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We consider a discrete particle system of two species coupled through nonlocal interactions driven by the one-dimensional Newtonian potential, with repulsive self-interaction and attractive cross-interaction. After providing a suitable…

Analysis of PDEs · Mathematics 2020-08-26 Marco Di Francesco , Antonio Esposito , Markus Schmidtchen

We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…

Probability · Mathematics 2026-05-20 David Criens

This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…

Probability · Mathematics 2024-04-12 Letizia Angeli , Dan Crisan , Martin Kolodziejczyk , Michela Ottobre

We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…

Probability · Mathematics 2021-12-07 Daniel Lacker , Jiacheng Zhang

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Many physical processes such as weather phenomena or fluid mechanics are governed by partial differential equations (PDEs). Modelling such dynamical systems using Neural Networks is an active research field. However, current methods are…

Machine Learning · Computer Science 2022-10-12 Andrzej Dulny , Andreas Hotho , Anna Krause

In this paper we present a simple microscopic stochastic model describing short term plasticity within a large homogeneous network of interacting neurons. Each neuron is represented by its membrane potential and by the residual calcium…

Probability · Mathematics 2020-01-29 Antonio Galves , Eva Löcherbach , Christophe Pouzat , Errico Presutti

Synaptic plasticity depends on the interaction between electrical activity in neurons and the synaptic proteome, the collection of over 1000 proteins in the post-synaptic density (PSD) of synapses. To construct models of synaptic plasticity…

Neurons and Cognition · Quantitative Biology 2014-11-19 David C. Sterratt , Oksana Sorokina , J. Douglas Armstrong

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati

A computational PDE-constrained optimization approach is proposed for optimal trajectory planning under uncertainty by means of an associated Schroedinger Bridge Problem (SBP). The proposed SBP formulation is interpreted as the mean-field…

Optimization and Control · Mathematics 2026-05-20 Dante Kalise , Wenxin Liu

The spiking activity of single neurons can be well described by a nonlinear integrate-and-fire model that includes somatic adaptation. When exposed to fluctuating inputs sparsely coupled populations of these model neurons exhibit stochastic…

Neurons and Cognition · Quantitative Biology 2017-07-20 Moritz Augustin , Josef Ladenbauer , Fabian Baumann , Klaus Obermayer

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

Mean-field theory links the physiological properties of individual neurons to the emergent dynamics of neural population activity. These models provide an essential tool for studying brain function at different scales; however, for their…

Neurons and Cognition · Quantitative Biology 2023-03-01 Richard Gast , Sara A. Solla , Ann Kennedy

Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato

We use mean field theory to study the response properties of a simple randomly-connected model cortical network of leaky integrate-and-fire neurons with balanced excitation and inhibition. The formulation permits arbitrary temporal…

Disordered Systems and Neural Networks · Physics 2007-05-23 John Hertz , Barry Richmond , Kristian Nilsen

We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…

Probability · Mathematics 2026-04-15 I. Bailleul , N. Moench

We review a recent approach to the mean-field limits in neural networks that takes into account the stochastic nature of input current and the uncertainty in synaptic coupling. This approach was proved to be a rigorous limit of the network…

Probability · Mathematics 2010-01-22 Jonathan Touboul , Bard Ermentrout , Olivier Faugeras , Bruno Cessac

Physics-Informed Neural Networks (PINNs) and Neural Ordinary Differential Equations (NODEs) represent two distinct machine learning frameworks for modeling nonlinear neuronal dynamics. This study systematically evaluates their performance…

Dynamical Systems · Mathematics 2026-03-31 Nikolaos M. Matzakos , Chrisovalantis Sfyrakis

Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…

Probability · Mathematics 2026-05-20 Eliana Fausti , Andreas Sojmark
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