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1. Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion

   https://doi.org/10.5194/npg-24-481-2017  

   Lilly, Jonathan M.; Sykulski, Adam M.; Early, Jeffrey J.; Olhede, Sofia C. (January 2017, Nonlinear Processes in Geophysics)

   Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matérn process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matérn process and its relationship to fBm. An algorithm for the simulation of the Matérn process in O(NlogN) operations is given. Unlike fBm, the Matérn process is found to provide an excellent match to modeling velocities from particle trajectories in an application to two-dimensional fluid turbulence. 

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2. High-Resolution Modeling of the Fastest First-Order Optimization Method for Strongly Convex Functions

   https://doi.org/10.1109/CDC42340.2020.9304444  

   Sun, Boya; George, Jemin; Kia, Solmaz (December 2020, 2020 59th IEEE Conference on Decision and Control (CDC))

   null (Ed.)

   Motivated by the fact that the gradient-based optimization algorithms can be studied from the perspective of limiting ordinary differential equations (ODEs), here we derive an ODE representation of the accelerated triple momentum (TM) algorithm. For unconstrained optimization problems with strongly convex cost, the TM algorithm has a proven faster convergence rate than the Nesterov's accelerated gradient (NAG) method but with the same computational complexity. We show that similar to the NAG method, in order to accurately capture the characteristics of the TM method, we need to use a high-resolution modeling to obtain the ODE representation of the TM algorithm. We propose a Lyapunov analysis to investigate the stability and convergence behavior of the proposed high-resolution ODE representation of the TM algorithm. We compare the rate of the ODE representation of the TM method with that of the NAG method to confirm its faster convergence. Our study also leads to a tighter bound on the worst rate of convergence for the ODE model of the NAG method. In this paper, we also discuss the use of the integral quadratic constraint (IQC) method to establish an estimate on the rate of convergence of the TM algorithm. A numerical example verifies our results. 

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3. Toward a predictive model of serotonergic densities: A supercomputing simulation of reflected fractional Brownian motion in a 3D-mouse brain shape

   Janusonis, Skirmantas; Haiman, Justin H.; Metzler, Ralf; Vojta, Thomas (July 2023, Organization for Computational Neurosciences (OCNS))

   In vertebrate brains, virtually all neural circuits operate inside a dense matrix of axons (fibers) that have a strongly stochastic character. These fibers originate in the brainstem raphe region, produce highly tortuous trajectories, and release serotonin (5-hydroxytryptamine, 5-HT), with other neurotransmitters. They can robustly regenerate in the adult mammalian brain and appear to support neuroplasticity [1], with implications for mental disorders [2] and artificial neural networks [3]. The self-organization of this “serotonergic” matrix remains poorly understood. In our previous study, we have shown that serotonergic fibers can be modeled as paths of fractional Brownian motion (FBM), a continuous-time stochastic process. FBM is parametrized by the Hurst index, which defines three distinctive regimes: subdiffusion (H < 0.5), normal diffusion (H = 0.5), and superdiffusion (H > 0.5). In two-dimensional (2D) shapes based on the adult mouse brain, simulated FBM-fibers (with H = 0.8) have produced regional distributions similar to those of the actual serotonergic fibers [4]. However, increments of superdiffusive FBM trajectories have long-range positive correlations, which implies that a fiber path in one 2D-section depends on its history in other sections. In a major extension of this study, we used a supercomputing simulation to generate 960 fibers in a complex, three-dimensional shape based on the late-embryonic mouse brain (at embryonic day 17.5). The fibers were modeled as paths of reflected FBM with H = 0.8. The reflection was caused by natural neuroanatomical borders such as the pia and ventricles. The resultant regional densities were compared to the actual fiber densities in the corresponding neuroanatomically-defined regions, based on a recently published comprehensive map [5]. The relative simulated densities showed strong similarities to the actual densities in the telencephalon, diencephalon, and mesencephalon. The current simulation does not include tissue heterogeneities, but it can be further improved with novel models of multifractional FBM, such as the one introduced by our group [6]. The study demonstrates that serotonergic fiber densities can be strongly influenced by the geometry of the brain, with implications for neurodevelopment, neuroplasticity, and brain evolution. Acknowledgements: This research was funded by an NSF-BMBF CRCNS grant (NSF #2112862 to SJ & TV; BMBF #STAXS to RM). References: 1. Lesch KP, Waider J. Serotonin in the modulation of neural plasticity and networks: implications for neurodevelopmental disorders. Neuron. 2012, 76, 175-191. 2. Daws RE, Timmermann C, Giribaldi B, et al. Increased global integration in the brain after psilocybin therapy for depression. Nat. Med. 2022, 28, 844-851. 3. Lee C, Zhang Z, Janušonis S. Brain serotonergic fibers suggest anomalous diffusion-based dropout in artificial neural networks. Front. Neurosci. 2022, 16, 949934. 4. Janušonis S, Detering N, Metzler R, Vojta T. Serotonergic axons as fractional Brownian motion paths: Insights Into the self-organization of regional densities. Front. Comput. Neurosci. 2020, 14, 56. 5. Awasthi JR, Tamada K, Overton ETN, Takumi T. Comprehensive topographical map of the serotonergic fibers in the male mouse brain. J. Comp. Neurol. 2021, 529, 1391-1429. 6. Wang W, Balcerek M, Burnecki K, et al. Memory-multi-fractional Brownian motion with continuous correlation. arXiv. 2023, 2303.01551. 

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4. Reflected Fractional Brownian Motion in 3D-Brain Shapes: Insights into the Distribution of Serotonergic Axons

   Janusonis, Skirmantas; Metzler, Ralf; Vojta, Thomas (January 2022, Organization for Computational Neurosciences (OCNS))

   The immediate neighborhood of virtually every brain neuron contains thin, meandering axons that release serotonin (5-HT). These axons, also referred to as serotonergic fibers, are present in nearly all studied nervous systems (both vertebrate and invertebrate) and appear to be a key component of biological neural networks. In the mammalian brain, they create dense meshworks that are macroscopically described by densities. It is not known how these densities arise from the trajectories of individual fibers, each of which resembles a unique random-walk path. This poses interesting theoretical questions, solving which will advance our understanding of brain plasticity and regeneration. For example, serotonin-associated psychedelics have recently been shown to promote global brain integration in depression [1], and serotonergic fibers are nearly unique in their ability to robustly regenerate in the adult mammalian brain [2]. We have recently introduced a conceptual framework that treats the serotonergic axons as “stochastic axons.” Stochastic axons are different from axons that support point-to-point connectivity (often studied with graph-theoretical methods) and require novel theoretical approaches. We have shown that serotonergic axons can be potentially modeled as paths of fractional Brownian motion (FBM) in the superdiffusive regime (with the Hurst exponent H > 0.5). Our supercomputing simulations demonstrate that particles driven by reflected FBM (rFBM) accumulate at the border enclosing the shape [3]. Likewise, serotonergic fibers tend to accumulate at the border of neural tissue, in addition to their general similarity to simulated FBM paths [4]. This work expands our previous simulations in 2D-brain-like shapes by considering the full 3D-geometry of the brain. This transition is not trivial and cannot be reduced to independent 2D-sections because increments of FBM trajectories exhibit long-range correlation. Supercomputing simulations of rFMB (H > 0.5) were performed in the reconstructed 3D-geometry of a mouse brain at embryonic day 17 (serotonergic fibers are already well developed at this age and begin to invade the cortical plate). The obtained results were compared to the actual distribution of fibers in the mouse brain. In addition, we obtained preliminary results by simulating rFBM with a region-dependent H. This next step in complexity presents challenges (e.g., it can be highly sensitive to mathematical specifications), but it is necessary for the predictive modeling of interior fiber densities in heterogenous brain tissue. 

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5. The Self-Organization of the Brain Serotonergic Matrix: From Stochastic Axon Paths to Regional Densities

   Janusonis, Skirmantas; Vojta, Thomas; Metzler, Ralf; Haiman, Justin H.; Wang, Wei (January 2022, NSF CRCNS PI Meeting)

   The neighborhood of virtually every brain neuron contains thin, meandering axons that release serotonin (5-HT). These axons, also referred to as serotonergic fibers, are present in all vertebrate species (from fish to mammals) and are an essential component of biological neural networks. In the mammalian brain, they create dense meshworks that are macroscopically described by densities. It is not known how these densities arise from the trajectories of individual fibers, each of which resembles a unique random-walk path. Solving this problem will advance our understanding of the fundamental structure of neural tissue, including its plasticity and regeneration. Our interdisciplinary program investigates the stochastic structure of serotonergic fibers, by employing a range of experimental, computational, and theoretical methods. Transgenic mouse models (e.g., Brainbow) and brainstem cell cultures are used with advanced microscopy (3D-confocal imaging, STED super-resolution microscopy, holotomography) to visualize individual serotonergic fibers and their trajectories. Serotonergic fibers are modeled as paths of a superdiffusive stochastic process, with a focus on fractional Brownian motion (FBM). The formation of regional fiber densities is tested with supercomputer modeling in neuroanatomically accurate 2D- and 3D-brain-like shapes. Within the same framework, we are developing the mathematical theory of the reflected, branching, and spatially heterogenous FBM. 

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