| 1. |
- Ameur, Adam, et al.
(författare)
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Global gene expression analysis by combinatorial optimization
- 2004
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Ingår i: In Silico Biology. - 1386-6338. ; 4
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Tidskriftsartikel (refereegranskat)abstract
- Generally, there is a trade-off between methods of gene expression analysis that are precise but labor-intensive, e.g. RT-PCR, and methods that scale up to global coverage but are not quite as quantitative, e.g. microarrays. In the present paper, we show how how a known method of gene expression profiling (K. Kato, Nucleic Acids Res. 23, 3685-3690 (1995)), which relies on a fairly small number of steps, can be turned into a global gene expression measurement by advanced data post-processing, with potentially little loss of accuracy. Post-processing here entails solving an ancillary combinatorial optimization problem. Validation is performed on in silico experiments generated from the FANTOM data base of full-length mouse cDNA. We present two variants of the method. One uses state-of-the-art commercial software for solving problems of this kind, the other a code developed by us specifically for this purpose, released in the public domain under GPL license.
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| 2. |
- Aurell, Erik, et al.
(författare)
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A physics-style approach to scalability of distributed systems
- 2004. - 1
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- BEGIN example. Is it possible to treat large scale distributed systems as physical systems? The importance of that question stems from the fact that the behavior of many P2P systems is very complex to analyze analytically, and simulation of scales of interest can be prohibitive. In Physics, however, one is accustomed to reasoning about large systems. The limit of very large systems may actually simplify the analysis. As a first step, we here analyze the effect of the density of populated nodes in an identifier space in a P2P system. We show that while the average path length is approximately given by a function of the number of populated nodes, there is a systematic correction which depends on the density. In other words, the dependence is both on the number of address nodes and the number of populated nodes, but only through their ratio. Interestingly, the correction is negative for finite densities, showing that an amount of randomness somewhat shortens average path length. END of example.
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| 3. |
- Aurell, Erik, et al.
(författare)
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A trading agent built on constraint programming
- 2002. - 2
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Konferensbidrag (refereegranskat)abstract
- The Trading Agent Competition (TAC) combines a fairly realistic model of the Internet commerce of the future, including shopbots and pricebots, with a challenging problem in automated reasoning and decision making. Automated trading via auctions under severe time constraints are to be con-ducted by entering autonomous agents into TAC, assuming the role of travel agents. The TAC game rules, as well as a description of the discrete op-timization problem faced by an agent that wishes to allocate goods to its clients, are described. The TAC’01 entry “006”, encapsulating a constraint programming solution, is explained in some detail.
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| 4. |
- Aurell, Erik, et al.
(författare)
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An inventory of Lattice Boltzmann models of multiphase flows
- 2001. - 1
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- This document reports investigations of models of multiphase flows using Lattice Boltzmann methods. The emphasis is on deriving by Chapman- Enskog techniques the corresponding macroscopic equations. The singular interface (Young-Laplace-Gauss) model is described briefly, with a discussion of its limitations. The diffuse interface theory is discussed in more detail, and shown to lead to the singular interface model in the proper asymptotic limit. The Lattice Boltzmann method is presented in its simplest form appropriate for an ideal gas. Four different Lattice Boltzmann models for non-ideal multi-phase) isothermal flows are then presented in detail, and the resulting macroscopic equations derived. Partly in contradiction with the published literature, it is found that only one of the models gives physically fully acceptable equations. The form of the equation of state for a multiphase system the density interval above the coexistance line determines surface tension and interface thickness in the diffuse interface theory. The use of this relation for optimizing a numerical model is discussed. The extension of Lattice Boltzmann methods to the non-isothermal situation is discussed.
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| 5. |
- Aurell, Erik, et al.
(författare)
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Epigenetics as a first exit problem
- 2002
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Ingår i: Physical Review Letters. - 0031-9007 .- 1079-7114. ; 88:4
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Tidskriftsartikel (refereegranskat)abstract
- We develop a framework to discuss the stability of epigenetic states as first exit problems in dynamical systems with noise. We consider in particular the stability of the lysogenic state of the A prophage. The formalism defines a quantitative measure of robustness of inherited states.
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| 6. |
- Aurell, Erik, et al.
(författare)
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GENFUNK
- 2002. - 1
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- This document summarizes the results obtained by SICS in project GENFUNK (2001). The project was carried out in collaboration with Global Genomics AB (Stockholm, Sweden). Jointly obtained results will be presented separately. Main funding was provided by Swedish Research Agency VINNOVA. Project GENFUNK studied a novel approach of measuring the global gene expression. In the method, mRNA is extracted from a tissue sample and transformed into cDNA captured on magnetic beads. This is then acted on by type IIS restriction endonucleases, which recognize certain short DNA sequences and cut the DNA close to those sequences. The resulting fragments are amplified in PCR with selected ligation fragments, and displayed in capillary electrophoresis. Determining the gene expression levels from the peak data is combinatorial optimization problem, which can in principle be solved, to give expression levels of most genes active in sampled cells, with good accuracy.
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| 7. |
- Aurell, Erik, et al.
(författare)
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Growth optimal investment and pricing of derivatives
- 2000
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Ingår i: Physica A. - 0378-4371 .- 1873-2119. ; 280:04-mar, s. 505-521
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Tidskriftsartikel (refereegranskat)abstract
- We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games. We present reasons why these growth-optimal strategies should be particularly relevant to the problem of pricing derivatives. tinder the assumptions of no trading costs, and no restrictions on lending, we find an appropriate equivalent martingale measure that prices the underlying and the derivative security. We compare our result with other alternative pricing procedures in the literature, and discuss the limits of validity of the lognormal approximation. We also generalize the pricing method to a market with correlated stocks. The expected estimation error of the optimal investment fraction is derived in a closed form, and its validity is checked with a small-scale empirical test.
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| 8. |
- Aurell, Erik, et al.
(författare)
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Growth-Optimal Strategies with Quadratic Friction Over Finite-Time Investment Horizons
- 2004
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Ingår i: International Journal of Theoretical and Applied Finance. - 0219-0249. ; 7:5, s. 645-657
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Tidskriftsartikel (refereegranskat)abstract
- We investigate the growth optimal strategy over a finite time horizon for a stock and bond portfolio in an analytically solvable multiplicative Markovian market model. We show that the optimal strategy consists in holding the amount of capital invested in stocks within an interval around an ideal optimal investment. The size of the holding interval is determined by the intensity of the transaction costs and the time horizon.
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| 9. |
- Aurell, Erik, et al.
(författare)
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On the dynamics of a self-gravitating medium with random and non-random initial conditions
- 2001
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Ingår i: Physica D. - 0167-2789 .- 1872-8022. ; 148:04-mar, s. 272-288
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Tidskriftsartikel (refereegranskat)abstract
- The dynamics of a 1D self-gravitating medium with initial density almost uniform is studied. Numerical experiments are performed with ordered and with Gaussian random initial conditions. The phase space portraits art shown to be qualitatively similar to shock waves, in particular with initial conditions of Brownian type. The PDF of the mass distribution is investigated.
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| 10. |
- Aurell, Erik, et al.
(författare)
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Self-gravitating systems in a three-dimensional expanding universe
- 2002. - 1
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Ingår i: European journal of physics. - 0143-0807 .- 1361-6404.
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Tidskriftsartikel (refereegranskat)abstract
- The non-linear evolution of one-dimensional perturbations in a three-dimensional expanding Universe is considered. A general Lagrangian scheme is derived, and compared to two previously introduced approximate models. These models are simulated with heap-based event-driven numerical procedure that allows for the study of large systems, averaged over many realisations of random initial conditions. One of the models is shown to be qualitatively, and, in some respects, concerning mass aggregation, quantitatively similar to the adhesion model.
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