arXiv subjects

Lennaert van Veen

Publications and source records attributed to Lennaert van Veen.

At least 19 recordsLinked to original sources

arXiv2021

A parsimonious model of blood glucose homeostasis

The mathematical modelling of biological systems has historically followed one of two approaches: comprehensive and minimal. In comprehensive models, the involved biological pathways are modelled independently, then brought together as an ensemble of equations that represents the system being studied, most often in the form of a large system of coupled differential equations. This approach often contains a very large number of tuneable parameters (> 100) where each describes some physical or biochemical subproperty. As a result, such models scale very poorly when assimilation of real world data is needed. Furthermore, condensing model results into simple indicators is challenging, an important difficulty in scenarios where medical diagnosis is required. In this paper, we develop a minimal model of glucose homeostasis with the potential to yield diagnostics for pre-diabetes. We model glucose homeostasis as a closed control system containing a self-feedback mechanism that describes the collective effects of the physiological components involved. The model is analyzed as a planar dynamical system, then tested and verified using data collected with continuous glucose monitors (CGMs) from healthy individuals in four separate studies. We show that, although the model has only a small number (3) of tunable parameters, their distribution across subjects has a consistent distribution both for hyperglycemic and for hypoglycemic episodes.

math.DS↗

arXiv2020

A brief history of simple invariant solutions in turbulence

When studying fluid mechanics in terms of instability, bifurcation and invariant solutions one quickly finds out how little can be done by pen and paper. For flows on sufficiently simple domains and under sufficiently simple boundary conditions, one may be able to predict the parameter values at which the base flow becomes unstable and the basic properties of the secondary flow. On more complicated domains and under more realistic boundary conditions, such questions can usually only be addressed by numerical means. Moreover, for a wide class of elementary parallel shear flows the base flow remains stable in the presence of sustained turbulent motion. In such flows, secondary solutions often appear with finite amplitude and completely unconnected to the base flow. Only using techniques from computational dynamical systems can such behaviour be explained. Many of these techniques, such as for the detection and classification of bifurcations and for the continuation in parameters of equilibria and time-periodic solutions, were developed in the late 1970s for dynamical systems with few degrees of freedom. The application to fluid dynamics or, to be more precise, to spatially discretized Navier-Stokes flow, is far from straightforward. In this historical review chapter, we follow the development of this field of research from the valiant naivety of the early 1980s to the open challenges of today.

physics.flu-dyn↗

arXiv2019

I'm a doctor, not a mathematician! Homeostasis as a proportional-integral control system

The distinction between "healthy" and "unhealthy" patients is commonly based on single, discrete values taken at an isolated point in time (e.g., blood pressure or core temperature). Perhaps a more robust and insightful diagnosis can be obtained by studying the functional interdependence of such indicators and the homeostasis that controls them. This requires quasi-continuous measurements and a procedure to map the data onto a parsimonious control model with a degree of universality. The current research illustrates this approach using glucose homeostasis as a target. Data were obtained from 41 healthy subjects wearing over-the-counter glucose monitors, and projected onto a simple proportional-integral (PI) controller, widely used in engineering applications. The indicators quantifying the control function are clustered for the great majority of subjects, while a few outliers exhibit less efficient homeostasis. Practical implications for healthcare and education are further discussed.

physics.med-ph↗

arXiv2019

Spontaneous periodic orbits in the Navier-Stokes flow

In this paper, a general method to obtain constructive proofs of existence of periodic orbits in the forced autonomous Navier-Stokes equations on the three-torus is proposed. After introducing a zero finding problem posed on a Banach space of geometrically decaying Fourier coefficients, a Newton-Kantorovich theorem is applied to obtain the (computer-assisted) proofs of existence. The required analytic estimates to verify the contractibility of the operator are presented in full generality and symmetries from the model are used to reduce the size of the problem to be solved. As applications, we present proofs of existence of spontaneous periodic orbits in the Navier-Stokes equations with Taylor-Green forcing.

math.AP↗

arXiv2018

Time-periodic inertial range dynamics

We present an unstable periodic orbit in large eddy simulation of an incompressible fluid in a periodic box subject to a constant body force. The width of the inertial range of spatial scales, on which this simulation models high-Reynolds-number turbulence, is about three quarters of a decade, and a significant $-5/3$ scaling range is observed. We identify events of intense energy transfer across spatial scales and relate them to vortical dynamics.

physics.flu-dyn↗

arXiv2018

Saddle-node--transcritical interactions in a stressed predator-prey-nutrient system

We examine the interaction of transcritical and saddle-node bifurcations in a predator-prey-nutrient system that is stressed by the presence of a toxicant affecting the prey. This model, formulated by Kooi et al. ({\sl Ecol. Model.} {\bf 212}(2008), 304--318), has a two-dimensional invariant sub system with zero predator density. In the sub system, a pair of prey-nutrient equilibria is created in a saddle-node bifurcation, while predator invasion in modelled by a transcritical bifurcation of one of this pair. Interactions of these bifurcations at codimension-two points give rise to bistable, periodic and heteroclinic predator-prey-nutrient dynamics. We explain why the the codimension-two points are numerically detected as cusp and Bogdanov-Takens points when using standard test functions and propose a new test function for systems with codimension one trancritical curves.

math.DS↗

arXiv2018

Periodic motion representing isotropic turbulence

Temporally periodic solutions are extracted numerically from forced box turbulence with high symmetry. Since they are unstable to small perturbations, they are not found by forward integration but can be captured by Newton-Raphson iterations. Several periodic flows of various periods are identified for the micro-scale Reynolds number $R_λ$ between $50$ and $67$. The statistical properties of these periodic flows are compared with those of turbulent flow. It is found that the one with the longest period, which is two to three times the large-eddy-turnover time of turbulence, exhibits the same behaviour quantitatively as turbulent flow. In particular, we compare the energy spectrum, the Reynolds number dependence of the energy-dissipation rate, the pattern of the energy-cascade process, and the magnitude of the largest Lyapunov exponent. This periodic motion consists of high-activity and low-activity periods, which turbulence approaches, more often around its low-activity part, at the rate of once over a few eddy-turnover times. With reference to this periodic motion the Kaplan-York dimension and the Kolmogorov-Sinai entropy of the turbulence with high symmetry are estimated at $R_λ=67$ to be $19.7$ and $0.992$ respectively. The significance of such periodic solutions, embedded in turbulence, for turbulence analysis is discussed.

physics.flu-dyn↗

arXiv2018

Periodic orbits in Large Eddy Simulation of Box Turbulence

We describe and compare two time-periodic flows embedded in Large Eddy Simulation (LES) of turbulence in a three-dimensional, periodic domain subject to constant external forcing. One of these flows models the regeneration of large-scale structures that was observed in this geometry by Yasuda et al. ({\sl Fluid Dyn. Res.} {\bf 46}, 061413, 2014), who used a smaller LES filter length and thus obtained a greater separation of scales of coherent motion. We speculate on the feasibility of modelling the regenerative dynamics with time-periodic solutions in such a flow, which may require novel techniques to deal with the extreme ill-conditioning of the associated boundary value problems.

physics.flu-dyn↗

arXiv2017

Transitions in large eddy simulation of box turbulence

One promising decomposition of turbulent dynamics is that into building blocks such as equilibrium and periodic solutions and orbits connecting these. While the numerical approximation of such building blocks is feasible for flows in small domains and at low Reynolds numbers, computations in developed turbulence are currently out of reach because of the large number of degrees of freedom necessary to represent Navier-Stokes flow on all relevant spatial scales. We mitigate this problem by applying large eddy simulation (LES), which aims to model, rather than resolve, motion on scales below the filter length, which is fixed by a model parameter. By considering a periodic spatial domain, we avoid complications that arise in LES modelling in the presence of boundary layers. We consider the motion of an LES fluid subject to a constant body force of the Taylor-Green type as the separation between the forcing length scale and the filter length is increased. In particular, we discuss the transition from laminar to weakly turbulent motion, regulated by simple invariant solution, on a grid of $32^3$ points.

physics.flu-dyn↗

arXiv2016

Hidden symmetry in a Kuramoto-Sivashinsky initial-boundary value problem

We investigate the bifurcation structure of the Kuramoto-Sivashinsky equation with homogeneous Dirichlet boundary conditions. Using hidden symmetry principles, based on an extended problem with periodic boundary conditions and $\Otwo$ symmetry, we show that the zero solution exhibits two kinds of pitchfork bifurcations: one that breaks the reflection symmetry of the system with Dirichlet boundary conditions and one that breaks a shift-reflect symmetry of the extended system. Using Lyapunov-Schmidt reduction, we show both to be supercritical. We extend the primary branches by means of numerical continuation, and show that they lose stability in pitchfork, transcritical or Hopf bifurcations. Tracking the corresponding secondary branches reveals an interval of the viscosity parameter in which up to four stable equilibria and time-periodic solutions coexist. Since the study of the extended problem is indispensible for the explanation of the bifurcation structure, the Kuramoto-Sivashinsky problem with Dirichlet boundary conditions provides an elegant manifestation of hidden symmetry.

math.DS↗

arXiv2015

Sub critical transition to turbulence in three-dimensional Kolmogorov flow

We study Kolmogorov flow on a three dimensional, periodic domain with aspect ratios fixed to unity. Using an energy method, we give a concise proof of the linear stability of the laminar flow profile. Since turbulent motion is observed for high enough Reynolds numbers, we expect the domain of attraction of the laminar flow to be bounded by the stable manifolds of simple invariant solutions. We show one such edge state to be an equilibrium with a spatial structure reminiscent of that found in plane Couette flow, with stream wise rolls on the largest spatial scales. When tracking the edge state, we find an upper and a lower branch solution that join in a saddle node bifurcation at finite Reynolds number.

physics.flu-dyn↗

arXiv2015

Green's function-based time stepping for the Kuramoto-Sivashinsky initial-boundary value problem

Both theoretical and numerical studies of the Kuramoto-Sivashinsky equation have mostly considered periodic boundary conditions. In this setting, the Fourier decomposition of the solution is central to theoretical ideas, such as renormalization group arguments, as well as to numerical solution, allowing for the construction of accurate and efficient time-steppers using standard pseudo-spectral methods. In contrast, fixed boundary conditions induce boundary layers and necessitate the use of non-uniform grids, usually generated by orthogonal polynomials. On such bases, numerical differentiation is ill-conditioned and can potentially lead to a catastrophic blow-up of round-off error. In this paper, we use ideas recently explored by Viswanath (J. Comput. Phys. 251(2013), pp. 414-431) to completely eliminate numerical differentiation and linear solving from the time-stepping algorithm. We use the Green's function-based method to investigate elements of the Kuramoto-Sivashinsky dynamics over a range of five decades of the viscosity.

math.NA↗

arXiv2014

Periodic solutions to a mean-field model for electrocortical activity

We consider a continuum model of electrical signals in the human cortex, which takes the form of a system of semilinear, hyperbolic partial differential equations for the inhibitory and excitatory membrane potentials and the synaptic inputs. The coupling of these components is represented by sigmoidal and quadratic nonlinearities. We consider these equations on a square domain with periodic boundary conditions, in the vicinity of the primary transition from a stable equilibrium to time-periodic motion through an equivariant Hopf bifurcation. We compute part of a family of standing wave solutions, emanating from this point.

q-bio.NC↗

arXiv2013

PAMPAC: A Parallel Adaptive Method for Pseudo-Arclength Continuation

Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which new approximate solutions are extrapolated from previously converged results and then iteratively refined. Convergence of the iterative corrections is guaranteed only for sufficiently small prediction steps. In high-dimensional systems, corrector steps are extremely costly to compute and the prediction step-length must be adapted carefully to avoid failed steps or unnecessarily slow progress. We describe a parallel method for adapting the step-length employing several predictor-corrector sequences of different step lengths computed concurrently. In addition, the algorithm permits intermediate results of unconverged correction sequences to seed new predictions. This strategy results in an aggressive optimization of the step length at the cost of redundancy in the concurrent computation. We present two examples of convoluted solution curves of high-dimensional systems showing that speed-up by a factor of two can be attained on a multi-core CPU while a factor of three is attainable on a small cluster.

math.NA↗

arXiv2012

Open-source tools for dynamical analysis of Liley's mean-field cortex model

Mean-field models of the mammalian cortex treat this part of the brain as a two-dimensional excitable medium. The electrical potentials, generated by the excitatory and inhibitory neuron populations, are described by nonlinear, coupled, partial differential equations, that are known to generate complicated spatio-temporal behaviour. We focus on the model by Liley {\sl et al.} (Network: Comput. Neural Syst. (2002) 13, 67-113). Several reductions of this model have been studied in detail, but a direct analysis of its spatio-temporal dynamics has, to the best of our knowledge, never been attempted before. Here, we describe the implementation of implicit time-stepping of the model and the tangent linear model, and solving for equilibria and time-periodic solutions, using the open-source library PETSc. By using domain decomposition for parallelization, and iterative solving of linear problems, the code is capable of parsing some dynamics of a macroscopic slice of cortical tissue with a sub-millimetre resolution.

math.DS↗

arXiv2011

The Significance of Simple Invariant Solutions in Turbulent Flows

Recent remarkable progress in computing power and numerical analysis is enabling us to fill a gap in the dynamical systems approach to turbulence. One of the significant advances in this respect has been the numerical discovery of simple invariant sets, such as nonlinear equilibria and periodic solutions, in well-resolved Navier--Stokes flows. This review describes some fundamental and practical aspects of dynamical systems theory for the investigation of turbulence, focusing on recently found invariant solutions and their significance for the dynamical and statistical characterization of low-Reynolds-number turbulent flows. It is shown that the near-wall regeneration cycle of coherent structures can be reproduced by such solutions. The typical similarity laws of turbulence, i.e. the Prandtl wall law and the Kolmogorov law for the viscous range, as well as the pattern and intensity of turbulence-driven secondary flow in a square duct can also be represented by these simple invariant solutions.

physics.flu-dyn↗

arXiv2011

A homoclinic tangle on the edge of shear turbulence

Experiments and simulations lend mounting evidence for the edge state hypothesis on subcritical transition to turbulence, which asserts that simple states of fluid motion mediate between laminar and turbulent shear flow as their stable manifolds separate the two in state space. In this Letter we describe a flow homoclinic to a time-periodic edge state. Its existence explains turbulent bursting through the classical Smale-Birkhoff theorem. During a burst, vortical structures and the associated energy dissipation are highly localized near the wall, in contrast to the familiar regeneration cycle.

physics.flu-dyn↗

arXiv2010

The quasi-periodic doubling cascade in the transition to weak turbulence

The quasi-periodic doubling cascade is shown to occur in the transition from regular to weakly turbulent behaviour in simulations of incompressible Navier-Stokes flow on a three-periodic domain. Special symmetries are imposed on the flow field in order to reduce the computational effort. Thus we can apply tools from dynamical systems theory such as continuation of periodic orbits and computation of Lyapunov exponents. We propose a model ODE for the quasi-period doubling cascade which, in a limit of a perturbation parameter to zero, avoids resonance related problems. The cascade we observe in the simulations is then compared to the perturbed case, in which resonances complicate the bifurcation scenario. In particular, we compare the frequency spectrum and the Lyapunov exponents. The perturbed model ODE is shown to be in good agreement with the simulations of weak turbulence. The scaling of the observed cascade is shown to resemble the unperturbed case, which is directly related to the well known doubling cascade of periodic orbits.

physics.flu-dyn↗