6,773 research outputs found
Delineating Parameter Unidentifiabilities in Complex Models
Scientists use mathematical modelling to understand and predict the
properties of complex physical systems. In highly parameterised models there
often exist relationships between parameters over which model predictions are
identical, or nearly so. These are known as structural or practical
unidentifiabilities, respectively. They are hard to diagnose and make reliable
parameter estimation from data impossible. They furthermore imply the existence
of an underlying model simplification. We describe a scalable method for
detecting unidentifiabilities, and the functional relations defining them, for
generic models. This allows for model simplification, and appreciation of which
parameters (or functions thereof) cannot be estimated from data. Our algorithm
can identify features such as redundant mechanisms and fast timescale
subsystems, as well as the regimes in which such approximations are valid. We
base our algorithm on a novel quantification of regional parametric
sensitivity: multiscale sloppiness. Traditionally, the link between parametric
sensitivity and the conditioning of the parameter estimation problem is made
locally, through the Fisher Information Matrix. This is valid in the regime of
infinitesimal measurement uncertainty. We demonstrate the duality between
multiscale sloppiness and the geometry of confidence regions surrounding
parameter estimates made where measurement uncertainty is non-negligible.
Further theoretical relationships are provided linking multiscale sloppiness to
the Likelihood-ratio test. From this, we show that a local sensitivity analysis
(as typically done) is insufficient for determining the reliability of
parameter estimation, even with simple (non)linear systems. Our algorithm
provides a tractable alternative. We finally apply our methods to a
large-scale, benchmark Systems Biology model of NF-B, uncovering
previously unknown unidentifiabilities
Data driven optimal filtering for phase and frequency of noisy oscillations: application to vortex flowmetering
A new method for extracting the phase of oscillations from noisy time series
is proposed. To obtain the phase, the signal is filtered in such a way that the
filter output has minimal relative variation in the amplitude (MIRVA) over all
filters with complex-valued impulse response. The argument of the filter output
yields the phase. Implementation of the algorithm and interpretation of the
result are discussed. We argue that the phase obtained by the proposed method
has a low susceptibility to measurement noise and a low rate of artificial
phase slips. The method is applied for the detection and classification of mode
locking in vortex flowmeters. A novel measure for the strength of mode locking
is proposed.Comment: 12 pages, 10 figure
Dynamical Systems
Complex systems are pervasive in many areas of science integrated in our daily lives. Examples include financial markets, highway transportation networks, telecommunication networks, world and country economies, social networks, immunological systems, living organisms, computational systems and electrical and mechanical structures. Complex systems are often composed of a large number of interconnected and interacting entities, exhibiting much richer global scale dynamics than the properties and behavior of individual entities. Complex systems are studied in many areas of natural sciences, social sciences, engineering and mathematical sciences. This special issue therefore intends to contribute towards the dissemination of the multifaceted concepts in accepted use by the scientific community. We hope readers enjoy this pertinent selection of papers which represents relevant examples of the state of the art in present day research. [...
Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma. Part one: Sunspot dynamics
In this study, the nonlinear analysis of the sunspot index is embedded in the
non-extensive statistical theory of Tsallis. The triplet of Tsallis, as well as
the correlation dimension and the Lyapunov exponent spectrum were estimated for
the SVD components of the sunspot index timeseries. Also the multifractal
scaling exponent spectrum, the generalized Renyi dimension spectrum and the
spectrum of the structure function exponents were estimated experimentally and
theoretically by using the entropy principle included in Tsallis non extensive
statistical theory, following Arimitsu and Arimitsu. Our analysis showed
clearly the following: a) a phase transition process in the solar dynamics from
high dimensional non Gaussian SOC state to a low dimensional non Gaussian
chaotic state, b) strong intermittent solar turbulence and anomalous
(multifractal) diffusion solar process, which is strengthened as the solar
dynamics makes phase transition to low dimensional chaos in accordance to
Ruzmaikin, Zeleny and Milovanov studies c) faithful agreement of Tsallis non
equilibrium statistical theory with the experimental estimations of i)
non-Gaussian probability distribution function, ii) multifractal scaling
exponent spectrum and generalized Renyi dimension spectrum, iii) exponent
spectrum of the structure functions estimated for the sunspot index and its
underlying non equilibrium solar dynamics.Comment: 40 pages, 11 figure
Numerical computation of nonlinear normal modes in mechanical engineering
This paper reviews the recent advances in computational methods for nonlinear normal modes (NNMs). Different algorithms for the computation of undamped and damped NNMs are presented, and their respective advantages and limitations are discussed. The methods are illustrated using various applications ranging from low-dimensional weakly nonlinear systems to strongly nonlinear industrial structures. © 2015 Elsevier Ltd
Physics-informed learning of governing equations from scarce data
Harnessing data to discover the underlying governing laws or equations that
describe the behavior of complex physical systems can significantly advance our
modeling, simulation and understanding of such systems in various science and
engineering disciplines. This work introduces a novel physics-informed deep
learning framework to discover governing partial differential equations (PDEs)
from scarce and noisy data for nonlinear spatiotemporal systems. In particular,
this approach seamlessly integrates the strengths of deep neural networks for
rich representation learning, physics embedding, automatic differentiation and
sparse regression to (1) approximate the solution of system variables, (2)
compute essential derivatives, as well as (3) identify the key derivative terms
and parameters that form the structure and explicit expression of the PDEs. The
efficacy and robustness of this method are demonstrated, both numerically and
experimentally, on discovering a variety of PDE systems with different levels
of data scarcity and noise accounting for different initial/boundary
conditions. The resulting computational framework shows the potential for
closed-form model discovery in practical applications where large and accurate
datasets are intractable to capture.Comment: 46 pages; 1 table, 6 figures and 3 extended data figures in main
text; 2 tables and 12 figures in supplementary informatio
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