


Chemical Design of Self-Propelled Janus Droplets

April 2021

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30 Reads

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1 Citation

p>The study of active colloidal microswimmers with tunable phoretic and self-organizational behaviors is important for understanding out-of-equilibrium systems and the design of functional, adaptive matter. Solubilizing, self-propelling droplets have emerged as a rich chemical platform for exploration of active behaviors, but isotropic droplets rely on spontaneous symmetry breaking to sustain motion. The introduction of permanent asymmetry, e.g. in the form of a biphasic Janus droplet, has not been explored previously as a comprehensive design strategy for active droplets, despite the widespread use of Janus structures in motile solid particles. Here, we uncover the chemomechanical framework underlying the self-propulsion of active, biphasic Janus oil droplets solubilizing in aqueous surfactant. We elucidate how droplet propulsion is influenced by the degree of oil mixing, droplet shape, and oil solubilization rates for a range of oil combinations. A key finding is that for droplets containing both a mobile (solubilizing) and non-mobile oil, the degree of partitioning of the mobile oil across the Janus droplets’ oil-oil interface plays a pivotal role in determining the droplet speed and swimming direction. As a result, we observe propulsion speeds of Janus droplets more than an order-of-magnitude faster than chasing pairs of single emulsion droplets which lack an oil-oil interface. In addition, spatiotemporal control over droplet swimming speed and orientation is demonstrated through the application of local thermal gradients applied via induced via joule heading and laser spot illumination. We also explore the interactions between collections of Janus droplets including the spontaneous formation of multi-droplet spinning clusters that rotate predictably based on symmetry. Our findings provide key insights as to how the chemistry and structure of multiphase fluids can be harnessed to design microswimmers with programmable active and collective behaviors. <br


‘Sustainable Energy Corps: Building a Global Collaboration to Accelerate Transition to a Low Carbon World

April 2021

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24 Reads

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3 Citations

Chemical Engineering Science X

Climate change is a critical 21st century challenge. Major initiatives are underway across the globe but the key metric of success the reduction of greenhouse gas concentration (GHG) in the atmosphere is not improving. A new model for engaging, educating, and securing support from the world community is needed. We propose the formation of a new Sustainable Energy Corps, designed to engage students, communities, professionals, universities, companies, government, and other stakeholders. The focus is on measurement and reduction of GHG concentration in the atmosphere. Translating the “adopt-a-highway” model the world would be divided into local regions connected globally using contemporary data and content platforms. A proposed approach for building a global integrated approach is presented.


Citations (66)


... • Accurate prediction. Shannon entropy is employed in machine learning models to improve the accuracy of predictions of molecular properties in the screening and development of drug molecules and other functional materials [208]. ...

Reference:

Applications of Entropy in Data Analysis and Machine Learning: A Review
Harnessing Shannon entropy-based descriptors in machine learning models to enhance the prediction accuracy of molecular properties

Journal of Cheminformatics

... An important one is the use of "fractional Kelly", in which one reduces risk by betting perhaps a half or a fourth of what the Kelly Criterion recommends [9]. Another is a Kelly Criterion with learning [10], which accounts for a change in parameters (e.g., a change in probability of winning) as expenditures are made. For example, as work is conducted on a project, the probability of success might rise. ...

Gambling on Innovation with Learning
  • Citing Article
  • December 2022

Industrial & Engineering Chemistry Research

... 23,24 The Marangoni flow occurs owing to the heterogeneity of the distribution of surface tension on the droplet surface. In turn, heterogeneity in the distribution of surface tension on the droplet surface can be associated with chemical reactions, [25][26][27][28] solubilization, [29][30][31][32][33][34][35] and the process of mass transfer between the continuous phase of the emulsion and the droplet. [36][37][38] In addition, active droplet motion can occur due to the circulation motion of liquid inside the droplet. ...

Chemical design of self-propelled Janus droplets
  • Citing Article
  • January 2022

Matter

... Non-living active matter systems, though, have been shown to engage in many similar activities as their living counterparts-such as organizing into bands around a boundary (Thutupalli et al., 2018). Non-living groups have also been shown to be able to follow thermal gradients (Meredith et al., 2021) as well as navigate obstacles (Bechinger et al., 2016). As we find similar patterns of collective behavior in groups across the phylogenetic landscape as we do on the sub-cellular and nanoscale, this suggests that these living systems may actually be exploiting similar interactive regularities as found in the non-living groups. ...

Chemical Design of Self-Propelled Janus Droplets
  • Citing Preprint
  • April 2021

... Inspired by the chemotactic behavior of organisms in nature, researchers engineered artificial micro/nanomotors capable of chemotactic movement mimicking microscopic organisms [30][31][32] . These synthetic micro/nanomotors autonomously move by converting chemical 33,34 , acoustic 35 , optical 36 , electrical 37 and magnetic 38 energy into mechanical energy, and follow the environmental cues towards areas of higher chemical fuel concentration 39,40 , which holds promise for precision medicine 41 . ...

Positive and negative chemotaxis of enzyme-coated liposome motors

Nature Nanotechnology

... Previous studies have shown that when washed with 600 mM NaCl solution, MO proteins can be desorbed from the surface as the underlying electrostatic interactions between the substrate and cationic proteins will decrease. 21,28,29 Following this hypothesis, experiments were conducted to wash the MO-functionalized lters with 600 mM NaCl and then re-functionalize them with 100 mL MO serum as described earlier. The nanoparticle removal efficiency was quantied at a ow rate of 30 mL min −1 with 10 10 #/mL 200 nm sPsL particles dispersed in 0.1XPBS buffer pH 7 over three cycles of washing and regeneration. ...

7 Log Virus Removal in a Simple Functionalized Sand Filter
  • Citing Article
  • October 2019

Environmental Science and Technology

... Due to the complexity and multifactorial nature of the problem under study, the study was unable to address all facets of the issue. For instance, further research is required to address the issue of whether it is feasible and effective to broadcast other pedagogical sections and areas using digital learning, as well as the use of other types of digital learning [1,12]. In scientific research, the fundamentals of employing digital technology are covered [2]. ...

Digitally Coupled Learning and Innovation Processes
  • Citing Article
  • September 2019

Industrial & Engineering Chemistry Research

... The pioneering work of Ghosh et al. and Zhang et al. has demonstrated helical motion using magnetic actuation (3,4); however, such motion has yet to be successfully implemented with any other actuation method. Several other pioneering physical and chemical microscale propulsion strategies have been studied, including biohybrids (5,6), chemical reactions (7,8), optics (9), enzymes (10)(11)(12)(13), electric fields (14), magnetics (15)(16)(17)(18)(19), and acoustics (20)(21)(22)(23)(24)(25). However, poor biocompatibility, low speed and force, and poor navigation capabilities limit the potential of existing approaches, particularly for medical applications. ...

Motility of Enzyme-Powered Vesicles
  • Citing Article
  • August 2019

Nano Letters

... For example large DNA molecules have been shown to become entangled with and caged by reconstituted cytoskeleton networks; circular DNA may even become threaded and pinned by filaments, nearly halting their motion [6,30]. The mechanisms underlying the myriad observations of subdiffusion within in vivo and in vitro crowded cell-like environments, and the spatiotemporal scales over which distinct mechanisms contribute to the dynamics, remains a topic of fervent investigation [31][32][33][34][35][36][37][38][39][40][41][42][43]. ...

Non-Uniform Crowding Enhances Transport
  • Citing Article
  • July 2019

ACS Nano

... Various approaches have been explored to induce and control rotational motion, including magnetic (29)(30)(31), electrokinetic (32)(33)(34), and optical methods (35)(36)(37). Magnetic fields have been used to drive the rotation of magnetic beads and ferrofluid droplets (38), offering selective and programmable control but requiring specialized magnetic materials. ...

Shape-directed rotation of homogeneous micromotors via catalytic self-electrophoresis