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Gleb Pogudin

Publications and source records attributed to Gleb Pogudin.

At least 37 records · Page 2Linked to original sources

Exact and optimal quadratization of nonlinear finite-dimensional non-autonomous dynamical systems

Quadratization of polynomial and nonpolynomial systems of ordinary differential equations is advantageous in a variety of disciplines, such as systems theory, fluid mechanics, chemical reaction modeling and mathematical analysis. A quadratization reveals new variables and structures of a model, which may be easier to analyze, simulate, control, and provides a convenient parametrization for learning. This paper presents novel theory, algorithms and software capabilities for quadratization of non-autonomous ODEs. We provide existence results, depending on the regularity of the input function, for cases when a quadratic-bilinear system can be obtained through quadratization. We further develop existence results and an algorithm that generalizes the process of quadratization for systems with arbitrary dimension that retain the nonlinear structure when the dimension grows. For such systems, we provide dimension-agnostic quadratization. An example is semi-discretized PDEs, where the nonlinear terms remain symbolically identical when the discretization size increases. As an important aspect for practical adoption of this research, we extended the capabilities of the QBee software towards both non-autonomous systems of ODEs and ODEs with arbitrary dimension. We present several examples of ODEs that were previously reported in the literature, and where our new algorithms find quadratized ODE systems with lower dimension than the previously reported lifting transformations. We further highlight an important area of quadratization: reduced-order model learning. This area can benefit significantly from working in the optimal lifting variables, where quadratic models provide a direct parametrization of the model that also avoids additional hyperreduction for the nonlinear terms. A solar wind example highlights these advantages.

cs.SC↗

Linear difference operators with sequence coefficients having infinite-dimentional solution spaces

The notion of lacunary infinite numerical sequence is introduced. It is shown that for an arbitrary linear difference operator L with coefficients belonging to the set R of infinite numerical sequences, a criterion (i.e., a necessary and sufficient condition) for the infinite dimensionality of its space $V_L$ of solutions belonging to R is the presence of a lacunary sequence in $V_L$.

cs.SC↗

Global Identifiability of Differential Models

Many real-world processes and phenomena are modeled using systems of ordinary differential equations with parameters. Given such a system, we say that a parameter is globally identifiable if it can be uniquely recovered from input and output data. The main contribution of this paper is to provide theory, an algorithm, and software for deciding global identifiability. First, we rigorously derive an algebraic criterion for global identifiability (this is an analytic property), which yields a deterministic algorithm. Second, we improve the efficiency by randomizing the algorithm while guaranteeing the probability of correctness. With our new algorithm, we can tackle problems that could not be tackled before. A software based on the algorithm (called SIAN) is available at https://github.com/pogudingleb/SIAN.

math.CA↗

Differential elimination for dynamical models via projections with applications to structural identifiability

Elimination of unknowns in a system of differential equations is often required when analysing (possibly nonlinear) dynamical systems models, where only a subset of variables are observable. One such analysis, identifiability, often relies on computing input-output relations via differential algebraic elimination. Determining identifiability, a natural prerequisite for meaningful parameter estimation, is often prohibitively expensive for medium to large systems due to the computationally expensive task of elimination. We propose an algorithm that computes a description of the set of differential-algebraic relations between the input and output variables of a dynamical system model. The resulting algorithm outperforms general-purpose software for differential elimination on a set of benchmark models from literature. We use the designed elimination algorithm to build a new randomized algorithm for assessing structural identifiability of a parameter in a parametric model. A parameter is said to be identifiable if its value can be uniquely determined from input-output data assuming the absence of noise and sufficiently exciting inputs. Our new algorithm allows the identification of models that could not be tackled before. Our implementation is publicly available as a Julia package at https://github.com/SciML/StructuralIdentifiability.jl.

math.AG↗

Exact linear reduction for rational dynamical systems

Detailed dynamical systems models used in life sciences may include dozens or even hundreds of state variables. Models of large dimension are not only harder from the numerical perspective (e.g., for parameter estimation or simulation), but it is also becoming challenging to derive mechanistic insights from such models. Exact model reduction is a way to address this issue by finding a self-consistent lower-dimensional projection of the corresponding dynamical system. A recent algorithm CLUE allows one to construct an exact linear reduction of the smallest possible dimension such that the fixed variables of interest are preserved. However, CLUE is restricted to systems with polynomial dynamics. Since rational dynamics occurs frequently in the life sciences (e.g., Michaelis-Menten or Hill kinetics), it is desirable to extend CLUE to the models with rational dynamics. In this paper, we present an extension of CLUE to the case of rational dynamics and demonstrate its applicability on examples from literature. Our implementation is available in version 1.5 of CLUE at https://github.com/pogudingleb/CLUE.

q-bio.QM↗

On realizing differential-algebraic equations by rational dynamical systems

Real-world phenomena can often be conveniently described by dynamical systems (that is, ODE systems in the state-space form). However, if one observes the state of the system only partially, the observed quantities (outputs) and the inputs of the system can typically be related by more complicated differential-algebraic equations (DAEs). Therefore, a natural question (referred to as the realizability problem) is: given a differential-algebraic equation (say, fitted from data), does it come from a partially observed dynamical system? A special case in which the functions involved in the dynamical system are rational is of particular interest. For a single differential-algebraic equation in a single output variable, Forsman has shown that it is realizable by a rational dynamical system if and only if the corresponding hypersurface is unirational, and he turned this into an algorithm in the first-order case. In this paper, we study a more general case of single-input-single-output equations. We show that if a realization by a rational dynamical system exists, the system can be taken to have the dimension equal to the order of the DAE. We provide a complete algorithm for first-order DAEs. We also show that the same approach can be used for higher-order DAEs using several examples from the literature.

cs.SC↗

More Efficient Identifiability Verification in ODE Models by Reducing Non-Identifiability

Structural global parameter identifiability indicates whether one can determine a parameter's value from given inputs and outputs in the absence of noise. If a given model has parameters for which there may be infinitely many values, such parameters are called non-identifiable. We present a procedure for accelerating a global identifiability query by eliminating algebraically independent non-identifiable parameters. Our proposed approach significantly improves performance across different computer algebra frameworks.

cs.SC↗

Input-output equations and identifiability of linear ODE models

Structural identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. The method of input-output equations is one method for verifying structural identifiability. This method stands out in its importance because the additional insights it provides can be used to analyze and improve models. However, its complete theoretical grounds and applicability are still to be established. A subtlety and key for this method to work correctly is knowing whether the coefficients of these equations are identifiable. In this paper, to address this, we prove identifiability of the coefficients of input-output equations for types of differential models that often appear in practice, such as linear models with one output and linear compartment models in which, from each compartment, one can reach either a leak or an input. This shows that checking identifiability via input-output equations for these models is legitimate and, as we prove, that the field of identifiable functions is generated by the coefficients of the input-output equations. Finally, we exploit a connection between input-output equations and the transfer function matrix to show that, for a linear compartment model with an input and strongly connected graph, the field of all identifiable functions is generated by the coefficients of the transfer function matrix even if the initial conditions are generic.

math.DS↗

Degree bound for toric envelope of a linear algebraic group

Algorithms working with linear algebraic groups often represent them via defining polynomial equations. One can always choose defining equations for an algebraic group to be of the degree at most the degree of the group as an algebraic variety. However, the degree of a linear algebraic group $G \subset \mathrm{GL}_n(C)$ can be arbitrarily large even for $n = 1$. One of the key ingredients of Hrushovski's algorithm for computing the Galois group of a linear differential equation was an idea to `approximate' every algebraic subgroup of $\mathrm{GL}_n(C)$ by a `similar' group so that the degree of the latter is bounded uniformly in $n$. Making this uniform bound computationally feasible is crucial for making the algorithm practical. In this paper, we derive a single-exponential degree bound for such an approximation (we call it toric envelope), which is qualitatively optimal. As an application, we improve the quintuply exponential bound for the first step of the Hrushovski's algorithm due to Feng to a single-exponential bound. For the cases $n = 2, 3$ often arising in practice, we further refine our general bound.

math.AG↗

Algorithms yield upper bounds in differential algebra

Consider an algorithm computing in a differential field with several commuting derivations such that the only operations it performs with the elements of the field are arithmetic operations, differentiation, and zero testing. We show that, if the algorithm is guaranteed to terminate on every input, then there is a computable upper bound for the size of the output of the algorithm in terms of the size of the input. We also generalize this to algorithms working with models of good enough theories (including for example, difference fields). We then apply this to differential algebraic geometry to show that there exists a computable uniform upper bound for the number of components of any variety defined by a system of polynomial PDEs. We then use this bound to show the existence of a computable uniform upper bound for the elimination problem in systems of polynomial PDEs with delays.

math.AC↗

Multi-experiment parameter identifiability of ODEs and model theory

Structural identifiability is a property of an ODE model with parameters that allows for the parameters to be determined from continuous noise-free data. This is a natural prerequisite for practical identifiability. Conducting multiple independent experiments could make more parameters or functions of parameters identifiable, which is a desirable property to have. How many experiments are sufficient? In the present paper, we provide an algorithm to determine the exact number of experiments for multi-experiment local identifiability and obtain an upper bound that is off at most by one for the number of experiments for multi-experiment global identifiability. Interestingly, the main theoretical ingredient of the algorithm has been discovered and proved using model theory (in the sense of mathematical logic). We hope that this unexpected connection will stimulate interactions between applied algebra and model theory, and we provide a short introduction to model theory in the context of parameter identifiability. As another related application of model theory in this area, we construct a nonlinear ODE system with one output such that single-experiment and multiple-experiment identifiability are different for the system. This contrasts with recent results about single-output linear systems. We also present a Monte Carlo randomized version of the algorithm with a polynomial arithmetic complexity. Implementation of the algorithm is provided and its performance is demonstrated on several examples. The source code is available at https://github.com/pogudingleb/ExperimentsBound.

math.AG↗

From algebra to analysis: new proofs of theorems by Ritt and Seidenberg

Ritt's theorem of zeroes and Seidenberg's embedding theorem are classical results in differential algebra allowing to connect algebraic and model-theoretic results on nonlinear PDEs to the realm of analysis. However, the existing proofs of these results use sophisticated tools from constructive algebra (characteristic set theory) and analysis (Riquier's existence theorem). In this paper, we give new short proofs for both theorems relying only on basic facts from differential algebra and the classical Cauchy-Kovalevskaya theorem for PDEs.

math.AC↗

Web-based Structural Identifiability Analyzer

Parameter identifiability describes whether, for a given differential model, one can determine parameter values from model equations. Knowing global or local identifiability properties allows construction of better practical experiments to identify parameters from experimental data. In this work, we present a web-based software tool that allows to answer specific identifiability queries. Concretely, our toolbox can determine identifiability of individual parameters of the model and also provide all functions of parameters that are identifiable (also called identifiable combinations) from single or multiple experiments. The program is freely available at https://maple.cloud/app/6509768948056064.

cs.MS↗

Interpretable exact linear reductions via positivity

Kinetic models of biochemical systems used in the modern literature often contain hundreds or even thousands of variables. While these models are convenient for detailed simulations, their size is often an obstacle to deriving mechanistic insights. One way to address this issue is to perform an exact model reduction by finding a self-consistent lower-dimensional projection of the corresponding dynamical system. Recently, a new algorithm CLUE has been designed and implemented, which allows one to construct an exact linear reduction of the smallest possible dimension such that the fixed variables of interest are preserved. It turned out that allowing arbitrary linear combinations (as opposed to zero-one combinations used in the prior approaches) may yield a much smaller reduction. However, there was a drawback: some of the new variables did not have clear physical meaning, thus making the reduced model harder to interpret. We design and implement an algorithm that, given an exact linear reduction, re-parametrizes it by performing an invertible transformation of the new coordinates to improve the interpretability of the new variables. We apply our algorithm to three case studies and show that "uninterpretable" variables disappear entirely in all the case studies. The implementation of the algorithm and the files for the case studies are available at https://github.com/xjzhaang/LumpingPostiviser.

q-bio.MN↗

Computing all identifiable functions of parameters for ODE models

Parameter identifiability is a structural property of an ODE model for recovering the values of parameters from the data (i.e., from the input and output variables). This property is a prerequisite for meaningful parameter identification in practice. In the presence of nonidentifiability, it is important to find all functions of the parameters that are identifiable. The existing algorithms check whether a given function of parameters is identifiable or, under the solvability condition, find all identifiable functions. However, this solvability condition is not always satisfied, which presents a challenge. Our first main result is an algorithm that computes all identifiable functions without any additional assumptions, which is the first such algorithm as far as we know. Our second main result concerns the identifiability from multiple experiments (with generically different inputs and initial conditions among the experiments). For this problem, we prove that the set of functions identifiable from multiple experiments is what would actually be computed by input-output equation-based algorithms (whether or not the solvability condition is fulfilled), which was not known before. We give an algorithm that not only finds these functions but also provides an upper bound for the number of experiments to be performed to identify these functions. We provide an implementation of the presented algorithms.

eess.SY↗

Optimal monomial quadratization for ODE systems

Quadratization problem is, given a system of ODEs with polynomial right-hand side, transform the system to a system with quadratic right-hand side by introducing new variables. Such transformations have been used, for example, as a preprocessing step by model order reduction methods and for transforming chemical reaction networks. We present an algorithm that, given a system of polynomial ODEs, finds a transformation into a quadratic ODE system by introducing new variables which are monomials in the original variables. The algorithm is guaranteed to produce an optimal transformation of this form (that is, the number of new variables is as small as possible), and it is the first algorithm with such a guarantee we are aware of. Its performance compares favorably with the existing software, and it is capable to tackle problems that were out of reach before.

cs.SC↗

Parameter identifiability and input-output equations

Structural parameter identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. One of the standard approaches to assessing this problem is via input-output equations and, in particular, characteristic sets of differential ideals. The precise relation between identifiability and input-output identifiability is subtle. The goal of this note is to clarify this relation. The main results are: 1) identifiability implies input-output identifiability; 2) these notions coincide if the model does not have rational first integrals; 3) the field of input-output identifiable functions is generated by the coefficients of a "minimal" characteristic set of the corresponding differential ideal. We expect that some of these facts may be known to the experts in the area, but we are not aware of any articles in which these facts are stated precisely and rigorously proved.

math.AG↗

CLUE: Exact maximal reduction of kinetic models by constrained lumping of differential equations

Motivation: Detailed mechanistic models of biological processes can pose significant challenges for analysis and parameter estimations due to the large number of equations used to track the dynamics of all distinct configurations in which each involved biochemical species can be found. Model reduction can help tame such complexity by providing a lower-dimensional model in which each macro-variable can be directly related to the original variables. Results: We present CLUE, an algorithm for exact model reduction of systems of polynomial differential equations by constrained linear lumping. It computes the smallest dimensional reduction as a linear mapping of the state space such that the reduced model preserves the dynamics of user-specified linear combinations of the original variables. Even though CLUE works with nonlinear differential equations, it is based on linear algebra tools, which makes it applicable to high-dimensional models. Using case studies from the literature, we show how CLUE can substantially lower model dimensionality and help extract biologically intelligible insights from the reduction. Availability: An implementation of the algorithm and relevant resources to replicate the experiments herein reported are freely available for download at https://github.com/pogudingleb/CLUE. Supplementary information: enclosed.

q-bio.MN↗