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In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to the consideration of various finite state Mean Field Game settings (finite horizon, $\gamma$-discounted), allowing in particular for the…

Optimization and Control · Mathematics 2020-10-27 Sarah Perrin , Julien Perolat , Mathieu Laurière , Matthieu Geist , Romuald Elie , Olivier Pietquin

This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large number of followers. To be specific, the followers face a…

Optimization and Control · Mathematics 2025-03-25 Yu Si , Jingtao Shi

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

We discuss the synchronization of coupled neurons which are modelled as FitzHugh-Nagumo systems. As smallest entity in a larger network, we focus on two diffusively coupled subsystems, which can be interpreted as two mutually interacting…

Chaotic Dynamics · Physics 2008-09-05 Philipp Hoevel , Markus A. Dahlem , Eckehard Schoell

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

Probability · Mathematics 2022-04-21 Vassili Kolokoltsov , Marianna Troeva

We consider synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any two pulse-like solutions which start from different positions…

Probability · Mathematics 2025-01-24 Christian Kuehn , Joris van Winden

We consider pulse-coupled Leaky Integrate-and-Fire neural networks with randomly distributed synaptic couplings. This random dilution induces fluctuations in the evolution of the macroscopic variables and deterministic chaos at the…

Chaotic Dynamics · Physics 2015-04-14 D. Angulo-Garcia , A. Torcini

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…

Probability · Mathematics 2016-11-02 Austin McDaniel , Ozer Duman , Giovanni Volpe , Jan Wehr

Here we present a study of stochastic resonance in an extended FitzHugh-Nagumo system with a field dependent activator diffusion. We show that the system response (here measured through the output signal-to-noise ratio) is enhanced due to…

Soft Condensed Matter · Physics 2009-11-11 C. J. Tessone , H. S. Wio

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

Analysis of PDEs · Mathematics 2025-09-23 Pierre Cardaliaguet , Raphaël Maillet , Wenbin Yan

We analytically study the input-output properties of a neuron whose active dendritic tree, modeled as a Cayley tree of excitable elements, is subjected to Poisson stimulus. Both single-site and two-site mean-field approximations incorrectly…

Neurons and Cognition · Quantitative Biology 2012-01-18 Leonardo L. Gollo , Osame Kinouchi , Mauro Copelli

We consider a network of randomly coupled rate-based neurons influenced by external and internal noise. We derive a second-order stochastic mean-field model for the network dynamics and use it to analyze the stability and bifurcations in…

Chaotic Dynamics · Physics 2015-12-14 Vladimir Klinshov , Igor Franovic

Neuronal excitability is the phenomena that describes action potential generation due to a stimulus input. Commonly, neuronal excitability is divided into two classes: Type I and Type II, both having different properties that affect…

Neurons and Cognition · Quantitative Biology 2020-11-03 Jantine A. C. Broek , Guillaume Drion

We consider the coaction of two distinct noise sources on the activation process of a single and two interacting excitable units, which are mathematically described by the Fitzhugh-Nagumo equations. We determine the most probable activation…

Chaotic Dynamics · Physics 2016-04-19 Igor Franović , Kristina Todorović , Matjaz Perc , Nebojša Vasović , Nikola Burić

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

Optimization and Control · Mathematics 2024-12-18 Lijun Bo , Dongfang Yang , Shihua Wang

This paper focuses on exploring the convergence properties of a generic player's trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownian motion serves as the common noise. The study establishes…

Probability · Mathematics 2023-07-04 Jiamin Jian , Qingshuo Song , Jiaxuan Ye

We consider the effect of distributed delays in neural feedback systems. The avian optic tectum is reciprocally connected with the nucleus isthmi. Extracellular stimulation combined with intracellular recordings reveal a range of signal…

Biological Physics · Physics 2007-12-04 Ulrike Meyer , Jing Shao , Saurish Chakrabarty , Sebastian F. Brandt , Harald Luksch , Ralf Wessel

In this note, we clarify the well-posedness of the limit equations to the mean-field $N$-neuron models proposed in Baladron et al. and we prove the associated propagation of chaos property. We also complete the modeling issue in Baladron et…

Probability · Mathematics 2015-07-30 Mireille Bossy , Olivier Faugeras , Denis Talay

By using a semi-analytical dynamical mean-field approximation previously proposed by the author [H. Hasegawa, Phys. Rev. E, {\bf 70}, 066107 (2004)], we have studied the synchronization of stochastic, small-world (SW) networks of…

Disordered Systems and Neural Networks · Physics 2009-11-11 Hideo Hasegawa

We study the interplay between diversity and noise in a 3D network of FitzHugh-Nagumo elements, with topology and dimensions chosen to model a pancreatic beta-cell cluster, as an example of an excitable cell network. Our results show that…

Biological Physics · Physics 2022-03-30 Stefano Scialla , Marco Patriarca , Els Heinsalu