Mixed Effects Modeling of Deterministic and Stochastic Dynamical Systems - Methods and Applications in Drug Development

Mathematical models based on ordinary differential equations (ODEs) are commonly used for describing the evolution of a system over time. In drug development, pharmacokinetic (PK) and pharmacodynamic (PD) models are used to characterize the exposure and effect of drugs. When developing mathematical models, an important step is to infer model parameters from experimental data. This can be a challenging problem, and the methods used need to be efficient and robust for the modeling to be successful. This thesis presents the development of a set of novel methods for mathematical modeling of dynamical systems and their application to PK-PD modeling in drug development.A method for regularizing the parameter estimation problem for dynamical systems is presented. The method is based on an extension of ODEs to stochastic differential equations (SDEs), which allows for stochasticity in the system dynamics, and is shown to lead to a parameter estimation problem that is easier to solve.The combination of parameter variability and SDEs are investigated, allowing for an additional source of variability compared to the standard nonlinear mixed effects (NLME) model. For NLME models with dynamics described using either ODEs or SDEs, a novel parameter estimation algorithm is presented. The method is a gradient-based optimization method where the exact gradient of the likelihood function is calculated using sensitivity equations, which is shown to give a substantial improvement in computational speed compared to existing methods. The methods developed have been integrated into NLMEModeling, a freely available software package for mixed effects modeling in Wolfram Mathematica. The package allows for general model specifications and offers a user-friendly environment for NLME modeling of dynamical systems.The SDE-NLME framework is used in two applied modeling problems in drug development. First, a previously published PK model of nicotinic acid is extended to incorporate SDEs. By extending the ODE model to an SDE model, it is shown that an additional source of variability can be quantified. Second, the SDE-NLME framework is applied in a model-based analysis of peak expiratory flow (PEF) diary data from two Phase III studies in asthma. The established PEF model can describe several aspects of the PEF dynamics, including long-term fluctuations. The association to exacerbation risk is investigated using a repeated time-to-event model, and several characteristics of the PEF dynamics are shown to be associated with exacerbation risk.The research presented in this doctoral thesis demonstrates the development of a set of methods and applications of mathematical modeling of dynamical systems. In this work, the methods were primarily applied in the field of PK-PD modeling, but are also applicable in other scientific fields

Uncertainty quantification in ocean state estimation

Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy at the Massachusetts Institute of Technology and the Woods Hole Oceanographic Institution February 2013Quantifying uncertainty and error bounds is a key outstanding challenge in ocean state estimation and climate research. It is particularly difficult due to the large dimensionality of this nonlinear estimation problem and the number of uncertain variables involved. The “Estimating the Circulation and Climate of the Oceans” (ECCO) consortium has developed a scalable system for dynamically consistent estimation of global time-evolving ocean state by optimal combination of ocean general circulation model (GCM) with diverse ocean observations. The estimation system is based on the "adjoint method" solution of an unconstrained least-squares optimization problem formulated with the method of Lagrange multipliers for fitting the dynamical ocean model to observations. The dynamical consistency requirement of ocean state estimation necessitates this approach over sequential data assimilation and reanalysis smoothing techniques. In addition, it is computationally advantageous because calculation and storage of large covariance matrices is not required. However, this is also a drawback of the adjoint method, which lacks a native formalism for error propagation and quantification of assimilated uncertainty. The objective of this dissertation is to resolve that limitation by developing a feasible computational methodology for uncertainty analysis in dynamically consistent state estimation, applicable to the large dimensionality of global ocean models. Hessian (second derivative-based) methodology is developed for Uncertainty Quantification (UQ) in large-scale ocean state estimation, extending the gradient-based adjoint method to employ the second order geometry information of the model-data misfit function in a high-dimensional control space. Large error covariance matrices are evaluated by inverting the Hessian matrix with the developed scalable matrix-free numerical linear algebra algorithms. Hessian-vector product and Jacobian derivative codes of the MIT general circulation model (MITgcm) are generated by means of algorithmic differentiation (AD). Computational complexity of the Hessian code is reduced by tangent linear differentiation of the adjoint code, which preserves the speedup of adjoint checkpointing schemes in the second derivative calculation. A Lanczos algorithm is applied for extracting the leading rank eigenvectors and eigenvalues of the Hessian matrix. The eigenvectors represent the constrained uncertainty patterns. The inverse eigenvalues are the corresponding uncertainties. The dimensionality of UQ calculations is reduced by eliminating the uncertainty null-space unconstrained by the supplied observations. Inverse and forward uncertainty propagation schemes are designed for assimilating observation and control variable uncertainties, and for projecting these uncertainties onto oceanographic target quantities. Two versions of these schemes are developed: one evaluates reduction of prior uncertainties, while another does not require prior assumptions. The analysis of uncertainty propagation in the ocean model is time-resolving. It captures the dynamics of uncertainty evolution and reveals transient and stationary uncertainty regimes. The system is applied to quantifying uncertainties of Antarctic Circumpolar Current (ACC) transport in a global barotropic configuration of the MITgcm. The model is constrained by synthetic observations of sea surface height and velocities. The control space consists of two-dimensional maps of initial and boundary conditions and model parameters. The size of the Hessian matrix is O(1010) elements, which would require O(60GB) of uncompressed storage. It is demonstrated how the choice of observations and their geographic coverage determines the reduction in uncertainties of the estimated transport. The system also yields information on how well the control fields are constrained by the observations. The effects of controls uncertainty reduction due to decrease of diagonal covariance terms are compared to dynamical coupling of controls through off-diagonal covariance terms. The correlations of controls introduced by observation uncertainty assimilation are found to dominate the reduction of uncertainty of transport. An idealized analytical model of ACC guides a detailed time-resolving understanding of uncertainty dynamics.This thesis was supported in part by the National Science Foundation (NSF) Collaboration in Mathematical Geosciences (CMG) grant ARC-0934404, and the Department of Energy (DOE) ISICLES initiative under LANL sub-contract 139843-1. Partial funding was provided by the department of Mechanical Engineering at MIT and by the Academic Programs Office at WHOI. My participation in the IMA "Large-scale Inverse Problems and Quantification of Uncertainty" workshop was partially funded by IMA NSF grants

Differentiable Simulator For Dynamic & Stochastic Optimal Gas & Power Flows

In many power systems, particularly those isolated from larger intercontinental grids, operational dependence on natural gas becomes pivotal, especially during fluctuations or unavailability of renewables coupled with uncertain consumption patterns. Efficient orchestration and inventive strategies are imperative for the smooth functioning of these standalone gas-grid systems. This paper delves into the challenge of synchronized dynamic and stochastic optimization for independent transmission-level gas-grid systems. Our approach's novelty lies in amalgamating the staggered-grid method for the direct assimilation of gas-flow PDEs with an automated sensitivity analysis facilitated by SciML/Julia, further enhanced by an intuitive linkage between gas and power grids via nodal flows. We initiate with a single pipe to establish a versatile and expandable methodology, later showcasing its effectiveness with increasingly intricate examples.Comment: 7 pages, 7 figures, submitted to PSCC 202

Optimal Control within the Context of Multidisciplinary Design, Analysis, and Optimization

Multidisciplinary design, analysis and optimization involves modeling the interactions of complex systems across a variety of disciplines. The optimization of such systems can be a computationally expensive exercise with multiple levels of nested nonlinear solvers running under an optimizer.The application of optimal control in project development often involves performing trajectory optimization for fixed vehicle designs or parametric sweeps across some key vehicle properties.This information is then relayed to the subsystem design teams who update their designs and relay some bulk characteristics back to the trajectory optimization procedure.This iteration is then repeated until the design closes.However, with increasing interest in more tightly coupled systems, such as electric and hybrid-electric aircraft propulsion and boundary layer ingestion, this process is prone to ignore subtle coupling between vehicle subsystem designs and vehicle operation on a given mission.Integrating trajectory optimization into a tightly coupled multidisciplinary design procedure can be computationally prohibitive, depending on the complexity of the subsystem analyses and the optimal control technique applied.To address these issues a new optimal control software tool, Dymos, has been developed.Dymos is built upon NASA's OpenMDAO software and can leverage its capabilities to efficiently compute gradients for the optimization and optimize complex models in parallel on distributed memory systems.This report provides some explanation into the numerical methods employed in Dymos and provides several use cases that demonstrate its performance on traditional optimal control problems and improvements ino techniques have been used extensively in recent decades to solve a variety of optimal control problems, typically in the form of aerospace vehicle trajectory optimization

Adjoint-Based Uncertainty Quantification and Sensitivity Analysis for Reactor Depletion Calculations

Depletion calculations for nuclear reactors model the dynamic coupling between the material composition and neutron flux and help predict reactor performance and safety characteristics. In order to be trusted as reliable predictive tools and inputs to licensing and operational decisions, the simulations must include an accurate and holistic quantification of errors and uncertainties in its outputs. Uncertainty quantification is a formidable challenge in large, realistic reactor models because of the large number of unknowns and myriad sources of uncertainty and error. We present a framework for performing efficient uncertainty quantification in depletion problems using an adjoint approach, with emphasis on high-fidelity calculations using advanced massively parallel computing architectures. This approach calls for a solution to two systems of equations: (a) the forward, engineering system that models the reactor, and (b) the adjoint system, which is mathematically related to but different from the forward system. We use the solutions of these systems to produce sensitivity and error estimates at a cost that does not grow rapidly with the number of uncertain inputs. We present the framework in a general fashion and apply it to both the source-driven and k-eigenvalue forms of the depletion equations. We describe the implementation and verification of solvers for the forward and ad- joint equations in the PDT code, and we test the algorithms on realistic reactor analysis problems. We demonstrate a new approach for reducing the memory and I/O demands on the host machine, which can be overwhelming for typical adjoint algorithms. Our conclusion is that adjoint depletion calculations using full transport solutions are not only computationally tractable, they are the most attractive option for performing uncertainty quantification on high-fidelity reactor analysis problems

Data-driven modelling of biological multi-scale processes

Biological processes involve a variety of spatial and temporal scales. A holistic understanding of many biological processes therefore requires multi-scale models which capture the relevant properties on all these scales. In this manuscript we review mathematical modelling approaches used to describe the individual spatial scales and how they are integrated into holistic models. We discuss the relation between spatial and temporal scales and the implication of that on multi-scale modelling. Based upon this overview over state-of-the-art modelling approaches, we formulate key challenges in mathematical and computational modelling of biological multi-scale and multi-physics processes. In particular, we considered the availability of analysis tools for multi-scale models and model-based multi-scale data integration. We provide a compact review of methods for model-based data integration and model-based hypothesis testing. Furthermore, novel approaches and recent trends are discussed, including computation time reduction using reduced order and surrogate models, which contribute to the solution of inference problems. We conclude the manuscript by providing a few ideas for the development of tailored multi-scale inference methods.Comment: This manuscript will appear in the Journal of Coupled Systems and Multiscale Dynamics (American Scientific Publishers