There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

We will review some of the major results in random graphs and some of the more challenging open problems. We will cover algorithmic and structural questions. We will touch on newer models, including those related to the WWW.

Random graphs

Information processing in the cerebral cortex involves interactions among distributed areas. Anatomical connectivity suggests that certain areas form local hierarchical relations such as within the visual system. Other connectivity patterns, particularly among association areas, suggest the presence of large-scale circuits without clear hierarchical relations. In this study the organization of networks in the human cerebrum was explored using resting-state functional connectivity MRI. Data from 1,000 subjects were registered using surface-based alignment. A clustering approach was employed to identify and replicate networks of functionally coupled regions across the cerebral cortex. The results revealed local networks confined to sensory and motor cortices as well as distributed networks of association regions. Within the sensory and motor cortices, functional connectivity followed topographic representations across adjacent areas. In association cortex, the connectivity patterns often showed abrupt transitions between network boundaries. Focused analyses were performed to better understand properties of network connectivity. A canonical sensory-motor pathway involving primary visual area, putative middle temporal area complex (MT+), lateral intraparietal area, and frontal eye field was analyzed to explore how interactions might arise within and between networks. Results showed that adjacent regions of the MT+ complex demonstrate differential connectivity consistent with a hierarchical pathway that spans networks. The functional connectivity of parietal and prefrontal association cortices was next explored. Distinct connectivity profiles of neighboring regions suggest they participate in distributed networks that, while showing evidence for interactions, are embedded within largely parallel, interdigitated circuits. We conclude by discussing the organization of these large-scale cerebral networks in relation to monkey anatomy and their potential evolutionary expansion in humans to support cognition.

The organization of the human cerebral cortex estimated by intrinsic functional connectivity

Couplings and changes of variables.- Three examples of coupling techniques.- The founding fathers of optimal transport.- Qualitative description of optimal transport.- Basic properties.- Cyclical monotonicity and Kantorovich duality.- The Wasserstein distances.- Displacement interpolation.- The Monge-Mather shortening principle.- Solution of the Monge problem I: global approach.- Solution of the Monge problem II: Local approach.- The Jacobian equation.- Smoothness.- Qualitative picture.- Optimal transport and Riemannian geometry.- Ricci curvature.- Otto calculus.- Displacement convexity I.- Displacement convexity II.- Volume control.- Density control and local regularity.- Infinitesimal displacement convexity.- Isoperimetric-type inequalities.- Concentration inequalities.- Gradient flows I.- Gradient flows II: Qualitative properties.- Gradient flows III: Functional inequalities.- Synthetic treatment of Ricci curvature.- Analytic and synthetic points of view.- Convergence of metric-measure spaces.- Stability of optimal transport.- Weak Ricci curvature bounds I: Definition and Stability.- Weak Ricci curvature bounds II: Geometric and analytic properties.

Optimal Transport: Old and New

Structurally segregated and functionally specialized regions of the human cerebral cortex are interconnected by a dense network of cortico-cortical axonal pathways. By using diffusion spectrum imaging, we noninvasively mapped these pathways within and across cortical hemispheres in individual human participants. An analysis of the resulting large-scale structural brain networks reveals a structural core within posterior medial and parietal cerebral cortex, as well as several distinct temporal and frontal modules. Brain regions within the structural core share high degree, strength, and betweenness centrality, and they constitute connector hubs that link all major structural modules. The structural core contains brain regions that form the posterior components of the human default network. Looking both within and outside of core regions, we observed a substantial correspondence between structural connectivity and resting-state functional connectivity measured in the same participants. The spatial and topological centrality of the core within cortex suggests an important role in functional integration.

/pdf/mapping-the-structural-core-of-human-cerebral-cortex-20wm5mmkq9.pdf

Mapping the Structural Core of Human Cerebral Cortex

A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential equations and to have at least an intuitive feel for the concept of a random variable; however, no knowledge of advanced probability theory or stochastic processes is assumed. The article is built around $10$ MATLAB programs, and the topics covered include stochastic integration, the Euler--Maruyama method, Milstein's method, strong and weak convergence, linear stability, and the stochastic chain rule.

/pdf/an-algorithmic-introduction-to-numerical-simulation-of-1ts6r9k0ri.pdf

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

A fundamental issue in neuroscience is the relation between structure and function. However, gross landmarks do not correspond well to microstructural borders and cytoarchitecture cannot be visualized in a living brain used for functional studies. Here, we used diffusion-weighted and functional MRI to test structure-function relations directly. Distinct neocortical regions were defined as volumes having similar connectivity profiles and borders identified where connectivity changed. Without using prior information, we found an abrupt profile change where the border between supplementary motor area (SMA) and pre-SMA is expected. Consistent with this anatomical assignment, putative SMA and pre-SMA connected to motor and prefrontal regions, respectively. Excellent spatial correlations were found between volumes defined by using connectivity alone and volumes activated during tasks designed to involve SMA or pre-SMA selectively. This finding demonstrates a strong relationship between structure and function in medial frontal cortex and offers a strategy for testing such correspondences elsewhere in the brain.

/pdf/changes-in-connectivity-profiles-define-functionally-xug04txr4v.pdf

Changes in connectivity profiles define functionally-distinct regions in human medial frontal cortex

http://homepages.warwick.ac.uk/~masdr/journalpubs/stuart50.pdf

Ergodicity for SDEs and approximations: Locally Lipschitz vector fields and degenerate noise

Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) requires a global Lipschitz assumption on the drift and diffusion coefficients. In practice, many important SDE models satisfy only a local Lipschitz property and, since Brownian paths can make arbitrarily large excursions, the global Lipschitz-based theory is not directly relevant. In this work we prove strong convergence results under less restrictive conditions. First, we give a convergence result for Euler--Maruyama requiring only that the SDE is locally Lipschitz and that the pth moments of the exact and numerical solution are bounded for some p >2. As an application of this general theory we show that an implicit variant of Euler--Maruyama converges if the diffusion coefficient is globally Lipschitz, but the drift coefficient satisfies only a one-sided Lipschitz condition; this is achieved by showing that the implicit method has bounded moments and may be viewed as an Euler--Maruyama approximation to a perturbed SDE of the same form. Second, we show that the optimal rate of convergence can be recovered if the drift coefficient is also assumed to behave like a polynomial.

/pdf/strong-convergence-of-euler-type-methods-for-nonlinear-39b2wugg93.pdf

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by the question "for what choices of stepsize does the numerical method reproduce the characteristics of the test equation?" We study a linear test equation with a multiplicative noise term, and consider mean-square and asymptotic stability of a stochastic version of the theta method. We extend some mean-square stability results in [Saito and Mitsui, SIAM. J. Numer. Anal., 33 (1996), pp. 2254--2267]. In particular, we show that an extension of the deterministic A-stability property holds. We also plot mean-square stability regions for the case where the test equation has real parameters. For asymptotic stability, we show that the issue reduces to finding the expected value of a parametrized random variable. We combine analytical and numerical techniques to get insights into the stability properties. For a variant of the method that has been proposed in the literature we obtain precise analytic expressions for the asymptotic stability region. This allows us to prove a number of results. The technique introduced is widely applicable, and we use it to show that a fully implicit method suggested by [Kloeden and Platen, Numerical Solution of Stochastic Differential Equations, Springer-Verlag, 1992] has an asymptotic stability extension of the deterministic A-stability property. We also use the approach to explain some numerical results reported in [Milstein, Platen, and Schurz, SIAM J. Numer. Anal., 35 (1998), pp. 1010--1019.]

Desmond J. Higham

Papers

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

Changes in connectivity profiles define functionally-distinct regions in human medial frontal cortex

Ergodicity for SDEs and approximations: Locally Lipschitz vector fields and degenerate noise

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

Mean-Square and Asymptotic Stability of the Stochastic Theta Method