Extended kalman filter for estimation of parameters in nonlinear state-space models of biochemical networks.

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

Computational Comparison of Continuous and Discontinuous Galerkin Time-Stepping Methods for Nonlinear Initial Value Problems

This article centers on the computational performance of the continuous and discontinuous Galerkin time stepping schemes for general first-order initial value problems in R n , with continuous nonlinearities. We briefly review a recent existence result for discrete solutions from [6], and provide a numerical comparison of the two time discretization methods.

Explicit and Implicit Methods In Solving Differential Equations

Differential equations are equations that involve an unknown function and derivatives. Euler's method are efficient methods to yield fairly accurate approximations of the actual solutions. By manipulating such methods, one can find ways to provide good approximations compared to the exact solution of parabolic partial differential equations and nonlinear parabolic differential equations.

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Tranversal motion and flow structure of fully nonlinear streaks in a laminar boundary layer

Typical streak computations present in the literature correspond to linear streaks or to small amplitude nonlinear streaks computed using DNS or nonlinear PSE. We use the Reduced Navier-Stokes (RNS) equations to compute the streamwise evolution of fully non-linear streaks with high amplitude in a laminar flat plate boundary layer. The RNS formulation provides Reynolds number independent solutions that are asymptotically exact in the limit $Re \gg 1$, it requires much less computational effort than DNS, and it does not have the consistency and convergence problems of the PSE. We present various streak computations to show that the flow configuration changes substantially when the amplitude of the streaks grows and the nonlinear effects come into play. The transversal motion (in the wall normal-streamwise plane) becomes more important and strongly distorts the streamwise velocity profiles, that end up being quite different from those of the linear case. We analyze in detail the resulting flow patterns for the nonlinearly saturated streaks and compare them with available experimental results.

Computation of nonlinear streaky structures in boundary layer flow

En esta tesis se integran numéricamente las ecuaciones reducidas de Navier Stokes (RNS), que describen el flujo en una capa límite tridimensional que presenta también una escala característica espacial corta en el sentido transversal. La formulación RNS se usa para el cálculo de “streaks” no lineales de amplitud finita, y los resultados conseguidos coinciden con los existentes en la literatura, obtenidos típicamente utilizando simulación numérica directa (DNS) o nonlinear parabolized stability equations (PSE). El cálculo de los “streaks” integrando las RNS es mucho menos costoso que usando DNS, y no presenta los problemas de estabilidad que aparecen en la formulación PSE cuando la amplitud del “streak” deja de ser pequeña. El código de integración RNS se utiliza también para el cálculo de los “streaks” que aparecen de manera natural en el borde de ataque de una placa plana en ausencia de perturbaciones en la corriente uniforme exterior. Los resultados existentes hasta ahora calculaban estos “streaks” únicamente en el límite lineal (amplitud pequeña), y en esta tesis se lleva a cabo el cálculo de los mismos en el régimen completamente no lineal (amplitud finita). En la segunda parte de la tesis se generaliza el código RNS para incluir la posibilidad de tener una placa no plana, con curvatura en el sentido transversal que varía lentamente en el sentido de la corriente. Esto se consigue aplicando un cambio de coordenadas, que transforma el dominio físico en uno rectangular. La formulación RNS se integra también expresada en las correspondientes coordenadas curvilíneas. Este código generalizado RNS se utiliza finalmente para estudiar el flujo de capa límite sobre una placa con surcos que varían lentamente en el sentido de la corriente, y es usado para simular el flujo sobre surcos que crecen en tal sentido. Abstract In this thesis, the reduced Navier Stokes (RNS) equations are numerically integrated. This formulation describes the flow in a three-dimensional boundary layer that also presents a short characteristic space scale in the spanwise direction. RNS equations are used to calculate nonlinear finite amplitude “streaks”, and the results agree with those reported in the literature, typically obtained using direct numerical simulation (DNS) or nonlinear parabolized stability equations (PSE). “Streaks” simulations through the RNS integration are much cheaper than using DNS, and avoid stability problems that appear in the PSE when the amplitude of the “streak” is not small. The RNS integration code is also used to calculate the “streaks” that naturally emerge at the leading edge of a flat plate boundary layer in the absence of any free stream perturbations. Up to now, the existing results for these “streaks” have been only calculated in the linear limit (small amplitude), and in this thesis their calculation is carried out in the fully nonlinear regime (finite amplitude). In the second part of the thesis, the RNS code is generalized to include the possibility of having a non-flat plate, curved in the spanwise direction and slowly varying in the streamwise direction. This is achieved by applying a change of coordinates, which transforms the physical domain into a rectangular one. The RNS formulation expressed in the corresponding curvilinear coordinates is also numerically integrated. This generalized RNS code is finally used to study the boundary layer flow over a plate with grooves which vary slowly in the streamwise direction; and this code is used to simulate the flow over grooves that grow in the streamwise direction.

Ion correlations due to high-frequency electric field and their effect on the nonlinear plasma conductivity

The influence of a strong, high‐frequency electric field on the ion‐ion correlations in a fully ionized plasma is investigated in the limit of infinite ion mass, starting with the Bogoliubov‐Born‐Green‐Kirkwood‐Yvon hierarchy of equations; a significant departure from the thermal correlations is found. It is shown that the above effect may substantially modify earlier results on the nonlinear high‐frequency plasma conductivity.

Ion-Ion correlations effect on nonlinear high-frequency plasma conductivity. AT(30-1)-1238-MATT-675

On the basis of the BBGKY hierarchy of equations an expression is derived for the response of a fully ionized plasma to a strong, high-frequency electric field in the limit of infinite ion mass. It is found that even in this limit the ionion correlation function is substantially affected by the field. The corrections to earlier nonlinear results for the current density appear to be quite ssential. The validity of the model introduced by Dawson and Oberman to study the response to a vanishingly small field is confirmed for larger values of the field when the eorrect expression for the ion-ion correlations i s introduced; the model by itself does not yield such an expression. The results have interest for the heating of the plasma and for the propagation of a strong electromagnetic wave through the plasma. The theory seems to be valid for any field intensity for which the plasma is stable.

Hybrid analysis of nonlinear circuits: DAE models with indices zero and one

We extend in this paper some previous results concerning the differential-algebraic index of hybrid models of electrical and electronic circuits. Specifically, we present a comprehensive index characterization which holds without passivity requirements, in contrast to previous approaches, and which applies to nonlinear circuits composed of uncoupled, one-port devices. The index conditions, which are stated in terms of the forest structure of certain digraph minors, do not depend on the specific tree chosen in the formulation of the hybrid equations. Additionally, we show how to include memristors in hybrid circuit models; in this direction, we extend the index analysis to circuits including active memristors, which have been recently used in the design of nonlinear oscillators and chaotic circuits. We also discuss the extension of these results to circuits with controlled sources, making our framework of interest in the analysis of circuits with transistors, amplifiers, and other multiterminal devices.

Chaos in non lineal Alfven waves using the DNLS equations

The electro-dynamical tethers emit waves in structured denominated Alfven wings. The Derivative Nonlineal Schrödinger Equation (DNLS) possesses the capacity to describe the propagation of circularly polarized Alfven waves of finite amplitude in cold plasmas. The DNLS equation is truncated to explore the coherent, weakly nonlinear, cubic coupling of three waves near resonance, one wave being linearly unstable and the other waves damped. In this article is presented a theoretical and numerical analysis when the growth rate of the unstable wave is next to zero considering two damping models: Landau and resistive. The DNLS equation presents a chaotic dynamics when is consider only three wave truncation. The evolution to chaos possesses three routes: hard transition, period-doubling and intermittence of type I.

Energy-consistent time integration for nonlinear viscoelasticity

This work is concerned with the numerical solution of the evolution equations of thermomechanical systems, in such a way that the scheme itself satisfies the laws of thermodynamics. Within this framework, we present a novel integration scheme for the dynamics of viscoelastic continuum bodies in isothermal conditions. This method intrinsically satisfies the laws of thermodynamics arising from the continuum, as well as the possible additional symmetries. The resulting solutions are physically accurate since they preserve the fundamental physical properties of the model. Furthermore, the method gives an excellent performance with respect to robustness and stability. Proof for these claims as well as numerical examples that illustrate the performance of the novel scheme are provided

On the application of meshfree methods to the nonlinear dynamics of multibody systems

Esta tesis propone una completa formulación termo-mecánica para la simulación no-lineal de mecanismos flexibles basada en métodos libres de malla. El enfoque se basa en tres pilares principales: la formulación de Lagrangiano total para medios continuos, la discretización de Bubnov-Galerkin, y las funciones de forma libres de malla. Los métodos sin malla se caracterizan por la definición de un conjunto de funciones de forma en dominios solapados, junto con una malla de integración de las ecuaciones discretas de balance. Dos tipos de funciones de forma se han seleccionado como representación de las familias interpolantes (Funciones de Base Radial) y aproximantes (Mínimos Cuadrados Móviles). Su formulación se ha adaptado haciendo sus parámetros compatibles, y su ausencia de conectividad predefinida se ha aprovechado para interconectar múltiples dominios de manera automática, permitiendo el uso de mallas de fondo no conformes. Se propone una formulación generalizada de restricciones, juntas y contactos, válida para sólidos rígidos y flexibles, siendo estos últimos discretizados mediante elementos finitos (MEF) o libres de malla. La mayor ventaja de este enfoque reside en que independiza completamente el dominio con respecto de las uniones y acciones externas a cada sólido, permitiendo su definición incluso fuera del contorno. Al mismo tiempo, también se minimiza el número de ecuaciones de restricción necesarias para la definición de uniones realistas. Las diversas validaciones, ejemplos y comparaciones detalladas muestran como el enfoque propuesto es genérico y extensible a un gran número de sistemas. En concreto, las comparaciones con el MEF indican una importante reducción del error para igual número de nodos, tanto en simulaciones mecánicas, como térmicas y termo-mecánicas acopladas. A igualdad de error, la eficiencia numérica de los métodos libres de malla es mayor que la del MEF cuanto más grosera es la discretización. Finalmente, la formulación se aplica a un problema de diseño real sobre el mantenimiento de estructuras masivas en el interior de un reactor de fusión, demostrando su viabilidad en análisis de problemas reales, y a su vez mostrando su potencial para su uso en simulación en tiempo real de sistemas no-lineales. A new complete formulation is proposed for the simulation of nonlinear dynamic of multibody systems with thermo-mechanical behaviour. The approach is founded in three main pillars: total Lagrangian formulation, Bubnov-Galerkin discretization, and meshfree shape functions. Meshfree methods are characterized by the definition of a set of shape functions in overlapping domains, and a background grid for integration of the Galerkin discrete equations. Two different types of shape functions have been chosen as representatives of interpolation (Radial Basis Functions), and approximation (Moving Least Squares) families. Their formulation has been adapted to use compatible parameters, and their lack of predefined connectivity is used to interconnect different domains seamlessly, allowing the use of non-conforming meshes. A generalized formulation for constraints, joints, and contacts is proposed, which is valid for rigid and flexible solids, being the later discretized using either finite elements (FEM) or meshfree methods. The greatest advantage of this approach is that makes the domain completely independent of the external links and actions, allowing to even define them outside of the boundary. At the same time, the number of constraint equations needed for defining realistic joints is minimized. Validation, examples, and benchmarks are provided for the proposed formulation, demonstrating that the approach is generic and extensible to further problems. Comparisons with FEM show a much lower error for the same number of nodes, both for mechanical and thermal analyses. The numerical efficiency is also better when coarse discretizations are used. A final demonstration to a real problem for handling massive structures inside of a fusion reactor is presented. It demonstrates that the application of meshfree methods is feasible and can provide an advantage towards the definition of nonlinear real-time simulation models.

Study of stability for non-linear ordinary differential equations.

"C00-1469-0118."

On the nonlinear Neumann problem involving the critical Sobolev exponent on the boundary

in this paper we investigate the solvability of the Neumann problem (1.1) involving the critical Sobolev exponents on the right-hand side of the equation and in the boundary condition. It is assumed that the coefficients Q and P are smooth. We examine the common effect of the mean curvature of the boundary a deltaOhm and the shape of the graph of the coefficients Q and P on the existence of solutions of problem (1.1). (C) 2003 Published by Elsevier Inc.

Uniqueness for boundary value problems for second order finite difference equations

We establish maximum principles for second order difference equations and apply them to obtain uniqueness for solutions of some boundary value problems.