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.

Dispersion aspects of periodically amplified soliton transmission systems

This thesis presents improvements to optical transmission systems through the use of optical solitons as a digital transmission format, both theoretically and experimentally. An introduction to the main concepts and impairments of optical fibre on pulse transmission is included before introducing the concept of solitons in optically amplified communications and the problems of soliton system design. The theoretical work studies two fibre dispersion profiling schemes and a soliton launch improvement. The first provides superior pulse transmission by optimally tailoring the fibre dispersion to better follow the power, and hence nonlinearity, decay and thus allow soliton transmission for longer amplifier spacings and shorter pulse widths than normally possible. The second profiling scheme examines the use of dispersion compensating fibre in the context of soliton transmission over existing, standard fibre systems. The limits for solitons in uncompensated standard fibre are assessed, before the potential benefits of dispersion compensating fibre included as part of each amplifier are shown. The third theoretical investigation provides a simple improvement to the propagation of solitons in a highly perturbed system. By introducing a section of fibre of the correct length prior to the first system amplifier span, the soliton shape can be better coupled into the system thus providing an improved "average soliton" propagation model. The experimental work covers two areas. An important issue for soliton systems is pulse sources. Three potential lasers are studied, two ring laser configurations and one semiconductor device with external pulse shaping. The second area studies soliton transmission using a recalculating loop, reviewing the advantages and draw-backs of such an experiment in system testing and design. One particular example of employing the recirculating loop is also examined, using a novel method of pulse shape stabilisation over long distances with low jitter. The future for nonlinear optical communications is considered with the thesis conclusions.

Simulation of optical fibre communication systems influenced by stimulated brillouin scattering

Boyd's SBS model which includes distributed thermal acoustic noise (DTAN) has been enhanced to enable the Stokes-spontaneous density depletion noise (SSDDN) component of the transmitted optical field to be simulated, probably for the first time, as well as the full transmitted field. SSDDN would not be generated from previous SBS models in which a Stokes seed replaces DTAN. SSDDN becomes the dominant form of transmitted SBS noise as model fibre length (MFL) is increased but its optical power spectrum remains independent of MFL. Simulations of the full transmitted field and SSDDN for different MFLs allow prediction of the optical power spectrum, or system performance parameters which depend on this, for typical communication link lengths which are too long for direct simulation. The SBS model has also been innovatively improved by allowing the Brillouin Shift Frequency (BS) to vary over the model fibre length, for the nonuniform fibre model (NFM) mode, or to remain constant, for the uniform fibre model (UFM) mode. The assumption of a Gaussian probability density function (pdf) for the BSF in the NFM has been confirmed by means of an analysis of reported Brillouin amplified power spectral measurements for the simple case of a nominally step-index single-mode pure silica core fibre. The BSF pdf could be modified to match the Brillouin gain spectra of other fibre types if required. For both models, simulated backscattered and output powers as functions of input power agree well with those from a reported experiment for fitting Brillouin gain coefficients close to theoretical. The NFM and UFM Brillouin gain spectra are then very similar from half to full maximum but diverge at lower values. Consequently, NFM and UFM transmitted SBS noise powers inferred for long MFLs differ by 1-2 dB over the input power range of 0.15 dBm. This difference could be significant for AM-VSB CATV links at some channel frequencies. The modelled characteristic of Carrier-to-Noise Ratio (CNR) as a function of input power for a single intensity modulated subcarrier is in good agreement with the characteristic reported for an experiment when either the UFM or NFM is used. The difference between the two modelled characteristics would have been more noticeable for a higher fibre length or a lower subcarrier frequency.

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.

The relative performance of scalable load balancing algorithms in loosely-coupled distributed systems. Available in 2 volumes.

The computer systems of today are characterised by data and program control that are distributed functionally and geographically across a network. A major issue of concern in this environment is the operating system activity of resource management for different processors in the network. To ensure equity in load distribution and improved system performance, load balancing is often undertaken. The research conducted in this field so far, has been primarily concerned with a small set of algorithms operating on tightly-coupled distributed systems. More recent studies have investigated the performance of such algorithms in loosely-coupled architectures but using a small set of processors. This thesis describes a simulation model developed to study the behaviour and general performance characteristics of a range of dynamic load balancing algorithms. Further, the scalability of these algorithms are discussed and a range of regionalised load balancing algorithms developed. In particular, we examine the impact of network diameter and delay on the performance of such algorithms across a range of system workloads. The results produced seem to suggest that the performance of simple dynamic policies are scalable but lack the load stability of more complex global average algorithms.

The human factors of automatic speech recognition in control room systems

This thesis addresses the viability of automatic speech recognition for control room systems; with careful system design, automatic speech recognition (ASR) devices can be useful means for human computer interaction in specific types of task. These tasks can be defined as complex verbal activities, such as command and control, and can be paired with spatial tasks, such as monitoring, without detriment. It is suggested that ASR use be confined to routine plant operation, as opposed the critical incidents, due to possible problems of stress on the operators' speech.  It is proposed that using ASR will require operators to adapt a commonly used skill to cater for a novel use of speech. Before using the ASR device, new operators will require some form of training. It is shown that a demonstration by an experienced user of the device can lead to superior performance than instructions. Thus, a relatively cheap and very efficient form of operator training can be supplied by demonstration by experienced ASR operators. From a series of studies into speech based interaction with computers, it is concluded that the interaction be designed to capitalise upon the tendency of operators to use short, succinct, task specific styles of speech. From studies comparing different types of feedback, it is concluded that operators be given screen based feedback, rather than auditory feedback, for control room operation. Feedback will take two forms: the use of the ASR device will require recognition feedback, which will be best supplied using text; the performance of a process control task will require task feedback integrated into the mimic display. This latter feedback can be either textual or symbolic, but it is suggested that symbolic feedback will be more beneficial. Related to both interaction style and feedback is the issue of handling recognition errors. These should be corrected by simple command repetition practices, rather than use error handling dialogues. This method of error correction is held to be non intrusive to primary command and control operations. This thesis also addresses some of the problems of user error in ASR use, and provides a number of recommendations for its reduction.

Passive nonlinear pulse shaping in normally dispersive fiber systems

We propose a novel approach to characterize the parabolically-shaped pulses that can be generated from more conventional pulses via nonlinear propagation in cascaded sections of commercially available normally dispersive (ND) fibers. The impact of the initial pulse chirp on the passive pulse reshaping is examined. We furthermore demonstrate that the combination of pulse pre-chirping and propagation in a single ND fiber yields a simple, passive method for generating various temporal waveforms of practical interest.

Development and formulation of wax-based transdermal drug delivery systems

Topical and transdermal formulations are promising platforms for the delivery of drugs. A unit dose topical or transdermal drug delivery system that optimises the solubility of drugs within the vehicle provides a novel dosage form for efficacious delivery that also offers a simple manufacture technique is desirable. This study used Witepsol® H15 wax as a abase for the delivery system. One aspect of this project involved determination of the solubility of ibuprofen, flurbiprofen and naproxen in the was using microscopy, Higuchi release kinetics, HyperDSC and mathematical modelling techniques. Correlations between the results obtained via these techniques were noted with additional merits such as provision of valuable information on drug release kinetics and possible interactions between the drug and excipients. A second aspect of this project involved the incorporation of additional excipients: Tween 20 (T), Carbopol®971 (C) and menthol (M) to the wax formulation. On in vitro permeation through porcine skin, the preferred formulations were: ibuprofen (5% w/w) within Witepsol®H15 + 1% w/w T; flurbiprofen (10% w/w) within Witepsol®H15 + 1% w/w T; naproxen (5% w/w) within Witepsol®H15 + 1% w/w T + 1% C and sodium diclofenac (10% w/w) within Witepsol®H15 + 1% w/w T + 1% w/w T + 1% w/w C + 5% w/w M. Unit dose transdermal tablets containing ibuprofen and diclofenac were produced with improved flux compared to marketed products; Voltarol Emugel® demonstrated flux of 1.68x10-3 cm/h compared to 123 x 10-3 cm/h for the optimised product as detailed above; Ibugel Forte® demonstrated a permeation coefficient value of 7.65 x 10-3 cm/h compared to 8.69 x 10-3 cm/h for the optimised product as described above.

The application of knowledge based expert systems to mechanical engineering design

Investigation of the different approaches used by Expert Systems researchers to solve problems in the domain of Mechanical Design and Expert Systems was carried out. The techniques used for conventional formal logic programming were compared with those used when applying Expert Systems concepts. A literature survey of design processes was also conducted with a view to adopting a suitable model of the design process. A model, comprising a variation on two established ones, was developed and applied to a problem within what are described as class 3 design tasks. The research explored the application of these concepts to Mechanical Engineering Design problems and their implementation on a microcomputer using an Expert System building tool. It was necessary to explore the use of Expert Systems in this manner so as to bridge the gap between their use as a control structure and for detailed analytical design. The former application is well researched into and this thesis discusses the latter. Some Expert System building tools available to the author at the beginning of his work were evaluated specifically for their suitability for Mechanical Engineering design problems. Microsynics was found to be the most suitable on which to implement a design problem because of its simple but powerful Semantic Net Knowledge Representation structure and the ability to use other types of representation schemes. Two major implementations were carried out. The first involved a design program for a Helical compression spring and the second a gearpair system design. Two concepts were proposed in the thesis for the modelling and implementation of design systems involving many equations. The method proposed enables equation manipulation and analysis using a combination of frames, semantic nets and production rules. The use of semantic nets for purposes other than for psychology and natural language interpretation, is quite new and represents one of the major contributions to knowledge by the author. The development of a purpose built shell program for this type of design problems was recommended as an extension of the research. Microsynics may usefully be used as a platform for this development.

The behaviour of granular material in pure shear, direct shear and simple shear

In biaxial compression tests, the stress calculations based on boundary information underestimate the principal stresses leading to a significant overestimation of the shear strength. In direct shear tests, the shear strain becomes highly concentrated in the mid-plane of the sample during the test. Although the stress distribution within the specimen is heterogeneous, the evolution of the stress ratio inside the shear band is similar to that inferred from the boundary force calculations. It is also demonstrated that the dilatancy in the shear band significantly exceeds that implied from the boundary displacements. In simple shear tests, the stresses acting on the wall boundaries do not reflect the internal state of stress but merely provide information about the average mobilised wall friction. It is demonstrated that the results are sensitive to the initial stress state defined by K0 = sh/sv. For all cases, non-coaxiality of the principal stress and strain-rate directions is examined and the corresponding flow rule is identified. Periodic cell simulations have been used to examine biaxial compression for a wide range of initial packing densities. Both constant volume and constant mean stress tests have been simulated. The characteristic behaviour at both the macroscopic and microscopic scales is determined by whether or not the system percolates (enduring connectivity is established in all directions). The transition from non-percolating to percolating systems is characterised by transitional behaviour of internal variables and corresponds to an elastic percolation threshold, which correlates well with the establishment of a mechanical coordination number of ca. 3.0. Strong correlations are found between macroscopic and internal variables at the critical state.

The Application of Geographic Information Systems to climate change & land evaluation : a study of the effects of climate change upon crop productivity in a sub-tropical environment

This research investigates the contribution that Geographic Information Systems (GIS) can make to the land suitability process used to determine the effects of a climate change scenario. The research is intended to redress the severe under representation of Developing countries within the literature examining the impacts of climatic change upon crop productivity. The methodology adopts some of the Intergovernmental Panel on Climate Change (IPCC) estimates for regional climate variations, based upon General Circulation Model predictions (GCMs) and applies them to a baseline climate for Bangladesh. Utilising the United Nations Food & Agricultural Organisation's Agro-ecological Zones land suitability methodology and crop yield model, the effects of the scenario upon agricultural productivity on 14 crops are determined. A Geographic Information System (IDRISI) is adopted in order to facilitate the methodology, in conjunction with a specially designed spreadsheet, used to determine the yield and suitability rating for each crop. A simple optimisation routine using the GIS is incorporated to provide an indication of the 'maximum theoretical' yield available to the country, should the most calorifically significant crops be cultivated on each land unit both before and after the climate change scenario. This routine will provide an estimate of the theoretical population supporting capacity of the country, both now and in the future, to assist with planning strategies and research. The research evaluates the utility of this alternative GIS based methodology for the land evaluation process and determines the relative changes in crop yields that may result from changes in temperature, photosynthesis and flooding hazard frequency. In summary, the combination of a GIS and a spreadsheet was successful, the yield prediction model indicates that the application of the climate change scenario will have a deleterious effect upon the yields of the study crops. Any yield reductions will have severe implications for agricultural practices. The optimisation routine suggests that the 'theoretical maximum' population supporting capacity is well in excess of current and future population figures. If this agricultural potential could be realised however, it may provide some amelioration from the effects of climate change.

Strategic development of transport systems: a study of the physical constraints on planning processes

Investment in transport infrastructure can be highly sensitive to uncertainty. The scale and lead time of strategic transport programmes are such that they require continuing policy support and accurate forecasting. Delay, cost escalation and abandonment of projects often result if these conditions are not present. In Part One the physical characteristics of infrastructure are identified as a major constraint on planning processes. The extent to which strategies and techniques acknowledge these constraints is examined. A simple simulation model is developed to evaluate the effects on system development of variations in the scale and lead time of investments. In Part Two, two case studies of strategic infrastructure investment are analysed. The absence of a policy consensus for airport location was an important factor in the delayed resolution of the Third London Airport issue. In London itself, the traffic and environmental effects of major highway investment ultimately resulted in the abandonment of plans to construct urban motorways. In both cases, the infrastructure implications of alternative strategies are reviewed with reference to the problems of uncertainty. In conclusion, the scale of infrastructure investment is considered the most important of the constraints on the processes of transport planning. Adequate appraisal of such constraints may best be achieved by evaluation more closely aligned to policy objectives.

The application of H controller synthesis to high speed independent drive systems

This thesis describes work completed on the application of H controller synthesis to the design of controllers for single axis high speed independent drive design examples. H controller synthesis was used in a single controller format and in a self-tuning regulator, a type of adaptive controller. Three types of industrial design examples were attempted using H controller synthesis, both in simulation and on a Drives Test Facility at Aston University. The results were benchmarked against a Proportional, Integral and Derivative (PID) with velocity feedforward controller (VFF), the industrial standard for this application. An analysis of the differences between a H and PID with VFF controller was completed. A direct-form H controller was determined for a limited class of weighting function and plants which shows the relationship between the weighting function, nominal plant and the controller parameters. The direct-form controller was utilised in two ways. Firstly it allowed the production of simple guidelines for the industrial design of H controllers. Secondly it was used as the controller modifier in a self-tuning regulator (STR). The STR had a controller modification time (including nominal model parameter estimation) of 8ms. A Set-Point Gain Scheduling (SPGS) controller was developed and applied to an industrial design example. The applicability of each control strategy, PID with VFF, H, SPGS and STR, was investigated and a set of general guidelines for their use was determined. All controllers developed were implemented using standard industrial equipment.

Typical case behaviour of spin systems in random graph and composite ensembles

This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed using a statistical analysis of a simple branch and bound algorithm. The algorithm can be formulated in the large system limit as a branching process, for which critical properties can be analysed. Far from the critical point a set of differential equations may be used to model the process, and these are solved by numerical integration and exact bounding methods. The multi-access channel problem is formulated as an equilibrium statistical physics problem for the case of bit transmission on a channel with power control and synchronisation. A sparse code division multiple access method is considered and the optimal detection properties are examined in typical case by use of the replica method, and compared to detection performance achieved by interactive decoding methods. These codes are found to have phenomena closely resembling the well-understood dense codes. The composite model is introduced as an abstraction of canonical sparse and dense disordered spin models. The model includes couplings due to both dense and sparse topologies simultaneously. The new type of codes are shown to outperform sparse and dense codes in some regimes both in optimal performance, and in performance achieved by iterative detection methods in finite systems.

End-to-end versus hop-by-hop soft state refresh for multi-hop signalling systems

To ensure state synchronization of signalling operations, many signaling protocol designs choose to establish “soft” state that expires if it is not refreshed. The approaches of refreshing state in multi-hop signaling system can be classified as either end-to-end (E2E) or hop-by-hop (HbH). Although both state refresh approaches have been widely used in practical signaling protocols, the design tradeoffs between state synchronization and signaling cost have not yet been fully investigated. In this paper, we investigate this issue from the perspectives of state refresh and state removal. We propose simple but effective Markov chain models for both approaches and obtain closed-form solutions which depict the state refresh performance in terms of state consistency and refresh message rate, as well as the state removal performance in terms of state removal delay. Simulations verify the analytical models. It is observed that the HbH approach yields much better state synchronization at the cost of higher signaling cost than the E2E approach. While the state refresh performance can be improved by increasing the values of state refresh and timeout timers, the state removal delay increases largely for both E2E and HbH approaches. The analysis here shed lights on the design of signaling protocols and the configuration of the timers to adapt to changing network conditions.