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The world modelling newswire

What is happening worldwide in digital twins, mathematical modelling and the management of large-scale systems: research, press releases, product news. From the US, China, ASEAN and Africa — translated and summarised.

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300 items · 38 more in the archive

Digital twinUS & West

Federated Bayesian Surveillance of Mechanical Thrombectomy Adverse Events

The work treats population-scale adverse-event surveillance as a distinct belief layer of a surgical digital twin, evaluated with a federated Bayesian protocol under formal privacy guarantees: sites exchange only differentially private natural-parameter updates. Benchmarking uses the full FDA MAUDE cohort for thrombus-retrieval catheters — 8,617 reports, 6,491 classified into five complication classes across eight manufacturer sites.

Digital twinUS & West

Experimental Demonstration of Autonomous Class-Aware Optimization via Digital Twin Aided Optical Network Agent

A network testbed demonstration shows a Digital Twin-aided multi-agent LLM system for autonomous class-aware optical network management. The system detects soft failures and autonomously adapts modulation format per service class requirements, ensuring continuous, marginless channel quality with minimal human intervention.

Digital twinUS & West

APOD: Agentic Population ODE Discovery for Pharmacological Digital Twins

APOD is a language-model agent that iteratively reasons over biological knowledge and fit diagnostics in an open-ended search space to discover a population digital twin, a shared ODE system with between-subject variability. On synthetic pharmacokinetic and tumor-dynamics benchmarks it recovered ground-truth structures in 94-100% of runs, 12-fold faster in median than a library-based search.

Market & productsUS & West

BESS-Backed Trading on the Continuous Intraday Electricity Market

The paper introduces a trading strategy for battery storage on the continuous intraday market in which forecast-driven round-trip trading takes priority and the battery provides a second route to close positions that would otherwise be closed at a distressed price. The agent opens positions using price quantile forecasts and closes them closer to delivery, replacing the myopic rolling intrinsic approach.