Detecting determinism with improved sensitivity in time series: Rank-based nonlinear predictability score

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

Seawater carbonate chemistry, growth rate and processes during experiments with Coccolithus pelagicus and Calcidiscus leptoporus, 2006

Uptake of half of the fossil fuel CO2 into the ocean causes gradual seawater acidification. This has been shown to slow down calcification of major calcifying groups, such as corals, foraminifera, and coccolithophores. Here we show that two of the most productive marine calcifying species, the coccolithophores Coccolithus pelagicus and Calcidiscus leptoporus, do not follow the CO2-related calcification response previously found. In batch culture experiments, particulate inorganic carbon (PIC) of C. leptoporus changes with increasing CO2 concentration in a nonlinear relationship. A PIC optimum curve is obtained, with a maximum value at present-day surface ocean pCO2 levels (?360 ppm CO2). With particulate organic carbon (POC) remaining constant over the range of CO2 concentrations, the PIC/POC ratio also shows an optimum curve. In the C. pelagicus cultures, neither PIC nor POC changes significantly over the CO2 range tested, yielding a stable PIC/POC ratio. Since growth rate in both species did not change with pCO2, POC and PIC production show the same pattern as POC and PIC. The two investigated species respond differently to changes in the seawater carbonate chemistry, highlighting the need to consider species-specific effects when evaluating whole ecosystem responses. Changes of calcification rate (PIC production) were highly correlated to changes in coccolith morphology. Since our experimental results suggest altered coccolith morphology (at least in the case of C. leptoporus) in the geological past, coccoliths originating from sedimentary records of periods with different CO2 levels were analyzed. Analysis of sediment samples was performed on six cores obtained from locations well above the lysocline and covering a range of latitudes throughout the Atlantic Ocean. Scanning electron micrograph analysis of coccolith morphologies did not reveal any evidence for significant numbers of incomplete or malformed coccoliths of C. pelagicus and C. leptoporus in last glacial maximum and Holocene sediments. The discrepancy between experimental and geological results might be explained by adaptation to changing carbonate chemistry.

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.

Control of time-dependent biological processes by temporally patterned input

Temporal patterning of biological variables, in the form of oscillations and rhythms on many time scales, is ubiquitous. Altering the temporal pattern of an input variable greatly affects the output of many biological processes. We develop here a conceptual framework for a quantitative understanding of such pattern dependence, focusing particularly on nonlinear, saturable, time-dependent processes that abound in biophysics, biochemistry, and physiology. We show theoretically that pattern dependence is governed by the nonlinearity of the input–output transformation as well as its time constant. As a result, only patterns on certain time scales permit the expression of pattern dependence, and processes with different time constants can respond preferentially to different patterns. This has implications for temporal coding and decoding, and allows differential control of processes through pattern. We show how pattern dependence can be quantitatively predicted using only information from steady, unpatterned input. To apply our ideas, we analyze, in an experimental example, how muscle contraction depends on the pattern of motorneuron firing.

Nonlinear-dynamical arrhythmia control in humans

Nonlinear-dynamical control techniques, also known as chaos control, have been used with great success to control a wide range of physical systems. Such techniques have been used to control the behavior of in vitro excitable biological tissue, suggesting their potential for clinical utility. However, the feasibility of using such techniques to control physiological processes has not been demonstrated in humans. Here we show that nonlinear-dynamical control can modulate human cardiac electrophysiological dynamics by rapidly stabilizing an unstable target rhythm. Specifically, in 52/54 control attempts in five patients, we successfully terminated pacing-induced period-2 atrioventricular-nodal conduction alternans by stabilizing the underlying unstable steady-state conduction. This proof-of-concept demonstration shows that nonlinear-dynamical control techniques are clinically feasible and provides a foundation for developing such techniques for more complex forms of clinical arrhythmia.

Multiphoton fluorescence excitation: new spectral windows for biological nonlinear microscopy.

Intrinsic, three-dimensionally resolved, microscopic imaging of dynamical structures and biochemical processes in living preparations has been realized by nonlinear laser scanning fluorescence microscopy. The search for useful two-photon and three-photon excitation spectra, motivated by the emergence of nonlinear microscopy as a powerful biophysical instrument, has now discovered a virtual artist's palette of chemical indicators, fluorescent markers, and native biological fluorophores, including NADH, flavins, and green fluorescent proteins, that are applicable to living biological preparations. More than 25 two-photon excitation spectra of ultraviolet and visible absorbing molecules reveal useful cross sections, some conveniently blue-shifted, for near-infrared absorption. Measurements of three-photon fluorophore excitation spectra now define alternative windows at relatively benign wavelengths to excite deeper ultraviolet fluorophores. The inherent optical sectioning capability of nonlinear excitation provides three-dimensional resolution for imaging and avoids out-of-focus background and photodamage. Here, the measured nonlinear excitation spectra and their photophysical characteristics that empower nonlinear laser microscopy for biological imaging are described.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Variational inference for diffusion processes

Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing parameters and the system noise (volatility) in these dynamical systems is a crucial, but non-trivial task, especially when the system is nonlinear and multimodal. We propose a variational treatment of diffusion processes, which allows us to compute type II maximum likelihood estimates of the parameters by simple gradient techniques and which is computationally less demanding than most MCMC approaches. We also show how a cheap estimate of the posterior over the parameters can be constructed based on the variational free energy.

Analysis of magnetoencephaoographic data as a nonlinear dynamical system

This thesis presents the results from an investigation into the merits of analysing Magnetoencephalographic (MEG) data in the context of dynamical systems theory. MEG is the study of both the methods for the measurement of minute magnetic flux variations at the scalp, resulting from neuro-electric activity in the neocortex, as well as the techniques required to process and extract useful information from these measurements. As a result of its unique mode of action - by directly measuring neuronal activity via the resulting magnetic field fluctuations - MEG possesses a number of useful qualities which could potentially make it a powerful addition to any brain researcher's arsenal. Unfortunately, MEG research has so far failed to fulfil its early promise, being hindered in its progress by a variety of factors. Conventionally, the analysis of MEG has been dominated by the search for activity in certain spectral bands - the so-called alpha, delta, beta, etc that are commonly referred to in both academic and lay publications. Other efforts have centred upon generating optimal fits of "equivalent current dipoles" that best explain the observed field distribution. Many of these approaches carry the implicit assumption that the dynamics which result in the observed time series are linear. This is despite a variety of reasons which suggest that nonlinearity might be present in MEG recordings. By using methods that allow for nonlinear dynamics, the research described in this thesis avoids these restrictive linearity assumptions. A crucial concept underpinning this project is the belief that MEG recordings are mere observations of the evolution of the true underlying state, which is unobservable and is assumed to reflect some abstract brain cognitive state. Further, we maintain that it is unreasonable to expect these processes to be adequately described in the traditional way: as a linear sum of a large number of frequency generators. One of the main objectives of this thesis will be to prove that much more effective and powerful analysis of MEG can be achieved if one were to assume the presence of both linear and nonlinear characteristics from the outset. Our position is that the combined action of a relatively small number of these generators, coupled with external and dynamic noise sources, is more than sufficient to account for the complexity observed in the MEG recordings. Another problem that has plagued MEG researchers is the extremely low signal to noise ratios that are obtained. As the magnetic flux variations resulting from actual cortical processes can be extremely minute, the measuring devices used in MEG are, necessarily, extremely sensitive. The unfortunate side-effect of this is that even commonplace phenomena such as the earth's geomagnetic field can easily swamp signals of interest. This problem is commonly addressed by averaging over a large number of recordings. However, this has a number of notable drawbacks. In particular, it is difficult to synchronise high frequency activity which might be of interest, and often these signals will be cancelled out by the averaging process. Other problems that have been encountered are high costs and low portability of state-of-the- art multichannel machines. The result of this is that the use of MEG has, hitherto, been restricted to large institutions which are able to afford the high costs associated with the procurement and maintenance of these machines. In this project, we seek to address these issues by working almost exclusively with single channel, unaveraged MEG data. We demonstrate the applicability of a variety of methods originating from the fields of signal processing, dynamical systems, information theory and neural networks, to the analysis of MEG data. It is noteworthy that while modern signal processing tools such as independent component analysis, topographic maps and latent variable modelling have enjoyed extensive success in a variety of research areas from financial time series modelling to the analysis of sun spot activity, their use in MEG analysis has thus far been extremely limited. It is hoped that this work will help to remedy this oversight.

Amplifier similariton fiber laser with nonlinear spectral compression

We propose a new concept of a fiber laser architecture supporting self-similar pulse evolution in the amplifier and nonlinear spectral pulse compression in the passive fiber. The latter process allows for transform-limited picosecond pulse generation, and improves the laser’s power efficiency by preventing strong spectral filtering from being highly dissipative. Aside from laser technology, the proposed scheme opens new possibilities for studying nonlinear dynamical processes. As an example, we demonstrate a clear period-doubling route to chaos in such a nonlinear laser system.

From rogue waves to random walks:nonlinear instabilities in supercontinuum generation

The noise properties of supercontinuum generation continue to be a subject of wide interest within both pure and applied physics. Aside from immediate applications in supercontinuum source development, detailed studies of supercontinuum noise mechanisms have attracted interdisciplinary attention because of links with extreme instabilities in other physical systems, especially the infamous and destructive oceanic rogue waves. But the instabilities inherent in supercontinuum generation can also be interpreted in terms of natural links with the general field of random processes, and this raises new possibilities for applications in areas such as random number generation. In this contribution we will describe recent work where we interpret supercontinuum intensity and phase fluctuations in this way.

Exploration by Means of Computer Simulation of Nonlinear Hierarchical Structure of Neuronal Memory on the Model of Olfactory Bulb

Results of numerical experiments are introduced. Experiments were carried out by means of computer simulation on olfactory bulb for the purpose of checking of thinking mechanisms conceptual model, introduced in [2]. Key role of quasisymbol neurons in processes of pattern identification, existence of mental view, functions of cyclic connections between symbol and quasisymbol neurons as short-term memory, important role of synaptic plasticity in learning processes are confirmed numerically. Correctness of fundamental ideas put in base of conceptual model is confirmed on olfactory bulb at quantitative level.

Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation

Mathematics Subject Classification: 26A33, 76M35, 82B31

A mixture density network approach to modelling and exploiting uncertainty in nonlinear control problems

In nonlinear and stochastic control problems, learning an efficient feed-forward controller is not amenable to conventional neurocontrol methods. For these approaches, estimating and then incorporating uncertainty in the controller and feed-forward models can produce more robust control results. Here, we introduce a novel inversion-based neurocontroller for solving control problems involving uncertain nonlinear systems which could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. Based on importance sampling from these distributions a novel robust inverse control approach is obtained. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider. A nonlinear multi-variable system with different delays between the input-output pairs is used to demonstrate the successful application of the developed control algorithm. The proposed method is suitable for redundant control systems and allows us to model strongly non-Gaussian distributions of control signal as well as processes with hysteresis. © 2004 Elsevier Ltd. All rights reserved.

Nonlinear Time-Fractional Differential Equations in Combustion Science

MSC 2010: 34A08 (main), 34G20, 80A25