DifferentialEquations.jl is a package for solving differential equations in Julia. It covers discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations), ordinary differential equations, stochastic differential equations, algebraic differential equations, delay differential equations, hybrid differential equations, jump diffusions, and (stochastic) partial differential equations. Through extensive use of multiple dispatch, metaprogramming, plot recipes, foreign function interfaces (FFI), and call-overloading, DifferentialEquations.jl offers a unified user interface to solve and analyze various forms of differential equations while not sacrificing features or performance. Many modern features are integrated into the solvers, such as allowing arbitrary user-defined number systems for high-precision and arithmetic with physical units, built-in multithreading and parallelism, and symbolic calculation of Jacobians. Integrated into the package is an algorithm testing and benchmarking suite to both ensure accuracy and serve as an easy way for researchers to develop and distribute their own methods. Together, these features build a highly extendable suite which is feature-rich and highly performant.
In the context of science, the well-known adage “a picture is worth a thousand words” might well be “a model is worth a thousand datasets.” Scientific models, such as Newtonian physics or biological gene regulatory networks, are human-driven simplifications of complex phenomena that serve as surrogates for the countless experiments that validated the models. Recently, machine learning has been able to overcome the inaccuracies of approximate modeling by directly learning the entire set of nonlinear interactions from data. However, without any predetermined structure from the scientific basis behind the problem, machine learning approaches are flexible but data-expensive, requiring large databases of homogeneous labeled training data. A central challenge is reconciling data that is at odds with simplified models without requiring "big data". In this work demonstrate how a mathematical object, which we denote universal differential equations (UDEs), can be utilized as a theoretical underpinning to a diverse array of problems in scientific machine learning to yield efficient algorithms and generalized approaches. The UDE model augments scientific models with machine-learnable structures for scientifically-based learning. We show how UDEs can be utilized to discover previously unknown governing equations, accurately extrapolate beyond the original data, and accelerate model simulation, all in a time and data-efficient manner. This advance is coupled with open-source software that allows for training UDEs which incorporate physical constraints, delayed interactions, implicitly-defined events, and intrinsic stochasticity in the model. Our examples show how a diverse set of computationally-difficult modeling issues across scientific disciplines, from automatically discovering biological mechanisms to accelerating the training of physics-informed neural networks and large-eddy simulations, can all be transformed into UDE training problems that are efficiently solved by a single software methodology.
Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.
Morphogen gradients induce sharply defined domains of gene expression in a concentration-dependent manner, yet how cells interpret these signals in the face of spatial and temporal noise remains unclear. Using fluorescence lifetime imaging microscopy (FLIM) and phasor analysis to measure endogenous retinoic acid (RA) directly in vivo, we have investigated the amplitude of noise in RA signaling, and how modulation of this noise affects patterning of hindbrain segments (rhombomeres) in the zebrafish embryo. We demonstrate that RA forms a noisy gradient during critical stages of hindbrain patterning and that cells use distinct intracellular binding proteins to attenuate noise in RA levels. Increasing noise disrupts sharpening of rhombomere boundaries and proper patterning of the hindbrain. These findings reveal novel cellular mechanisms of noise regulation, which are likely to play important roles in other aspects of physiology and disease.DOI: http://dx.doi.org/10.7554/eLife.14034.001
Pharmacometric modeling establishes causal quantitative relationship between administered dose, tissue exposures, desired and undesired effects and patient’s risk factors. These models are employed to de-risk drug development and guide precision medicine decisions. Recent technological advances rendered collecting real-time and detailed data easy. However, the pharmacometric tools have not been designed to handle heterogeneous, big data and complex models. The estimation methods are outdated to solve modern healthcare challenges. We set out to design a platform that facilitates domain specific modeling and its integration with modern analytics to foster innovation and readiness to data deluge in healthcare.New specialized estimation methodologies have been developed that allow dramatic performance advances in areas that have not seen major improvements in decades. New ODE solver algorithms, such as coefficient-optimized higher order integrators and new automatic stiffness detecting algorithms which are robust to frequent discontinuities, give rise to up to 4x performance improvements across a wide range of stiff and non-stiff systems seen in pharmacometric applications. These methods combine with JIT compiler techniques and further specialize the solution process on the individual systems, allowing statically-sized optimizations and discrete sensitivity analysis via forward-mode automatic differentiation, to further enhance the accuracy and performance of the solving and parameter estimation process. We demonstrate that when all of these techniques are combined with a validated clinical trial dosing mechanism and non-compartmental analysis (NCA) suite, real applications like NLME parameter estimation see run times halved while retaining the same accuracy. Meanwhile in areas with less prior optimization of software, like optimal experimental design, we see orders of magnitude performance enhancements. Together we show a fast and modern domain specific modeling framework which lays a platform for innovation via upcoming integrations with modern analytics.
We have developed a globally applicable diagnostic COVID-19 model by augmenting the classical SIR epidemiological model with a neural network module. Our model does not rely upon previous epidemics like SARS/MERS and all parameters are optimized via machine learning algorithms used on publicly available COVID-19 data. The model decomposes the contributions to the infection time series to analyze and compare the role of quarantine control policies used in highly affected regions of Europe, North America, South America, and Asia in controlling the spread of the virus. For all continents considered, our results show a generally strong correlation between strengthening of the quarantine controls as learnt by the model and actions taken by the regions' respective governments. In addition, we have hosted our quarantine diagnosis results for the top 70 affected countries worldwide, on a public platform.
SummaryStochasticity affects accurate signal detection and robust generation of correct cell fates. Although many known regulatory mechanisms may reduce fluctuations in signals, most simultaneously influence their mean dynamics, leading to unfaithful cell fates. Through analysis and computation, we demonstrate that a reversible signaling mechanism acting through intermediate states can reduce noise while maintaining the mean. This mean-independent noise control (MINC) mechanism is investigated in the context of an intracellular binding protein that regulates retinoic acid (RA) signaling during zebrafish hindbrain development. By comparing our models with experimental data, we find that the MINC mechanism allows for sharp boundaries of gene expression without sacrificing boundary accuracy. In addition, this MINC mechanism can modulate noise to levels that we show are beneficial to spatial patterning through noise-induced cell fate switching. These results reveal a design principle that may be important for noise regulation in many systems that control cell fate determination.
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