Identification of partial differential equation models for a class of multiscale spatio-temporal dynamical systems

In this paper, the identification of a class of multiscale spatio-temporal dynamical sys-tems, which incorporate multiple spatial scales, from observations is studied. The proposed approach is a combination of Adams integration and an orthogonal least squares algorithm, in which the multiscale operators are expanded, using polynomials as basis functions, and the spatial derivatives are estimated by finite difference methods. The coefficients of the polynomials can vary with respect to the space domain to represent the feature of multiple scales involved in the system dynamics and are approximated using a B-spline wavelet multi-resolution analysis (MRA). The resulting identified models of the spatio-temporal evolution form a system of partial differential equations with different spatial scales. Examples are provided to demonstrate the efficiency of the proposed method

Peptide mass fingerprinting using field-programmable gate arrays

The reconfigurable computing paradigm, which exploits the flexibility and versatility of field-programmable gate arrays (FPGAs), has emerged as a powerful solution for speeding up time-critical algorithms. This paper describes a reconfigurable computing solution for processing raw mass spectrometric data generated by MALDI-TOF instruments. The hardware-implemented algorithms for denoising, baseline correction, peak identification, and deisotoping, running on a Xilinx Virtex-2 FPGA at 180 MHz, generate a mass fingerprint that is over 100 times faster than an equivalent algorithm written in C, running on a Dual 3-GHz Xeon server. The results obtained using the FPGA implementation are virtually identical to those generated by a commercial software package MassLynx

Consistent parameter identification of partial differential equation models from noisy observations

This paper introduces a new residual-based recursive parameter estimation algorithm for linear partial differential equations. The main idea is to replace unmeasurable noise variables by noise estimates and to compute recursively both the model parameter and noise estimates. It is proven that under some mild assumptions the estimated parameters converge to the true values with probability one. Numerical examples that demonstrate the effectiveness of the proposed approach are also provided

Identification of N-state spatio-temporal dynamical systems using a polynomial model

A multivariable polynomial model is introduced to describe n-state spatio-temporal systems. Based on this model, a new neighbourhood detection and transition rules determination method is proposed. Simulation results illustrate that the new method performs well even when the patterns are corrupted by static and dynamical noise

Multiscale identification of spatio-temporal dynamical systems using a wavelet multiresolution analysis

In this paper, a new algorithm for the multiscale identification of spatio-temporal dynamical systems is derived. It is shown that the input and output observations can be represented in a multiscale manner based on a wavelet multiresolution analysis. The system dynamics at some specific scale of interest can then be identified using an orthogonal forward leastsquares algorithm. This model can then be converted between different scales to produce predictions of the system outputs at different scales. The method can be applied to both multiscale and conventional spatio-temporal dynamical systems. For multiscale systems, the method can generate a parsimonious and effective model at a coarser scale while considering the effects from finer scales. Additionally, the proposed method can be used to improve the performance of the identification when measurements are noisy. Numerical examples are provided to demonstrate the application of the proposed new approach

A cellular automata modelling of dendritic crystal growth based on Moore and von Neumann neighbourhood

An important step in understanding crystal growth patterns involves simulation of the growth processes using mathematical models. In this paper some commonly used models in this area are reviewed, and a new simulation model of dendritic crystal growth based on the Moore and von Neumann neighbourhoods in cellular automata models are introduced. Simulation examples are employed to find ap- propriate parameter configurations to generate dendritic crystal growth patterns. Based on these new modelling results the relationship between tip growth speed and the parameters of the model are investigated

Multiscale modelling and identification of a class of lattice dynamical systems

A new multiscale modelling framework is introduced to describe a class of lattice dynamical systems (LDS), which can be used to model natural systems involving multiphysics and the multi-resolution facets of a single spatio-temporal dynamical system. The emphasis of the paper is on the multi-resolution facets, with respect to the spatial domain, of a single spatio-temporal dynamical system by using a Haar wavelet decomposition technique. A multiscale identification method for such systems is then proposed, which can be considered as a dual of the multigrid method. The proposed identification method involves three steps: the system dynamics at some specific scale of interest are identified using a recursive least-squares algorithm; the residual is then projected onto coarser scales using Haar wavelets and the parameter estimation errors are minimized; and finally a coarse correction procedure is applied to the original scale. An outstanding advantage of the proposed identification method is a saving on the computational costs. Numerical examples are provided to demonstrate the application of the proposed new approach

Multiscale time series modelling with an application to the relativistic electron intensity at the geosynchronous orbit

In this paper, a Bayesian system identification approach to multiscale time series modelling is proposed, where multiscale means that the output of the system is observed at one(coarse) resolution while the input of the system is observed at another (One) resolution. The proposed method identifies linear models at different levels of resolution where the link between the two resolutions is realised via non-overlapping averaging process. This averaged time series at the coarse level of resolution is assumed to be a set of observations from an implied process so that the implied process and the output of the system result in an errors-in-variables ARMAX model at the coarse level of resolution. By using a Bayesian inference and Markov Chain Monte Carlo (MCMC) method, such a modelling framework results in different dynamical models at different levels of resolution at the same time. The new method is also shown to have the ability to combine information across different levels of resolution. An application to the analysis of the relativistic electron intensity at the geosynchronous orbit is used to illustrate the new method

Model term selection for spatio-temporal system identification using mutual information

A new mutual information based algorithm is introduced for term selection in spatio-temporal models. A generalised cross validation procedure is also introduced for model length determination and examples based on cellular automata, coupled map lattice and partial differential equations are described

A simple scalar coupled map lattice model for excitable media

A simple scalar coupled map lattice model for excitable media is intensively analysed in this paper. This model is used to explain the excitability of excitable media, and a Hopf-like bifurcation is employed to study the different spatio-temporal patterns produced by the model. Several basic rules for the construction of these kinds of models are proposed. Illustrative examples demonstrate that the sCML model is capable of generating complex spatiotemporal patterns