Causality and synchronisation in complex systems with applications to neuroscience

This thesis presents an investigation, of synchronisation and causality, motivated by problems in computational neuroscience. The thesis addresses both theoretical and practical signal processing issues regarding the estimation of interdependence from a set of multivariate data generated by a complex underlying dynamical system. This topic is driven by a series of problems in neuroscience, which represents the principal background motive behind the material in this work. The underlying system is the human brain and the generative process of the data is based on modern electromagnetic neuroimaging methods . In this thesis, the underlying functional of the brain mechanisms are derived from the recent mathematical formalism of dynamical systems in complex networks. This is justified principally on the grounds of the complex hierarchical and multiscale nature of the brain and it offers new methods of analysis to model its emergent phenomena. A fundamental approach to study the neural activity is to investigate the connectivity pattern developed by the brain’s complex network. Three types of connectivity are important to study: 1) anatomical connectivity refering to the physical links forming the topology of the brain network; 2) effective connectivity concerning with the way the neural elements communicate with each other using the brain’s anatomical structure, through phenomena of synchronisation and information transfer; 3) functional connectivity, presenting an epistemic concept which alludes to the interdependence between data measured from the brain network. The main contribution of this thesis is to present, apply and discuss novel algorithms of functional connectivities, which are designed to extract different specific aspects of interaction between the underlying generators of the data. Firstly, a univariate statistic is developed to allow for indirect assessment of synchronisation in the local network from a single time series. This approach is useful in inferring the coupling as in a local cortical area as observed by a single measurement electrode. Secondly, different existing methods of phase synchronisation are considered from the perspective of experimental data analysis and inference of coupling from observed data. These methods are designed to address the estimation of medium to long range connectivity and their differences are particularly relevant in the context of volume conduction, that is known to produce spurious detections of connectivity. Finally, an asymmetric temporal metric is introduced in order to detect the direction of the coupling between different regions of the brain. The method developed in this thesis is based on a machine learning extensions of the well known concept of Granger causality. The thesis discussion is developed alongside examples of synthetic and experimental real data. The synthetic data are simulations of complex dynamical systems with the intention to mimic the behaviour of simple cortical neural assemblies. They are helpful to test the techniques developed in this thesis. The real datasets are provided to illustrate the problem of brain connectivity in the case of important neurological disorders such as Epilepsy and Parkinson’s disease. The methods of functional connectivity in this thesis are applied to intracranial EEG recordings in order to extract features, which characterize underlying spatiotemporal dynamics before during and after an epileptic seizure and predict seizure location and onset prior to conventional electrographic signs. The methodology is also applied to a MEG dataset containing healthy, Parkinson’s and dementia subjects with the scope of distinguishing patterns of pathological from physiological connectivity.

Application of the manakov-PMD equation to a computational investigation of low-PMD fibres

The phenomenon of low-PMD fibres is examined through numerical simulations. Instead of the coarse-step method we are using an algorithm developed through the Manakov-PMD equation. With the integration of the Manakov-PMD equation we have access to the fibre spin which relates to the orientation of the birefringence. The simulation results produced correspond to the behaviour of a low-PMD spun fibre. Furthermore we provide an analytical approximation compared to the numerical data. © 2005 Optical Society of America.

Computational mechanics of molecular systems:quantifying high-dimensional dynamics by distribution of Poincaré recurrence times

A framework that connects computational mechanics and molecular dynamics has been developed and described. As the key parts of the framework, the problem of symbolising molecular trajectory and the associated interrelation between microscopic phase space variables and macroscopic observables of the molecular system are considered. Following Shalizi and Moore, it is shown that causal states, the constituent parts of the main construct of computational mechanics, the e-machine, define areas of the phase space that are optimal in the sense of transferring information from the micro-variables to the macro-observables. We have demonstrated that, based on the decay of their Poincare´ return times, these areas can be divided into two classes that characterise the separation of the phase space into resonant and chaotic areas. The first class is characterised by predominantly short time returns, typical to quasi-periodic or periodic trajectories. This class includes a countable number of areas corresponding to resonances. The second class includes trajectories with chaotic behaviour characterised by the exponential decay of return times in accordance with the Poincare´ theorem.

Computational mechanics reveals nanosecond time correlations in molecular dynamics of liquid systems

Statistical complexity, a measure introduced in computational mechanics has been applied to MD simulated liquid water and other molecular systems. It has been found that statistical complexity does not converge in these systems but grows logarithmically without a limit. The coefficient of the growth has been introduced as a new molecular parameter which is invariant for a given liquid system. Using this new parameter extremely long time correlations in the system undetectable by traditional methods are elucidated. The existence of hundreds of picosecond and even nanosecond long correlations in bulk water has been demonstrated. © 2008 Elsevier B.V. All rights reserved.

Computational modelling of the impact of particle size to the heat transfer coefficient between biomass particles and a fluidised bed

The fluid–particle interaction and the impact of different heat transfer conditions on pyrolysis of biomass inside a 150 g/h fluidised bed reactor are modelled. Two different size biomass particles (350 µm and 550 µm in diameter) are injected into the fluidised bed. The different biomass particle sizes result in different heat transfer conditions. This is due to the fact that the 350 µm diameter particle is smaller than the sand particles of the reactor (440 µm), while the 550 µm one is larger. The bed-to-particle heat transfer for both cases is calculated according to the literature. Conductive heat transfer is assumed for the larger biomass particle (550 µm) inside the bed, while biomass–sand contacts for the smaller biomass particle (350 µm) were considered unimportant. The Eulerian approach is used to model the bubbling behaviour of the sand, which is treated as a continuum. Biomass reaction kinetics is modelled according to the literature using a two-stage, semi-global model which takes into account secondary reactions. The particle motion inside the reactor is computed using drag laws, dependent on the local volume fraction of each phase. FLUENT 6.2 has been used as the modelling framework of the simulations with the whole pyrolysis model incorporated in the form of User Defined Function (UDF).

Perception of concurrent sentences with harmonic or frequency-shifted voiced excitation:performance of human listeners and of computational models based on autocorrelation

Keyword identification in one of two simultaneous sentences is improved when the sentences differ in F0, particularly when they are almost continuously voiced. Sentences of this kind were recorded, monotonised using PSOLA, and re-synthesised to give a range of harmonic ?F0s (0, 1, 3, and 10 semitones). They were additionally re-synthesised by LPC with the LPC residual frequency shifted by 25% of F0, to give excitation with inharmonic but regularly spaced components. Perceptual identification of frequency-shifted sentences showed a similar large improvement with nominal ?F0 as seen for harmonic sentences, although overall performance was about 10% poorer. We compared performance with that of two autocorrelation-based computational models comprising four stages: (i) peripheral frequency selectivity and half-wave rectification; (ii) within-channel periodicity extraction; (iii) identification of the two major peaks in the summary autocorrelation function (SACF); (iv) a template-based approach to speech recognition using dynamic time warping. One model sampled the correlogram at the target-F0 period and performed spectral matching; the other deselected channels dominated by the interferer and performed matching on the short-lag portion of the residual SACF. Both models reproduced the monotonic increase observed in human performance with increasing ?F0 for the harmonic stimuli, but not for the frequency-shifted stimuli. A revised version of the spectral-matching model, which groups patterns of periodicity that lie on a curve in the frequency-delay plane, showed a closer match to the perceptual data for frequency-shifted sentences. The results extend the range of phenomena originally attributed to harmonic processing to grouping by common spectral pattern.

Computational fluid dynamical studies of structured distillation packings

In recent years structured packings have become more widely used in the process industries because of their improved volumetric efficiency. Most structured packings consist of corrugated sheets placed in the vertical plane The corrugations provide a regular network of channels for vapour liquid contact. Until recently it has been necessary to develop new packings by trial and error, testing new shapes in the laboratory. The orderly repetitive nature of the channel network produced by a structured packing suggests it may be possible to develop improved structured packings by the application of computational fluid dynamics (CFD) to calculate the packing performance and evaluate changes in shape so as to reduce the need for laboratory testing. In this work the CFD package PHOENICS has been used to predict the flow patterns produced in the vapour phase as it passes through the channel network. A particular novelty of the approach is to set up a method of solving the Navier Stokes equations for any particular intersection of channels. The flow pattern of the streams leaving the intersection is then made the input to the downstream intersection. In this way the flow pattern within a section of packing can be calculated. The resulting heat or mass transfer performance can be calculated by other standard CFD procedures. The CFD predictions revealed a circulation developing within the channels which produce a loss in mass transfer efficiency The calculations explained and predicted a change in mass transfer efficiency with depth of the sheets. This effect was also shown experimentally. New shapes of packing were proposed to remove the circulation and these were evaluated using CFD. A new shape was chosen and manufactured. This was tested experimentally and found to have a higher mass transfer efficiency than the standard packing.

Use of computational fluid dynamics in the design of bubble column reactors

Investigations into the modelling techniques that depict the transport of discrete phases (gas bubbles or solid particles) and model biochemical reactions in a bubble column reactor are discussed here. The mixture model was used to calculate gas-liquid, solid-liquid and gasliquid-solid interactions. Multiphase flow is a difficult phenomenon to capture, particularly in bubble columns where the major driving force is caused by the injection of gas bubbles. The gas bubbles cause a large density difference to occur that results in transient multi-dimensional fluid motion. Standard design procedures do not account for the transient motion, due to the simplifying assumptions of steady plug flow. Computational fluid dynamics (CFD) can assist in expanding the understanding of complex flows in bubble columns by characterising the flow phenomena for many geometrical configurations. Therefore, CFD has a role in the education of chemical and biochemical engineers, providing the examples of flow phenomena that many engineers may not experience, even through experimentation. The performance of the mixture model was investigated for three domains (plane, rectangular and cylindrical) and three flow models (laminar, k-e turbulence and the Reynolds stresses). mThis investigation raised many questions about how gas-liquid interactions are captured numerically. To answer some of these questions the analogy between thermal convection in a cavity and gas-liquid flow in bubble columns was invoked. This involved modelling the buoyant motion of air in a narrow cavity for a number of turbulence schemes. The difference in density was caused by a temperature gradient that acted across the width of the cavity. Multiple vortices were obtained when the Reynolds stresses were utilised with the addition of a basic flow profile after each time step. To implement the three-phase models an alternative mixture model was developed and compared against a commercially available mixture model for three turbulence schemes. The scheme where just the Reynolds stresses model was employed, predicted the transient motion of the fluids quite well for both mixture models. Solid-liquid and then alternative formulations of gas-liquid-solid model were compared against one another. The alternative form of the mixture model was found to perform particularly well for both gas and solid phase transport when calculating two and three-phase flow. The improvement in the solutions obtained was a result of the inclusion of the Reynolds stresses model and differences in the mixture models employed. The differences between the alternative mixture models were found in the volume fraction equation (flux and deviatoric stress tensor terms) and the viscosity formulation for the mixture phase.

Investigation of chaotic mixing in laminar fluid systems by the use of computational fluid dynamics

This work presents significant development into chaotic mixing induced through periodic boundaries and twisting flows. Three-dimensional closed and throughput domains are shown to exhibit chaotic motion under both time periodic and time independent boundary motions, A property is developed originating from a signature of chaos, sensitive dependence to initial conditions, which successfully quantifies the degree of disorder withjn the mixing systems presented and enables comparisons of the disorder throughout ranges of operating parameters, This work omits physical experimental results but presents significant computational investigation into chaotic systems using commercial computational fluid dynamics techniques. Physical experiments with chaotic mixing systems are, by their very nature, difficult to extract information beyond the recognition that disorder does, does not of partially occurs. The initial aim of this work is to observe whether it is possible to accurately simulate previously published physical experimental results through using commercial CFD techniques. This is shown to be possible for simple two-dimensional systems with time periodic wall movements. From this, and subsequent macro and microscopic observations of flow regimes, a simple explanation is developed for how boundary operating parameters affect the system disorder. Consider the classic two-dimensional rectangular cavity with time periodic velocity of the upper and lower walls, causing two opposing streamline motions. The degree of disorder within the system is related to the magnitude of displacement of individual particles within these opposing streamlines. The rationale is then employed in this work to develop and investigate more complex three-dimensional mixing systems that exhibit throughputs and time independence and are therefore more realistic and a significant advance towards designing chaotic mixers for process industries. Domains inducing chaotic motion through twisting flows are also briefly considered. This work concludes by offering possible advancements to the property developed to quantify disorder and suggestions of domains and associated boundary conditions that are expected to produce chaotic mixing.

A study of adaptive load balancing algorithms for distributed systems

With the advent of distributed computer systems with a largely transparent user interface, new questions have arisen regarding the management of such an environment by an operating system. One fertile area of research is that of load balancing, which attempts to improve system performance by redistributing the workload submitted to the system by the users. Early work in this field concentrated on static placement of computational objects to improve performance, given prior knowledge of process behaviour. More recently this has evolved into studying dynamic load balancing with process migration, thus allowing the system to adapt to varying loads. In this thesis, we describe a simulated system which facilitates experimentation with various load balancing algorithms. The system runs under UNIX and provides functions for user processes to communicate through software ports; processes reside on simulated homogeneous processors, connected by a user-specified topology, and a mechanism is included to allow migration of a process from one processor to another. We present the results of a study of adaptive load balancing algorithms, conducted using the aforementioned simulated system, under varying conditions; these results show the relative merits of different approaches to the load balancing problem, and we analyse the trade-offs between them. Following from this study, we present further novel modifications to suggested algorithms, and show their effects on system performance.

A computational model of prosody for Yorùbá text-to-speech synthesis

This work examines prosody modelling for the Standard Yorùbá (SY) language in the context of computer text-to-speech synthesis applications. The thesis of this research is that it is possible to develop a practical prosody model by using appropriate computational tools and techniques which combines acoustic data with an encoding of the phonological and phonetic knowledge provided by experts. Our prosody model is conceptualised around a modular holistic framework. The framework is implemented using the Relational Tree (R-Tree) techniques (Ehrich and Foith, 1976). R-Tree is a sophisticated data structure that provides a multi-dimensional description of a waveform. A Skeletal Tree (S-Tree) is first generated using algorithms based on the tone phonological rules of SY. Subsequent steps update the S-Tree by computing the numerical values of the prosody dimensions. To implement the intonation dimension, fuzzy control rules where developed based on data from native speakers of Yorùbá. The Classification And Regression Tree (CART) and the Fuzzy Decision Tree (FDT) techniques were tested in modelling the duration dimension. The FDT was selected based on its better performance. An important feature of our R-Tree framework is its flexibility in that it facilitates the independent implementation of the different dimensions of prosody, i.e. duration and intonation, using different techniques and their subsequent integration. Our approach provides us with a flexible and extendible model that can also be used to implement, study and explain the theory behind aspects of the phenomena observed in speech prosody.

Investigating viscous fluid flow in an internal mixer using computational fluid dynamics

This thesis presents an effective methodology for the generation of a simulation which can be used to increase the understanding of viscous fluid processing equipment and aid in their development, design and optimisation. The Hampden RAPRA Torque Rheometer internal batch twin rotor mixer has been simulated with a view to establishing model accuracies, limitations, practicalities and uses. As this research progressed, via the analyses several 'snap-shot' analysis of several rotor configurations using the commercial code Polyflow, it was evident that the model was of some worth and its predictions are in good agreement with the validation experiments, however, several major restrictions were identified. These included poor element form, high man-hour requirements for the construction of each geometry and the absence of the transient term in these models. All, or at least some, of these limitations apply to the numerous attempts to model internal mixes by other researchers and it was clear that there was no generally accepted methodology to provide a practical three-dimensional model which has been adequately validated. This research, unlike others, presents a full complex three-dimensional, transient, non-isothermal, generalised non-Newtonian simulation with wall slip which overcomes these limitations using unmatched ridding and sliding mesh technology adapted from CFX codes. This method yields good element form and, since only one geometry has to be constructed to represent the entire rotor cycle, is extremely beneficial for detailed flow field analysis when used in conjunction with user defined programmes and automatic geometry parameterisation (AGP), and improves accuracy for investigating equipment design and operation conditions. Model validation has been identified as an area which has been neglected by other researchers in this field, especially for time dependent geometries, and has been rigorously pursued in terms of qualitative and quantitative velocity vector analysis of the isothermal, full fill mixing of generalised non-Newtonian fluids, as well as torque comparison, with a relatively high degree of success. This indicates that CFD models of this type can be accurate and perhaps have not been validated to this extent previously because of the inherent difficulties arising from most real processes.