Correlations, Risk and Crisis: From Physiology to Finance

We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases, and, at the same time, variance (and volatility) increases too. This effect is supported by many experiments and observations of groups of humans, mice, trees, grassy plants, and on financial time series. A general approach to the explanation of the effect through dynamics of individual adaptation of similar non-interactive individuals to a similar system of external factors is developed. Qualitatively, this approach follows Selye's idea about adaptation energy.Comment: 42 pages, 15 figures, misprints corrections, a proof is added, improved journal versio

Evolution of adaptation mechanisms: adaptation energy, stress, and oscillating death

In 1938, H. Selye proposed the notion of adaptation energy and published "Experimental evidence supporting the conception of adaptation energy". Adaptation of an animal to different factors appears as the spending of one resource. Adaptation energy is a hypothetical extensive quantity spent for adaptation. This term causes much debate when one takes it literally, as a physical quantity, i.e. a sort of energy. The controversial points of view impede the systematic use of the notion of adaptation energy despite experimental evidence. Nevertheless, the response to many harmful factors often has general non-specific form and we suggest that the mechanisms of physiological adaptation admit a very general and nonspecific description. We aim to demonstrate that Selye's adaptation energy is the cornerstone of the top-down approach to modelling of non-specific adaptation processes. We analyse Selye's axioms of adaptation energy together with Goldstone's modifications and propose a series of models for interpretation of these axioms. {\em Adaptation energy is considered as an internal coordinate on the `dominant path' in the model of adaptation}. The phenomena of `oscillating death' and `oscillating remission' are predicted on the base of the dynamical models of adaptation. Natural selection plays a key role in the evolution of mechanisms of physiological adaptation. We use the fitness optimization approach to study of the distribution of resources for neutralization of harmful factors, during adaptation to a multifactor environment, and analyse the optimal strategies for different systems of factors

Lyapunov-like Conditions of Forward Invariance and Boundedness for a Class of Unstable Systems

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable subsystems with one-dimensional unstable dynamics or critically stable dynamics. Systems of this type arise in problems of nonlinear output regulation, parameter estimation and adaptive control. In addition to providing boundedness and convergence criteria the results allow to derive domains of initial conditions corresponding to solutions leaving a given neighborhood of the origin at least once. In contrast to other works addressing convergence issues in unstable systems, our results require neither input-output characterizations for the stable part nor estimates of convergence rates. The results are illustrated with examples, including the analysis of phase synchronization of neural oscillators with heterogenous coupling

The Mystery of Two Straight Lines in Bacterial Genome Statistics. Release 2007

In special coordinates (codon position--specific nucleotide frequencies) bacterial genomes form two straight lines in 9-dimensional space: one line for eubacterial genomes, another for archaeal genomes. All the 348 distinct bacterial genomes available in Genbank in April 2007, belong to these lines with high accuracy. The main challenge now is to explain the observed high accuracy. The new phenomenon of complementary symmetry for codon position--specific nucleotide frequencies is observed. The results of analysis of several codon usage models are presented. We demonstrate that the mean--field approximation, which is also known as context--free, or complete independence model, or Segre variety, can serve as a reasonable approximation to the real codon usage. The first two principal components of codon usage correlate strongly with genomic G+C content and the optimal growth temperature respectively. The variation of codon usage along the third component is related to the curvature of the mean-field approximation. First three eigenvalues in codon usage PCA explain 59.1%, 7.8% and 4.7% of variation. The eubacterial and archaeal genomes codon usage is clearly distributed along two third order curves with genomic G+C content as a parameter.Comment: Significantly extended version with new data for all the 348 distinct bacterial genomes available in Genbank in April 200

Elastic principal manifolds and their practical applications

Principal manifolds serve as useful tool for many practical applications. These manifolds are defined as lines or surfaces passing through "the middle" of data distribution. We propose an algorithm for fast construction of grid approximations of principal manifolds with given topology. It is based on analogy of principal manifold and elastic membrane. The first advantage of this method is a form of the functional to be minimized which becomes quadratic at the step of the vertices position refinement. This makes the algorithm very effective, especially for parallel implementations. Another advantage is that the same algorithmic kernel is applied to construct principal manifolds of different dimensions and topologies. We demonstrate how flexibility of the approach allows numerous adaptive strategies like principal graph constructing, etc. The algorithm is implemented as a C++ package elmap and as a part of stand-alone data visualization tool VidaExpert, available on the web. We describe the approach and provide several examples of its application with speed performance characteristics.Comment: 26 pages, 10 figures, edited final versio

Thermodynamics in the Limit of Irreversible Reactions

For many real physico-chemical complex systems detailed mechanism includes both reversible and irreversible reactions. Such systems are typical in homogeneous combustion and heterogeneous catalytic oxidation. Most complex enzyme reactions include irreversible steps. The classical thermodynamics has no limit for irreversible reactions whereas the kinetic equations may have such a limit. We represent the systems with irreversible reactions as the limits of the fully reversible systems when some of the equilibrium concentrations tend to zero. The structure of the limit reaction system crucially depends on the relative rates of this tendency to zero. We study the dynamics of the limit system and describe its limit behavior as $t \to \infty$. If the reversible systems obey the principle of detailed balance then the limit system with some irreversible reactions must satisfy the {\em extended principle of detailed balance}. It is formulated and proven in the form of two conditions: (i) the reversible part satisfies the principle of detailed balance and (ii) the convex hull of the stoichiometric vectors of the irreversible reactions does not intersect the linear span of the stoichiometric vectors of the reversible reactions. These conditions imply the existence of the global Lyapunov functionals and alow an algebraic description of the limit behavior. The thermodynamic theory of the irreversible limit of reversible reactions is illustrated by the analysis of hydrogen combustion.Comment: 23 pages, extended version with fig

Dynamic and Thermodynamic Models of Adaptation

The concept of biological adaptation was closely connected to some mathematical, engineering and physical ideas from the very beginning. Cannon in his "The wisdom of the body" (1932) used the engineering vision of regulation. In 1938, Selye enriched this approach by the notion of adaptation energy. This term causes much debate when one takes it literally, i.e. as a sort of energy. Selye did not use the language of mathematics, but the formalization of his phenomenological theory in the spirit of thermodynamics was simple and led to verifiable predictions. In 1980s, the dynamics of correlation and variance in systems under adaptation to a load of environmental factors were studied and the universal effect in ensembles of systems under a load of similar factors was discovered: in a crisis, as a rule, even before the onset of obvious symptoms of stress, the correlation increases together with variance (and volatility). During 30 years, this effect has been supported by many observations of groups of humans, mice, trees, grassy plants, and on financial time series. In the last ten years, these results were supplemented by many new experiments, from gene networks in cardiology and oncology to dynamics of depression and clinical psychotherapy. Several systems of models were developed: the thermodynamic-like theory of adaptation of ensembles and several families of models of individual adaptation. Historically, the first group of models was based on Selye's concept of adaptation energy and used fitness estimates. Two other groups of models are based on the idea of hidden attractor bifurcation and on the advection--diffusion model for distribution of population in the space of physiological attributes. We explore this world of models and experiments, starting with classic works, with particular attention to the results of the last ten years and open questions.Comment: Review paper, 48 pages, 29 figures, 183 bibliography, the final version accepted in Phys Life Re

Clinical-immunohistochemical characteristics of atypical endometrial hyperplasia in women of reproductive age.

The article presents the analysis of clinical-morphological and immunohistochemical features of endometrial hyperplasia. 60 patients of reproductive age with non-atypical endometrial hyperplasia (EH) were examined. The following morphological distribution of its different types was established: glandular – 56.6%, glandular-cystic – 40.0%, stromal and cystic-atrophic forms  – 1.7%, respectively. When carrying out immunohistochemical studies, the expression of CD-138, a modern reliable marker of the presence of an inflammatory process in endometrial tissue was determined. In the group with non-atypical glandular EH, signs of the inflammatory process in the endometrium were verified in 7 (20.59%) patients. In the group with signs of glandular-cystic change of EH – in 11 (45,83%) patients, as well as in the only patient with non-atypical stromal EH (100,0%). In almost one-third of patients with different morphological types of EH in 19 (31.7%) of 60 the presence of structural-morphological signs of chronic endometritis was revealed, which was manifested by signs of lymphoplasmacytic infiltration, indicating the presence of chronic inflammatory process. These data indicate the possible pathogenetic role of inflammation as one of the trigger factors for the hyperplastic transformation of endometrial structures, which allows to confirm the role of infectious factors in the occurrence of these processes in almost one third of patients with non-atypical ЕН. Thus, the conducted studies indicate that the development of EН is a process based on both the infectious factor and hormonal metabolic disorders, which dictates different personalized approaches to therapeutic tactics