In statistical data assimilation one evaluates the conditional expected values, conditioned on measurements, of interesting quantities on the path of a model through observation and prediction windows. This often requires working with very high dimensional integrals in the discrete time descriptions of the observations and model dynamics, which become functional integrals in the continuous-time limit. Two familiar methods for performing these integrals include (1) Monte Carlo calculations and (2) variational approximations using the method of Laplace plus perturbative corrections to the dominant contributions. We attend here to aspects of the Laplace approximation and develop an annealing method for locating the variational path satisfying the Euler-Lagrange equations that comprises the major contribution to the integrals. This begins with the identification of the minimum action path starting with a situation where the model dynamics is totally unresolved in state space, and the consistent minimum of the variational problem is known. We then proceed to slowly increase the model resolution, seeking to remain in the basin of the minimum action path, until a path that gives the dominant contribution to the integral is identified. After a discussion of some general issues, we give examples of the assimilation process for some simple, instructive models from the geophysical literature. Then we explore a slightly richer model of the same type with two distinct time scales. This is followed by a model characterizing the biophysics of individual neurons.

With the goal of building a model of the HVC nucleus in the avian song system, we discuss in detail a model of HVC[Formula: see text] projection neurons comprised of a somatic compartment with fast Na[Formula: see text] and K[Formula: see text] currents and a dendritic compartment with slower Ca[Formula: see text] dynamics. We show this model qualitatively exhibits many observed electrophysiological behaviors. We then show in numerical procedures how one can design and analyze feasible laboratory experiments that allow the estimation of all of the many parameters and unmeasured dynamical variables, given observations of the somatic voltage [Formula: see text] alone. A key to this procedure is to initially estimate the slow dynamics associated with Ca, blocking the fast Na and K variations, and then with the Ca parameters fixed estimate the fast Na and K dynamics. This separation of time scales provides a numerically robust method for completing the full neuron model, and the efficacy of the method is tested by prediction when observations are complete. The simulation provides a framework for the slice preparation experiments and illustrates the use of data assimilation methods for the design of those experiments.

This paper revisits earlier work on complex classical mechanics in which it was argued that when the energy of a classical particle in an analytic potential is real, the particle trajectories are closed and periodic, but that when the energy is complex, the classical trajectories are open. Here it is shown that there is a discrete set of eigencurves in the complex-energy plane for which the particle trajectories are closed and periodic.Comment: 12 pages, 9 figure

Information in measurements of a nonlinear dynamical system can be transferred to a quantitative model of the observed system to establish its fixed parameters and unobserved state variables. After this learning period is complete, one may predict the model response to new forces and, when successful, these predictions will match additional observations. This adjustment process encounters problems when the model is nonlinear and chaotic because dynamical instability impedes the transfer of information from the data to the model when the number of measurements at each observation time is insufficient. We discuss the use of information in the waveform of the data, realized through a time delayed collection of measurements, to provide additional stability and accuracy to this search procedure. Several examples are explored, including a few familiar nonlinear dynamical systems and small networks of Colpitts oscillators.

We investigate the dynamics of a conductance-based neuron model coupled to a model of intracellular calcium uptake and release by the endoplasmic reticulum. The intracellular calcium dynamics occur on a time scale that is orders of magnitude slower than voltage spiking behavior. Coupling these mechanisms sets the stage for the appearance of chaotic dynamics, which we observe within certain ranges of model parameter values. We then explore the question of whether one can, using observed voltage data alone, estimate the states and parameters of the voltage plus calcium (V+Ca) dynamics model. We find the answer is negative. Indeed, we show that voltage plus another observed quantity must be known to allow the estimation to be accurate. We show that observing both the voltage time course V(t) and the intracellular Ca time course will permit accurate estimation, and from the estimated model state, accurate prediction after observations are completed. This sets the stage for how one will be able to use a more detailed model of V+Ca dynamics in neuron activity in the analysis of experimental data on individual neurons as well as functional networks in which the nodes (neurons) have these biophysical properties.