# Periodic orbits of hybrid systems and parameter estimation via AD.

## Abstract

Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical models of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives formore »

- Authors:

- (Cornell University)
- (INRIA Sophia-Antipolis)

- Publication Date:

- Research Org.:
- Sandia National Laboratories

- Sponsoring Org.:
- USDOE

- OSTI Identifier:
- 959240

- Report Number(s):
- SAND2004-4012C

TRN: US0904742

- DOE Contract Number:
- AC04-94AL85000

- Resource Type:
- Conference

- Resource Relation:
- Conference: Proposed for presentation at the Fourth International Conference on Automatic Differentiation held July 19-23, 2004 in Chicago, IL.

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 12 MANAGEMENT OF RADIOACTIVE WASTES, AND NON-RADIOACTIVE WASTES FROM NUCLEAR FACILITIES; ACCELERATION; ALGORITHMS; ANNEALING; BOUNDARY-VALUE PROBLEMS; CONSTRUCTION; DIFFERENTIAL EQUATIONS; EQUATIONS OF MOTION; GENETICS; HYBRID SYSTEMS; IMPLEMENTATION; MATHEMATICAL MODELS; MENSTRUAL CYCLE; METRICS; MINIMIZATION; NUMERICAL SOLUTION; OPTIMIZATION; OSCILLATIONS; SENSITIVITY

### Citation Formats

```
Guckenheimer, John., Phipps, Eric Todd, and Casey, Richard.
```*Periodic orbits of hybrid systems and parameter estimation via AD.*. United States: N. p., 2004.
Web.

```
Guckenheimer, John., Phipps, Eric Todd, & Casey, Richard.
```*Periodic orbits of hybrid systems and parameter estimation via AD.*. United States.

```
Guckenheimer, John., Phipps, Eric Todd, and Casey, Richard. Thu .
"Periodic orbits of hybrid systems and parameter estimation via AD.". United States.
```

```
@article{osti_959240,
```

title = {Periodic orbits of hybrid systems and parameter estimation via AD.},

author = {Guckenheimer, John. and Phipps, Eric Todd and Casey, Richard},

abstractNote = {Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical models of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance between two given periodic orbits which is then minimized using a trust-region minimization algorithm [DS83] to find optimal fits of the model to a reference orbit [Cas04]. There are two different yet related goals that motivate the algorithmic choices listed above. The first is to provide a simple yet powerful framework for studying periodic motions in mechanical systems. Formulating mechanically correct equations of motion for systems of interconnected rigid bodies, while straightforward, is a time-consuming error prone process. Much of this difficulty stems from computing the acceleration of each rigid body in an inertial reference frame. The acceleration is computed most easily in a redundant set of coordinates giving the spatial positions of each body: since the acceleration is just the second derivative of these positions. Rather than providing explicit formulas for these derivatives, automatic differentiation can be employed to compute these quantities efficiently during the course of a simulation. The feasibility of these ideas was investigated by applying these techniques to the problem of locating stable walking motions for a disc-foot passive walking machine [CGMR01, Gar99, McG91]. The second goal for this work was to investigate the application of smooth optimization methods to periodic orbit parameter estimation problems in neural oscillations. Others [BB93, FUS93, VB99] have favored non-continuous optimization methods such as genetic algorithms, stochastic search methods, simulated annealing and brute-force random searches because of their perceived suitability to the landscape of typical objective functions in parameter space, particularly for multi-compartmental neural models. Here we argue that a carefully formulated optimization problem is amenable to Newton-like methods and has a sufficiently smooth landscape in parameter space that these methods can be an efficient and effective alternative. The plan of this paper is as follows. In Section 1 we provide a definition of hybrid systems that is the basis for modeling systems with discontinuities or discrete transitions. Sections 2, 3, and 4 briefly describe the Taylor series integration, periodic orbit tracking, and parameter estimation algorithms. For full treatments of these algorithms, we refer the reader to [Phi03, Cas04, CPG04]. The software implementation of these algorithms is briefly described in Section 5 with particular emphasis on the automatic differentiation software ADMC++. Finally, these algorithms are applied to the bipedal walking and Hodgkin-Huxley based neural oscillation problems discussed above in Section 6.},

doi = {},

journal = {},

number = ,

volume = ,

place = {United States},

year = {2004},

month = {7}

}