Related papers: Transition densities for stochastic Hodgkin-Huxley…
Transfer learning has become an essential technique for utilizing information from source datasets to improve the performance of the target task. However, in the context of high-dimensional data, heterogeneity arises due to heteroscedastic…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We define a stochastic reaction-diffusion process that describes a consensus formation in a non-sedentary population. The process is a diffusive version of the Majority Vote model, where the state update follows two stages: in the first…
A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory,…
We study the contraction of Hodgkin-Huxley model and its role in the reliability of spike timings. Without input, the model is contractive in the region of physiological interest. With impulsive synaptic inputs, contraction is retained…
We introduce a stochastic partial differential equation capable of reproducing the main features of spatiotemporal intermittency (STI). Additionally the model displays a noise induced transition from laminarity to the STI regime. We show by…
The threshold voltage for action potential generation is a key regulator of neuronal signal transduction, yet the mechanism of its dynamic variation is still not well described. In this paper, we propose that threshold phenomena can be…
The bidomain system of degenerate reaction-diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with "reaction" linked to the cellular action potential and "diffusion" representing current flow…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…
We study associative memory neural networks of the Hodgkin-Huxley type of spiking neurons in which multiple periodic spatio-temporal patterns of spike timing are memorized as limit-cycle-type attractors. In encoding the spatio-temporal…
We study a diffuse interface model for the flow of two viscous incompressible Newtonian fluids in a bounded domain. The fluids are assumed to be macroscopically immiscible, but a partial mixing in a small interfacial region is assumed in…
We prove phase transitions for continuum percolation in a Boolean model based on a Cox point process with nonstabilizing directing measure. The directing measure, which can be seen as a stationary random environment for the classical…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…
HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility. Financial time series are characterized by transition between phases of different volatility levels. The smooth transition HYGARCH…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…