A time-invariant visco-elastic windkessel model relating blood flow and blood volume

The difference between the rate of change of cerebral blood volume (CBV) and cerebral blood flow (CBF) following stimulation is thought to be due to circumferential stress relaxation in veins (Mandeville, J.B., Marota, J.J.A., Ayata, C., Zaharchuk, G., Moskowitz, M.A., Rosen, B.R., Weisskoff, R.M., 1999. Evidence of a cerebrovascular postarteriole windkessel with delayed compliance. J. Cereb. Blood Flow Metab. 19, 679–689). In this paper we explore the visco-elastic properties of blood vessels, and present a dynamic model relating changes in CBF to changes in CBV. We refer to this model as the visco-elastic windkessel (VW) model. A novel feature of this model is that the parameter characterising the pressure–volume relationship of blood vessels is treated as a state variable dependent on the rate of change of CBV, producing hysteresis in the pressure–volume space during vessel dilation and contraction. The VW model is nonlinear time-invariant, and is able to predict the observed differences between the time series of CBV and that of CBF measurements following changes in neural activity. Like the windkessel model derived by Mandeville, J.B., Marota, J.J.A., Ayata, C., Zaharchuk, G., Moskowitz, M.A., Rosen, B.R., Weisskoff, R.M., 1999. Evidence of a cerebrovascular postarteriole windkessel with delayed compliance. J. Cereb. Blood Flow Metab. 19, 679–689, the VW model is primarily a model of haemodynamic changes in the venous compartment. The VW model is demonstrated to have the following characteristics typical of visco-elastic materials: (1) hysteresis, (2) creep, and (3) stress relaxation, hence it provides a unified model of the visco-elastic properties of the vasculature. The model will not only contribute to the interpretation of the Blood Oxygen Level Dependent (BOLD) signals from functional Magnetic Resonance Imaging (fMRI) experiments, but also find applications in the study and modelling of the brain vasculature and the haemodynamics of circulatory and cardiovascular systems.

A model of the hemodynamic response and oxygen delivery to brain

A recent nonlinear system by Friston et al. (2000. NeuroImage 12: 466–477) links the changes in BOLD response to changes in neural activity. The system consists of five subsystems, linking: (1) neural activity to flow changes; (2) flow changes to oxygen delivery to tissue; (3) flow changes to changes in blood volume and venous outflow; (4) changes in flow, volume, and oxygen extraction fraction to deoxyhemoglobin changes; and finally (5) volume and deoxyhemoglobin changes to the BOLD response. Friston et al. exploit, in subsystem 2, a model by Buxton and Frank coupling flow changes to changes in oxygen metabolism which assumes tissue oxygen concentration to be close to zero. We describe below a model of the coupling between flow and oxygen delivery which takes into account the modulatory effect of changes in tissue oxygen concentration. The major development has been to extend the original Buxton and Frank model for oxygen transport to a full dynamic capillary model making the model applicable to both transient and steady state conditions. Furthermore our modification enables us to determine the time series of CMRO2 changes under different conditions, including CO2 challenges. We compare the differences in the performance of the “Friston system” using the original model of Buxton and Frank and that of our model. We also compare the data predicted by our model (with appropriate parameters) to data from a series of OIS studies. The qualitative differences in the behaviour of the models are exposed by different experimental simulations and by comparison with the results of OIS data from brief and extended stimulation protocols and from experiments using hypercapnia.

A mathematical model of crystallization in an emulsion

A mathematical model incorporating many of the important processes at work in the crystallization of emulsions is presented. The model describes nucleation within the discontinuous domain of an emulsion, precipitation in the continuous domain, transport of monomers between the two domains, and formation and subsequent growth of crystals in both domains. The model is formulated as an autonomous system of nonlinear, coupled ordinary differential equations. The description of nucleation and precipitation is based upon the Becker–Döring equations of classical nucleation theory. A particular feature of the model is that the number of particles of all species present is explicitly conserved; this differs from work that employs Arrhenius descriptions of nucleation rate. Since the model includes many physical effects, it is analyzed in stages so that the role of each process may be understood. When precipitation occurs in the continuous domain, the concentration of monomers falls below the equilibrium concentration at the surface of the drops of the discontinuous domain. This leads to a transport of monomers from the drops into the continuous domain that are then incorporated into crystals and nuclei. Since the formation of crystals is irreversible and their subsequent growth inevitable, crystals forming in the continuous domain effectively act as a sink for monomers “sucking” monomers from the drops. In this case, numerical calculations are presented which are consistent with experimental observations. In the case in which critical crystal formation does not occur, the stationary solution is found and a linear stability analysis is performed. Bifurcation diagrams describing the loci of stationary solutions, which may be multiple, are numerically calculated.

Representation of model error in a convective-scale ensemble prediction system

In this paper ensembles of forecasts (of up to six hours) are studied from a convection-permitting model with a representation of model error due to unresolved processes. The ensemble prediction system (EPS) used is an experimental convection-permitting version of the UK Met Office’s 24- member Global and Regional Ensemble Prediction System (MOGREPS). The method of representing model error variability, which perturbs parameters within the model’s parameterisation schemes, has been modified and we investigate the impact of applying this scheme in different ways. These are: a control ensemble where all ensemble members have the same parameter values; an ensemble where the parameters are different between members, but fixed in time; and ensembles where the parameters are updated randomly every 30 or 60 min. The choice of parameters and their ranges of variability have been determined from expert opinion and parameter sensitivity tests. A case of frontal rain over the southern UK has been chosen, which has a multi-banded rainfall structure. The consequences of including model error variability in the case studied are mixed and are summarised as follows. The multiple banding, evident in the radar, is not captured for any single member. However, the single band is positioned in some members where a secondary band is present in the radar. This is found for all ensembles studied. Adding model error variability with fixed parameters in time does increase the ensemble spread for near-surface variables like wind and temperature, but can actually decrease the spread of the rainfall. Perturbing the parameters periodically throughout the forecast does not further increase the spread and exhibits “jumpiness” in the spread at times when the parameters are perturbed. Adding model error variability gives an improvement in forecast skill after the first 2–3 h of the forecast for near-surface temperature and relative humidity. For precipitation skill scores, adding model error variability has the effect of improving the skill in the first 1–2 h of the forecast, but then of reducing the skill after that. Complementary experiments were performed where the only difference between members was the set of parameter values (i.e. no initial condition variability). The resulting spread was found to be significantly less than the spread from initial condition variability alone.

Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

A mathematical model of the sterol regulatory element binding protein 2 cholesterol biosynthesis pathway

Cholesterol is one of the key constituents for maintaining the cellular membrane and thus the integrity of the cell itself. In contrast high levels of cholesterol in the blood are known to be a major risk factor in the development of cardiovascular disease. We formulate a deterministic nonlinear ordinary differential equation model of the sterol regulatory element binding protein 2 (SREBP-2) cholesterol genetic regulatory pathway in an hepatocyte. The mathematical model includes a description of genetic transcription by SREBP-2 which is subsequently translated to mRNA leading to the formation of 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGCR), a main precursor of cholesterol synthesis. Cholesterol synthesis subsequently leads to the regulation of SREBP-2 via a negative feedback formulation. Parameterised with data from the literature, the model is used to understand how SREBP-2 transcription and regulation affects cellular cholesterol concentration. Model stability analysis shows that the only positive steady-state of the system exhibits purely oscillatory, damped oscillatory or monotic behaviour under certain parameter conditions. In light of our findings we postulate how cholesterol homestasis is maintained within the cell and the advantages of our model formulation are discussed with respect to other models of genetic regulation within the literature.

Implications of model error for numerical climate prediction

Numerical climate models constitute the best available tools to tackle the problem of climate prediction. Two assumptions lie at the heart of their suitability: (1) a climate attractor exists, and (2) the numerical climate model's attractor lies on the actual climate attractor, or at least on the projection of the climate attractor on the model's phase space. In this contribution, the Lorenz '63 system is used both as a prototype system and as an imperfect model to investigate the implications of the second assumption. By comparing results drawn from the Lorenz '63 system and from numerical weather and climate models, the implications of using imperfect models for the prediction of weather and climate are discussed. It is shown that the imperfect model's orbit and the system's orbit are essentially different, purely due to model error and not to sensitivity to initial conditions. Furthermore, if a model is a perfect model, then the attractor, reconstructed by sampling a collection of initialised model orbits (forecast orbits), will be invariant to forecast lead time. This conclusion provides an alternative method for the assessment of climate models.

A nonlinear oscillator describing storm track variability

We construct a two-variable model which describes the interaction between local baroclinicity and eddy heat flux in order to understand aspects of the variance in storm tracks. It is a heuristic model for diabatically forced baroclinic instability close to baroclinic neutrality. The two-variable model has the structure of a nonlinear oscillator. It exhibits some realistic properties of observed storm track variability, most notably the intermittent nature of eddy activity. This suggests that apparent threshold behaviour can be more accurately and succinctly described by a simple nonlinearity. An analogy is drawn with triggering of convective events.

Adaptive nonlinear equalizer using a mixture of gaussians based on-line density estimator

This paper introduces a new adaptive nonlinear equalizer relying on a radial basis function (RBF) model, which is designed based on the minimum bit error rate (MBER) criterion, in the system setting of the intersymbol interference channel plus a co-channel interference. Our proposed algorithm is referred to as the on-line mixture of Gaussians estimator aided MBER (OMG-MBER) equalizer. Specifically, a mixture of Gaussians based probability density function (PDF) estimator is used to model the PDF of the decision variable, for which a novel on-line PDF update algorithm is derived to track the incoming data. With the aid of this novel on-line mixture of Gaussians based sample-by-sample updated PDF estimator, our adaptive nonlinear equalizer is capable of updating its equalizer’s parameters sample by sample to aim directly at minimizing the RBF nonlinear equalizer’s achievable bit error rate (BER). The proposed OMG-MBER equalizer significantly outperforms the existing on-line nonlinear MBER equalizer, known as the least bit error rate equalizer, in terms of both the convergence speed and the achievable BER, as is confirmed in our simulation study

Analysis of wave phenomena in a morphogenetic mechanochemical model and an application to post-fertilization waves on eggs

Wave solutions to a mechanochemical model for cytoskeletal activity are studied and the results applied to the waves of chemical and mechanical activity that sweep over an egg shortly after fertilization. The model takes into account the calcium-controlled presence of actively contractile units in the cytoplasm, and consists of a viscoelastic force equilibrium equation and a conservation equation for calcium. Using piecewise linear caricatures, we obtain analytic solutions for travelling waves on a strip and demonstrate uiat the full nonlinear system behaves as predicted by the analytic solutions. The equations are solved on a sphere and the numerical results are similar to the analytic solutions. We indicate how the speed of the waves can be used as a diagnostic tool with which the chemical reactivity of the egg surface can be measured.

Representation errors and retrievals in linear and nonlinear data assimilation

This article shows how one can formulate the representation problem starting from Bayes’ theorem. The purpose of this article is to raise awareness of the formal solutions,so that approximations can be placed in a proper context. The representation errors appear in the likelihood, and the different possibilities for the representation of reality in model and observations are discussed, including nonlinear representation probability density functions. Specifically, the assumptions needed in the usual procedure to add a representation error covariance to the error covariance of the observations are discussed,and it is shown that, when several sub-grid observations are present, their mean still has a representation error ; socalled ‘superobbing’ does not resolve the issue. Connection is made to the off-line or on-line retrieval problem, providing a new simple proof of the equivalence of assimilating linear retrievals and original observations. Furthermore, it is shown how nonlinear retrievals can be assimilated without loss of information. Finally we discuss how errors in the observation operator model can be treated consistently in the Bayesian framework, connecting to previous work in this area.

Advances in the study of boundary value problems for nonlinear integrable PDEs

In this review I summarise some of the most significant advances of the last decade in the analysis and solution of boundary value problems for integrable partial differential equations in two independent variables. These equations arise widely in mathematical physics, and in order to model realistic applications, it is essential to consider bounded domain and inhomogeneous boundary conditions. I focus specifically on a general and widely applicable approach, usually referred to as the Unified Transform or Fokas Transform, that provides a substantial generalisation of the classical Inverse Scattering Transform. This approach preserves the conceptual efficiency and aesthetic appeal of the more classical transform approaches, but presents a distinctive and important difference. While the Inverse Scattering Transform follows the "separation of variables" philosophy, albeit in a nonlinear setting, the Unified Transform is a based on the idea of synthesis, rather than separation, of variables. I will outline the main ideas in the case of linear evolution equations, and then illustrate their generalisation to certain nonlinear cases of particular significance.

Nonlinear regional warming with increasing CO₂ concentration

When considering adaptation measures and global climate mitigation goals, stakeholders need regional-scale climate projections, including the range of plausible warming rates. To assist these stakeholders, it is important to understand whether some locations may see disproportionately high or low warming from additional forcing above targets such as 2 K (ref. 1). There is a need to narrow uncertainty2 in this nonlinear warming, which requires understanding how climate changes as forcings increase from medium to high levels. However, quantifying and understanding regional nonlinear processes is challenging. Here we show that regional-scale warming can be strongly superlinear to successive CO2 doublings, using five different climate models. Ensemble-mean warming is superlinear over most land locations. Further, the inter-model spread tends to be amplified at higher forcing levels, as nonlinearities grow—especially when considering changes per kelvin of global warming. Regional nonlinearities in surface warming arise from nonlinearities in global-mean radiative balance, the Atlantic meridional overturning circulation, surface snow/ice cover and evapotranspiration. For robust adaptation and mitigation advice, therefore, potentially avoidable climate change (the difference between business-as-usual and mitigation scenarios) and unavoidable climate change (change under strong mitigation scenarios) may need different analysis methods.

A simple method for integrating a complex model into an ensemble data assimilation system using MPI

This paper details a strategy for modifying the source code of a complex model so that the model may be used in a data assimilation context, {and gives the standards for implementing a data assimilation code to use such a model}. The strategy relies on keeping the model separate from any data assimilation code, and coupling the two through the use of Message Passing Interface (MPI) {functionality}. This strategy limits the changes necessary to the model and as such is rapid to program, at the expense of ultimate performance. The implementation technique is applied in different models with state dimension up to $2.7 \times 10^8$. The overheads added by using this implementation strategy in a coupled ocean-atmosphere climate model are shown to be an order of magnitude smaller than the addition of correlated stochastic random errors necessary for some nonlinear data assimilation techniques.

Mathematical model for NF-kappaB-driven proliferation of adult neural stem cells

Neural stem cells (NSCs) are early precursors of neuronal and glial cells. NSCs are capable of generating identical progeny through virtually unlimited numbers of cell divisions (cell proliferation), producing daughter cells committed to differentiation. Nuclear factor kappa B (NF-kappaB) is an inducible, ubiquitous transcription factor also expressed in neurones, glia and neural stem cells. Recently, several pieces of evidence have been provided for a central role of NF-kappaB in NSC proliferation control. Here, we propose a novel mathematical model for NF-kappaB-driven proliferation of NSCs. We have been able to reconstruct the molecular pathway of activation and inactivation of NF-kappaB and its influence on cell proliferation by a system of nonlinear ordinary differential equations. Then we use a combination of analytical and numerical techniques to study the model dynamics. The results obtained are illustrated by computer simulations and are, in general, in accordance with biological findings reported by several independent laboratories. The model is able to both explain and predict experimental data. Understanding of proliferation mechanisms in NSCs may provide a novel outlook in both potential use in therapeutic approaches, and basic research as well.