A DCT Based Filtering of Biomedical Images

Image filtering techniques have numerous potential applications in biomedical imaging and image processing. The design of filters largely depends on the a-priori knowledge about the type of noise corrupting the image and image features. This makes the standard filters to be application and image specific. The most popular filters such as average, Gaussian and Wiener reduce noisy artifacts by smoothing. However, this operation normally results in smoothing of the edges as well. On the other hand, sharpening filters enhance the high frequency details making the image non-smooth. An integrated general approach to design filters based on discrete cosine transform (DCT) is proposed in this study for optimal medical image filtering. This algorithm exploits the better energy compaction property of DCT and re-arrange these coefficients in a wavelet manner to get the better energy clustering at desired spatial locations. This algorithm performs optimal smoothing of the noisy image by preserving high and low frequency features. Evaluation results show that the proposed filter is robust under various noise distributions.

Amplitude death in complex networks induced by environment

We present a mechanism for amplitude death in coupled nonlinear dynamical systems on a complex network having interactions with a common environment like external system. We develop a general stability analysis that is valid for any network topology and obtain the threshold values of coupling constants for the onset of amplitude death. An important outcome of our study is a universal relation between the critical coupling strength and the largest nonzero eigenvalue of the coupling matrix. Our results are fully supported by the detailed numerical analysis for different network topologies.

Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data

Many dynamical systems, including lakes, organisms, ocean circulation patterns, or financial markets, are now thought to have tipping points where critical transitions to a contrasting state can happen. Because critical transitions can occur unexpectedly and are difficult to manage, there is a need for methods that can be used to identify when a critical transition is approaching. Recent theory shows that we can identify the proximity of a system to a critical transition using a variety of so-called `early warning signals', and successful empirical examples suggest a potential for practical applicability. However, while the range of proposed methods for predicting critical transitions is rapidly expanding, opinions on their practical use differ widely, and there is no comparative study that tests the limitations of the different methods to identify approaching critical transitions using time-series data. Here, we summarize a range of currently available early warning methods and apply them to two simulated time series that are typical of systems undergoing a critical transition. In addition to a methodological guide, our work offers a practical toolbox that may be used in a wide range of fields to help detect early warning signals of critical transitions in time series data.

Robustness of early warning signals of regime shifts in time-delayed ecological models

Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.

Mode coupling theory analysis of electrolyte solutions: Time dependent diffusion, intermediate scattering function, and ion solvation dynamics

A self-consistent mode coupling theory (MCT) with microscopic inputs of equilibrium pair correlation functions is developed to analyze electrolyte dynamics. We apply the theory to calculate concentration dependence of (i) time dependent ion diffusion, (ii) intermediate scattering function of the constituent ions, and (iii) ion solvation dynamics in electrolyte solution. Brownian dynamics with implicit water molecules and molecular dynamics method with explicit water are used to check the theoretical predictions. The time dependence of ionic self-diffusion coefficient and the corresponding intermediate scattering function evaluated from our MCT approach show quantitative agreement with early experimental and present Brownian dynamic simulation results. With increasing concentration, the dispersion of electrolyte friction is found to occur at increasingly higher frequency, due to the faster relaxation of the ion atmosphere. The wave number dependence of intermediate scattering function, F(k, t), exhibits markedly different relaxation dynamics at different length scales. At small wave numbers, we find the emergence of a step-like relaxation, indicating the presence of both fast and slow time scales in the system. Such behavior allows an intriguing analogy with temperature dependent relaxation dynamics of supercooled liquids. We find that solvation dynamics of a tagged ion exhibits a power law decay at long times-the decay can also be fitted to a stretched exponential form. The emergence of the power law in solvation dynamics has been tested by carrying out long Brownian dynamics simulations with varying ionic concentrations. The solvation time correlation and ion-ion intermediate scattering function indeed exhibit highly interesting, non-trivial dynamical behavior at intermediate to longer times that require further experimental and theoretical studies. (c) 2015 AIP Publishing LLC.

Girsanov Transformation-Based Reliability Modeling and Testing of Actively Controlled Structures

The problem of estimation of the time-variant reliability of actively controlled structural dynamical systems under stochastic excitations is considered. Monte Carlo simulations, reinforced with Girsanov transformation-based sampling variance reduction, are used to tackle the problem. In this approach, the external excitations are biased by an additional artificial control force. The conflicting objectives of the two control forces-one designed to reduce structural responses and the other to promote limit-state violations (but to reduce sampling variance)-are noted. The control for variance reduction is fashioned after design-point oscillations based on a first-order reliability method. It is shown that for structures that are amenable to laboratory testing, the reliability can be estimated experimentally with reduced testing times by devising a procedure based on the ideas of the Girsanov transformation. Illustrative examples include studies on a building frame with a magnetorheologic damper-based isolation system subject to nonstationary random earthquake excitations. (C) 2014 American Society of Civil Engineers.

Kinematic flow patterns in slow deformation of a dense granular material

The kinematic flow pattern in slow deformation of a model dense granular medium is studied at high resolution using in situ imaging, coupled with particle tracking. The deformation configuration is indentation by a flat punch under macroscopic plane-strain conditions. Using a general analysis method, velocity gradients and deformation fields are obtained from the disordered grain arrangement, enabling flow characteristics to be quantified. The key observations are the formation of a stagnation zone, as in dilute granular flow past obstacles; occurrence of vortices in the flow immediately underneath the punch; and formation of distinct shear bands adjoining the stagnation zone. The transient and steady state stagnation zone geometry, as well as the strength of the vortices and strain rates in the shear bands, are obtained from the experimental data. All of these results are well-reproduced in exact-scale non-smooth contact dynamics simulations. Full 3D numerical particle positions from the simulations allow extraction of flow features that are extremely difficult to obtain from experiments. Three examples of these, namely material free surface evolution, deformation of a grain column below the punch and resolution of velocities inside the primary shear band, are highlighted. The variety of flow features observed in this model problem also illustrates the difficulty involved in formulating a complete micromechanical analytical description of the deformation.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.

Global Response Sensitivity Analysis of Randomly Excited Dynamic Structures

The response of structural dynamical systems excited by multiple random excitations is considered. Two new procedures for evaluating global response sensitivity measures with respect to the excitation components are proposed. The first procedure is valid for stationary response of linear systems under stationary random excitations and is based on the notion of Hellinger's metric of distance between two power spectral density functions. The second procedure is more generally valid and is based on the l2 norm based distance measure between two probability density functions. Specific cases which admit exact solutions are presented, and solution procedures based on Monte Carlo simulations for more general class of problems are outlined. Illustrations include studies on a parametrically excited linear system and a nonlinear random vibration problem involving moving oscillator-beam system that considers excitations attributable to random support motions and guide-way unevenness. (C) 2015 American Society of Civil Engineers.

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.