Relative entropy rate based model selection for linear hybrid system filters of uncertain nonlinear systems

Hybrid system representations have been exploited in a number of challenging modelling situations, including situations where the original nonlinear dynamics are too complex (or too imprecisely known) to be directly filtered. Unfortunately, the question of how to best design suitable hybrid system models has not yet been fully addressed, particularly in the situations involving model uncertainty. This paper proposes a novel joint state-measurement relative entropy rate based approach for design of hybrid system filters in the presence of (parameterised) model uncertainty. We also present a design approach suitable for suboptimal hybrid system filters. The benefits of our proposed approaches are illustrated through design examples and simulation studies.

An improved model of tumour-immune system interactions

The immune system plays an important role in defending the body against tumours and other threats. Currently, mechanisms involved in immune system interactions with tumour cells are not fully understood. Here we develop a mathematical tool that can be used in aiding to address this shortfall in understanding. This paper de- scribes a hybrid cellular automata model of the interaction between a growing tumour and cells of the innate and specific immune system including the effects of chemokines that builds on previous models of tumour-immune system interactions. In particular, the model is focused on the response of immune cells to tumour cells and how the dynamics of the tumour cells change due to the immune system of the host. We present results and predictions of in silico experiments including simulations of Kaplan-Meier survival-like curves.

Pulse dynamics in a three-component system : stability and bifurcations

In this article, we analyze the stability and the associated bifurcations of several types of pulse solutions in a singularly perturbed three-component reaction-diffusion equation that has its origin as a model for gas discharge dynamics. Due to the richness and complexity of the dynamics generated by this model, it has in recent years become a paradigm model for the study of pulse interactions. A mathematical analysis of pulse interactions is based on detailed information on the existence and stability of isolated pulse solutions. The existence of these isolated pulse solutions is established in previous work. Here, the pulse solutions are studied by an Evans function associated to the linearized stability problem. Evans functions for stability problems in singularly perturbed reaction-diffusion models can be decomposed into a fast and a slow component, and their zeroes can be determined explicitly by the NLEP method. In the context of the present model, we have extended the NLEP method so that it can be applied to multi-pulse and multi-front solutions of singularly perturbed reaction-diffusion equations with more than one slow component. The brunt of this article is devoted to the analysis of the stability characteristics and the bifurcations of the pulse solutions. Our methods enable us to obtain explicit, analytical information on the various types of bifurcations, such as saddle-node bifurcations, Hopf bifurcations in which breathing pulse solutions are created, and bifurcations into travelling pulse solutions, which can be both subcritical and supercritical.

Two-Phase Thermodynamic Model for Efficient and Accurate Absolute Entropy of Water from Molecular Dynamics Simulations

Presented here is the two-phase thermodynamic (2PT) model for the calculation of energy and entropy of molecular fluids from the trajectory of molecular dynamics (MD) simulations. In this method, the density of state (DoS) functions (including the normal modes of translation, rotation, and intramolecular vibration motions) are determined from the Fourier transform of the corresponding velocity autocorrelation functions. A fluidicity parameter (f), extracted from the thermodynamic state of the system derived from the same MD, is used to partition the translation and rotation modes into a diffusive, gas-like component (with 3Nf degrees of freedom) and a nondiffusive, solid-like component. The thermodynamic properties, including the absolute value of entropy, are then obtained by applying quantum statistics to the solid component and applying hard sphere/rigid rotor thermodynamics to the gas component. The 2PT method produces exact thermodynamic properties of the system in two limiting states: the nondiffusive solid state (where the fluidicity is zero) and the ideal gas state (where the fluidicity becomes unity). We examine the 2PT entropy for various water models (F3C, SPC, SPC/E, TIP3P, and TIP4P-Ew) at ambient conditions and find good agreement with literature results obtained based on other simulation techniques. We also validate the entropy of water in the liquid and vapor phases along the vapor-liquid equilibrium curve from the triple point to the critical point. We show that this method produces converged liquid phase entropy in tens of picoseconds, making it an efficient means for extracting thermodynamic properties from MD simulations.

Time-Dependent Dynamics of a Planar Galaxy Model

Time-dependent models of collisionless stellar systems with harmonic potentials allowing for an essentially exact analytic description have recently been described. These include oscillating spheres and spheroids. This paper extends the analysis to time-dependent elliptic discs. Although restricted to two space dimensions, the systems are richer in that their parameters form a 10-dimensional phase space (in contrast to six for the earlier models). Apart from total energy and angular momentum, two additional conserved quantities emerge naturally. These can be chosen as the areas of extremal sections of the ellipsoidal region of phase space occupied by the system (their product gives the conserved volume). The present paper describes the construction of these models. An application to a tidal encounter is given which allows one to go beyond the impulse approximation and demonstrates the effects of rotation of the perturbed system on energy and angular-momentum transfer. The angular-momentum transfer is shown to scale inversely as the cube of the encounter velocity for an initial configuration of the perturbed galaxy with zero quadrupole moment.

Hysteresis in model spin system

The aim of this paper is to construct a nonequilibrium statistical‐mechanics theory to study hysteresis in ferromagnetic systems. We study the hysteretic response of model spin systems to periodic magnetic fields H(t) as a function of the amplitude H0 and frequency Ω. At fixed H0, we find conventional, squarelike hysteresis loops at low Ω, and rounded, roughly elliptical loops at high Ω, in agreement with experiments. For the O(N→∞), d=3, (Φ2)2 model with Langevin dynamics, we find a novel scaling behavior for the area A of the hysteresis loop, of the form A∝H0.660Ω0.33. We carry out a Monte Carlo simulation of the hysteretic response of the two‐dimensional, nearest‐neighbor, ferromagnetic Ising model. These results agree qualitatively with the results obtained for the O(N) model.

Topological phases, Majorana modes and quench dynamics in a spin ladder system

We explore the salient features of the `Kitaev ladder', a two-legged ladder version of the spin-1/2 Kitaev model on a honeycomb lattice, by mapping it to a one-dimensional fermionic p-wave superconducting system. We examine the connections between spin phases and topologically non-trivial phases of non-interacting fermionic systems, demonstrating the equivalence between the spontaneous breaking of global Z(2) symmetry in spin systems and the existence of isolated Majorana modes. In the Kitaev ladder, we investigate topological properties of the system in different sectors characterized by the presence or absence of a vortex in each plaquette of the ladder. We show that vortex patterns can yield a rich parameter space for tuning into topologically non-trivial phases. We introduce and employ a new topological invariant for explicitly determining the presence of zero energy Majorana modes at the boundaries of such phases. Finally, we discuss dynamic quenching between topologically non-trivial phases in the Kitaev ladder and, in particular, the post-quench dynamics governed by tuning through a quantum critical point.

Projecting low-dimensional chaos from spatiotemporal dynamics in a model for plastic instability

We investigate the possibility of projecting low-dimensional chaos from spatiotemporal dynamics of a model for a kind of plastic instability observed under constant strain rate deformation conditions. We first discuss the relationship between the spatiotemporal patterns of the model reflected in the nature of dislocation bands and the nature of stress serrations. We show that at low applied strain rates, there is a one-to-one correspondence with the randomly nucleated isolated bursts of mobile dislocation density and the stress drops. We then show that the model equations are spatiotemporally chaotic by demonstrating the number of positive Lyapunov exponents and Lyapunov dimension scale with the system size at low and high strain rates. Using a modified algorithm for calculating correlation dimension density, we show that the stress-strain signals at low applied strain rates corresponding to spatially uncorrelated dislocation bands exhibit features of low-dimensional chaos. This is made quantitative by demonstrating that the model equations can be approximately reduced to space-independent model equations for the average dislocation densities, which is known to be low-dimensionally chaotic. However, the scaling regime for the correlation dimension shrinks with increasing applied strain rate due to increasing propensity for propagation of the dislocation bands.

Reaction dynamics under confinement: an exact path integral treatment of a two-stage model of stochastic gene expression

Gene expression in living systems is inherently stochastic, and tends to produce varying numbers of proteins over repeated cycles of transcription and translation. In this paper, an expression is derived for the steady-state protein number distribution starting from a two-stage kinetic model of the gene expression process involving p proteins and r mRNAs. The derivation is based on an exact path integral evaluation of the joint distribution, P(p, r, t), of p and r at time t, which can be expressed in terms of the coupled Langevin equations for p and r that represent the two-stage model in continuum form. The steady-state distribution of p alone, P(p), is obtained from P(p, r, t) (a bivariate Gaussian) by integrating out the r degrees of freedom and taking the limit t -> infinity. P(p) is found to be proportional to the product of a Gaussian and a complementary error function. It provides a generally satisfactory fit to simulation data on the same two-stage process when the translational efficiency (a measure of intrinsic noise levels in the system) is relatively low; it is less successful as a model of the data when the translational efficiency (and noise levels) are high.

Laterally structured ripple and square phases with one and two dimensional thickness modulations in a model bilayer system

Molecular dynamics simulations of bilayers in a surfactant/co-surfactant/water system with explicit solvent molecules show formation of topologically distinct gel phases depending upon the bilayer composition. At low temperatures, the bilayers transform from the tilted gel phase, L beta', to the one dimensional (1D) rippled, P beta' phase as the surfactant concentration is increased. More interestingly, we observe a two dimensional (2D) square phase at higher surfactant concentration which, upon heating, transforms to the gel L beta' phase. The thickness modulations in the 1D rippled and square phases are asymmetric in two surfactant leaflets and the bilayer thickness varies by a factor of similar to 2 between maximum and minimum. The 1D ripple consists of a thinner interdigitated region of smaller extent alternating with a thicker non-interdigitated region. The 2D ripple phase is made up of two superimposed square lattices of maximum and minimum thicknesses with molecules of high tilt forming a square lattice translated from the lattice formed with the thickness minima. Using Voronoi diagrams we analyze the intricate interplay between the area-per-head-group, height modulations and chain tilt for the different ripple symmetries. Our simulations indicate that composition plays an important role in controlling the formation of low temperature gel phase symmetries and rippling accommodates the increased area-per-head-group of the surfactant molecules.

Two-colour laser-induced electron dynamics in two-level quantum system

To attempt to control the quantum state of a physical system with a femtosecond two-colour laser field, a model for the two-level system is analysed as a first step. We investigate the coherent control of the two-colour laser pulses propagating in a two-level medium. Based on calculating the influence of the laser field with various laser parameters on the electron dynamics, it is found the electronic state can be changed up and down by choosing the appropriate laser pulses and the coherent control of the two-colour laser pulses can substantially modify the behaviour of the electronic dynamics: a quicker change of two states can be produced even for small pulse duration. Moreover, the oscillatory structures around the resonant frequency and the propagation features of the laser pulses depend sensitively on the relative phase of the two-colour laser pulses. Finally, the influence of a finite lifetime of the upper level is discussed in brief.

Battery-Powered RF Pre-Ionization System for the Caltech Magnetohydrodynamically-Driven Jet Experiment: RF Discharge Properties and MHD-Driven Jet Dynamics

This thesis describes investigations of two classes of laboratory plasmas with rather different properties: partially ionized low pressure radiofrequency (RF) discharges, and fully ionized high density magnetohydrodynamically (MHD)-driven jets. An RF pre-ionization system was developed to enable neutral gas breakdown at lower pressures and create hotter, faster jets in the Caltech MHD-Driven Jet Experiment. The RF plasma source used a custom pulsed 3 kW 13.56 MHz RF power amplifier that was powered by AA batteries, allowing it to safely float at 4-6 kV with the cathode of the jet experiment. The argon RF discharge equilibrium and transport properties were analyzed, and novel jet dynamics were observed.

Although the RF plasma source was conceived as a wave-heated helicon source, scaling measurements and numerical modeling showed that inductive coupling was the dominant energy input mechanism. A one-dimensional time-dependent fluid model was developed to quantitatively explain the expansion of the pre-ionized plasma into the jet experiment chamber. The plasma transitioned from an ionizing phase with depressed neutral emission to a recombining phase with enhanced emission during the course of the experiment, causing fast camera images to be a poor indicator of the density distribution. Under certain conditions, the total visible and infrared brightness and the downstream ion density both increased after the RF power was turned off. The time-dependent emission patterns were used for an indirect measurement of the neutral gas pressure.

The low-mass jets formed with the aid of the pre-ionization system were extremely narrow and collimated near the electrodes, with peak density exceeding that of jets created without pre-ionization. The initial neutral gas distribution prior to plasma breakdown was found to be critical in determining the ultimate jet structure. The visible radius of the dense central jet column was several times narrower than the axial current channel radius, suggesting that the outer portion of the jet must have been force free, with the current parallel to the magnetic field. The studies of non-equilibrium flows and plasma self-organization being carried out at Caltech are relevant to astrophysical jets and fusion energy research.

On the Dynamics of the Adenylate Energy System: Homeorhesis vs Homeostasis

Biochemical energy is the fundamental element that maintains both the adequate turnover of the biomolecular structures and the functional metabolic viability of unicellular organisms. The levels of ATP, ADP and AMP reflect roughly the energetic status of the cell, and a precise ratio relating them was proposed by Atkinson as the adenylate energy charge (AEC). Under growth-phase conditions, cells maintain the AEC within narrow physiological values, despite extremely large fluctuations in the adenine nucleotides concentration. Intensive experimental studies have shown that these AEC values are preserved in a wide variety of organisms, both eukaryotes and prokaryotes. Here, to understand some of the functional elements involved in the cellular energy status, we present a computational model conformed by some key essential parts of the adenylate energy system. Specifically, we have considered (I) the main synthesis process of ATP from ADP, (II) the main catalyzed phosphotransfer reaction for interconversion of ATP, ADP and AMP, (III) the enzymatic hydrolysis of ATP yielding ADP, and (IV) the enzymatic hydrolysis of ATP providing AMP. This leads to a dynamic metabolic model (with the form of a delayed differential system) in which the enzymatic rate equations and all the physiological kinetic parameters have been explicitly considered and experimentally tested in vitro. Our central hypothesis is that cells are characterized by changing energy dynamics (homeorhesis). The results show that the AEC presents stable transitions between steady states and periodic oscillations and, in agreement with experimental data these oscillations range within the narrow AEC window. Furthermore, the model shows sustained oscillations in the Gibbs free energy and in the total nucleotide pool. The present study provides a step forward towards the understanding of the fundamental principles and quantitative laws governing the adenylate energy system, which is a fundamental element for unveiling the dynamics of cellular life.

A simulation model of the dynamics of Peruvian anchoveta (Engraulis ringens)

The article describes the key elements of a model simulating the dynamics of the anchoveta (Engraulis ringens) in the Peruvian upwelling system (4 degrees to 14 degrees South). This model, based on coupled differential equations, is parametrized mainly using empirical data and functional relationships presented in two volumes issued by ICLARM in 1987 and 1989, and may thus be viewed as test of the hypotheses presented therein. Results to date suggest that present knowledge of mechanisms controlling the anchoveta stock is essentially consistent, and sufficient to build a model reflecting essential features of the stock biomass and recruitment dynamics.

Physical consequences of a nonparametric uncertainty model in structural dynamics

One of the main claims of the nonparametric model of random uncertainty introduced by Soize (2000) [3] is its ability to account for model uncertainty. The present paper investigates this claim by examining the statistics of natural frequencies, total energy and underlying dispersion equation yielded by the nonparametric approach for two simple systems: a thin plate in bending and a one-dimensional finite periodic massspring chain. Results for the plate show that the average modal density and the underlying dispersion equation of the structure are gradually and systematically altered with increasing uncertainty. The findings for the massspring chain corroborate the findings for the plate and show that the remote coupling of nonadjacent degrees of freedom induced by the approach suppresses the phenomenon of mode localization. This remote coupling also leads to an instantaneous response of all points in the chain when one mass is excited. In the light of these results, it is argued that the nonparametric approach can deal with a certain type of model uncertainty, in this case the presence of unknown terms of higher or lower order in the governing differential equation, but that certain expectations about the system such as the average modal density may conflict with these results. © 2012 Elsevier Ltd.