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.

Hebbian analysis of the transformation of medial entorhinal grid-cell inputs to hippocampal place fields.

The discovery of grid cells in the medial entorhinal cortex (MEC) permits the characterization of hippocampal computation in much greater detail than previously possible. The present study addresses how an integrate-and-fire unit driven by grid-cell spike trains may transform the multipeaked, spatial firing pattern of grid cells into the single-peaked activity that is typical of hippocampal place cells. Previous studies have shown that in the absence of network interactions, this transformation can succeed only if the place cell receives inputs from grids with overlapping vertices at the location of the place cell's firing field. In our simulations, the selection of these inputs was accomplished by fast Hebbian plasticity alone. The resulting nonlinear process was acutely sensitive to small input variations. Simulations differing only in the exact spike timing of grid cells produced different field locations for the same place cells. Place fields became concentrated in areas that correlated with the initial trajectory of the animal; the introduction of feedback inhibitory cells reduced this bias. These results suggest distinct roles for plasticity of the perforant path synapses and for competition via feedback inhibition in the formation of place fields in a novel environment. Furthermore, they imply that variability in MEC spiking patterns or in the rat's trajectory is sufficient for generating a distinct population code in a novel environment and suggest that recalling this code in a familiar environment involves additional inputs and/or a different mode of operation of the network.

Finite element analysis predicts experimental failure patterns in vertebral bodies loaded via intervertebral discs up to large deformation

Vertebral compression fracture is a common medical problem in osteoporotic individuals. The quantitative computed tomography (QCT)-based finite element (FE) method may be used to predict vertebral strength in vivo, but needs to be validated with experimental tests. The aim of this study was to validate a nonlinear anatomy specific QCT-based FE model by using a novel testing setup. Thirty-seven human thoracolumbar vertebral bone slices were prepared by removing cortical endplates and posterior elements. The slices were scanned with QCT and the volumetric bone mineral density (vBMD) was computed with the standard clinical approach. A novel experimental setup was designed to induce a realistic failure in the vertebral slices in vitro. Rotation of the loading plate was allowed by means of a ball joint. To minimize device compliance, the specimen deformation was measured directly on the loading plate with three sensors. A nonlinear FE model was generated from the calibrated QCT images and computed vertebral stiffness and strength were compared to those measured during the experiments. In agreement with clinical observations, most of the vertebrae underwent an anterior wedge-shape fracture. As expected, the FE method predicted both stiffness and strength better than vBMD (R2 improved from 0.27 to 0.49 and from 0.34 to 0.79, respectively). Despite the lack of fitting parameters, the linear regression of the FE prediction for strength was close to the 1:1 relation (slope and intercept close to one (0.86 kN) and to zero (0.72 kN), respectively). In conclusion, a nonlinear FE model was successfully validated through a novel experimental technique for generating wedge-shape fractures in human thoracolumbar vertebrae.

Nonlinear quasi-static finite element simulations predict in vitro strength of human proximal femora assessed in a dynamic sideways fall setup

Osteoporotic proximal femur fractures are caused by low energy trauma, typically when falling on the hip from standing height. Finite element simulations, widely used to predict the fracture load of femora in fall, usually include neither mass-related inertial effects, nor the viscous part of bone's material behavior. The aim of this study was to elucidate if quasi-static non-linear homogenized finite element analyses can predict in vitro mechanical properties of proximal femora assessed in dynamic drop tower experiments. The case-specific numerical models of thirteen femora predicted the strength (R2=0.84, SEE=540 N, 16.2%), stiffness (R2=0.82, SEE=233 N/mm, 18.0%) and fracture energy (R2=0.72, SEE=3.85 J, 39.6%); and provided fair qualitative matches with the fracture patterns. The influence of material anisotropy was negligible for all predictions. These results suggest that quasi-static homogenized finite element analysis may be used to predict mechanical properties of proximal femora in the dynamic sideways fall situation.

Physical properties and geochemical pore-water analysis of sediment core GeoB16423-1

Several studies indicate that the 2011 Tohoku-Oki earthquake (Mw 9.0) off the Pacific coast of Japan has induced slip to the trench and triggered landslides in the Japan Trench. In order to better understand these processes, detailed mapping and shallow-coring landslides at the trench as well as Integrated Ocean Drilling Program (IODP) deep drilling to recover the plate boundary décollement (Japan Trench Fast Earthquake Drilling Project, JFAST) have been conducted. In this study we report sediment core data from the rapid response R/V SONNE cruise (SO219A) to the Japan Trench, evidencing a Mass Transport Deposit (MTD) in the uppermost section later drilled at this JFAST-site during IODP Expedition 343. A 8.7 m long gravity core (GeoB16423-1) recovered from ~7,000 m water depth reveals a 8 m sequence of semi-consolidated mud clast breccias embedded in a distorted chaotic sediment matrix. The MTD is covered by a thin veneer of 50 cm hemipelagic, bioturbated diatomaceous mud. This stratigraphic boundary can be clearly distinguished by using physical properties data from Multi Sensor Core Logging and from fall-cone penetrometer shear strength measurements. The geochemical analysis of the pore-water shows undisturbed linear profiles measured from the seafloor downcore across the stratigraphic contact between overlying younger background-sediment and MTD below. This indicates that the investigated section has not been affected by a recent sediment destabilization in the course of the giant Tohoku-Oki earthquake event. Instead, we report an older landslide which occurred between 700 and 10,000 years ago, implying that submarine mass movements are dominant processes along the Japan Trench. However, they occur on local sites and not during each megathrust earthquake.

Introducing non-linear analysis into sustained speech characterization to improve sleep apnea detection

We present a novel approach for detecting severe obstructive sleep apnea (OSA) cases by introducing non-linear analysis into sustained speech characterization. The proposed scheme was designed for providing additional information into our baseline system, built on top of state-of-the-art cepstral domain modeling techniques, aiming to improve accuracy rates. This new information is lightly correlated with our previous MFCC modeling of sustained speech and uncorrelated with the information in our continuous speech modeling scheme. Tests have been performed to evaluate the improvement for our detection task, based on sustained speech as well as combined with a continuous speech classifier, resulting in a 10% relative reduction in classification for the first and a 33% relative reduction for the fused scheme. Results encourage us to consider the existence of non-linear effects on OSA patients' voices, and to think about tools which could be used to improve short-time analysis.

Non-linear gain - look-up table based approach for modeling a family of DC to DC converters based on transient response analysis

The purpose of this work is to propose a structure for simulating power systems using behavioral models of nonlinear DC to DC converters implemented through a look-up table of gains. This structure is specially designed for converters whose output impedance depends on the load current level, e.g. quasi-resonant converters. The proposed model is a generic one whose parameters can be obtained by direct measuring the transient response at different operating points. It also includes optional functionalities for modeling converters with current limitation and current sharing in paralleling characteristics. The pusposed structured also allows including aditional characteristics of the DC to DC converter as the efficency as a function of the input voltage and the output current or overvoltage and undervoltage protections. In addition, this proposed model is valid for overdamped and underdamped situations.

Pushover analysis for the seismic response prediction of cable-stayed bridges under multi-directional excitation

Cable-stayed bridges represent nowadays key points in transport networks and their seismic behavior needs to be fully understood, even beyond the elastic range of materials. Both nonlinear dynamic (NL-RHA) and static (pushover) procedures are currently available to face this challenge, each with intrinsic advantages and disadvantages, and their applicability in the study of the nonlinear seismic behavior of cable-stayed bridges is discussed here. The seismic response of a large number of finite element models with different span lengths, tower shapes and class of foundation soil is obtained with different procedures and compared. Several features of the original Modal Pushover Analysis (MPA) are modified in light of cable-stayed bridge characteristics, furthermore, an extension of MPA and a new coupled pushover analysis (CNSP) are suggested to estimate the complex inelastic response of such outstanding structures subjected to multi-axial strong ground motions.

Contribución al estudio del criptoanálisis y diseño de los criptosistemas caóticos

The extraordinary increase of new information technologies, the development of Internet, the electronic commerce, the e-government, mobile telephony and future cloud computing and storage, have provided great benefits in all areas of society. Besides these, there are new challenges for the protection of information, such as the loss of confidentiality and integrity of electronic documents. Cryptography plays a key role by providing the necessary tools to ensure the safety of these new media. It is imperative to intensify the research in this area, to meet the growing demand for new secure cryptographic techniques. The theory of chaotic nonlinear dynamical systems and the theory of cryptography give rise to the chaotic cryptography, which is the field of study of this thesis. The link between cryptography and chaotic systems is still subject of intense study. The combination of apparently stochastic behavior, the properties of sensitivity to initial conditions and parameters, ergodicity, mixing, and the fact that periodic points are dense, suggests that chaotic orbits resemble random sequences. This fact, and the ability to synchronize multiple chaotic systems, initially described by Pecora and Carroll, has generated an avalanche of research papers that relate cryptography and chaos. The chaotic cryptography addresses two fundamental design paradigms. In the first paradigm, chaotic cryptosystems are designed using continuous time, mainly based on chaotic synchronization techniques; they are implemented with analog circuits or by computer simulation. In the second paradigm, chaotic cryptosystems are constructed using discrete time and generally do not depend on chaos synchronization techniques. The contributions in this thesis involve three aspects about chaotic cryptography. The first one is a theoretical analysis of the geometric properties of some of the most employed chaotic attractors for the design of chaotic cryptosystems. The second one is the cryptanalysis of continuos chaotic cryptosystems and finally concludes with three new designs of cryptographically secure chaotic pseudorandom generators. The main accomplishments contained in this thesis are: v Development of a method for determining the parameters of some double scroll chaotic systems, including Lorenz system and Chua’s circuit. First, some geometrical characteristics of chaotic system have been used to reduce the search space of parameters. Next, a scheme based on the synchronization of chaotic systems was built. The geometric properties have been employed as matching criterion, to determine the values of the parameters with the desired accuracy. The method is not affected by a moderate amount of noise in the waveform. The proposed method has been applied to find security flaws in the continuous chaotic encryption systems. Based on previous results, the chaotic ciphers proposed by Wang and Bu and those proposed by Xu and Li are cryptanalyzed. We propose some solutions to improve the cryptosystems, although very limited because these systems are not suitable for use in cryptography. Development of a method for determining the parameters of the Lorenz system, when it is used in the design of two-channel cryptosystem. The method uses the geometric properties of the Lorenz system. The search space of parameters has been reduced. Next, the parameters have been accurately determined from the ciphertext. The method has been applied to cryptanalysis of an encryption scheme proposed by Jiang. In 2005, Gunay et al. proposed a chaotic encryption system based on a cellular neural network implementation of Chua’s circuit. This scheme has been cryptanalyzed. Some gaps in security design have been identified. Based on the theoretical results of digital chaotic systems and cryptanalysis of several chaotic ciphers recently proposed, a family of pseudorandom generators has been designed using finite precision. The design is based on the coupling of several piecewise linear chaotic maps. Based on the above results a new family of chaotic pseudorandom generators named Trident has been designed. These generators have been specially designed to meet the needs of real-time encryption of mobile technology. According to the above results, this thesis proposes another family of pseudorandom generators called Trifork. These generators are based on a combination of perturbed Lagged Fibonacci generators. This family of generators is cryptographically secure and suitable for use in real-time encryption. Detailed analysis shows that the proposed pseudorandom generator can provide fast encryption speed and a high level of security, at the same time. El extraordinario auge de las nuevas tecnologías de la información, el desarrollo de Internet, el comercio electrónico, la administración electrónica, la telefonía móvil y la futura computación y almacenamiento en la nube, han proporcionado grandes beneficios en todos los ámbitos de la sociedad. Junto a éstos, se presentan nuevos retos para la protección de la información, como la suplantación de personalidad y la pérdida de la confidencialidad e integridad de los documentos electrónicos. La criptografía juega un papel fundamental aportando las herramientas necesarias para garantizar la seguridad de estos nuevos medios, pero es imperativo intensificar la investigación en este ámbito para dar respuesta a la demanda creciente de nuevas técnicas criptográficas seguras. La teoría de los sistemas dinámicos no lineales junto a la criptografía dan lugar a la ((criptografía caótica)), que es el campo de estudio de esta tesis. El vínculo entre la criptografía y los sistemas caóticos continúa siendo objeto de un intenso estudio. La combinación del comportamiento aparentemente estocástico, las propiedades de sensibilidad a las condiciones iniciales y a los parámetros, la ergodicidad, la mezcla, y que los puntos periódicos sean densos asemejan las órbitas caóticas a secuencias aleatorias, lo que supone su potencial utilización en el enmascaramiento de mensajes. Este hecho, junto a la posibilidad de sincronizar varios sistemas caóticos descrita inicialmente en los trabajos de Pecora y Carroll, ha generado una avalancha de trabajos de investigación donde se plantean muchas ideas sobre la forma de realizar sistemas de comunicaciones seguros, relacionando así la criptografía y el caos. La criptografía caótica aborda dos paradigmas de diseño fundamentales. En el primero, los criptosistemas caóticos se diseñan utilizando circuitos analógicos, principalmente basados en las técnicas de sincronización caótica; en el segundo, los criptosistemas caóticos se construyen en circuitos discretos u ordenadores, y generalmente no dependen de las técnicas de sincronización del caos. Nuestra contribución en esta tesis implica tres aspectos sobre el cifrado caótico. En primer lugar, se realiza un análisis teórico de las propiedades geométricas de algunos de los sistemas caóticos más empleados en el diseño de criptosistemas caóticos vii continuos; en segundo lugar, se realiza el criptoanálisis de cifrados caóticos continuos basados en el análisis anterior; y, finalmente, se realizan tres nuevas propuestas de diseño de generadores de secuencias pseudoaleatorias criptográficamente seguros y rápidos. La primera parte de esta memoria realiza un análisis crítico acerca de la seguridad de los criptosistemas caóticos, llegando a la conclusión de que la gran mayoría de los algoritmos de cifrado caóticos continuos —ya sean realizados físicamente o programados numéricamente— tienen serios inconvenientes para proteger la confidencialidad de la información ya que son inseguros e ineficientes. Asimismo una gran parte de los criptosistemas caóticos discretos propuestos se consideran inseguros y otros no han sido atacados por lo que se considera necesario más trabajo de criptoanálisis. Esta parte concluye señalando las principales debilidades encontradas en los criptosistemas analizados y algunas recomendaciones para su mejora. En la segunda parte se diseña un método de criptoanálisis que permite la identificaci ón de los parámetros, que en general forman parte de la clave, de algoritmos de cifrado basados en sistemas caóticos de Lorenz y similares, que utilizan los esquemas de sincronización excitador-respuesta. Este método se basa en algunas características geométricas del atractor de Lorenz. El método diseñado se ha empleado para criptoanalizar eficientemente tres algoritmos de cifrado. Finalmente se realiza el criptoanálisis de otros dos esquemas de cifrado propuestos recientemente. La tercera parte de la tesis abarca el diseño de generadores de secuencias pseudoaleatorias criptográficamente seguras, basadas en aplicaciones caóticas, realizando las pruebas estadísticas, que corroboran las propiedades de aleatoriedad. Estos generadores pueden ser utilizados en el desarrollo de sistemas de cifrado en flujo y para cubrir las necesidades del cifrado en tiempo real. Una cuestión importante en el diseño de sistemas de cifrado discreto caótico es la degradación dinámica debida a la precisión finita; sin embargo, la mayoría de los diseñadores de sistemas de cifrado discreto caótico no ha considerado seriamente este aspecto. En esta tesis se hace hincapié en la importancia de esta cuestión y se contribuye a su esclarecimiento con algunas consideraciones iniciales. Ya que las cuestiones teóricas sobre la dinámica de la degradación de los sistemas caóticos digitales no ha sido totalmente resuelta, en este trabajo utilizamos algunas soluciones prácticas para evitar esta dificultad teórica. Entre las técnicas posibles, se proponen y evalúan varias soluciones, como operaciones de rotación de bits y desplazamiento de bits, que combinadas con la variación dinámica de parámetros y con la perturbación cruzada, proporcionan un excelente remedio al problema de la degradación dinámica. Además de los problemas de seguridad sobre la degradación dinámica, muchos criptosistemas se rompen debido a su diseño descuidado, no a causa de los defectos esenciales de los sistemas caóticos digitales. Este hecho se ha tomado en cuenta en esta tesis y se ha logrado el diseño de generadores pseudoaleatorios caóticos criptogr áficamente seguros.

Simplified computational method for non-linear seismic analysis of bridges

After the experience gained during the past years it seems clear that nonlinear analysis of bridges are very important to compute ductility demands and to localize potential hinges. This is specially true for irregular bridges in which it is not clear weather or not it is possible to use a linear computation followed by a correction using a behaviour factor. To simplify the numerical effort several approximate methods have been proposed. Among them, the so-called Dynamic Plastic Hinge Method in which an evolutionary shape function is used to reduce the structure to a single degree of freedom system seems to mantein a good balance between accuracy and simplicity. This paper presents results obtained in a parametric study conducted under the auspicies of PREC-8 european research program.

Analysis of lateral dynamics of railway vehicles on viaducts with coupled models

The study of lateral dynamics of running trains on bridges is of importance mainly for the safety of the traffic, and may be relevant for laterally compliant bridges. These studies require 3D coupled vehicle-bridge models, and consideration of wheel to rail contact, a phenomenon which is complex and costly to model in detail. We describe here a fully nonlinear coupled model, described in absolute coordinates and incorporated into a commercial finite element framework. Two applications are presented, firstly to a vehicle subject to a strong wind gust traversing a br idge, showing the relevance of the nonlinear wheel-rail contact model as well as the interaction between bridge and vehicle. The second application is to a real viaduct in a high-speed line, with a long continuous deck and tall piers with high lateral compliance. The results show the safety of the traffic as well as the relevance of considering the wind action and the nonlinear response.

Fault detection and isolation on a noisy nonlinear circuit

In this paper fault detection and isolation (FDI) schemes are applied in the context of the surveillance of emerging faults in an electrical circuit. The FDI problem is studied on a noisy nonlinear circuit, where both abrupt and incipient faults in the voltage source are considered. A rigorous analysis of fault detectability precedes the application of the fault detection (FD) scheme; then, the fault isolation (FI) phase is accomplished with two alternative FI approaches, proposed as new extensions of that FD approach. Numerical simulations illustrate the applicability of the mentioned schemes.

Analysis of irregular behaviour on an optical computing logic cell

A new methodology to study irregular behaviours in logic cells is reported. It is based on two types of diagrams, namely phase and working diagrams. Sets of four bits are grouped and represented by their hexadecimal equivalent. Some hexadecimal numbers correspond to certain logic functions. The influence of the internal and external tolerances, namely those appearing in the employed devices and in the working signals, may be analysed with this method. Its importance in the case of logic structures with chaotic behaviours is studied.

Hard transition to chaotic dynamics in Alfven wave fronts

The derivative nonlinear Schrodinger DNLS equation, describing propagation of circularly polarized Alfven waves of finite amplitude in a cold plasma, 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 a reduced three-wave model equal dampings of daughter waves, three-dimensional flow for two wave amplitudes and one relative phase, no matter how small the growth rate of the unstable wave there exists a parametric domain with the flow exhibiting chaotic relaxation oscillations that are absent for zero growth rate. This hard transition in phase-space behavior occurs for left-hand LH polarized waves, paralleling the known fact that only LH time-harmonic solutions of the DNLS equation are modulationally unstable, with damping less than about unstable wave frequency 2/4 x ion cyclotron frequency. The structural stability of the transition was explored by going into a fully 3-wave model different dampings of daughter waves,four-dimensional flow; both models differ in significant phase-space features but keep common features essential for the transition.

Damping models in the truncated derivative nonlinear Schrödinger equation

Four-dimensional flow in the phase space of three amplitudes of circularly polarized Alfven waves and one relative phase, resulting from a resonant three-wave truncation of the derivative nonlinear Schrödinger equation, has been analyzed; wave 1 is linearly unstable with growth rate , and waves 2 and 3 are stable with damping 2 and 3, respectively. The dependence of gross dynamical features on the damping model as characterized by the relation between damping and wave-vector ratios, 2 /3, k2 /k3, and the polarization of the waves, is discussed; two damping models, Landau k and resistive k2, are studied in depth. Very complex dynamics, such as multiple blue sky catastrophes and chaotic attractors arising from Feigenbaum sequences, and explosive bifurcations involving Intermittency-I chaos, are shown to be associated with the existence and loss of stability of certain fixed point P of the flow. Independently of the damping model, P may only exist as against flow contraction just requiring.In the case of right-hand RH polarization, point P may exist for all models other than Landau damping; for the resistive model, P may exist for RH polarization only if 2+3/2.