Automated Model Reduction for Complex Systems exhibiting Metastability

We present a novel method for the identification of the most important metastable states of a system with complicated dynamical behavior from time series information. The novel approach represents the effective dynamics of the full system by a Markov jump process between metastable states and the dynamics within each of these metastable states by rather simple stochastic differential equations (SDEs). Its algorithmic realization exploits the concept of hidden Markov models with output behavior given by SDEs. The numerical effort of the method is linear in the length of the given time series and quadratic in terms of the number of metastable states. The performance of the resulting method is illustrated by numerical tests and by application to molecular dynamics time series of a trialanine molecule

Discrete- and Continuous-Time Probabilistic Models and Algorithms for Inferring Neuronal UP and DOWN States

UP and DOWN states, the periodic fluctuations between increased and decreased spiking activity of a neuronal population, are a fundamental feature of cortical circuits. Understanding UP-DOWN state dynamics is important for understanding how these circuits represent and transmit information in the brain. To date, limited work has been done on characterizing the stochastic properties of UP-DOWN state dynamics. We present a set of Markov and semi-Markov discrete- and continuous-time probability models for estimating UP and DOWN states from multiunit neural spiking activity. We model multiunit neural spiking activity as a stochastic point process, modulated by the hidden (UP and DOWN) states and the ensemble spiking history. We estimate jointly the hidden states and the model parameters by maximum likelihood using an expectation-maximization (EM) algorithm and a Monte Carlo EM algorithm that uses reversible-jump Markov chain Monte Carlo sampling in the E-step. We apply our models and algorithms in the analysis of both simulated multiunit spiking activity and actual multi- unit spiking activity recorded from primary somatosensory cortex in a behaving rat during slow-wave sleep. Our approach provides a statistical characterization of UP-DOWN state dynamics that can serve as a basis for verifying and refining mechanistic descriptions of this process.National Institutes of Health (U.S.) (Grant R01-DA015644)National Institutes of Health (U.S.) (Director Pioneer Award DP1- OD003646)National Institutes of Health (U.S.) (NIH/NHLBI grant R01-HL084502)National Institutes of Health (U.S.) (NIH institutional NRSA grant T32 HL07901

Analysis of DC microgrids as stochastic hybrid systems

A modeling framework for dc microgrids and distribution systems based on the dual active bridge (DAB) topology is presented. The purpose of this framework is to accurately characterize dynamic behavior of multi-converter systems as a function of exogenous load and source inputs. The base model is derived for deterministic inputs and then extended for the case of stochastic load behavior. At the core of the modeling framework is a large-signal DAB model that accurately describes the dynamics of both ac and dc state variables. This model addresses limitations of existing DAB converter models, which are not suitable for system-level analysis due to inaccuracy and poor upward scalability. The converter model acts as a fundamental building block in a general procedure for constructing models of multi-converter systems. System-level model construction is only possible due to structural properties of the converter model that mitigate prohibitive increases in size and complexity. To characterize the impact of randomness in practical loads, stochastic load descriptions are included in the deterministic dynamic model. The combined behavior of distributed loads is represented by a continuous-time stochastic process. Models that govern this load process are generated using a new modeling procedure, which builds incrementally from individual device-level representations. To merge the stochastic load process and deterministic dynamic models, the microgrid is modeled as a stochastic hybrid system. The stochastic hybrid model predicts the evolution of moments of dynamic state variables as a function of load model parameters. Moments of dynamic states provide useful approximations of typical system operating conditions over time. Applications of the deterministic models include system stability analysis and computationally efficient time-domain simulation. The stochastic hybrid models provide a framework for performance assessment and optimization --Abstract, page iv

Conformation Dynamics

This article surveys the present state of the transfer operator approach to the effective dynamics of metastable dynamical systems and the variety of algorithms associated with it