124 resultados para stochastic nonlinear systems
Resumo:
Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks. © 2012 American Physical Society.
Resumo:
In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.
Resumo:
This paper presents the application of a statistical method for model structure selection of lift-drag and viscous damping components in ship manoeuvring models. The damping model is posed as a family of linear stochastic models, which is postulated based on previous work in the literature. Then a nested test of hypothesis problem is considered. The testing reduces to a recursive comparison of two competing models, for which optimal tests in the Neyman sense exist. The method yields a preferred model structure and its initial parameter estimates. Alternatively, the method can give a reduced set of likely models. Using simulated data we study how the selection method performs when there is both uncorrelated and correlated noise in the measurements. The first case is related to instrumentation noise, whereas the second case is related to spurious wave-induced motion often present during sea trials. We then consider the model structure selection of a modern high-speed trimaran ferry from full scale trial data.
Resumo:
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.
Resumo:
In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode
Resumo:
This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.
Resumo:
A planar polynomial differential system has a finite number of limit cycles. However, finding the upper bound of the number of limit cycles is an open problem for the general nonlinear dynamical systems. In this paper, we investigated a class of Liénard systems of the form x'=y, y'=f(x)+y g(x) with deg f=5 and deg g=4. We proved that the related elliptic integrals of the Liénard systems have at most three zeros including multiple zeros, which implies that the number of limit cycles bifurcated from the periodic orbits of the unperturbed system is less than or equal to 3.
Improved speech recognition using adaptive audio-visual fusion via a stochastic secondary classifier
Resumo:
Although previous work in nonlinear dynamics on neurobiological coordination and control has provided valuable insights from studies of single joint movements in humans, researchers have shown increasing interest in coordination of multi-articular actions. Multi-articular movement models have provided valuable insights on neurobiological systems conceptualised as degenerate, adaptive complex systems satisfying the constraints of dynamic environments. In this paper, we overview empirical evidence illustrating the dynamics of adaptive movement behavior in a range of multi-articular actions including kicking, throwing, hitting and balancing. We model the emergence of creativity and the diversity of neurobiological action in the meta-stable region of self organising criticality. We examine the influence on multi-articular actions of decaying and emerging constraints in the context of skill acquisition. We demonstrate how, in this context, transitions between preferred movement patterns exemplify the search for and adaptation of attractor states within the perceptual motor workspace as a function of practice. We conclude by showing how empirical analyses of neurobiological coordination and control have been used to establish a nonlinear pedagogical framework for enhancing acquisition of multi-articular actions.
Resumo:
The aim of this paper is to show how principles of ecological psychology and dynamical systems theory can underpin a philosophy of coaching practice in a nonlinear pedagogy. Nonlinear pedagogy is based on a view of the human movement system as a nonlinear dynamical system. We demonstrate how this perspective of the human movement system can aid understanding of skill acquisition processes and underpin practice for sports coaches. We provide a description of nonlinear pedagogy followed by a consideration of some of the fundamental principles of ecological psychology and dynamical systems theory that underpin it as a coaching philosophy. We illustrate how each principle impacts on nonlinear pedagogical coaching practice, demonstrating how each principle can substantiate a framework for the coaching process.
Resumo:
This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.