Multiscale Granger causality

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well-established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared with pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years

Multiscale Analysis of Information Dynamics for Linear Multivariate Processes

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using state-space (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors

Equation-Free Multiscale Computational Analysis of Individual-Based Epidemic Dynamics on Networks

The surveillance, analysis and ultimately the efficient long-term prediction and control of epidemic dynamics appear to be one of the major challenges nowadays. Detailed atomistic mathematical models play an important role towards this aim. In this work it is shown how one can exploit the Equation Free approach and optimization methods such as Simulated Annealing to bridge detailed individual-based epidemic simulation with coarse-grained, systems-level, analysis. The methodology provides a systematic approach for analyzing the parametric behavior of complex/ multi-scale epidemic simulators much more efficiently than simply simulating forward in time. It is shown how steady state and (if required) time-dependent computations, stability computations, as well as continuation and numerical bifurcation analysis can be performed in a straightforward manner. The approach is illustrated through a simple individual-based epidemic model deploying on a random regular connected graph. Using the individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of Simulated Annealing I compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level under a pairwise representation perspective

Dwelling Quietly in the Rich Club: Brain Network Determinants of Slow Cortical Fluctuations

For more than a century, cerebral cartography has been driven by investigations of structural and morphological properties of the brain across spatial scales and the temporal/functional phenomena that emerge from these underlying features. The next era of brain mapping will be driven by studies that consider both of these components of brain organization simultaneously -- elucidating their interactions and dependencies. Using this guiding principle, we explored the origin of slowly fluctuating patterns of synchronization within the topological core of brain regions known as the rich club, implicated in the regulation of mood and introspection. We find that a constellation of densely interconnected regions that constitute the rich club (including the anterior insula, amygdala, and precuneus) play a central role in promoting a stable, dynamical core of spontaneous activity in the primate cortex. The slow time scales are well matched to the regulation of internal visceral states, corresponding to the somatic correlates of mood and anxiety. In contrast, the topology of the surrounding "feeder" cortical regions show unstable, rapidly fluctuating dynamics likely crucial for fast perceptual processes. We discuss these findings in relation to psychiatric disorders and the future of connectomics.Comment: 35 pages, 6 figure

An isogeometric analysis for elliptic homogenization problems

A novel and efficient approach which is based on the framework of isogeometric analysis for elliptic homogenization problems is proposed. These problems possess highly oscillating coefficients leading to extremely high computational expenses while using traditional finite element methods. The isogeometric analysis heterogeneous multiscale method (IGA-HMM) investigated in this paper is regarded as an alternative approach to the standard Finite Element Heterogeneous Multiscale Method (FE-HMM) which is currently an effective framework to solve these problems. The method utilizes non-uniform rational B-splines (NURBS) in both macro and micro levels instead of standard Lagrange basis. Beside the ability to describe exactly the geometry, it tremendously facilitates high-order macroscopic/microscopic discretizations thanks to the flexibility of refinement and degree elevation with an arbitrary continuity level provided by NURBS basis functions. A priori error estimates of the discretization error coming from macro and micro meshes and optimal micro refinement strategies for macro/micro NURBS basis functions of arbitrary orders are derived. Numerical results show the excellent performance of the proposed method

Coupling different levels of resolution in molecular simulations

Simulation schemes that allow to change molecular representation in a subvolume of the simulation box while preserving the equilibrium with the surrounding introduce conceptual problems of thermodynamic consistency. In this work we present a general scheme based on thermodynamic arguments which ensures thermodynamic equilibrium among the molecules of different representation. The robustness of the algorithm is tested for two examples, namely an adaptive resolution simulation, atomistic/coarse-grained, for a liquid of tetrahedral molecules and an adaptive resolution simulation of a binary mixture of tetrahedral molecules and spherical solutes

Multi-level agent-based modeling - A literature survey

During last decade, multi-level agent-based modeling has received significant and dramatically increasing interest. In this article we present a comprehensive and structured review of literature on the subject. We present the main theoretical contributions and application domains of this concept, with an emphasis on social, flow, biological and biomedical models.Comment: v2. Ref 102 added. v3-4 Many refs and text added v5-6 bibliographic statistics updated. v7 Change of the name of the paper to reflect what it became, many refs and text added, bibliographic statistics update

Multiscale Computations on Neural Networks: From the Individual Neuron Interactions to the Macroscopic-Level Analysis

We show how the Equation-Free approach for multi-scale computations can be exploited to systematically study the dynamics of neural interactions on a random regular connected graph under a pairwise representation perspective. Using an individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of simulated annealing we compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level. We also exploit the scheme to perform a rare-events analysis by estimating an effective Fokker-Planck describing the evolving probability density function of the corresponding coarse-grained observables