Nonlinear diffusion and exclusion processes with contact interactions

Exclusion processes on a regular lattice are used to model many biological and physical systems at a discrete level. The average properties of an exclusion process may be described by a continuum model given by a partial differential equation. We combine a general class of contact interactions with an exclusion process. We determine that many different types of contact interactions at the agent-level always give rise to a nonlinear diffusion equation, with a vast variety of diffusion functions D(C). We find that these functions may be dependent on the chosen lattice and the defined neighborhood of the contact interactions. Mild to moderate contact interaction strength generally results in good agreement between discrete and continuum models, while strong interactions often show discrepancies between the two, particularly when D(C) takes on negative values. We present a measure to predict the goodness of fit between the discrete and continuous model, and thus the validity of the continuum description of a motile, contact-interacting population of agents. This work has implications for modeling cell motility and interpreting cell motility assays, giving the ability to incorporate biologically realistic cell-cell interactions and develop global measures of discrete microscopic data.

Models of collective cell spreading with variable cell aspect ratio : a motivation for degenerate diffusion models

Continuum diffusion models are often used to represent the collective motion of cell populations. Most previous studies have simply used linear diffusion to represent collective cell spreading, while others found that degenerate nonlinear diffusion provides a better match to experimental cell density profiles. In the cell modeling literature there is no guidance available with regard to which approach is more appropriate for representing the spreading of cell populations. Furthermore, there is no knowledge of particular experimental measurements that can be made to distinguish between situations where these two models are appropriate. Here we provide a link between individual-based and continuum models using a multi-scale approach in which we analyze the collective motion of a population of interacting agents in a generalized lattice-based exclusion process. For round agents that occupy a single lattice site, we find that the relevant continuum description of the system is a linear diffusion equation, whereas for elongated rod-shaped agents that occupy L adjacent lattice sites we find that the relevant continuum description is connected to the porous media equation (pme). The exponent in the nonlinear diffusivity function is related to the aspect ratio of the agents. Our work provides a physical connection between modeling collective cell spreading and the use of either the linear diffusion equation or the pme to represent cell density profiles. Results suggest that when using continuum models to represent cell population spreading, we should take care to account for variations in the cell aspect ratio because different aspect ratios lead to different continuum models.

Relative entropy rate based design for linear hybrid system models

Hybrid system representations have been applied to many challenging modeling situations. In these hybrid system representations, a mixture of continuous and discrete states is used to capture the dominating behavioural features of a nonlinear, possible uncertain, model under approximation. Unfortunately, the problem of how to best design a suitable hybrid system model has not yet been fully addressed. This paper proposes a new joint state measurement relative entropy rate based approach for this design purpose. Design examples and simulation studies are presented which highlight the benefits of our proposed design approaches.

The impact of nonlinear exposure risk relationships on seasonal time series data: modelling danish neonatal birth anthropometric data

Background Birth weight and length have seasonal fluctuations. Previous analyses of birth weight by latitude effects identified seemingly contradictory results, showing both 6 and 12 monthly periodicities in weight. The aims of this paper are twofold: (a) to explore seasonal patterns in a large, Danish Medical Birth Register, and (b) to explore models based on seasonal exposures and a non-linear exposure-risk relationship. Methods Birth weight and birth lengths on over 1.5 million Danish singleton, live births were examined for seasonality. We modelled seasonal patterns based on linear, U- and J-shaped exposure-risk relationships. We then added an extra layer of complexity by modelling weighted population-based exposure patterns. Results The Danish data showed clear seasonal fluctuations for both birth weight and birth length. A bimodal model best fits the data, however the amplitude of the 6 and 12 month peaks changed over time. In the modelling exercises, U- and J-shaped exposure-risk relationships generate time series with both 6 and 12 month periodicities. Changing the weightings of the population exposure risks result in unexpected properties. A J-shaped exposure-risk relationship with a diminishing population exposure over time fitted the observed seasonal pattern in the Danish birth weight data. Conclusion In keeping with many other studies, Danish birth anthropometric data show complex and shifting seasonal patterns. We speculate that annual periodicities with non-linear exposure-risk models may underlie these findings. Understanding the nature of seasonal fluctuations can help generate candidate exposures.

Models of collective cell motion for cell populations with different aspect ratio : diffusion, proliferation and travelling waves

Continuum, partial differential equation models are often used to describe the collective motion of cell populations, with various types of motility represented by the choice of diffusion coefficient, and cell proliferation captured by the source terms. Previously, the choice of diffusion coefficient has been largely arbitrary, with the decision to choose a particular linear or nonlinear form generally based on calibration arguments rather than making any physical connection with the underlying individual-level properties of the cell motility mechanism. In this work we provide a new link between individual-level models, which account for important cell properties such as varying cell shape and volume exclusion, and population-level partial differential equation models. We work in an exclusion process framework, considering aligned, elongated cells that may occupy more than one lattice site, in order to represent populations of agents with different sizes. Three different idealizations of the individual-level mechanism are proposed, and these are connected to three different partial differential equations, each with a different diffusion coefficient; one linear, one nonlinear and degenerate and one nonlinear and nondegenerate. We test the ability of these three models to predict the population level response of a cell spreading problem for both proliferative and nonproliferative cases. We also explore the potential of our models to predict long time travelling wave invasion rates and extend our results to two dimensional spreading and invasion. Our results show that each model can accurately predict density data for nonproliferative systems, but that only one does so for proliferative systems. Hence great care must be taken to predict density data for with varying cell shape.

Relative entropy rate based model selection for linear hybrid system filters of uncertain nonlinear systems

Hybrid system representations have been exploited in a number of challenging modelling situations, including situations where the original nonlinear dynamics are too complex (or too imprecisely known) to be directly filtered. Unfortunately, the question of how to best design suitable hybrid system models has not yet been fully addressed, particularly in the situations involving model uncertainty. This paper proposes a novel joint state-measurement relative entropy rate based approach for design of hybrid system filters in the presence of (parameterised) model uncertainty. We also present a design approach suitable for suboptimal hybrid system filters. The benefits of our proposed approaches are illustrated through design examples and simulation studies.

A sequential Monte Carlo approach to the sequential design for discriminating between rival continuous data models

Here we present a sequential Monte Carlo approach to Bayesian sequential design for the incorporation of model uncertainty. The methodology is demonstrated through the development and implementation of two model discrimination utilities; mutual information and total separation, but it can also be applied more generally if one has different experimental aims. A sequential Monte Carlo algorithm is run for each rival model (in parallel), and provides a convenient estimate of the marginal likelihood (of each model) given the data, which can be used for model comparison and in the evaluation of utility functions. A major benefit of this approach is that it requires very little problem specific tuning and is also computationally efficient when compared to full Markov chain Monte Carlo approaches. This research is motivated by applications in drug development and chemical engineering.

Identification of reduced models of power system areas using phasor measurement units

In this paper an approach is presented for identification of a reduced model for coherent areas in power systems using phasor measurement units to represent the inter-area oscillations of the system. The generators which are coherent in a wide range of operating conditions form the areas in power systems and the reduced model is obtained by representing each area by an equivalent machine. The reduced nonlinear model is then identified based on the data obtained from measurement units. The simulation is performed on three test systems and the obtained results show high accuracy of identification process.

A Lagrangian approach to nonlinear modeling of anti-roll tanks

This paper presents two novel nonlinear models of u-shaped anti-roll tanks for ships, and their linearizations. In addition, a third simplified nonlinear model is presented. The models are derived using Lagrangian mechanics. This formulation not only simplifies the modeling process, but also allows one to obtain models that satisfy energy-related physical properties. The proposed nonlinear models and their linearizations are validated using model-scale experimental data. Unlike other models in the literature, the nonlinear models in this paper are valid for large roll amplitudes. Even at moderate roll angles, the nonlinear models have three orders of magnitude lower mean square error relative to experimental data than the linear models.

Parameter estimation of thrust models of uninhabited airborne systems

This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.

Simulation-based fully Bayesian experimental design for mixed effects models

In this paper, we present fully Bayesian experimental designs for nonlinear mixed effects models, in which we develop simulation-based optimal design methods to search over both continuous and discrete design spaces. Although Bayesian inference has commonly been performed on nonlinear mixed effects models, there is a lack of research into performing Bayesian optimal design for nonlinear mixed effects models that require searches to be performed over several design variables. This is likely due to the fact that it is much more computationally intensive to perform optimal experimental design for nonlinear mixed effects models than it is to perform inference in the Bayesian framework. In this paper, the design problem is to determine the optimal number of subjects and samples per subject, as well as the (near) optimal urine sampling times for a population pharmacokinetic study in horses, so that the population pharmacokinetic parameters can be precisely estimated, subject to cost constraints. The optimal sampling strategies, in terms of the number of subjects and the number of samples per subject, were found to be substantially different between the examples considered in this work, which highlights the fact that the designs are rather problem-dependent and require optimisation using the methods presented in this paper.

Nonlinear Model Predictive Control for a multi-rotor with heavy slung load

In this paper a novel controller for stable and precise operation of multi-rotors with heavy slung loads is introduced. First, simplified equations of motions for the multi-rotor and slung load are derived. The model is then used to design a Nonlinear Model Predictive Controller (NMPC) that can manage the highly nonlinear dynamics whilst accounting for system constraints. The controller is shown to simultaneously track specified waypoints whilst actively damping large slung load oscillations. A Linear-quadratic regulator (LQR) controller is also derived, and control performance is compared in simulation. Results show the improved performance of the Nonlinear Model Predictive Control (NMPC) controller over a larger flight envelope, including aggressive maneuvers and large slung load displacements. Computational cost remains relatively small, amenable to practical implementation. Such systems for small Unmanned Aerial Vehicles (UAVs) may provide significant benefit to several applications in agriculture, law enforcement and construction.

A gray-box neural network-based model identification and fault estimation scheme for nonlinear dynamic systems

A novel gray-box neural network model (GBNNM), including multi-layer perception (MLP) neural network (NN) and integrators, is proposed for a model identification and fault estimation (MIFE) scheme. With the GBNNM, both the nonlinearity and dynamics of a class of nonlinear dynamic systems can be approximated. Unlike previous NN-based model identification methods, the GBNNM directly inherits system dynamics and separately models system nonlinearities. This model corresponds well with the object system and is easy to build. The GBNNM is embedded online as a normal model reference to obtain the quantitative residual between the object system output and the GBNNM output. This residual can accurately indicate the fault offset value, so it is suitable for differing fault severities. To further estimate the fault parameters (FPs), an improved extended state observer (ESO) using the same NNs (IESONN) from the GBNNM is proposed to avoid requiring the knowledge of ESO nonlinearity. Then, the proposed MIFE scheme is applied for reaction wheels (RW) in a satellite attitude control system (SACS). The scheme using the GBNNM is compared with other NNs in the same fault scenario, and several partial loss of effect (LOE) faults with different severities are considered to validate the effectiveness of the FP estimation and its superiority.