2015 International Workshop on
Computational Science and Engineering

Date: May 23rd (Sat), 2015
Place: Room ES033 at ES building, Nagoya University, Japan
ES building (C2 on the map)

ProgramMay 23rd (Sat)8:55 - 9:00
Opening
Chair (9:00-10:30): Tomohiro Sogabe
9:00 - 9:30
Michael Ng

Non-negative tensor equations: applications and algorithms
9:30 - 10:00
Katsunori Yoshimatsu
Influence of vortex dynamics and structure on turbulence statistics at large
scales with or without combustion
10:00 - 10:30
Can Yang

Shared genetic architecture between psychiatric disorders and autoimmune
disorders revealed by statistical analysis of Big Data in Biomedicine
10:30 - 10:45
BreakChair (10:45-12:15): Takashi Ishihara
10:45- 11:15
Naoya Okamoto

Applications of wavelet analysis to turbulence
11:15 - 11:45
Henry Y. T. Ngan

A Comparative Study of Outlier Detection for Large-scale Traffic Data by
one-class SVM and Kernel Density Estimation
11:45 - 12:15
Tomoki Terada

Coupling between phosphorylation rhythm and ATP hydrolysis rate in KaiC
protein studied by stochastic simulation
12:15 - 14:00
Lunch
Chair (14:00- 15:30): Sung Nok Chiu
14:00 - 14:30
Noriyuki Yoshii

All-atom molecular dynamics calculation study of entire poliovirus empty
capsids in solution
14:30 - 15:00
Tieyong Zeng

Convex and non-convex variational models for image restoration andsegmentation
15:00 - 15:30
Shingo Kobayashi

Topological classification of vortices and monopoles in condensedmattersystems
15:30 - 15:45
BreakChair (15:45- 17:15): Chin Ko Yau
15:45 - 16:15
Chi Man Leung

A numerical algorithm on pricing of contingent convertible with Parisianfeature
16:15 - 16:45
Yuto Miyatake

Geometric numerical integration methods for evolution equations and theirrecent development
16:45 - 17:15
Felix Kwok

Schwarz Methods for the Time-Parallel Solution of Parabolic Control Problem

17:15 - 17:20
Closing
18:30 Banquet

Non-negative tensor equations: applications and algorithms
Michael Ng (Hong Kong Baptist University)
In this talk, I introduce non-negative tensor equations in data mining and community
discovery. I will present the relevant algorithms and experimental results of theseapplications.

Influence of vortex dynamics and structure on turbulence statistics at large scales withor without combustion
Katsunori Yoshimatsu (Nagoya University)
Turbulence is ubiquitous in our daily life. Most vorticity in fully developed turbulence athigh Reynolds number resides at small scales in the so-called energy dissipation range,
while most turbulent kinetic energy is at the scales in the so-called energy containing
range that is at scales much larger than those in the dissipation range. We first examine
the influence of small-scale vortex dynamics and structure on turbulence statistics atlarge scales without chemical reaction, using so-called computational surgery. It isfound that the statistics at large scale are insensitive to the details of the vortex
dynamics and structure, at least in the case studied here. The insensitivity is quite
encouraging to turbulent models, e.g., large eddy simulation which computes only thelarge-scale evolution, while modeling the influence of small-scale motion onto thelarge-scale motion. For turbulence with combustion, its small-scale vortex dynamics arevery active, because the chemical reaction occurs at smaller scales. This suggests thedifficulty of modeling turbulent combustion. Its dynamics and structure play importantroles in enhancement/suppression of the reaction.

Shared genetic architecture between psychiatric disorders and autoimmune disorders
revealed by statistical analysis of Big Data in Biomedicine
Can Yang (Hong Kong Baptist University)
Although some existing epidemiological observations and molecular experimentssuggested that brain disorders in the realm of psychiatry may be influenced by immune
dysregulation, the degree of genetic overlap between psychiatric disorders and immune
disorders has not been well established.
The rise of Big Data in genomics provides us unprecedented opportunities to address
the above scientific hypothesis. Nowadays, multilayered genomic data carry muchricher information than ever. On one hand, several recent international projects, suchas the Encyclopedia of DNA Elements (ENCODE) project, have generated vast amountsof genomic data measured at the cellular layer, i.e., cellular traits, including chromatinstates and gene expression levels in different tissues. On the other hand, genome-wide
association studies (GWAS) have genotyped millions of genetic variants (i.e., SNPs) andsurveyed hundreds of organismal traits, such as height, weight, blood pressure anddisease status. How to integrate multilayered data (SNPs, cellular traits andorganismal traits) becomes an essential step to deepen our understanding of biologicalbasis of complex diseases.
In this talk, we introduce a novel statistical approach, GPA (Genetic analysis
incorporating Pleiotropy and Annotation), to increase statistical power to identify risk
variants through joint analysis of multiple GWAS data sets and annotation information.
Statistical inference of the model parameters and SNP prioritization are achievedthrough an expectation-maximization (EM) algorithm that can handle genome-wide
data efficiently. The R implementation of GPA is currently available athttps://sites.google.com/site/eeyangc/software/gpa.
With the GPA approach, we performed integrative analysis of genome-wide association
studies of 18 complex human traits/diseases (five psychiatric disorders, sevenautoimmune disorders, and others) and multiple genome-wide annotation resources(Central nervous system genes, immune-related expression-quantitative trait loci(eQTL) and DNase I hypertensive sites from 98 cell-lines). We detected pleiotropy in 24of the 35 psychiatric-autoimmune disorder pairs. The strongest pleiotropy was observed
for schizophrenia-rheumatoid arthritis with MHC region included in the analysis(p=3.9e-285), and schizophrenia-Crohn’s Disease with MHC region excluded (p=1.1e-36).
Strong enrichment (>1.4 fold) of immune-related eQTL was observed in four psychiatricdisorders. Genomic regions responsible for pleiotropy between psychiatric disorders andautoimmune disorders were detected. The MHC region on chromosome 6 appears to bethe most important with other regions, such as cytoband 1p13.2, also playing significant
roles in pleiotropy. We also found that most alleles shared between schizophrenia andCrohn’s disease have the same effect direction, with similar trend found for otherdisorder pairs, such as bipolar-Crohn’s disease.

Applications of wavelet analysis to turbulence
Naoya Okamoto (Nagoya University)
Turbulence, ubiquitous in our daily life, is still one of the most challenging problems inscience. Turbulence exhibits an intrinsic multiscale behavior due to a large number ofdegrees of freedom interacting nonlinearly. Observations show its self-organization intovortices superimposed to a background flow. This motivates us to split turbulent flows
into two contributions, i.e., coherent vortices and a random background flow. Bothcontributions are multiscale and exhibit no scale separation. To reduce thecomputational load for simulating turbulent flow, the coherent vorticity simulation(CVS) method, which retains only the flow induced by the coherent vortices, has beenproposed. In this talk, we briefly review a wavelet filtering technique used in CVS andassess the potential of CVS for three-dimensional homogeneous isotropic turbulence.
------------------------------------------------------------------------------------------------------------------------A Comparative Study of Outlier Detection for Large-scale Traffic Data by One-class
SVM and Kernel Density Estimation
Henry Y.T. Ngan (Hong Kong Baptist University)
This talk aims at presenting a comparative study of outlier detection (OD) forlarge-scale traffic data. The traffic data nowadays are massive in scale and collected inevery second throughout any modern city. In this research, the traffic flow dynamic iscollected from one of the busiest 4-armed junction in Hong Kong in a 31-day sampling
period (with 764,027 vehicles in total). The traffic flow dynamic is expressed in a highdimension spatial-temporal (ST) signal format (i.e. 80 cycles) which has a high degree ofsimilarities among the same signal and across different signals in one direction. A totalof 19 traffic directions are identified in this junction and lots of ST signals are collectedin the 31-day period (i.e. 874 signals). In order to reduce its dimension, the ST signals
are firstly undergone a principal component analysis (PCA) to represent as(x,y)-coordinates. Then, these PCA (x,y)-coordinates are assumed to be conformed as
Gaussian distributed. With this assumption, the data points are further to be evaluatedby (a) a correlation study with three variant coefficients, (b) one-class support vectormachine (SVM) and (c) kernel density estimation (KDE). The correlation study could
not give any explicit OD result while the one-class SVM and KDE provide average
59.61% and 95.20% DSRs, respectively.

Coupling between phosphorylation rhythm and ATP hydrolysis rate in KaiC protein
studied by stochastic simulation
Tomoki P. Terada (Nagoya University）
KaiC protein shows circadian oscillation of phosphorylation level in vitro in thepresence of KaiA, KaiB and ATP. As this Kai system is the simplest circadian rhythm
consisting of only proteins, its mechanism has been intensively studied where thecircadian rhythm has been ascribed to collective dynamics of protein molecules indifferent states.
However, it has been shown later that the frequency of this circadian oscillationstrongly correlates with ATP hydrolysis rate of KaiC in the absence of KaiA or KaiB, thelatter of which does not show any circadian rhythm.
Here we propose a single molecule model of KaiC with a large number of states.
Stochastic simulation of this single molecule model has revealed that coupling between
structural states and chemical states of KaiC can lead to the experimentally observed
correlation between phosphorylation rhythm and ATP hydrolysis rate.
-------------------------------------------------------------------------------------------------------------------------All-atom molecular dynamics calculation study of entire poliovirus empty capsids insolution
Noriyuki Yoshii (Nagoya University)
Large-scale (6.5 million atoms) and long-time (200 ns) all-atom molecular dynamics(MD) calculations for poliovirus empty capsid were conducted using the K-computer andhighly parallelized general purpose MD simulation software MODYLAS. We clarified amolecular origin of stability of virus capsid. The solutions inside and outside of thecapsid converged well to the equilibrium states. The equilibration of MD calculation
was also confirmed by the fact that the water molecules pass through the capsid fromone side to the other at the same rate for both directions. In equilibrium, the solutiondensity inside capsid was lower than that in outside. The local pressure inside theempty capsid was -2.8 ± 0.3 and -3.4 ± 0.5 MPa from the pressure-density relationshipand virial theorem, respectively. The both results show that the local pressure inside thecapsid is negative. From the detailed analysis, the negative pressure was found to comefrom the coulombic interaction of negative excess charges of the capsid. This leads to theinstability of the empty capsid. The negative pressure must be compensated by positive
contributions by the RNA and its counterions. Stabilization of the capsid by the RNA
may thus be understood from the viewpoint of the pressure as a measure of stability andinstability.
-------------------------------------------------------------------------------------------------------------------------Convex and non-convex variational models for image restoration and segmentation
Tieyong Zeng (Hong Kong Baptist University)
In this talk, I introduce convex and non-convex models in image restoration andsegmentation. I will present the relevant theories and algorithms with applications.

Topological classification of vortices and monopoles in condensed matter systems
Shingo Kobayashi (Nagoya University)
Topology is now considered to be an important guiding principle in condensed matterphysics. Topological objects appear in various systems such as ultracold atomic systems
and unconventional superconductors, and ones remain invariant under a small
symmetry-preserving perturbation due to a topological invariant. The purpose of thispresentation is to show how to classify these topological objects using the homotopy
theory, which is the most suitable mathematical tool to define the topological invariant.
I also discuss applications of the homotopy theory to topological excitations in real spaceand nodal structures of an unconventional superconductor in momentum space.
-------------------------------------------------------------------------------------------------------------------------A numerical algorithm on pricing of contingent convertible with Parisian feature
Chi Man Leung (Hong Kong Baptist University)
Contingent convertible bonds (CCBs) is one of popular financial instruments used bythe firm to raise capital for running its businesses. Different from standard convertible
bonds, the contingent convertible bonds will convert into equity automatically when thefirm is under financial distress and the firm is prevented from default. In this talk, wewill develop a pricing model and examine the pricing procedure of the CCBs which themandatory conversion occurs when the Tier-1 capital ratio either hit a barrier level fromabove or below a monitoring level (above barrier level) continuously for a period of time.
Under the existence of Parisian feature embedded in the CCB, it is not efficient toobtain numerical approximation to the pricing formula using classical methods such as
lattice tree approximation, Monte Carlo simulation and finite difference method
because of curse of dimensionality. In this talk, we will also develop an efficientalgorithm, via Fortet algorithm, to obtain the numerical approximation to the pricingformula of CCBs. Some special modifications (multi-stage approach and dimension
reduction technique) are introduced to enhance the efficiency of the algorithm. We will
also explore the pricing behavior of the CCBs with respect to various parameters.

Geometric numerical integration methods for evolution equations and their recent
development
Yuto Miyatake (Nagoya University)
In this talk, we consider numerical methods for evolution equations. Geometricnumerical integration methods are rather specific-purpose methods in the sense thatthey exactly preserve or inherit geometric properties, such as energy-preservation andsymplecticity, of differential equations. The main advantage of geometric numericalintegration methods is that in many cases we can expect qualitatively better numericalsolutions, especially over a long period of time, than with general-purpose methods. In
this talk, we briefly review basic concepts of geometric numerical integration methods,
and show recent development especially for partial differential equations.
-------------------------------------------------------------------------------------------------------------------------Schwarz Methods for the Time-Parallel Solution of Parabolic Control Problems
Felix Kwok (Hong Kong Baptist University)
Discretized parabolic control problems lead to very large systems of equations, because
trajectories must be approximated forward and backward in time. It is therefore ofinterest to devise parallel solvers for such systems, and a natural idea is to apply
Schwarz preconditioners to the large space-time discretized problem. The performanceof Schwarz preconditioners for elliptic problems is well understood, but how do suchpreconditioners perform on discretized parabolic control problems? We present a
convergence analysis for a class of Schwarz methods applied to a model parabolic
optimal control problem. We show that just applying a classical Schwarz method in time
already implies better transmission conditions than the ones usually used in the elliptic
case, and we propose an even better variant based on optimized Schwarz theory.

INFORMATION
Lunch
Chez Jiroud
TEL： 052-781-2115

Chez Jiroud (ESBuilding 1F)

Banquet
坐・和民・本山駅前店（Watami）
TEL: 052-789-1022

Subway Station

ES Building