A comprehensive study of the delay vector variance method for quantification of nonlinearity in dynamical systems.
Ontology highlight
ABSTRACT:
SUBMITTER: Jaksic V
PROVIDER: S-EPMC4736930 | biostudies-literature |
REPOSITORIES: biostudies-literature
Similar Datasets
Project description:BackgroundPhysiologic signals, such as cardiac interbeat intervals, exhibit complex fluctuations. However, capturing important dynamical properties, including nonstationarities may not be feasible from conventional time series graphical representations.MethodsWe introduce a simple-to-implement visualisation method, termed dynamical density delay mapping ("D3-Map" technique) that provides an animated representation of a system's dynamics. The method is based on a generalization of conventional two-dimensional (2D) Poincaré plots, which are scatter plots where each data point, x(n), in a time series is plotted against the adjacent one, x(n?+?1). First, we divide the original time series, x(n) (n?=?1,…, N), into a sequence of segments (windows). Next, for each segment, a three-dimensional (3D) Poincaré surface plot of x(n), x(n?+?1), h[x(n),x(n?+?1)] is generated, in which the third dimension, h, represents the relative frequency of occurrence of each (x(n),x(n?+?1)) point. This 3D Poincaré surface is then chromatised by mapping the relative frequency h values onto a colour scheme. We also generate a colourised 2D contour plot from each time series segment using the same colourmap scheme as for the 3D Poincaré surface. Finally, the original time series graph, the colourised 3D Poincaré surface plot, and its projection as a colourised 2D contour map for each segment, are animated to create the full "D3-Map."ResultsWe first exemplify the D3-Map method using the cardiac interbeat interval time series from a healthy subject during sleeping hours. The animations uncover complex dynamical changes, such as transitions between states, and the relative amount of time the system spends in each state. We also illustrate the utility of the method in detecting hidden temporal patterns in the heart rate dynamics of a patient with atrial fibrillation. The videos, as well as the source code, are made publicly available.ConclusionsAnimations based on density delay maps provide a new way of visualising dynamical properties of complex systems not apparent in time series graphs or standard Poincaré plot representations. Trainees in a variety of fields may find the animations useful as illustrations of fundamental but challenging concepts, such as nonstationarity and multistability. For investigators, the method may facilitate data exploration.
| S-EPMC3899032 | biostudies-literature
Project description:In networked control systems with multi-step delay, long time-delay causes vacant sampling and controller design difficulty. In order to solve the above problems, comprehensive control methods are proposed in this paper. Time-delay compensation control and linear-quadratic-Guassian (LQG) optimal control are adopted and the systems switch different controllers between two different states. LQG optimal controller is used with probability 1--α in normal state, which is shown to render the systems mean square exponentially stable. Time-delay compensation controller is used with probability α in abnormal state to compensate vacant sampling and long time-delay. In addition, a buffer window is established at the actuator of the systems to store some history control inputs which are used to estimate the control state of present sampling period under the vacant sampling cases. The comprehensive control methods simplify control design which is easier to be implemented in engineering. The performance of the systems is also improved. Simulation results verify the validity of the proposed theory.
| S-EPMC4102029 | biostudies-other
Project description:Information flow among nodes in a complex network describes the overall cause-effect relationships among the nodes and provides a better understanding of the contributions of these nodes individually or collectively towards the underlying network dynamics. Variations in network topologies result in varying information flows among nodes. We integrate theories from information science with control network theory into a framework that enables us to quantify and control the information flows among the nodes in a complex network. The framework explicates the relationships between the network topology and the functional patterns, such as the information transfers in biological networks, information rerouting in sensor nodes, and influence patterns in social networks. We show that by designing or re-configuring the network topology, we can optimize the information transfer function between two chosen nodes. As a proof of concept, we apply our proposed methods in the context of brain networks, where we reconfigure neural circuits to optimize excitation levels among the excitatory neurons.
| S-EPMC10076297 | biostudies-literature
Project description:A framework for low-order predictive statistical modeling and uncertainty quantification in turbulent dynamical systems is developed here. These reduced-order, modified quasilinear Gaussian (ROMQG) algorithms apply to turbulent dynamical systems in which there is significant linear instability or linear nonnormal dynamics in the unperturbed system and energy-conserving nonlinear interactions that transfer energy from the unstable modes to the stable modes where dissipation occurs, resulting in a statistical steady state; such turbulent dynamical systems are ubiquitous in geophysical and engineering turbulence. The ROMQG method involves constructing a low-order, nonlinear, dynamical system for the mean and covariance statistics in the reduced subspace that has the unperturbed statistics as a stable fixed point and optimally incorporates the indirect effect of non-Gaussian third-order statistics for the unperturbed system in a systematic calibration stage. This calibration procedure is achieved through information involving only the mean and covariance statistics for the unperturbed equilibrium. The performance of the ROMQG algorithm is assessed on two stringent test cases: the 40-mode Lorenz 96 model mimicking midlatitude atmospheric turbulence and two-layer baroclinic models for high-latitude ocean turbulence with over 125,000 degrees of freedom. In the Lorenz 96 model, the ROMQG algorithm with just a single mode captures the transient response to random or deterministic forcing. For the baroclinic ocean turbulence models, the inexpensive ROMQG algorithm with 252 modes, less than 0.2% of the total, captures the nonlinear response of the energy, the heat flux, and even the one-dimensional energy and heat flux spectra.
| S-EPMC3752260 | biostudies-literature
Project description:BackgroundIn quantitative biology, mathematical models are used to describe and analyze biological processes. The parameters of these models are usually unknown and need to be estimated from experimental data using statistical methods. In particular, Markov chain Monte Carlo (MCMC) methods have become increasingly popular as they allow for a rigorous analysis of parameter and prediction uncertainties without the need for assuming parameter identifiability or removing non-identifiable parameters. A broad spectrum of MCMC algorithms have been proposed, including single- and multi-chain approaches. However, selecting and tuning sampling algorithms suited for a given problem remains challenging and a comprehensive comparison of different methods is so far not available.ResultsWe present the results of a thorough benchmarking of state-of-the-art single- and multi-chain sampling methods, including Adaptive Metropolis, Delayed Rejection Adaptive Metropolis, Metropolis adjusted Langevin algorithm, Parallel Tempering and Parallel Hierarchical Sampling. Different initialization and adaptation schemes are considered. To ensure a comprehensive and fair comparison, we consider problems with a range of features such as bifurcations, periodical orbits, multistability of steady-state solutions and chaotic regimes. These problem properties give rise to various posterior distributions including uni- and multi-modal distributions and non-normally distributed mode tails. For an objective comparison, we developed a pipeline for the semi-automatic comparison of sampling results.ConclusionThe comparison of MCMC algorithms, initialization and adaptation schemes revealed that overall multi-chain algorithms perform better than single-chain algorithms. In some cases this performance can be further increased by using a preceding multi-start local optimization scheme. These results can inform the selection of sampling methods and the benchmark collection can serve for the evaluation of new algorithms. Furthermore, our results confirm the need to address exploration quality of MCMC chains before applying the commonly used quality measure of effective sample size to prevent false analysis conclusions.
| S-EPMC5482939 | biostudies-literature
Project description:BackgroundModeling of molecular networks is necessary to understand their dynamical properties. While a wealth of information on molecular connectivity is available, there are still relatively few data regarding the precise stoichiometry and kinetics of the biochemical reactions underlying most molecular networks. This imbalance has limited the development of dynamical models of biological networks to a small number of well-characterized systems. To overcome this problem, we wanted to develop a methodology that would systematically create dynamical models of regulatory networks where the flow of information is known but the biochemical reactions are not. There are already diverse methodologies for modeling regulatory networks, but we aimed to create a method that could be completely standardized, i.e. independent of the network under study, so as to use it systematically.ResultsWe developed a set of equations that can be used to translate the graph of any regulatory network into a continuous dynamical system. Furthermore, it is also possible to locate its stable steady states. The method is based on the construction of two dynamical systems for a given network, one discrete and one continuous. The stable steady states of the discrete system can be found analytically, so they are used to locate the stable steady states of the continuous system numerically. To provide an example of the applicability of the method, we used it to model the regulatory network controlling T helper cell differentiation.ConclusionThe proposed equations have a form that permit any regulatory network to be translated into a continuous dynamical system, and also find its steady stable states. We showed that by applying the method to the T helper regulatory network it is possible to find its known states of activation, which correspond the molecular profiles observed in the precursor and effector cell types.
| S-EPMC1440308 | biostudies-literature
Project description:This Teaching Resource provides lecture notes, slides, and a problem set that can assist in teaching concepts related to dynamical systems tools for the analysis of ordinary differential equation (ODE)-based models. The concepts are applied to familiar biological problems, and the material is appropriate for graduate students or advanced undergraduates. The lecture explains how equations describing biochemical signaling networks can be derived from diagrams that illustrate the reactions in graphical form. Because such reactions are most frequently described using systems of ODEs, the lecture discusses and illustrates the principles underlying the numerical solution of ODEs. Methods for determining the stability of steady-state solutions of one or two-dimensional ODE systems are covered and illustrated using standard graphical methods. The concept of a bifurcation, a condition at which a system's behavior changes qualitatively, is also introduced. A problem set is included that (i) requires students to implement an ODE model of biochemical reactions using MATLAB and (ii) allows them to explore dynamical systems concepts.
| S-EPMC4118930 | biostudies-literature
Project description:Nonlinear stochastic dynamical systems are widely used to model systems across the sciences and engineering. Such models are natural to formulate and can be analyzed mathematically and numerically. However, difficulties associated with inference from time-series data about unknown parameters in these models have been a constraint on their application. We present a new method that makes maximum likelihood estimation feasible for partially-observed nonlinear stochastic dynamical systems (also known as state-space models) where this was not previously the case. The method is based on a sequence of filtering operations which are shown to converge to a maximum likelihood parameter estimate. We make use of recent advances in nonlinear filtering in the implementation of the algorithm. We apply the method to the study of cholera in Bangladesh. We construct confidence intervals, perform residual analysis, and apply other diagnostics. Our analysis, based upon a model capturing the intrinsic nonlinear dynamics of the system, reveals some effects overlooked by previous studies.
| S-EPMC3020138 | biostudies-literature
Project description:To perform nontrivial, real-time computations on a sensory input stream, biological systems must retain a short-term memory trace of their recent inputs. It has been proposed that generic high-dimensional dynamical systems could retain a memory trace for past inputs in their current state. This raises important questions about the fundamental limits of such memory traces and the properties required of dynamical systems to achieve these limits. We address these issues by applying Fisher information theory to dynamical systems driven by time-dependent signals corrupted by noise. We introduce the Fisher Memory Curve (FMC) as a measure of the signal-to-noise ratio (SNR) embedded in the dynamical state relative to the input SNR. The integrated FMC indicates the total memory capacity. We apply this theory to linear neuronal networks and show that the capacity of networks with normal connectivity matrices is exactly 1 and that of any network of N neurons is, at most, N. A nonnormal network achieving this bound is subject to stringent design constraints: It must have a hidden feedforward architecture that superlinearly amplifies its input for a time of order N, and the input connectivity must optimally match this architecture. The memory capacity of networks subject to saturating nonlinearities is further limited, and cannot exceed square root N. This limit can be realized by feedforward structures with divergent fan out that distributes the signal across neurons, thereby avoiding saturation. We illustrate the generality of the theory by showing that memory in fluid systems can be sustained by transient nonnormal amplification due to convective instability or the onset of turbulence.
| S-EPMC2596211 | biostudies-literature
Project description:The notion of a part of phase space containing desired (or allowed) states of a dynamical system is important in a wide range of complex systems research. It has been called the safe operating space, the viability kernel or the sunny region. In this paper we define the notion of survivability: Given a random initial condition, what is the likelihood that the transient behaviour of a deterministic system does not leave a region of desirable states. We demonstrate the utility of this novel stability measure by considering models from climate science, neuronal networks and power grids. We also show that a semi-analytic lower bound for the survivability of linear systems allows a numerically very efficient survivability analysis in realistic models of power grids. Our numerical and semi-analytic work underlines that the type of stability measured by survivability is not captured by common asymptotic stability measures.
| S-EPMC4942794 | biostudies-literature