We demonstrate the utility of the equation-free methodology developed by one of the authors (IGK) for the study of scalar conservation laws with disordered initial conditions. The numerical scheme is benchmarked on exact solutions in Burgers turbulence corresponding to Levy process initial data. For these initial data, the kinetics of shock clustering is described by Smoluchowski's coagulation equation with additive kernel. The equation-free methodology is used to develop a particle scheme that computes self-similar solutions to the coagulation equation, including those with fat tails.

The exploration of epidemic dynamics on dynamically evolving ("adaptive") networks poses nontrivial challenges to the modeler, such as the determination of a small number of informative statistics of the detailed network state (that is, a few "good observables") that usefully summarize the overall (macroscopic, systems-level) behavior. Obtaining reduced, small size accurate models in terms of these few statistical observables - that is, trying to coarse-grain the full network epidemic model to a small but useful macroscopic one - is even more daunting. Here we describe a data-based approach to solving the first challenge: the detection of a few informative collective observables of the detailed epidemic dynamics. This is accomplished through Diffusion Maps (DMAPS), a recently developed data-mining technique. We illustrate the approach through simulations of a simple mathematical model of epidemics on a network: a model known to exhibit complex temporal dynamics. We discuss potential extensions of the approach, as well as possible shortcomings.

Spike-timing-dependent plasticity is the process by which the strengths of connections between neurons are modified as a result of the precise timing of the action potentials fired by the neurons. We consider a model consisting of one integrate-and-fire neuron receiving excitatory inputs from a large number-here, 1000-of Poisson neurons whose synapses are plastic. When correlations are introduced between the firing times of these input neurons, the distribution of synaptic strengths shows interesting, and apparently low-dimensional, dynamical behaviour. This behaviour is analysed in two different parameter regimes using equation-free techniques, which bypass the explicit derivation of the relevant low-dimensional dynamical system. We demonstrate both coarse projective integration (which speeds up the time integration of a dynamical system) and the use of recently developed data mining techniques to identify the appropriate low-dimensional description of the complex dynamical systems in our model.

We consider a harmonically driven acoustic medium in the form of a (finite length) highly nonlinear granular crystal with an amplitude-and frequency-dependent boundary drive. Despite the absence of a linear spectrum in the system, we identify resonant periodic propagation whereby the crystal responds at integer multiples of the drive period and observe that this can lead to local maxima of transmitted force at its fixed boundary. In addition, we identify and discuss minima of the transmitted force ("antiresonances") between these resonances. Representative one-parameter complex bifurcation diagrams involve period doublings and Neimark-Sacker bifurcations as well as multiple isolas (e.g., of period-3, -4, or -5 solutions entrained by the forcing). We combine them in a more detailed, two-parameter bifurcation diagram describing the stability of such responses to both frequency and amplitude variations of the drive. This picture supports a notion of a (purely) "nonlinear spectrum" in a system which allows no sound wave propagation (due to zero sound speed: the so-called sonic vacuum). We rationalize this behavior in terms of purely nonlinear building blocks: apparent traveling and standing nonlinear waves.

It is anticipated that in future generations of massively parallel computer systems a significant portion of processors may suffer from hardware or software faults rendering large-scale computations useless. In this work we address this problem from the algorithmic side, proposing resilient algorithms that can recover from such faults irrespective of their fault origin. In particular, we set the foundations of a new class of algorithms that will combine numerical approximations with machine learning methods. To this end, we consider three types of fault scenarios: (1) a gappy region but with no previous gaps and no contamination of surrounding simulation data, (2) a space-time gappy region but with full spatiotemporal information and no contamination, and (3) previous gaps with contamination of surrounding data. To recover from such faults we employ different reconstruction and simulation methods, namely the projective integration, the co-Kriging interpolation, and the resimulation method. In order to compare the effectiveness of these methods for the different processor faults and to quantify the error propagation in each case, we perform simulations of two benchmark flows, flow in a cavity and flow past a circular cylinder. In general, the projective integration seems to be the most effective method when the time gaps are small, and the resimulation method is the best when the time gaps are big while the co-Kriging method is independent of time gaps. Furthermore, the projective integration method and the co-Kriging method are found to be good estimation methods for the initial and boundary conditions of the resimulation method in scenario (3).

The Koopman operator is a linear but infinite-dimensional operator that governs the evolution of scalar observables defined on the state space of an autonomous dynamical system and is a powerful tool for the analysis and decomposition of nonlinear dynamical systems. In this manuscript, we present a data-driven method for approximating the leading eigenvalues, eigenfunctions, and modes of the Koopman operator. The method requires a data set of snapshot pairs and a dictionary of scalar observables, but does not require explicit governing equations or interaction with a “black box” integrator. We will show that this approach is, in effect, an extension of dynamic mode decomposition (DMD), which has been used to approximate the Koopman eigenvalues and modes. Furthermore, if the data provided to the method are generated by a Markov process instead of a deterministic dynamical system, the algorithm approximates the eigenfunctions of the Kolmogorov backward equation, which could be considered as the “stochastic Koopman operator” (Mezic in Nonlinear Dynamics 41(1–3): 309–325, 2005). Finally, four illustrative examples are presented: two that highlight the quantitative performance of the method when presented with either deterministic or stochastic data and two that show potential applications of the Koopman eigenfunctions.

In recent years, individual-based/agent-based modeling has been applied to study a wide range of applications, ranging from engineering problems to phenomena in sociology, economics and biology. Simulating such agent-based models over extended spatiotemporal domains can be prohibitively expensive due to stochasticity and the presence of multiple scales. Nevertheless, many agent-based problems exhibit smooth behavior in space and time on a macroscopic scale, suggesting that a useful coarse-grained continuum model could be obtained. For such problems, the equation-free framework [16-18] can significantly reduce the computational cost. Patch dynamics is an essential component of this framework. This scheme is designed to perform numerical simulations of an unavailable macroscopic equation on macroscopic time and length scales; it uses appropriately initialized simulations of the fine-scale agent-based model in a number of small "patches", which cover only a fraction of the spatiotemporal domain. In this work, we construct a finite-volume-inspired conservative patch dynamics scheme and apply it to a financial market agent-based model based on the work of Omurtag and Sirovich [22]. We first apply our patch dynamics scheme to a continuum approximation of the agent-based model, to study its performance and analyze its accuracy. We then apply the scheme to the agent-based model itself. Our computational experiments indicate that here, typically, the patch dynamics-based simulation needs to be performed in only 20% of the full agent simulation space, and in only 10% of the temporal domain. (C) 2015 IMACS. Published by Elsevier B.V. All rights reserved.

We demonstrate that the Koopman eigenfunctions and eigenvalues define a set of intrinsic coordinates, which serve as a natural framework for fusing measurements obtained from heterogeneous collections of sensors in systems governed by nonlinear evolution laws. These measurements can be nonlinear, but must, in principle, be rich enough to allow the state to be reconstructed. We approximate the associated Koopman operator using extended dynamic mode decomposition, so the method only requires time series of data for each set of measurements, and a single set of "joint" measurements, which are known to correspond to the same underlying state. We apply this procedure to the FitzHugh-Nagumo PDE, and fuse measurements taken at a single point with principal-component measurements. Copyright (C) EPLA, 2015

Transient activation of the highly conserved extracellular-signal-regulated kinase (ERK) establishes precise patterns of cell fates in developing tissues. Quantitative parameters of these transients are essentially unknown, but a growing number of studies suggest that changes in these parameters can lead to a broad spectrum of developmental abnormalities. We provide a detailed quantitative picture of an ERK-dependent inductive signaling event in the early Drosophila embryo, an experimental system that offers unique opportunities for high-throughput studies of developmental signaling. Our analysis reveals a spatiotemporal pulse of ERK activation that is consistent with a model in which transient production of a short-ranged ligand feeds into a simple signal interpretation system. The pulse of ERK signaling acts as a switch in controlling the expression of the ERK target gene. The quantitative approach that led to this model, based on the integration of data from fixed embryos and live imaging, can be extended to other developmental systems patterned by transient inductive signals.

We study the coarse-grained, reduced dynamics of an agent-based market model due to Omurtag and Sirovich [18]. We first describe the large agent number, deterministic limit of the system dynamics by performing numerical bifurcation calculations on a continuum approximation of their model. By exploring a broad parameter space, we observe several interesting phenomena including turning points leading to unstable stationary agent density distributions as well as a type of "termination point." Close to these deterministic turning points we expect the stochastic underlying model to exhibit rare event transitions. We then proceed to discuss a coarse-grained approach to the quantitative study of these rare events. The basic assumption is that the dynamics of the system can be decomposed into fast (noise) and slow (single reaction coordinate) dynamics, so that the system can be described by an effective, coarse-grained Fokker-Planck(FP) equation. An explicit form of this effective FP equation is not available; in our computations we bypass the lack of a closed form equation by numerically estimating its components - the drift and diffusion coefficients - from ensembles of short bursts of microscopic simulations with judiciously chosen initial conditions. The reaction coordinate is first constructed based on our understanding of the continuum model close to the turning points, and it gives results reasonably close to those from brute-force direct simulations. When no guidelines for the selection of a good reaction coordinate are available, data-mining tools, in particular Diffusion Maps, can be used to determine a suitable reaction coordinate. In the third part of this work we demonstrate this "variable-free" approach by constructing a reaction coordinate simply based on the data from the simulation itself. This Diffusion Map based, empirical coordinate gives results consistent with the direct simulation.

Epithelial tissue, in which cells adhere tightly to each other and to the underlying substrate, is one of the four major tissue types in adult organisms. In embryos, epithelial sheets serve as versatile substrates during the formation of developing organs. Some aspects of epithelial morphogenesis can be adequately described using vertex models, in which the two-dimensional arrangement of epithelial cells is approximated by a polygonal lattice with an energy that has contributions reflecting the properties of individual cells and their interactions. Previous studies with such models have largely focused on dynamics confined to two spatial dimensions and analyzed them numerically. We show how these models can be extended to account for three-dimensional deformations and studied analytically. Starting from the extended model, we derive a continuum plate description of cell sheets, in which the effective tissue properties, such as bending rigidity, are related explicitly to the parameters of the vertex model. To derive the continuum plate model, we duly take into account a microscopic shift between the two sub-lattices of the hexagonal network, which has been ignored in previous work. As an application of the continuum model, we analyze tissue buckling by a line tension applied along a circular contour, a simplified set-up relevant to several situations in the developmental contexts. The buckling thresholds predicted by the continuum description are in good agreement with the results of stability calculations based on the vertex model. Our results establish a direct connection between discrete and continuum descriptions of cell sheets and can be used to probe a wide range of morphogenetic processes in epithelial tissues.

Understanding the mechanisms by which proteins fold from disordered amino-acid chains to spatially ordered structures remains an area of active inquiry. Molecular simulations can provide atomistic details of the folding dynamics which complement experimental findings. Conventional order parameters, such as root-mean-square deviation and radius of gyration, provide structural information but fail to capture the underlying dynamics of the protein folding process. It is therefore advantageous to adopt a method that can systematically analyze simulation data to extract relevant structural as well as dynamical information. The nonlinear dimensionality reduction technique known as diffusion maps automatically embeds the high-dimensional folding trajectories in a lower-dimensional space from which one can more easily visualize folding pathways, assuming the data lie approximately on a lower-dimensional manifold. The eigenvectors that parametrize the low-dimensional space, furthermore, are determined systematically, rather than chosen heuristically, as is done with phenomenological order parameters. We demonstrate that diffusion maps can effectively characterize the folding process of a Trp-cage miniprotein. By embedding molecular dynamics simulation trajectories of Trp-cage folding in diffusion maps space, we identify two folding pathways and intermediate structures that are consistent with the previous studies, demonstrating that this technique can be employed as an effective way of analyzing and constructing protein folding pathways from molecular simulations. (C) 2015 AIP Publishing LLC.

Progress of development is commonly reconstructed from imaging snapshots of chemical or mechanical processes in fixed tissues. As a first step in these reconstructions, snapshots must be spatially registered and ordered in time. Currently, image registration and ordering are often done manually, requiring a significant amount of expertise with a specific system. However, as the sizes of imaging data sets grow, these tasks become increasingly difficult, especially when the images are noisy and the developmental changes being examined are subtle. To address these challenges, we present an automated approach to simultaneously register and temporally order imaging data sets. The approach is based on vector diffusion maps, a manifold learning technique that does not require a priori knowledge of image features or a parametric model of the developmental dynamics. We illustrate this approach by registering and ordering data from imaging studies of pattern formation and morphogenesis in three model systems. We also provide software to aid in the application of our methodology to other experimental data sets.

As microscopic (e.g. atomistic, stochastic, agent-based, particle-based) simulations become increasingly prevalent in the modeling of complex systems, so does the need to systematically coarse-grain the information they provide. Before even starting to formulate relevant coarse-grained equations, we need to determine the right macroscopic observables—the right variables in terms of which emergent behavior will be described. This paper illustrates the use of data mining (and, in particular, diffusion maps, a nonlinear manifold learning technique) in coarse-graining the dynamics of a particle-based model of animal swarming. Our computational data-driven coarse-graining approach extracts two coarse (collective) variables from the detailed particle-based simulations, and helps formulate a low-dimensional stochastic differential equation in terms of these two collective variables; this allows the efficient quantification of the interplay of “informed” and “naive” individuals in the collective swarm dynamics. We also present a brief exploration of swarm breakup and use data-mining in an attempt to identify useful predictors for it. In our discussion of the scope and limitations of the approach we focus on the key step of selecting an informative metric, allowing us to usefully compare different particle swarm configurations.

In this paper we present a novel approach to the computation of convex invariant sets of dynamical systems. Employing a Banach space formalism to describe differences of convex compact subsets of Rn by directed sets, we are able to formulate the property of a convex, compact set to be invariant as a zero-finding problem in this Banach space. We need either the additional restrictive assumption that the image of sets from a subclass of convex compact sets under the dynamics remains convex, or we have to convexify these images. In both cases we can apply Newton's method in Banach spaces to approximate such invariant sets if an appropriate smoothness of a set-valued map holds. The theoretical foundations for realizing this approach are analyzed, and it is illustrated first by analytical and then by numerical examples.

We propose and illustrate an approach to coarse-graining the dynamics of evolving networks, i.e., networks whose connectivity changes dynamically. The approach is based on the equation-free framework: short bursts of detailed network evolution simulations are coupled with lifting and restriction operators that translate between actual network realizations and their appropriately chosen coarse observables. This framework is used here to accelerate temporal simulations through coarse projective integration, and to implement coarse-grained fixed point algorithms through matrix-free Newton-Krylov. The approach is illustrated through a very simple network evolution example, for which analytical approximations to the coarse-grained dynamics can be independently obtained, so as to validate the computational results. The scope and applicability of the approach, as well as the issue of selection of good coarse observables are discussed.

The adoption of detailed mechanisms for chemical kinetics often poses two types of severe challenges: First, the number of degrees of freedom is large; and second, the dynamics is characterized by widely disparate time scales. As a result, reactive flow solvers with detailed chemistry often become intractable even for large clusters of CPUs, especially when dealing with direct numerical simulation (DNS) of turbulent combustion problems. This has motivated the development of several techniques for reducing the complexity of such kinetics models, where, eventually, only a few variables are considered in the development of the simplified model. Unfortunately, no generally applicable a priori recipe for selecting suitable parameterizations of the reduced model is available, and the choice of slow variables often relies upon intuition and experience. We present an automated approach to this task, consisting of three main steps. First, the low dimensional manifold of slow motions is (approximately) sampled by brief simulations of the detailed model, starting from a rich enough ensemble of admissible initial conditions. Second, a global parametrization of the manifold is obtained through the Diffusion Map (DMAP) approach, which has recently emerged as a powerful tool in data analysis/machine learning. Finally, a simplified model is constructed and solved on the fly in terms of the above reduced (slow) variables. Clearly, closing this latter model requires nontrivial interpolation calculations, enabling restriction
(mapping from the full ambient space to the reduced one) and lifting (mapping from the reduced space to the ambient one). This is a key step in our approach, and a variety of interpolation schemes are reported and compared. The scope of the proposed procedure is presented and discussed by means of an illustrative combustion example.

Interacting particle systems constitute the dynamic model of choice in a variety of application areas. A prominent example is pedestrian dynamics, where good design of escape routes for large buildings and public areas can improve evacuation in emergency situations, avoiding exit blocking and the ensuing panic. Here we employ diffusion maps to study the coarse-grained dynamics of two pedestrian crowds trying to pass through a door from opposite sides. These macroscopic variables and the associated smooth embeddings lead to a better description and a clearer understanding of the nature of the transition to oscillatory dynamics. We also compare the results to those obtained through intuitively chosen macroscopic variables.