arXiv subjects

Constantinos Siettos

Publications and source records attributed to Constantinos Siettos.

45 records · Page 3Linked to original sources

arXiv2020

EEG source localization analysis in epileptic children during a visual working-memory task

We localize the sources of brain activity of children with epilepsy based on EEG recordings acquired during a visual discrimination working memory task. For the numerical solution of the inverse problem, with the aid of age-specific MRI scans processed from a publicly available database, we use and compare three regularization numerical methods, namely the standarized Low Resolution Electromagnetic Tomography (sLORETA), the weighted Minimum Norm Estimation (wMNE) and the dynamic Statistical Parametric Mapping (dSPM). We show that all three methods provide the same spatio-temporal patterns of differences between epileptic and control children. In particular, our analysis reveals statistically significant differences between the two groups in regions of the Parietal Cortex indicating that these may serve as "biomarkers" for diagnostic purposes and ultimately localized treatment.

q-bio.NC↗

arXiv2019

Analytical and Numerical Bifurcation Analysis of a Forest-Grassland Ecosystem Model with Human Interaction

We perform both analytical and numerical bifurcation analysis of a forest-grassland ecosystem model coupled with human interaction. The model consists of two nonlinear ordinary differential equations incorporating the human perception of forest/grassland value. The system displays multiple steady states corresponding to different forest densities as well as regimes characterized by both stable and unstable limit cycles. We derive analytically the conditions with respect to the model parameters that give rise to various types of codimension-one criticalities such as transcritical, saddle-node, and Andronov-Hopf bifurcations and codimension-two criticalities such as cusp and Bogdanov-Takens bifurcations. We also perform a numerical continuation of the branches of limit cycles. By doing so, we reveal turning points of limit cycles marking the appearance/disappearance of sustained oscillations. These far-from-equilibrium criticalities that cannot be detected analytically give rise to the abrupt loss of the sustained oscillations, thus leading to another mechanism of catastrophic shifts

math.NA↗

arXiv2019

A Numerical Method for the Parametrization of Stable and Unstable Manifolds of Microscopic Simulators

We address a numerical methodology for the computation of coarse-grained stable and unstable manifolds of saddle equilibria/stationary states of multiscale/stochastic systems for which a "good" macroscopic description in the form of Ordinary (ODEs) and/or Partial differential equations (PDEs) does not explicitly/ analytically exists in a closed form. Thus, the assumption is that we have a detailed microscopic simulator of a complex system in the form of Monte-Carlo, Brownian dynamics, Agent-based models e.t.c. (or a black-box large-scale discrete time simulator) but due to the inherent complexity of the problem, we don't have explicitly an accurate model in the form of ODEs or PDEs. Our numerical scheme is a three-tier one including: (a) the "on demand" detection of the coarse-grained saddle equilibrium, (b) its coarse-grained stability analysis, and (c) the parametrization of the semi-local invariant stable and unstable manifolds by the numerical solution of the homological/functional equations for the coefficients of the truncated series approximation of the manifolds.

math.DS↗

arXiv2019

Numerical analysis of a mechanotransduction dynamical model reveals homoclinic bifurcations of extracellular matrix mediated oscillations of the mesenchymal stem cell fate

We perform one and two-parameter numerical bifurcation analysis of a mechanotransduction model approximating the dynamics of mesenchymal stem cell differentiation into neurons, adipocytes, myocytes and osteoblasts. For our analysis, we use as bifurcation parameters the stiffness of the extracellular matrix and parameters linked with the positive feedback mechanisms that up-regulate the production of the YAP/TAZ transcriptional regulators (TRs) and the cell adhesion area. Our analysis reveals a rich nonlinear behaviour of the cell differentiation including regimes of hysteresis and multistability, stable oscillations of the effective adhesion area, the YAP/TAZ TRs and the PPAR$γ$ receptors associated with the adipogenic fate, as well as homoclinic bifurcations that interrupt relatively high-amplitude oscillations abruptly. The two-parameter bifurcation analysis of the Andronov-Hopf points that give birth to the oscillating patterns predicts their existence for soft extracellular substrates ($<1kPa$), a regime that favours the neurogenic and the adipogenic cell fate. Furthermore, in these regimes, the analysis reveals the presence of homoclinic bifurcations that result in the sudden loss of the stable oscillations of the cell-substrate adhesion towards weaker adhesion and high expression levels of the gene encoding Tubulin beta-3 chain, thus favouring the phase transition from the adipogenic to the neurogenic fate.

q-bio.CB↗

arXiv2018

Modelling Lobbying Behaviour and Interdisciplinarity Dynamics in Academia

Disciplinary diversity is being recognized today as the key to establish a vibrant academic environment with bigger potential for breakthroughs in research and technology. However, the interaction of several factors including policies, and behavioral attitudes put significant barriers on advancing interdisciplinarity. A "cognitive rigidity" may rise due to reactive academic lobbying favouring inbreeding. Here, we address, analyse and discuss a mathematical model of lobbying and interdisciplinarity dynamics in Academia. The model consists of four coupled non-linear Ordinary Differential Equations simulating the interaction between three types of academic individuals and a state reflecting the rate of knowledge advancement which is related to the level of disciplinary diversity. Our model predicts a rich nonlinear behaviour including multiplicity of states and sustained periodic oscillations resembling the everlasting struggle between the "new" and the "old". The effect of a control policy that inhibits lobbying is also studied. By appropriate adjustment of the model parameters we approximated the jump/phase transitions in breakthroughs in mathematical and molecular biological sciences resulted by the increased flow of Russian scientists in the USA after the dissolution of the Soviet Union starting in 1989, the launch of the Human Genome Project in 1992 and the Internet diffusion starting in 2000.

physics.soc-ph↗

arXiv2016

S&P500 Forecasting and Trading using Convolution Analysis of Major Asset Classes

By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able to forecast the S&P 500 index beating the Buy and Hold trading strategy. Our approach is based on convolution computations of 42 of the most liquid Futures contracts of four basic financial asset classes, namely, equities, bonds, commodities and foreign exchange. These key assets were selected on the basis of the global GDP ranking across countries worldwide according to the lists published by the International Monetary Fund (IMF, Report for Selected Country Groups and Subjects, 2015). The main hypothesis is that the shifts between the asset classes are smooth and are shaped by slow dynamics as trading decisions are shaped by several constraints associated with the portfolios allocation, as well as rules restrictions imposed by state financial authorities. This hypothesis is grounded on recent research based on the added value generated by diversification targets of market participants specialized on active asset management, who try to efficiently and smoothly navigate the market's volatility.

q-fin.ST↗

arXiv2013

Can social microblogging be used to forecast intraday exchange rates?

The Efficient Market Hypothesis (EMH) is widely accepted to hold true under certain assumptions. One of its implications is that the prediction of stock prices at least in the short run cannot outperform the random walk model. Yet, recently many studies stressing the psychological and social dimension of financial behavior have challenged the validity of the EMH. Towards this aim, over the last few years, internet-based communication platforms and search engines have been used to extract early indicators of social and economic trends. Here, we used Twitter's social networking platform to model and forecast the EUR/USD exchange rate in a high-frequency intradaily trading scale. Using time series and trading simulations analysis, we provide some evidence that the information provided in social microblogging platforms such as Twitter can in certain cases enhance the forecasting efficiency regarding the very short (intradaily) forex.

cs.SI↗

arXiv2011

On the effect of the path length and transitivity of small-world networks on epidemic dynamics

We show how one can trace in a systematic way the coarse-grained solutions of individual-based stochastic epidemic models evolving on heterogeneous complex networks with respect to their topological characteristics. In particular, we have developed algorithms that allow the tuning of the transitivity (clustering coefficient) and the average mean-path length allowing the investigation of the "pure" impacts of the two characteristics on the emergent behavior of detailed epidemic models. The framework could be used to shed more light into the influence of weak and strong social ties on epidemic spread within small-world network structures, and ultimately to provide novel systematic computational modeling and exploration of better contagion control strategies.

cs.SI↗

arXiv2010

Equation-Free Multiscale Computational Analysis of Individual-Based Epidemic Dynamics on Networks

The surveillance, analysis and ultimately the efficient long-term prediction and control of epidemic dynamics appear to be one of the major challenges nowadays. Detailed atomistic mathematical models play an important role towards this aim. In this work it is shown how one can exploit the Equation Free approach and optimization methods such as Simulated Annealing to bridge detailed individual-based epidemic simulation with coarse-grained, systems-level, analysis. The methodology provides a systematic approach for analyzing the parametric behavior of complex/ multi-scale epidemic simulators much more efficiently than simply simulating forward in time. It is shown how steady state and (if required) time-dependent computations, stability computations, as well as continuation and numerical bifurcation analysis can be performed in a straightforward manner. The approach is illustrated through a simple individual-based epidemic model deploying on a random regular connected graph. Using the individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of Simulated Annealing I compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level under a pairwise representation perspective.

math.NA↗