Non-intrusive and structure preserving multiscale integration of stiff ODEs, SDEs and Hamiltonian systems with hidden slow dynamics via flow averaging

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by slow variables (ii) {\it Versatile}: the method is based on averaging the flows of the given dynamical system (which may have hidden slow and fast processes) instead of averaging the instantaneous drift of assumed separated slow and fast processes. This bypasses the need for identifying explicitly (or numerically) the slow or fast variables (iii) {\it Nonintrusive}: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale (iv) {\it Convergent over two scales}: strongly over slow processes and in the sense of measures over fast ones. We introduce the related notion of two-scale flow convergence and analyze the convergence of these integrators under the induced topology (v) {\it Structure preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be made to be symplectic, time-reversible, and symmetry preserving (symmetries are group actions that leave the system invariant) in all variables. They are explicit and applicable to arbitrary stiff potentials (that need not be quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy and stability over four orders of magnitude of time scales. For stiff Langevin equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs reversible, quasi-symplectic on all variables and conformally symplectic with isotropic friction.Comment: 69 pages, 21 figure

Nonlinear brain dynamics as macroscopic manifestation of underlying many-body field dynamics

Neural activity patterns related to behavior occur at many scales in time and space from the atomic and molecular to the whole brain. Here we explore the feasibility of interpreting neurophysiological data in the context of many-body physics by using tools that physicists have devised to analyze comparable hierarchies in other fields of science. We focus on a mesoscopic level that offers a multi-step pathway between the microscopic functions of neurons and the macroscopic functions of brain systems revealed by hemodynamic imaging. We use electroencephalographic (EEG) records collected from high-density electrode arrays fixed on the epidural surfaces of primary sensory and limbic areas in rabbits and cats trained to discriminate conditioned stimuli (CS) in the various modalities. High temporal resolution of EEG signals with the Hilbert transform gives evidence for diverse intermittent spatial patterns of amplitude (AM) and phase modulations (PM) of carrier waves that repeatedly re-synchronize in the beta and gamma ranges at near zero time lags over long distances. The dominant mechanism for neural interactions by axodendritic synaptic transmission should impose distance-dependent delays on the EEG oscillations owing to finite propagation velocities. It does not. EEGs instead show evidence for anomalous dispersion: the existence in neural populations of a low velocity range of information and energy transfers, and a high velocity range of the spread of phase transitions. This distinction labels the phenomenon but does not explain it. In this report we explore the analysis of these phenomena using concepts of energy dissipation, the maintenance by cortex of multiple ground states corresponding to AM patterns, and the exclusive selection by spontaneous breakdown of symmetry (SBS) of single states in sequences.Comment: 31 page

Statistical mechanics of neocortical interactions: large-scale EEG influences on molecular processes

Recent calculations further supports the premise that large-scale synchronous firings of neurons may affect molecular processes. The context is scalp electroencephalography (EEG) during short-term memory (STM) tasks. The mechanism considered is $\mathbf{\Pi} = \mathbf{p} + q \mathbf{A}$ (SI units) coupling, where $\mathbf{p}$ is the momenta of free $\mathrm{Ca}^{2+}$ waves $q$ the charge of $\mathrm{Ca}^{2+}$ in units of the electron charge, and $\mathbf{A}$ the magnetic vector potential of current $\mathbf{I}$ from neuronal minicolumnar firings considered as wires, giving rise to EEG. Data has processed using multiple graphs to identify sections of data to which spline-Laplacian transformations are applied, to fit the statistical mechanics of neocortical interactions (SMNI) model to EEG data, sensitive to synaptic interactions subject to modification by $\mathrm{Ca}^{2+}$ waves.Comment: Accepted for publication in Journal of Theoretical Biolog

High-order adaptive multi-domain time integration scheme for microscale lithium-ion batteries simulations

We investigate the modeling and simulation of ionic transport and charge conservation in lithium-ion batteries (LIBs) at the microscale. It is a multiphysics problem that involves a wide range of time scales. The associated computational challenges motivate the investigation of numerical techniques that can decouple the time integration of the governing equations in the liquid electrolyte and the solid phase (active materials and current collectors). First, it is shown that semi-discretization in space of the non-dimensionalized governing equations leads to a system of index-1 semi-explicit differential algebraic equations (DAEs). Then, a new generation of strategies for multi-domain integration is presented, enabling high-order adaptive coupling of both domains in time. A simple 1D LIB half-cell code is implemented as a demonstrator of the new strategy for the simulation of different modes of cell operation. The integration of the decoupled subsystems is performed with high-order accurate implicit nonlinear solvers. The accuracy of the space discretization is assessed by comparing the numerical results to the analytical solutions. Then, temporal convergence studies demonstrate the accuracy of the new multi-domain coupling approach. Finally, the accuracy and computational efficiency of the adaptive coupling strategy are discussed in the light of the conditioning of the decoupled subproblems compared to the one of the fully-coupled problem. This new approach will constitute a key ingredient for the full scale 3D LIB high-fidelity simulations based on actual electrode microstructures

Fractals in the Nervous System: conceptual Implications for Theoretical Neuroscience

This essay is presented with two principal objectives in mind: first, to document the prevalence of fractals at all levels of the nervous system, giving credence to the notion of their functional relevance; and second, to draw attention to the as yet still unresolved issues of the detailed relationships among power law scaling, self-similarity, and self-organized criticality. As regards criticality, I will document that it has become a pivotal reference point in Neurodynamics. Furthermore, I will emphasize the not yet fully appreciated significance of allometric control processes. For dynamic fractals, I will assemble reasons for attributing to them the capacity to adapt task execution to contextual changes across a range of scales. The final Section consists of general reflections on the implications of the reviewed data, and identifies what appear to be issues of fundamental importance for future research in the rapidly evolving topic of this review

Scalable Approach to Uncertainty Quantification and Robust Design of Interconnected Dynamical Systems

Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to operate in a hostile cluttered urban environment, and the distributed and dynamic nature of the communication and computation resources. Model-based robust design is difficult because of the complexity of the hybrid dynamic models including continuous vehicle dynamics, the discrete models of computations and communications, and the size of the problem. We will overview recent advances in methodology and tools to model, analyze, and design robust autonomous aerospace systems operating in uncertain environment, with stress on efficient uncertainty quantification and robust design using the case studies of the mission including model-based target tracking and search, and trajectory planning in uncertain urban environment. To show that the methodology is generally applicable to uncertain dynamical systems, we will also show examples of application of the new methods to efficient uncertainty quantification of energy usage in buildings, and stability assessment of interconnected power networks