Correcting mean-field approximations for birth-death-movement processes

On the microscale, migration, proliferation and death are crucial in the development, homeostasis and repair of an organism; on the macroscale, such effects are important in the sustainability of a population in its environment. Dependent on the relative rates of migration, proliferation and death, spatial heterogeneity may arise within an initially uniform field; this leads to the formation of spatial correlations and can have a negative impact upon population growth. Usually, such effects are neglected in modeling studies and simple phenomenological descriptions, such as the logistic model, are used to model population growth. In this work we outline some methods for analyzing exclusion processes which include agent proliferation, death and motility in two and three spatial dimensions with spatially homogeneous initial conditions. The mean-field description for these types of processes is of logistic form; we show that, under certain parameter conditions, such systems may display large deviations from the mean field, and suggest computationally tractable methods to correct the logistic-type description.

Krylov subspace approximations for the exponential Euler method: Error estimates and the harmonic Ritz approximant

We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

Spectral approximations to the fractional integral and derivative

In this paper, the spectral approximations are used to compute the fractional integral and the Caputo derivative. The effective recursive formulae based on the Legendre, Chebyshev and Jacobi polynomials are developed to approximate the fractional integral. And the succinct scheme for approximating the Caputo derivative is also derived. The collocation method is proposed to solve the fractional initial value problems and boundary value problems. Numerical examples are also provided to illustrate the effectiveness of the derived methods.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Renormalization group interpretation of the Born and Rytov approximations

In this paper the method of renormalization group (RG) [Phys. Rev. E 54, 376 (1996)] is related to the well-known approximations of Rytov and Born used in wave propagation in deterministic and random media. Certain problems in linear and nonlinear media are examined from the viewpoint of RG and compared with the literature on Born and Rytov approximations. It is found that the Rytov approximation forms a special case of the asymptotic expansion generated by the RG, and as such it gives a superior approximation to the exact solution compared with its Born counterpart. Analogous conclusions are reached for nonlinear equations with an intensity-dependent index of refraction where the RG recovers the exact solution. © 2008 Optical Society of America.

Multiple stages classification of Alzheimer’s disease based on structural brain networks using generalized low rank approximations (GLRAM)

To classify each stage for a progressing disease such as Alzheimer’s disease is a key issue for the disease prevention and treatment. In this study, we derived structural brain networks from diffusion-weighted MRI using whole-brain tractography since there is growing interest in relating connectivity measures to clinical, cognitive, and genetic data. Relatively little work has usedmachine learning to make inferences about variations in brain networks in the progression of the Alzheimer’s disease. Here we developed a framework to utilize generalized low rank approximations of matrices (GLRAM) and modified linear discrimination analysis for unsupervised feature learning and classification of connectivity matrices. We apply the methods to brain networks derived from DWI scans of 41 people with Alzheimer’s disease, 73 people with EMCI, 38 people with LMCI, 47 elderly healthy controls and 221 young healthy controls. Our results show that this new framework can significantly improve classification accuracy when combining multiple datasets; this suggests the value of using data beyond the classification task at hand to model variations in brain connectivity.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

Mesh-free approximations via the error reproducing kernel method and applications to nonlinear systems developing shocks

Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

Composite field approximations for ion traps with apertures on electrodes

This paper presents two approximate analytical expressions for nonlinear electric fields in the principal direction in axially symmetric (3D) and two dimensional (2D) ion trap mass analysers with apertures (holes in case of 3D traps and slits in case of 2D traps) on the electrodes. Considered together (3D and 2D), we present composite approximations for the principal unidirectional nonlinear electric fields in these ion traps. The composite electric field E has the form E = E-noaperture + E-aperture. where E-noaperture is the field within an imagined trap which is identical to the practical trap except that the apertures are missing and E-aperture is the field contribution due to apertures on the two trap electrodes. The field along the principal axis, of the trap can in this way be well approximated for any aperture that is not too large. To derive E-aperture. classical results of electrostatics have been extended to electrodes with finite thickness and different aperture shapes.E-noaperture is a modified truncated multipole expansion for the imagined trap with no aperture. The first several terms in the multipole expansion are in principle exact(though numerically determined using the BEM), while the last term is chosen to match the field at the electrode. This expansion, once Computed, works with any aperture in the practical trap. The composite field approximation for axially symmetric (3D) traps is checked for three geometries: the Paul trap, the cylindrical ion trap (CIT) and an arbitrary other trap. The approximation for 2D traps is verified using two geometries: the linear ion trap (LIT) and the rectilinear ion trap (RIT). In each case, for two aperture sizes (10% and 50% of the trap dimension), highly satisfactory fits are obtained. These composite approximations may be used in more detailed nonlinear ion dynamics Studies than have been hitherto attempted. (C) 2009 Elsevier B.V. All rights reserved.

Off-axis field approximations for ion traps with apertures

In recent work (Int. J. Mass Spec., vol. 282, pp. 112–122) we have considered the effect of apertures on the fields inside rf traps at points on the trap axis. We now complement and complete that work by considering off-axis fields in axially symmetric (referred to as “3D”) and in two dimensional (“2D”) ion traps whose electrodes have apertures, i.e., holes in 3D and slits in 2D. Our approximation has two parts. The first, EnoAperture, is the field obtained numerically for the trap under study with apertures artificially closed. We have used the boundary element method (BEM) for obtaining this field. The second part, EdueToAperture, is an analytical expression for the field contribution of the aperture. In EdueToAperture, aperture size is a free parameter. A key element in our approximation is the electrostatic field near an infinite thin plate with an aperture, and with different constant-valued far field intensities on either side. Compact expressions for this field can be found using separation of variables, wherein the choice of coordinate system is crucial. This field is, in turn, used four times within our trap-specific approximation. The off-axis field expressions for the 3D geometries were tested on the quadrupole ion trap (QIT) and the cylindrical ion trap (CIT), and the corresponding expressions for the 2D geometries were tested on the linear ion trap (LIT) and the rectilinear ion trap (RIT). For each geometry, we have considered apertures which are 10%, 30%, and 50% of the trap dimension. We have found that our analytical correction term EdueToAperture, though based on a classical small-aperture approximation, gives good results even for relatively large apertures.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Existence and approximations of solutions to some fractional order functional integral equations

In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

On cluster approximations of cellular automata

In this thesis I examine one commonly used class of methods for the analytic approximation of cellular automata, the so-called local cluster approximations. This class subsumes the well known mean-field and pair approximations, as well as higher order generalizations of these. While a straightforward method known as Bayesian extension exists for constructing cluster approximations of arbitrary order on one-dimensional lattices (and certain other cases), for higher-dimensional systems the construction of approximations beyond the pair level becomes more complicated due to the presence of loops. In this thesis I describe the one-dimensional construction as well as a number of approximations suggested for higher-dimensional lattices, comparing them against a number of consistency criteria that such approximations could be expected to satisfy. I also outline a general variational principle for constructing consistent cluster approximations of arbitrary order with minimal bias, and show that the one-dimensional construction indeed satisfies this principle. Finally, I apply this variational principle to derive a novel consistent expression for symmetric three cell cluster frequencies as estimated from pair frequencies, and use this expression to construct a quantitatively improved pair approximation of the well-known lattice contact process on a hexagonal lattice.

Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: stability and moving-horizon approximations

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.