Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.

Pattern formation in volumetrically heated fluids

Finite element simulations have been performed along side normal mode analysis on the linear stability 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.

Dissipative parametric modulation instability and pattern formation in nonlinear optical systems

We present the essential features of the dissipative parametric instability, in the universal complex Ginzburg- Landau equation. Dissipative parametric instability is excited through a parametric modulation of frequency dependent losses in a zig-zag fashion in the spectral domain. Such damping is introduced respectively for spectral components in the +ΔF and in the -ΔF region in alternating fashion, where F can represent wavenumber or temporal frequency depending on the applications. Such a spectral modulation can destabilize the homogeneous stationary solution of the system leading to growth of spectral sidebands and to the consequent pattern formation: both stable and unstable patterns in one- and in two-dimensional systems can be excited. The dissipative parametric instability provides an useful and interesting tool for the control of pattern formation in nonlinear optical systems with potentially interesting applications in technological applications, like the design of mode- locked lasers emitting pulse trains with tunable repetition rate; but it could also find realizations in nanophotonics circuits or in dissipative polaritonic Bose-Einstein condensates.

Control of pattern formation by time-delay feedback with global and local contributions

We consider the suppression of spatiotemporal chaos in the complex GinzburgLandau equation by a combined global and local time-delay feedback. Feedback terms are implemented as a control scheme, i.e., they are proportional to the difference between the time-delayed state of the system and its current state. We perform a linear stability analysis of uniform oscillations with respect to space-dependent perturbations and compare with numerical simulations. Similarly, for the fixed-point solution that corresponds to amplitude death in the spatially extended system, a linear stability analysis with respect to space-dependent perturbations is performed and complemented by numerical simulations. © 2010 Elsevier B.V. All rights reserved.

Pattern generation by dissipative parametric instability

Nonlinear instabilities are responsible for spontaneous pattern formation in a vast number of natural and engineered systems, ranging from biology to galaxy buildup. We propose a new instability mechanism leading to pattern formation in spatially extended nonlinear systems, which is based on a periodic antiphase modulation of spectrally dependent losses arranged in a zigzag way: an effective filtering is imposed at symmetrically located wave numbers k and -k in alternating order. The properties of the dissipative parametric instability differ from the features of both key classical concepts of modulation instabilities, i.e., the Benjamin-Feir instability and the Faraday instabiltyity. We demonstrate how the dissipative parametric instability can lead to the formation of stable patterns in one- and two-dimensional systems. The proposed instability mechanism is generic and can naturally occur or can be implemented in various physical systems.

Modelling data and voice traffic over IP networks using continuous-time Markov models

Common approaches to IP-traffic modelling have featured the use of stochastic models, based on the Markov property, which can be classified into black box and white box models based on the approach used for modelling traffic. White box models, are simple to understand, transparent and have a physical meaning attributed to each of the associated parameters. To exploit this key advantage, this thesis explores the use of simple classic continuous-time Markov models based on a white box approach, to model, not only the network traffic statistics but also the source behaviour with respect to the network and application. The thesis is divided into two parts: The first part focuses on the use of simple Markov and Semi-Markov traffic models, starting from the simplest two-state model moving upwards to n-state models with Poisson and non-Poisson statistics. The thesis then introduces the convenient to use, mathematically derived, Gaussian Markov models which are used to model the measured network IP traffic statistics. As one of the most significant contributions, the thesis establishes the significance of the second-order density statistics as it reveals that, in contrast to first-order density, they carry much more unique information on traffic sources and behaviour. The thesis then exploits the use of Gaussian Markov models to model these unique features and finally shows how the use of simple classic Markov models coupled with use of second-order density statistics provides an excellent tool for capturing maximum traffic detail, which in itself is the essence of good traffic modelling. The second part of the thesis, studies the ON-OFF characteristics of VoIP traffic with reference to accurate measurements of the ON and OFF periods, made from a large multi-lingual database of over 100 hours worth of VoIP call recordings. The impact of the language, prosodic structure and speech rate of the speaker on the statistics of the ON-OFF periods is analysed and relevant conclusions are presented. Finally, an ON-OFF VoIP source model with log-normal transitions is contributed as an ideal candidate to model VoIP traffic and the results of this model are compared with those of previously published work.

Travelling waves in a complex Ginzburg-Landau equation with time-delay feedback

One of the simplest ways to create nonlinear oscillations is the Hopf bifurcation. The spatiotemporal dynamics observed in an extended medium with diffusion (e.g., a chemical reaction) undergoing this bifurcation is governed by the complex Ginzburg-Landau equation, one of the best-studied generic models for pattern formation, where besides uniform oscillations, spiral waves, coherent structures and turbulence are found. The presence of time delay terms in this equation changes the pattern formation scenario, and different kind of travelling waves have been reported. In particular, we study the complex Ginzburg-Landau equation that contains local and global time-delay feedback terms. We focus our attention on plane wave solutions in this model. The first novel result is the derivation of the plane wave solution in the presence of time-delay feedback with global and local contributions. The second and more important result of this study consists of a linear stability analysis of plane waves in that model. Evaluation of the eigenvalue equation does not show stabilisation of plane waves for the parameters studied. We discuss these results and compare to results of other models.

The design of a real-time nowcasting system for localised weather

National meteorological offices are largely concerned with synoptic-scale forecasting where weather predictions are produced for a whole country for 24 hours ahead. In practice, many local organisations (such as emergency services, construction industries, forestry, farming, and sports) require only local short-term, bespoke, weather predictions and warnings. This thesis shows that the less-demanding requirements do not require exceptional computing power and can be met by a modern, desk-top system which monitors site-specific ground conditions (such as temperature, pressure, wind speed and direction, etc) augmented with above ground information from satellite images to produce `nowcasts'. The emphasis in this thesis has been towards the design of such a real-time system for nowcasting. Local site-specific conditions are monitored using a custom-built, stand alone, Motorola 6809 based sub-system. Above ground information is received from the METEOSAT 4 geo-stationary satellite using a sub-system based on a commercially available equipment. The information is ephemeral and must be captured in real-time. The real-time nowcasting system for localised weather handles the data as a transparent task using the limited capabilities of the PC system. Ground data produces a time series of measurements at a specific location which represents the past-to-present atmospheric conditions of the particular site from which much information can be extracted. The novel approach adopted in this thesis is one of constructing stochastic models based on the AutoRegressive Integrated Moving Average (ARIMA) technique. The satellite images contain features (such as cloud formations) which evolve dynamically and may be subject to movement, growth, distortion, bifurcation, superposition, or elimination between images. The process of extracting a weather feature, following its motion and predicting its future evolution involves algorithms for normalisation, partitioning, filtering, image enhancement, and correlation of multi-dimensional signals in different domains. To limit the processing requirements, the analysis in this thesis concentrates on an `area of interest'. By this rationale, only a small fraction of the total image needs to be processed, leading to a major saving in time. The thesis also proposes an extention to an existing manual cloud classification technique for its implementation in automatically classifying a cloud feature over the `area of interest' for nowcasting using the multi-dimensional signals.

Generation of primary hepatocyte microarrays by piezoelectric printing

We demonstrate a single-step method for the generation of collagen and poly-l-Lysine (PLL) micropatterns on a poly(ethylene glycol) (PEG) functionalized glass surface for cell based assays. The method involves establishing a reliable silanization method to create an effective non-adhesive PEG layer on glass that inhibits cell attachment, followed by the spotting of collagen or PLL solutions using non-contact piezoelectric printing. We show for the first time that the spotted protein micropatterns remain stable on the PEG surface even after extensive washing, thus significantly simplifying protein pattern formation. We found that adherence and spreading of NIH-3T3 fibroblasts was confined to PLL and collagen areas of the micropatterns. In contrast, primary rat hepatocytes adhered and spread only on collagen micropatterns, where they formed uniform, well defined functionally active cell arrays. The differing affinity of hepatocytes and NIH-3T3 fibroblasts for collagen and PLL patterns was used to develop a simple technique for creating a co-culture of the two cell types. This has the potential to form structured arrays that mimic the in vivo hepatic environment and is easily integrated within a miniaturized analytical platform for developing high throughput toxicity analysis in vitro.

A preliminary study into emergent behaviours in a lattice of interacting nonlinear resonators and oscillators

Future sensor arrays will be composed of interacting nonlinear components with complex behaviours with no known analytic solutions. This paper provides a preliminary insight into the expected behaviour through numerical and analytical analysis. Specically, the complex behaviour of a periodically driven nonlinear Duffing resonator coupled elastically to a van der Pol oscillator is investigated as a building block in a 2D lattice of such units with local connectivity. An analytic treatment of the 2-device unit is provided through a two-time-scales approach and the stability of the complex dynamic motion is analysed. The pattern formation characteristics of a 2D lattice composed of these units coupled together through nearest neighbour interactions is analysed numerically for parameters appropriate to a physical realisation through MEMS devices. The emergent patterns of global and cluster synchronisation are investigated with respect to system parameters and lattice size.

In-cavity pulse shaping and dissipative parametric instability mode-locking in fibre lasers

At the level of fundamental research, fibre lasers provide convenient and reproducible experimental settings for the study of a variety of nonlinear dynamical processes, while at the applied research level, pulses with different and optimised features – e.g., in terms of pulse duration, temporal and/or spectral shape, energy, repetition rate and emission bandwidth – are sought with the general constraint of developing efficient cavity architectures. In this work, we review our recent progress on the realisation of pulse shaping in passively- mode-locked fibre lasers by inclusion of an amplitude and phase spectral filter into the laser cavity. We present a fibre laser design in which pulse shaping occurs through filtering of a spectrally nonlinearly broadened pulse in the cavity. This strategy of pulse shaping is illustrated through the numerical demonstration of the laser operation in different pulse-generation regimes, including parabolic, flattop and triangular waveform generations, depending on the amplitude profile of the in-cavity spectral filter [1]. As an application of this general approach, we show that the use of an in-cavity flat-top spectral filter makes it possible to directly generate sinc-shaped Nyquist pulses of high quality and of a widely tunable bandwidth from the laser [2]. We also report on a recently-developed versatile erbium-doped fibre laser, in which conventional soliton, dispersion-managed soliton (stretched-pulse) and dissipative soliton mode-locking regimes can be selectively and reliably targeted by programming different group-velocity dispersion profiles and bandwidths on an in-cavity programmable filter [3]. Further, we report on our recent results on the passive mode locking of a Raman fibre laser by a recently predicted new type of parametric instability – the dissipative Faraday instability [4], where spatially periodic zig-zag modulation of spectrally dependent losses can lead to pattern formation in the temporal domain. High-order harmonic mode locking is achieved in a very simple experimental configuration, with the laser cavity including an optical fibre and two chirped fibre Bragg gratings, and no additional mode-locking elements. The results not only open up new possibilities for the design of mode-locked lasers, but extend beyond fibre optics to other fields of physics and engineering. References [1] S. Boscolo, C. Finot, H. Karakuzu, P. Petropoulos, “Pulse shaping in mode-locked fiber laser by in-cavity spectral filter,” Opt. Lett., vol. 39, pp. 438–441, 2014. [2] S. Boscolo, C. Finot, S. K. Turitsyn, “Bandwidth programmable optical Nyquist pulse generation in passively mode-locked fiber laser,” IEEE Photon. J., vol. 7, 7802008(8), 2015. [3] J. Peng, S. Boscolo, “Filter-based dispersion-managed versatile ultrafast fibre laser,” Sci. Rep., 2016, In press. [4] A. M. Perego, N. Tarasov, D. V. Churkin, S. K. Turitsyn, K. Staliunas, “Pattern generation by dissipative parametric instability,” Phys. Rev. Lett., vol. 116, 028701, 2016.

Self-pulsating nonlinear systems via dissipative parametric instability

The recently discovered dissipative parametric instability is presented in the framework of the universal complex Ginzburg-Landau equation. The pattern formation associated with the instability is discussed in connection to the relevant applications in nonlinear photonics especially as a new tool for pulsed lasers design.

Immunological synapse: a mathematical model of the bond formation process:mathematical modelling of the immature synapse

The cell:cell bond between an immune cell and an antigen presenting cell is a necessary event in the activation of the adaptive immune response. At the juncture between the cells, cell surface molecules on the opposing cells form non-covalent bonds and a distinct patterning is observed that is termed the immunological synapse. An important binding molecule in the synapse is the T-cell receptor (TCR), that is responsible for antigen recognition through its binding with a major-histocompatibility complex with bound peptide (pMHC). This bond leads to intracellular signalling events that culminate in the activation of the T-cell, and ultimately leads to the expression of the immune eector function. The temporal analysis of the TCR bonds during the formation of the immunological synapse presents a problem to biologists, due to the spatio-temporal scales (nanometers and picoseconds) that compare with experimental uncertainty limits. In this study, a linear stochastic model, derived from a nonlinear model of the synapse, is used to analyse the temporal dynamics of the bond attachments for the TCR. Mathematical analysis and numerical methods are employed to analyse the qualitative dynamics of the nonequilibrium membrane dynamics, with the specic aim of calculating the average persistence time for the TCR:pMHC bond. A single-threshold method, that has been previously used to successfully calculate the TCR:pMHC contact path sizes in the synapse, is applied to produce results for the average contact times of the TCR:pMHC bonds. This method is extended through the development of a two-threshold method, that produces results suggesting the average time persistence for the TCR:pMHC bond is in the order of 2-4 seconds, values that agree with experimental evidence for TCR signalling. The study reveals two distinct scaling regimes in the time persistent survival probability density prole of these bonds, one dominated by thermal uctuations and the other associated with the TCR signalling. Analysis of the thermal fluctuation regime reveals a minimal contribution to the average time persistence calculation, that has an important biological implication when comparing the probabilistic models to experimental evidence. In cases where only a few statistics can be gathered from experimental conditions, the results are unlikely to match the probabilistic predictions. The results also identify a rescaling relationship between the thermal noise and the bond length, suggesting a recalibration of the experimental conditions, to adhere to this scaling relationship, will enable biologists to identify the start of the signalling regime for previously unobserved receptor:ligand bonds. Also, the regime associated with TCR signalling exhibits a universal decay rate for the persistence probability, that is independent of the bond length.

Improved robust control of nonlinear stochastic systems using uncertain models

We introduce a technique for quantifying and then exploiting uncertainty in nonlinear stochastic control systems. The approach is suboptimal though robust and relies upon the approximation of the forward and inverse plant models by neural networks, which also estimate the intrinsic uncertainty. Sampling from the resulting Gaussian distributions of the inversion based neurocontroller allows us to introduce a control law which is demonstrably more robust than traditional adaptive controllers.

The usefulness of spatial pattern analysis in understanding the pathogenesis of neurodegenerative disorders, with particular reference to plaque formation in Alzheimer's disease

Discrete, microscopic lesions are developed in the brain in a number of neurodegenerative diseases. These lesions may not be randomly distributed in the tissue but exhibit a spatial pattern, i.e., a departure from randomness towards regularlity or clustering. The spatial pattern of a lesion may reflect its development in relation to other brain lesions or to neuroanatomical structures. Hence, a study of spatial pattern may help to elucidate the pathogenesis of a lesion. A number of statistical methods can be used to study the spatial patterns of brain lesions. They range from simple tests of whether the distribution of a lesion departs from random to more complex methods which can detect clustering and the size, distribution and spacing of clusters. This paper reviews the uses and limitations of these methods as applied to neurodegenerative disorders, and in particular to senile plaque formation in Alzheimer's disease.