Adaptive estimation of HMM transition probabilities

This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

Butterfly catastrophe for fronts in a three-component reaction–diffusion system

We study the dynamics of front solutions in a three-component reaction–diffusion system via a combination of geometric singular perturbation theory, Evans function analysis, and center manifold reduction. The reduced system exhibits a surprisingly complicated bifurcation structure including a butterfly catastrophe. Our results shed light on numerically observed accelerations and oscillations and pave the way for the analysis of front interactions in a parameter regime where the essential spectrum of a single front approaches the imaginary axis asymptotically.

A semi-alternating direction method for a 2-D fractional FitzHugh–Nagumo monodomain model on an approximate irregular domain

A FitzHugh-Nagumo monodomain model has been used to describe the propagation of the electrical potential in heterogeneous cardiac tissue. In this paper, we consider a two-dimensional fractional FitzHugh-Nagumo monodomain model on an irregular domain. The model consists of a coupled Riesz space fractional nonlinear reaction-diffusion model and an ordinary differential equation, describing the ionic fluxes as a function of the membrane potential. Secondly, we use a decoupling technique and focus on solving the Riesz space fractional nonlinear reaction-diffusion model. A novel spatially second-order accurate semi-implicit alternating direction method (SIADM) for this model on an approximate irregular domain is proposed. Thirdly, stability and convergence of the SIADM are proved. Finally, some numerical examples are given to support our theoretical analysis and these numerical techniques are employed to simulate a two-dimensional fractional Fitzhugh-Nagumo model on both an approximate circular and an approximate irregular domain.

A cellular automata model to investigate immune cell–tumor cell interactions in growing tumors in two spatial dimensions

We develop a hybrid cellular automata model to describe the effect of the immune system and chemokines on a growing tumor. The hybrid cellular automata model consists of partial differential equations to model chemokine concentrations, and discrete cellular automata to model cell–cell interactions and changes. The computational implementation overlays these two components on the same spatial region. We present representative simulations of the model and show that increasing the number of immature dendritic cells (DCs) in the domain causes a decrease in the number of tumor cells. This result strongly supports the hypothesis that DCs can be used as a cancer treatment. Furthermore, we also use the hybrid cellular automata model to investigate the growth of a tumor in a number of computational “cancer patients.” Using these virtual patients, the model can explain that increasing the number of DCs in the domain causes longer “survival.” Not surprisingly, the model also reflects the fact that the parameter related to tumor division rate plays an important role in tumor metastasis.

Direct mapping of hippocampal surfaces with intrinsic shape context

We propose in this paper a new method for the mapping of hippocampal (HC) surfaces to establish correspondences between points on HC surfaces and enable localized HC shape analysis. A novel geometric feature, the intrinsic shape context, is defined to capture the global characteristics of the HC shapes. Based on this intrinsic feature, an automatic algorithm is developed to detect a set of landmark curves that are stable across population. The direct map between a source and target HC surface is then solved as the minimizer of a harmonic energy function defined on the source surface with landmark constraints. For numerical solutions, we compute the map with the approach of solving partial differential equations on implicit surfaces. The direct mapping method has the following properties: (1) it has the advantage of being automatic; (2) it is invariant to the pose of HC shapes. In our experiments, we apply the direct mapping method to study temporal changes of HC asymmetry in Alzheimer's disease (AD) using HC surfaces from 12 AD patients and 14 normal controls. Our results show that the AD group has a different trend in temporal changes of HC asymmetry than the group of normal controls. We also demonstrate the flexibility of the direct mapping method by applying it to construct spherical maps of HC surfaces. Spherical harmonics (SPHARM) analysis is then applied and it confirms our results on temporal changes of HC asymmetry in AD.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

Non-Newtonian mixed convection flow from a horizontal circular cylinder with uniform surface heat flux

Mixed convection laminar two-dimensional boundary-layer flow of non-Newtonian pseudo-plastic fluids is investigated from a horizontal circular cylinder with uniform surface heat flux using a modified power-law viscosity model, that contains no unrealistic limits of zero or infinite viscosity; consequently, no irremovable singularities are introduced into boundary-layer formulations for such fluids. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are solved numerically applying marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning fluids in terms of the fluid temperature distributions, rate of heat transfer in terms of the local Nusselt number.

Special Issue on Spatial Moment Techniques for Modelling Biological Processes

Over the last two decades, there has been an increasing awareness of, and interest in, the use of spatial moment techniques to provide insight into a range of biological and ecological processes. Models that incorporate spatial moments can be viewed as extensions of mean-field models. These mean-field models often consist of systems of classical ordinary differential equations and partial differential equations, whose derivation, at some point, hinges on the simplifying assumption that individuals in the underlying stochastic process encounter each other at a rate that is proportional to the average abundance of individuals. This assumption has several implications, the most striking of which is that mean-field models essentially neglect any impact of the spatial structure of individuals in the system. Moment dynamics models extend traditional mean-field descriptions by accounting for the dynamics of pairs, triples and higher n-tuples of individuals. This means that moment dynamics models can, to some extent, account for how the spatial structure affects the dynamics of the system in question.

Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes

Many biological environments are crowded by macromolecules, organelles and cells which can impede the transport of other cells and molecules. Previous studies have sought to describe these effects using either random walk models or fractional order diffusion equations. Here we examine the transport of both a single agent and a population of agents through an environment containing obstacles of varying size and shape, whose relative densities are drawn from a specified distribution. Our simulation results for a single agent indicate that smaller obstacles are more effective at retarding transport than larger obstacles; these findings are consistent with our simulations of the collective motion of populations of agents. In an attempt to explore whether these kinds of stochastic random walk simulations can be described using a fractional order diffusion equation framework, we calibrate the solution of such a differential equation to our averaged agent density information. Our approach suggests that these kinds of commonly used differential equation models ought to be used with care since we are unable to match the solution of a fractional order diffusion equation to our data in a consistent fashion over a finite time period.