Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

Chemical modification of polymers

Based on the knowledge of PVC degradation and stabilisation, chemical modifications were imposed on degraded PVC and raw PVC with the aim of obtaining non-migrating additives. The modifications were carried out mainly in the presence of dibutyl maleate (DBM), and the resulting polymer contained dibutyl maleic residues. Such modifications result in a polymer which contain substantive additives which resist migration under aggressive environments. Previous studies have shown that stable nitroxyl radicals function as stabilisers in polymer during processing (e.g. PP, PVC) by deactivating a large number of kinetic chains via a redox process whereby the concentrations of the nitroxyl and its reduced form, the hydroxylamine, fluctuate reciprocally and rhythmically. In order to understand the major reactions involved in such systems, a simulation method was used which resulted in a mathematical model and some rate constants, explaining the kinetic behaviour exhibited by such system. In the process of forming a suitable model, two nonlinear oscillators were proposed, which could be of interest in the study of nonlinear phenomenon because of their chaotic behaviour.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Synchronization processes in nonlinear systems and their relation to cortical oscillatory dynamics

This thesis was focused on theoretical models of synchronization to cortical dynamics as measured by magnetoencephalography (MEG). Dynamical systems theory was used in both identifying relevant variables for brain coordination and also in devising methods for their quantification. We presented a method for studying interactions of linear and chaotic neuronal sources using MEG beamforming techniques. We showed that such sources can be accurately reconstructed in terms of their location, temporal dynamics and possible interactions. Synchronization in low-dimensional nonlinear systems was studied to explore specific correlates of functional integration and segregation. In the case of interacting dissimilar systems, relevant coordination phenomena involved generalized and phase synchronization, which were often intermittent. Spatially-extended systems were then studied. For locally-coupled dissimilar systems, as in the case of cortical columns, clustering behaviour occurred. Synchronized clusters emerged at different frequencies and their boundaries were marked through oscillation death. The macroscopic mean field revealed sharp spectral peaks at the frequencies of the clusters and broader spectral drops at their boundaries. These results question existing models of Event Related Synchronization and Desynchronization. We re-examined the concept of the steady-state evoked response following an AM stimulus. We showed that very little variability in the AM following response could be accounted by system noise. We presented a methodology for detecting local and global nonlinear interactions from MEG data in order to account for residual variability. We found crosshemispheric nonlinear interactions of ongoing cortical rhythms concurrent with the stimulus and interactions of these rhythms with the following AM responses. Finally, we hypothesized that holistic spatial stimuli would be accompanied by the emergence of clusters in primary visual cortex resulting in frequency-specific MEG oscillations. Indeed, we found different frequency distributions in induced gamma oscillations for different spatial stimuli, which was suggestive of temporal coding of these spatial stimuli. Further, we addressed the bursting character of these oscillations, which was suggestive of intermittent nonlinear dynamics. However, we did not observe the characteristic-3/2 power-law scaling in the distribution of interburst intervals. Further, this distribution was only seldom significantly different to the one obtained in surrogate data, where nonlinear structure was destroyed. In conclusion, the work presented in this thesis suggests that advances in dynamical systems theory in conjunction with developments in magnetoencephalography may facilitate a mapping between levels of description int he brain. this may potentially represent a major advancement in neuroscience.

Incoherent fibre supercontinuum generation for all-optical random number generation

Random number generation is a central component of modern information technology, with crucial applications in ensuring communications and information security. The development of new physical mechanisms suitable to directly generate random bit sequences is thus a subject of intense current research, with particular interest in alloptical techniques suitable for the generation of data sequences with high bit rate. One such promising technique that has received much recent attention is the chaotic semiconductor laser systems producing high quality random output as a result of the intrinsic nonlinear dynamics of its architecture [1]. Here we propose a novel complementary concept of all-optical technique that might dramatically increase the generation rate of random bits by using simultaneously multiple spectral channels with uncorrelated signals - somewhat similar to use of wave-division-multiplexing in communications. We propose to exploit the intrinsic nonlinear dynamics of extreme spectral broadening and supercontinuum (SC) generation in optical fibre, a process known to be often associated with non-deterministic fluctuations [2]. In this paper, we report proof-of concept results indicating that the fluctuations in highly nonlinear fibre SC generation can potentially be used for random number generation.

Parabolic optical pulses under the action of the third-order dispersion

Recent developments in nonlinear optics reveal an interesting class of pulses with a parabolic intensity profile in the energy-containing core and a linear frequency chirp that can propagate in a fiber with normal group-velocity dispersion. Parabolic pulses propagate in a stable selfsimilar manner, holding certain relations (scaling) between pulse power, width, and chirp parameter. In the additional presence of linear amplification, they enjoy the remarkable property of representing a common asymptotic state (or attractor) for arbitrary initial conditions. Analytically, self-similar (SS) parabolic pulses can be found as asymptotic, approximate solutions of the nonlinear Schr¨odinger equation (NLSE) with gain in the semi-classical (largeamplitude/small-dispersion) limit. By analogy with the well-known stable dynamics of solitary waves - solitons, these SS parabolic pulses have come to be known as similaritons. In practical fiber systems, inherent third-order dispersion (TOD) in the fiber always introduces a certain degree of asymmetry in the structure of the propagating pulse, eventually leading to pulse break-up. To date, there is no analytic theory of parabolic pulses under the action of TOD. Here, we develop aWKB perturbation analysis that describes the effect of weak TOD on the parabolic pulse solution of the NLSE in a fiber gain medium. The induced perturbation in phase and amplitude can be found to any order. The theoretical model predicts with sufficient accuracy the pulse structural changes induced by TOD, which are observed through direct numerical NLSE simulations.

Bistable attractors in a model of convection-driven spherical dynamos

The range of existence and the properties of two essentially different chaotic attractors found in a model of nonlinear convection-driven dynamos in rotating spherical shells are investigated. A hysteretic transition between these attractors is established as a function of the rotation parameter t. The width of the basins of attraction is also estimated. © 2012 The Royal Swedish Academy of Sciences.

Pattern competition in volumetricaly heated fluids

Finite element simulations have been performed along side Galerkin-type calculations that examined the development of volumetrically heated flow patterns in a horizontal layer controlled by the Prandtl number, Pr, and the Grashof number, Gr. The fluid was bounded by an isothermal plane above an adiabatic plane. In the simulations performed here, a number of convective polygonal planforms occurred, as Gr increased above the critical Grashof number, Grc at Pr = 7, while roll structures were observed for Pr < 1 at 2Grc.

Health care professionals' views of paediatric outpatient non-attendance:implications for general practice

Background. Non-attendance at paediatric hospital outpatient appointments poses potential risks to children's health and welfare. Prevention and management of missed appointments depends on the perceptions of clinicians and decision makers from both primary and secondary care, including general practitioners (GPs) who are integral to non-attendance follow-up. Objectives. To examine the views of clinical, managerial and executive health care staff regarding occurrence and management of non-attendance at general paediatric outpatient clinics. Methods. A qualitative study using individual semi-structured interviews was carried out at three English Primary Care Trusts and a nearby children's hospital. Interviews were conducted with 37 staff, including GPs, hospital doctors, other health care professionals, managers, executives and commissioners. Participants were recruited through purposive and 'snowball' sampling methods. Data were analysed following a thematic framework approach. Results. GPs focused on situational difficulties for families, while hospital-based staff emphasized the influence of parents' beliefs on attendance. Managers, executives and commissioners presented a broad overview of both factors, but with less detailed views. All groups discussed sociodemographic factors, with non-attendance thought to be more likely in 'chaotic families'. Hospital interviewees emphasized child protection issues and the need for thorough follow-up of missed appointments. However, GPs were reluctant to interfere with parental responsibilities. Conclusion. Parental motivation and practical and social barriers should be considered. Responsibilities regarding missed appointments are not clear across health care sectors, but GPs are uniquely placed to address non-attendance issues and are central to child safeguarding. Primary care policies and strategies could be introduced to reduce non-attendance and ensure children receive the care they require. © The Author 2013.

Parabolic optical pulses under the action of the third-order dispersion

Recent developments in nonlinear optics reveal an interesting class of pulses with a parabolic intensity profile in the energy-containing core and a linear frequency chirp that can propagate in a fiber with normal group-velocity dispersion. Parabolic pulses propagate in a stable selfsimilar manner, holding certain relations (scaling) between pulse power, width, and chirp parameter. In the additional presence of linear amplification, they enjoy the remarkable property of representing a common asymptotic state (or attractor) for arbitrary initial conditions. Analytically, self-similar (SS) parabolic pulses can be found as asymptotic, approximate solutions of the nonlinear Schr¨odinger equation (NLSE) with gain in the semi-classical (largeamplitude/small-dispersion) limit. By analogy with the well-known stable dynamics of solitary waves - solitons, these SS parabolic pulses have come to be known as similaritons. In practical fiber systems, inherent third-order dispersion (TOD) in the fiber always introduces a certain degree of asymmetry in the structure of the propagating pulse, eventually leading to pulse break-up. To date, there is no analytic theory of parabolic pulses under the action of TOD. Here, we develop aWKB perturbation analysis that describes the effect of weak TOD on the parabolic pulse solution of the NLSE in a fiber gain medium. The induced perturbation in phase and amplitude can be found to any order. The theoretical model predicts with sufficient accuracy the pulse structural changes induced by TOD, which are observed through direct numerical NLSE simulations.

Dynamics of anchored polymers under an oscillating force

We study the dynamics of a polymer of varying stiffness, pinned or grafted at both ends and subjected to an oscillatory forcing at an intermediate point. Via stochastic simulations, we find a crossover from a periodic limit cycle to an aperiodic dynamics as the polymer gets "stiffer." An analytical argument valid in the 2D grafted case shows that in such a case this aperiodic dynamics has some chaotic signatures. © 2007 The American Physical Society.

Microfluidic-controlled manufacture of liposomes for the solubilisation of a poorly water soluble drug

Besides their well-described use as delivery systems for water-soluble drugs, liposomes have the ability to act as a solubilizing agent for drugs with low aqueous solubility. However, a key limitation in exploiting liposome technology is the availability of scalable, low-cost production methods for the preparation of liposomes. Here we describe a new method, using microfluidics, to prepare liposomal solubilising systems which can incorporate low solubility drugs (in this case propofol). The setup, based on a chaotic advection micromixer, showed high drug loading (41 mol%) of propofol as well as the ability to manufacture vesicles with at prescribed sizes (between 50 and 450 nm) in a high-throughput setting. Our results demonstrate the ability of merging liposome manufacturing and drug encapsulation in a single process step, leading to an overall reduced process time. These studies emphasise the flexibility and ease of applying lab-on-a-chip microfluidics for the solubilisation of poorly water-soluble drugs.

Dissipative Raman solitons

A new type of dissipative solitons - dissipative Raman solitons - are revealed on the basis of numerical study of the generalized complex nonlinear Ginzburg-Landau equation. The stimulated Raman scattering significantly affects the energy scalability of the dissipative solitons, causing splitting to multiple pulses. We show, that an appropriate increase of the group-delay dispersion can suppress the multipulsing instability due to formation of the dissipative Raman soliton, which is chirped, has a Stokes-shifted spectrum, and chaotic modulation on its trailing edge. The strong perturbation of a soliton envelope caused by the stimulated Raman scattering confines the energy scalability, preventing the so-called dissipative soliton resonance. We show that in practical implementations, a spectral filter can extend the stability regions of high-energy pulses.

Comparison between conventional and stochastic pinning control

Theoretical developments on pinning control of complex dynamical networks have mainly focused on the deterministic versions of the model dynamics. However, the dynamical behavior of most real networks is often affected by stochastic noise components. In this paper the pinning control of a stochastic version of the coupled map lattice network with spatiotemporal characteristics is studied. The control of these complex dynamical networks have functional uncertainty which should be considered when calculating stabilizing control signals. Two feedback control methods are considered: the conventional feedback control and modified stochastic feedback control. It is shown that the typically-used conventional control method suffers from the ignorance of model uncertainty leading to a reduction and potentially a collapse in the control efficiency. Numerical verification of the main result is provided for a chaotic coupled map lattice network. © 2011 IEEE.

Stochastic calculations for fibre Raman amplifiers with randomly varying birefringence

For the first time for the model of real-world forward-pumped fibre Raman amplifier with the randomly varying birefringence, the stochastic calculations have been done numerically based on the Kloeden-Platen-Schurz algorithm. The results obtained for the averaged gain and gain fluctuations as a function of polarization mode dispersion (PMD) parameter agree quantitatively with the results of previously developed analytical model. Simultaneously, the direct numerical simulations demonstrate an increased stochastisation (maximum in averaged gain variation) within the region of the polarization mode dispersion parameter of 0.1÷0.3 ps/km1/2. The results give an insight into margins of applicability of a generic multi-scale technique widely used to derive coupled Manakov equations and allow generalizing analytic model with accounting for pump depletion, group-delay dispersion and Kerr-nonlinearity that is of great interest for development of the high-transmission-rates optical networks.