arXiv subjects

Kevin Burrage

Publications and source records attributed to Kevin Burrage.

26 records · Page 2Linked to original sources

arXiv2018

A new class of semi-implicit methods with linear complexity for nonlinear fractional differential equations

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters. Subsequently, we develop an efficient strategy to calculate the discrete convolution for the approximation of the fractional operator in the semi-implicit method and we derive an error bound of the fast convolution. The memory requirement and computational cost of the present semi-implicit methods with a fast convolution are about $O(N\log n_T)$ and $O(Nn_T\log n_T)$, respectively, where $N$ is a suitable positive integer and $n_T$ is the final number of time steps. Numerical simulations, including the solution of a system of two nonlinear fractional diffusion equations with different fractional orders in two-dimensions, are presented to verify the effectiveness of the semi-implicit methods.

math.NA↗

arXiv2017

Wider contours and adaptive contours

Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function. These methods provide successful ways to solve partial differential equations, such as convection--diffusion models. Part of the success of these methods comes from exploiting the freedom to choose the contour, by appealing to Cauchy's theorem. However, the pseudospectra of non-normal matrices or operators present a challenge for these methods: if the contour is too close to regions where the norm of the resolvent matrix is large, then the accuracy suffers. Important applications that involve non-normal matrices or operators include the Black--Scholes equation of finance, and Fokker--Planck equations for stochastic models arising in biology. Consequently, it is crucial to choose the contour carefully. As a remedy, we discuss choosing a contour that is wider than it might otherwise have been for a normal matrix or operator. We also suggest a semi-analytic approach to adapting the contour, in the form of a parabolic bound that is derived by estimating the field of values. To demonstrate the utility of the approaches that we advocate, we study three models in biology: a monomolecular reaction, a bimolecular reaction and a trimolecular reaction. Modelling and simulation of these reactions is done within the framework of Markov processes. We also consider non-Markov generalisations that have Mittag-Leffler waiting times instead of the usual exponential waiting times of a Markov process.

math.NA↗

arXiv2017

A stable fast time-stepping method for fractional integral and derivative operators

A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $ΔT$ and a history part, where the local part is approximated by the direct convolution method and the history part is approximated by a fast memory-saving method. The fast method has $O(n_0+\sum_{\ell}^L{q}_α(N_{\ell}))$ active memory and $O(n_0n_T+ (n_T-n_0)\sum_{\ell}^L{q}_α(N_{\ell}))$ operations, where $L=\log(n_T-n_0)$, $n_0={ΔT}/τ,n_T=T/τ$, $τ$ is the stepsize, $T$ is the final time, and ${q}_α{(N_{\ell})}$ is the number of quadrature points used in the truncated Laguerre--Gauss (LG) quadrature. The error bound of the present fast method is analyzed. It is shown that the error from the truncated LG quadrature is independent of the stepsize, and can be made arbitrarily small by choosing suitable parameters that are given explicitly. Numerical examples are presented to verify the effectiveness of the current fast method.

math.NA↗

arXiv2017

On the analysis of mixed-index time fractional differential equation systems

In this paper we study the class of mixed-index time fractional differential equations in which different components of the problem have different time fractional derivatives on the left hand side. We prove a theorem on the solution of the linear system of equations, which collapses to the well-known Mittag-Leffler solution in the case the indices are the same, and also generalises the solution of the so-called linear sequential class of time fractional problems. We also investigate the asymptotic stability properties of this class of problems using Laplace transforms and show how Laplace transforms can be used to write solutions as linear combinations of generalised Mittag-Leffler functions in some cases. Finally we illustrate our results with some numerical simulations.

math.NA↗

arXiv2017

Unlocking datasets by calibrating populations of models to data density: a study in atrial electrophysiology

The understanding of complex physical or biological systems nearly always requires a characterisation of the variability that underpins these processes. In addition, the data used to calibrate such models may also often exhibit considerable variability. A recent approach to deal with these issues has been to calibrate populations of models (POMs), that is multiple copies of a single mathematical model but with different parameter values. To date this calibration has been limited to selecting models that produce outputs that fall within the ranges of the dataset, ignoring any trends that might be present in the data. We present here a novel and general methodology for calibrating POMs to the distributions of a set of measured values in a dataset. We demonstrate the benefits of our technique using a dataset from a cardiac atrial electrophysiology study based on the differences in atrial action potential readings between patients exhibiting sinus rhythm (SR) or chronic atrial fibrillation (cAF) and the Courtemanche--Ramirez--Nattel model for human atrial action potentials. Our approach accurately captures the variability inherent in the experimental population, and allows us to identify the differences underlying stratified data as well as the effects of drug block.

q-bio.TO↗

arXiv2015

Estimates of the coverage of parameter space by Latin Hypercube and Orthogonal sampling: connections between Populations of Models and Experimental Designs

In this paper we use counting arguments to prove that the expected percentage coverage of a $d$ dimensional parameter space of size $n$ when performing $k$ trials with either Latin Hypercube sampling or Orthogonal sampling (when $n=p^d$) is the same. We then extend these results to an experimental design setting by projecting onto a 2 dimensional subspace. In this case the coverage is equivalent to the Orthogonal sampling setting when the dimension of the parameter space is two. These results are confirmed by simulations. The ideas presented here have particular relevance when attempting to perform uncertainty quantification or when building populations of models.

math.ST↗

arXiv2015

Populations of models, Experimental Designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

In this paper we have used simulations to make a conjecture about the coverage of a $t$ dimensional subspace of a $d$ dimensional parameter space of size $n$ when performing $k$ trials of Latin Hypercube sampling. This takes the form $P(k,n,d,t)=1-e^{-k/n^{t-1}}$. We suggest that this coverage formula is independent of $d$ and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the $t$ dimensional subspace at the sub-block size level.

stat.ME↗

arXiv2012

Inferring diffusion in single live cells at the single molecule level

The movement of molecules inside living cells is a fundamental feature of biological processes. The ability to both observe and analyse the details of molecular diffusion in vivo at the single molecule and single cell level can add significant insight into understanding molecular architectures of diffusing molecules and the nanoscale environment in which the molecules diffuse. The tool of choice for monitoring dynamic molecular localization in live cells is fluorescence microscopy, especially so combining total internal reflection fluorescence (TIRF) with the use of fluorescent protein (FP) reporters in offering exceptional imaging contrast for dynamic processes in the cell membrane under relatively physiological conditions compared to competing single molecule techniques. There exist several different complex modes of diffusion, and discriminating these from each other is challenging at the molecular level due to underlying stochastic behaviour. Analysis is traditionally performed using mean square displacements of tracked particles, however, this generally requires more data points than is typical for single FP tracks due to photophysical instability. Presented here is a novel approach allowing robust Bayesian ranking of diffusion processes (BARD) to discriminate multiple complex modes probabilistically. It is a computational approach which biologists can use to understand single molecule features in live cells.

q-bio.QM↗