This thesis is concerned with drawing out high-level insight from otherwise complex mathematical models of physical processes. This is achieved through detailed analysis of model behaviour as constituent parameters are varied. A particular focus is the well-posedness of parameter estimation from noisy data, and its relationship to the parametric sensitivity properties of the model. Other topics investigated include the verification of model performance properties over large ranges of parameters, and the simplification of models based upon their response to parameter perturbation. Several methodologies are proposed, which account for various model classes. However, shared features of the models considered include nonlinearity, parameters with considerable scope for variability, and experimental data corrupted by significant measurement uncertainty. We begin by considering models described by systems of nonlinear ordinary differen- tial equations with parameter dependence. Model output, in this case, can only be obtained by numerical integration of the relevant equations. Therefore, assessment of model behaviour over tracts of parameter space is usually carried out by repeated model simulation over a grid of parameter values. We instead reformulate this as- sessment as an algebraic problem, using polynomial programming techniques. The result is an algorithm that produces parameter-dependent algebraic functions that are guaranteed to bound user-defined aspects of model behaviour over parameter space. We then consider more general classes of parameter-dependent model. A theoretical framework is constructed through which we can explore the duality between model sensitivity to non-local parameter perturbations, and the well-posedness of parameter estimation from significantly noisy data. This results in an algorithm that can uncover functional relations on parameter space over which model output is insensitive and parameters cannot be estimated. The methodology used derives from techniques of nonlinear optimal control. We use this algorithm to simplify benchmark models from the systems biology literature. Specifically, we uncover features such as fast-timescale subsystems and redundant model interactions, together with the sets of parameter values over which the features are valid. We finally consider parameter estimation in models that are acknowledged to im- perfectly describe the modelled process. We show that this invalidates standard statistical theory associated with uncertainty quantification of parameter estimates. Alternative theory that accounts for this situation is then developed, resulting in a computationally tractable approximation of the covariance of a parameter estimate with respect to noise-induced fluctuation of experimental data.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:730341 |
| Date | January 2016 |
| Creators | Raman, Dhruva Venkita |
| Contributors | Papachristodoulou, Antonis ; Anderson, James |
| Publisher | University of Oxford |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | https://ora.ox.ac.uk/objects/uuid:f58aa335-db0a-495b-8eef-1ddb363cbd19 |
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