Inertialess gyrating engines.

A typical model for a gyrating engine consists of an inertial wheel powered by an energy source that generates an angle-dependent torque. Examples of such engines include a pendulum with an externally applied torque, Stirling engines, and the Brownian gyrating engine. Variations in the torque are averaged out by the inertia of the system to produce limit cycle oscillations. While torque generating mechanisms are also ubiquitous in the biological world, where they typically feed on chemical gradients, inertia is not a property that one naturally associates with such processes. In the present work, seeking ways to dispense of the need for inertial effects, we study an inertia-less concept where the combined effect of coupled torque-producing components averages out variations in the ambient potential and helps overcome dissipative forces to allow sustained operation for vanishingly small inertia. We exemplify this inertia-less concept through analysis of two of the aforementioned engines, the Stirling engine, and the Brownian gyrating engine. An analogous principle may be sought in biomolecular processes as well as in modern-day technological engines, where for the latter, the coupled torque-producing components reduce vibrations that stem from the variability of the generated torque.

Energy harvesting from anisotropic fluctuations.

We consider a rudimentary model for a heat engine, known as the Brownian gyrator, that consists of an overdamped system with two degrees of freedom in an anisotropic temperature field. Whereas the hallmark of the gyrator is a nonequilibrium steady-state curl-carrying probability current that can generate torque, we explore the coupling of this natural gyrating motion with a periodic actuation potential for the purpose of extracting work. We show that path lengths traversed in the manifold of thermodynamic states, measured in a suitable Riemannian metric, represent dissipative losses, while area integrals of a work density quantify work being extracted. Thus, the maximal amount of work that can be extracted relates to an isoperimetric problem, trading off area against length of an encircling path. We derive an isoperimetric inequality that provides a universal bound on the efficiency of all cyclic operating protocols, and a bound on how fast a closed path can be traversed before it becomes impossible to extract positive work. The analysis presented provides guiding principles for building autonomous engines that extract work from anisotropic fluctuations.

Underdamped stochastic thermodynamic engines in contact with a heat bath with arbitrary temperature profile.

We study thermodynamic processes in contact with a heat bath that may have an arbitrary time-varying periodic temperature profile. Within the framework of stochastic thermodynamics, and for models of thermodynamic engines in the idealized case of underdamped particles in the low-friction regime subject to a harmonic potential, we derive explicit bounds as well as optimal control protocols that draw maximum power and achieve maximum efficiency at any specified level of power.

Rotated Spectral Principal Component Analysis (rsPCA) for Identifying Dynamical Modes of Variability in Climate Systems.

Spectral PCA (sPCA), in contrast to classical PCA, offers the advantage of identifying organized spatiotemporal patterns within specific frequency bands and extracting dynamical modes. However, the unavoidable trade-off between frequency resolution and robustness of the PCs leads to high sensitivity to noise and overfitting, which limits the interpretation of the sPCA results. We propose herein a simple nonparametric implementation of sPCA using the continuous analytic Morlet wavelet as a robust estimator of the cross-spectral matrices with good frequency resolution. To improve the interpretability of the results, especially when several modes of similar amplitude exist within the same frequency band, we propose a rotation of the complex-valued eigenvectors to optimize their spatial regularity (smoothness). The developed method, called rotated spectral PCA (rsPCA), is tested on synthetic data simulating propagating waves and shows impressive performance even with high levels of noise in the data. Applied to global historical geopotential height (GPH) and sea surface temperature (SST) daily time series, the method accurately captures patterns of atmospheric Rossby waves at high frequencies (3-60-day periods) in both GPH and SST and El Niño-Southern Oscillation (ENSO) at low frequencies (2-7-yr periodicity) in SST. At high frequencies the rsPCA successfully unmixes the identified waves, revealing spatially coherent patterns with robust propagation dynamics.

Fractional SIR epidemiological models.

The purpose of this work is to make a case for epidemiological models with fractional exponent in the contribution of sub-populations to the incidence rate. More specifically, we question the standard assumption in the literature on epidemiological models, where the incidence rate dictating propagation of infections is taken to be proportional to the product between the infected and susceptible sub-populations; a model that relies on strong mixing between the two groups and widespread contact between members of the groups. We contend, that contact between infected and susceptible individuals, especially during the early phases of an epidemic, takes place over a (possibly diffused) boundary between the respective sub-populations. As a result, the rate of transmission depends on the product of fractional powers instead. The intuition relies on the fact that infection grows in geographically concentrated cells, in contrast to the standard product model that relies on complete mixing of the susceptible to infected sub-populations. We validate the hypothesis of fractional exponents (1) by numerical simulation for disease propagation in graphs imposing a local structure to allowed disease transmissions and (2) by fitting the model to the JHU CSSE COVID-19 Data for the period Jan-22-20 to April-30-20, for the countries of Italy, Germany, France, and Spain.

Fractional SIR Epidemiological Models.

The purpose of this work is to make a case for epidemiological models with fractional exponent in the contribution of sub-populations to the transmission rate. More specifically, we question the standard assumption in the literature on epidemiological models, where the transmission rate dictating propagation of infections is taken to be proportional to the product between the infected and susceptible sub-populations; a model that relies on strong mixing between the two groups and widespread contact between members of the groups. We content, that contact between infected and susceptible individuals, especially during the early phases of an epidemic, takes place over a (possibly diffused) boundary between the respective sub-populations. As a result, the rate of transmission depends on the product of fractional powers instead. The intuition relies on the fact that infection grows in geographically concentrated cells, in contrast to the standard product model that relies on complete mixing of the susceptible to infected sub-populations. We validate the hypothesis of fractional exponents i) by numerical simulation for disease propagation in graphs imposing a local structure to allowed disease transmissions and ii) by fitting the model to a COVID-19 data set provided by John Hopkins University (JHUCSSE) for the period Jan-31-20 to Mar-24-20, for the countries of Italy, Germany, Iran, and France.

Stochastic control and non-equilibrium thermodynamics: fundamental limits.

We consider damped stochastic systems in a controlled (time-varying) potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work needed to transition from one equilibrium state to another is the difference between the Helmholtz free energy of the two states and can only be achieved by a reversible (infinitely slow) process. The minimal gap between the work needed in a finite-time transition and the work during a reversible one, turns out to equal the square of the optimal mass transport (Wasserstein-2) distance between the two end-point distributions times the inverse of the duration needed for the transition. This result, in fact, relates non-equilibrium optimal control strategies (protocols) to gradient flows of entropy functionals via the Jordan-Kinderlehrer-Otto scheme. The purpose of this paper is to introduce ideas and results from the emerging field of stochastic thermodynamics in the setting of classical regulator theory, and to draw connections and derive such fundamental relations from a control perspective in a multivariable setting.

Relaxed Schrödinger bridges and robust network routing.

We seek network routing towards a desired final distribution that can mediate possible random link failures. In other words, we seek a routing plan that utilizes alternative routes so as to be relatively robust to link failures. To this end, we provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The problem is cast as a maximum entropy problem for probability distributions on paths with an added terminal cost. The entropic regularizing penalty aims at distributing the choice of paths amongst possible alternatives. We prove that the unique solution may be obtained by solving a generalized Schrödinger system of equations. An iterative algorithm to compute the solution is provided. Each iteration of the algorithm contracts the distance (in the Hilbert metric) to the optimal solution by more than 1/2, leading to extremely fast convergence.

Network curvature as a hallmark of brain structural connectivity.

Although brain functionality is often remarkably robust to lesions and other insults, it may be fragile when these take place in specific locations. Previous attempts to quantify robustness and fragility sought to understand how the functional connectivity of brain networks is affected by structural changes, using either model-based predictions or empirical studies of the effects of lesions. We advance a geometric viewpoint relying on a notion of network curvature, the so-called Ollivier-Ricci curvature. This approach has been proposed to assess financial market robustness and to differentiate biological networks of cancer cells from healthy ones. Here, we apply curvature-based measures to brain structural networks to identify robust and fragile brain regions in healthy subjects. We show that curvature can also be used to track changes in brain connectivity related to age and autism spectrum disorder (ASD), and we obtain results that are in agreement with previous MRI studies.

Optimal transport for Gaussian mixture models.

We introduce an optimal mass transport framework on the space of Gaussian mixture models. These models are widely used in statistical inference. Specifically, we treat Gaussian mixture models as a submanifold of probability densities equipped with the Wasserstein metric. The topology induced by optimal transport is highly desirable and natural because, in contrast to total variation and other metrics, the Wasserstein metric is weakly continuous (i.e., convergence is equivalent to convergence of moments). Thus, our approach provides natural ways to compare, interpolate and average Gaussian mixture models. Moreover, the approach has low computational complexity. Different aspects of the framework are discussed and examples are presented for illustration purposes.

Matricial Wasserstein-1 Distance.

We propose an extension of the Wasserstein 1-metric (W1) for density matrices, matrix-valued density measures, and an unbalanced interpretation of mass transport. We use duality theory and, in particular, a "dual of the dual" formulation of W1. This matrix analogue of the Earth Mover's Distance has several attractive features including ease of computation.

Entropy and optimality in river deltas.

The form and function of river deltas is intricately linked to the evolving structure of their channel networks, which controls how effectively deltas are nourished with sediments and nutrients. Understanding the coevolution of deltaic channels and their flux organization is crucial for guiding maintenance strategies of these highly stressed systems from a range of anthropogenic activities. To date, however, a unified theory explaining how deltas self-organize to distribute water and sediment up to the shoreline remains elusive. Here, we provide evidence for an optimality principle underlying the self-organized partition of fluxes in delta channel networks. By introducing a suitable nonlocal entropy rate ([Formula: see text]) and by analyzing field and simulated deltas, we suggest that delta networks achieve configurations that maximize the diversity of water and sediment flux delivery to the shoreline. We thus suggest that prograding deltas attain dynamically accessible optima of flux distributions on their channel network topologies, thus effectively decoupling evolutionary time scales of geomorphology and hydrology. When interpreted in terms of delta resilience, high nER configurations reflect an increased ability to withstand perturbations. However, the distributive mechanism responsible for both diversifying flux delivery to the shoreline and dampening possible perturbations might lead to catastrophic events when those perturbations exceed certain intensity thresholds.

Robust transport over networks.

We consider transportation over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed to be consistent with initial and final marginal constraints on mass transport. We address the situation where initially the mass is concentrated on certain nodes and needs to be transported in a certain time period to another set of nodes, possibly disjoint from the first. The random evolution is selected to be closest to a prior measure on paths in the relative entropy sense-such a construction is known as a Schrödinger bridge between the two given marginals. It may be viewed as an atypical stochastic control problem where the control consists in suitably modifying the prior transition mechanism. The prior can be chosen to incorporate constraints and costs for traversing specific edges of the graph, but it can also be selected to allocate equal probability to all paths of equal length connecting any two nodes (i.e., a uniform distribution on paths). This latter choice for prior transitions relies on the so-called Ruelle-Bowen random walker and gives rise to scheduling that tends to utilize all paths as uniformly as the topology allows. Thus, this Ruelle-Bowen law (𝔐RB) taken as prior, leads to a transportation plan that tends to lessen congestion and ensures a level of robustness. We also show that the distribution 𝔐RB on paths, which attains the maximum entropy rate for the random walker given by the topological entropy, can itself be obtained as the time-homogeneous solution of a maximum entropy problem for measures on paths (also a Schrödinger bridge problem, albeit with prior that is not a probability measure). Finally we show that the paradigm of Schrödinger bridges as a mechanism for scheduling transport on networks can be adapted to graphs that are not strongly connected, as well as to weighted graphs. In the latter case, our approach may be used to design a transportation plan which effectively compromises between robustness and other criteria such as cost. Indeed, we explicitly provide a robust transportation plan which assigns maximum probability to minimum cost paths and therefore compares favourably with Optimal Mass Transportation strategies.

Microstructure Imaging of Crossing (MIX) White Matter Fibers from diffusion MRI.

Diffusion MRI (dMRI) reveals microstructural features of the brain white matter by quantifying the anisotropic diffusion of water molecules within axonal bundles. Yet, identifying features such as axonal orientation dispersion, density, diameter, etc., in complex white matter fiber configurations (e.g. crossings) has proved challenging. Besides optimized data acquisition and advanced biophysical models, computational procedures to fit such models to the data are critical. However, these procedures have been largely overlooked by the dMRI microstructure community and new, more versatile, approaches are needed to solve complex biophysical model fitting problems. Existing methods are limited to models assuming single fiber orientation, relevant to limited brain areas like the corpus callosum, or multiple orientations but without the ability to extract detailed microstructural features. Here, we introduce a new and versatile optimization technique (MIX), which enables microstructure imaging of crossing white matter fibers. We provide a MATLAB implementation of MIX, and demonstrate its applicability to general microstructure models in fiber crossings using synthetic as well as ex-vivo and in-vivo brain data.

Ricci curvature: An economic indicator for market fragility and systemic risk.

Quantifying the systemic risk and fragility of financial systems is of vital importance in analyzing market efficiency, deciding on portfolio allocation, and containing financial contagions. At a high level, financial systems may be represented as weighted graphs that characterize the complex web of interacting agents and information flow (for example, debt, stock returns, and shareholder ownership). Such a representation often turns out to provide keen insights. We show that fragility is a system-level characteristic of "business-as-usual" market behavior and that financial crashes are invariably preceded by system-level changes in robustness. This was done by leveraging previous work, which suggests that Ricci curvature, a key geometric feature of a given network, is negatively correlated to increases in network fragility. To illustrate this insight, we examine daily returns from a set of stocks comprising the Standard and Poor's 500 (S&P 500) over a 15-year span to highlight the fact that corresponding changes in Ricci curvature constitute a financial "crash hallmark." This work lays the foundation of understanding how to design (banking) systems and policy regulations in a manner that can combat financial instabilities exposed during the 2007-2008 crisis.

Graph Curvature for Differentiating Cancer Networks.

Cellular interactions can be modeled as complex dynamical systems represented by weighted graphs. The functionality of such networks, including measures of robustness, reliability, performance, and efficiency, are intrinsically tied to the topology and geometry of the underlying graph. Utilizing recently proposed geometric notions of curvature on weighted graphs, we investigate the features of gene co-expression networks derived from large-scale genomic studies of cancer. We find that the curvature of these networks reliably distinguishes between cancer and normal samples, with cancer networks exhibiting higher curvature than their normal counterparts. We establish a quantitative relationship between our findings and prior investigations of network entropy. Furthermore, we demonstrate how our approach yields additional, non-trivial pair-wise (i.e. gene-gene) interactions which may be disrupted in cancer samples. The mathematical formulation of our approach yields an exact solution to calculating pair-wise changes in curvature which was computationally infeasible using prior methods. As such, our findings lay the foundation for an analytical approach to studying complex biological networks.

On Matrix-Valued Monge-Kantorovich Optimal Mass Transport.

We present a particular formulation of optimal transport for matrix-valued density functions. Our aim is to devise a geometry which is suitable for comparing power spectral densities of multivariable time series. More specifically, the value of a power spectral density at a given frequency, which in the matricial case encodes power as well as directionality, is thought of as a proxy for a "matrix-valued mass density." Optimal transport aims at establishing a natural metric in the space of such matrix-valued densities which takes into account differences between power across frequencies as well as misalignment of the corresponding principle axes. Thus, our transportation cost includes a cost of transference of power between frequencies together with a cost of rotating the principle directions of matrix densities. The two endpoint matrix-valued densities can be thought of as marginals of a joint matrix-valued density on a tensor product space. This joint density, very much as in the classical Monge-Kantorovich setting, can be thought to specify the transportation plan. Contrary to the classical setting, the optimal transport plan for matrices is no longer supported on a thin zero-measure set.

Linear Models Based on Noisy Data and the Frisch Scheme.

We address the problem of identifying linear relations among variables based on noisy measurements. This is a central question in the search for structure in large data sets. Often a key assumption is that measurement errors in each variable are independent. This basic formulation has its roots in the work of Charles Spearman in 1904 and of Ragnar Frisch in the 1930s. Various topics such as errors-in-variables, factor analysis, and instrumental variables all refer to alternative viewpoints on this problem and on ways to account for the anticipated way that noise enters the data. In the present paper we begin by describing certain fundamental contributions by the founders of the field and provide alternative modern proofs to certain key results. We then go on to consider a modern viewpoint and novel numerical techniques to the problem. The central theme is expressed by the Frisch-Kalman dictum, which calls for identifying a noise contribution that allows a maximal number of simultaneous linear relations among the noise-free variables-a rank minimization problem. In the years since Frisch's original formulation, there have been several insights, including trace minimization as a convenient heuristic to replace rank minimization. We discuss convex relaxations and theoretical bounds on the rank that, when met, provide guarantees for global optimality. A complementary point of view to this minimum-rank dictum is presented in which models are sought leading to a uniformly optimal quadratic estimation error for the error-free variables. Points of contact between these formalisms are discussed, and alternative regularization schemes are presented.

Distribution Metrics and Image Segmentation.

The purpose of this paper is to describe certain alternative metrics for quantifying distances between distributions, and to explain their use and relevance in visual tracking. Besides the theoretical interest, such metrics may be used to design filters for image segmentation, that is for solving the key visual task of separating an object from the background in an image. The segmenting curve is represented as the zero level set of a signed distance function. Most existing methods in the geometric active contour framework perform segmentation by maximizing the separation of intensity moments between the interior and the exterior of an evolving contour. Here one can use the given distributional metric to determine a flow which minimizes changes in the distribution inside and outside the curve.

Noninvasive estimation of tissue temperature via high-resolution spectral analysis techniques.

We address the noninvasive temperature estimation from pulse-echo radio frequency signals from standard diagnostic ultrasound imaging equipment. In particular, we investigate the use of a high-resolution spectral estimation method for tracking frequency shifts at two or more harmonic frequencies associated with temperature change. The new approach, employing generalized second-order statistics, is shown to produce superior frequency shift estimates when compared to conventional high-resolution spectral estimation methods Seip and Ebbini (1995). Furthermore, temperature estimates from the new algorithm are compared with results from the more commonly used echo shift method described in Simon et al. (1998).