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The topic of this PhD thesis is the derivation of evolution equations for probability density functions (pdfs) describing the non-Markovian response to dynamical systems under Gaussian coloured (smoothly-correlated) noise. These pdf…

Mathematical Physics · Physics 2022-02-01 K. I. Mamis

Physics-informed neural networks are developed to characterize the state of dynamical systems in a random environment. The neural network approximates the probability density function (pdf) or the characteristic function (chf) of the state…

Numerical Analysis · Mathematics 2020-04-21 Wayne Isaac Tan Uy , Mircea Grigoriu

Despite the huge number of neurons composing a brain network, ongoing activity of local cell assemblies composing cortical columns is intrinsically stochastic. Fluctuations in their instantaneous rate of spike firing $\nu(t)$ scale with the…

Neurons and Cognition · Quantitative Biology 2024-04-15 Gianni V. Vinci , Roberto Benzi , Maurizio Mattia

The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…

Mathematical Physics · Physics 2025-04-14 Gerassimos A. Athanassoulis , Nikolaos P. Nikoletatos-Kekatos , Konstantinos Mamis

The Nonlinear Noisy Leaky Integrate and Fire neuronal models are mathematical models that describe the activity of neural networks. These models have been studied at a microscopic level, using Stochastic Differential Equations, and at a…

Neurons and Cognition · Quantitative Biology 2020-11-12 María J. Cáceres , Alejandro Ramos-Lora

Neurons in the nervous system are submitted to distinct sources of noise, such as ionic-channel and synaptic noise, which introduces variability in their responses to repeated presentations of identical stimuli. This motivates the use of…

We consider a wide class of spiking neuron models, defined by rather general set of conditions typical for basic models like leaky integrate and fire, or binding neuron model. A neuron is fed with a point renewal process. A relation between…

Neurons and Cognition · Quantitative Biology 2015-02-13 Alexander K. Vidybida

We introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white…

Dynamical Systems · Mathematics 2025-01-20 Tyler E. Maltba , Hongli Zhao , D. Adrian Maldonado

We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…

Statistical Mechanics · Physics 2026-01-13 Victor Dotsenko , Gleb Oshanin , Leonid Pastur , Pascal Viot

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

Learning is based on synaptic plasticity, which affects and is driven by neural activity. Because pre- and postsynaptic spiking activity is shaped by randomness, the synaptic weights follow a stochastic process, requiring a probabilistic…

Neurons and Cognition · Quantitative Biology 2026-01-14 Jakob Stubenrauch , Naomi Auer , Richard Kempter , Benjamin Lindner

Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…

Dynamical Systems · Mathematics 2016-03-17 Xu Sun , Jinqiao Duan , Xiaofan Li , Hua Liu , Xiangjun Wang , Yayun Zheng

Neural-network models of high-level brain functions such as memory recall and reasoning often rely on the presence of stochasticity. The majority of these models assumes that each neuron in the functional network is equipped with its own…

Neurons and Cognition · Quantitative Biology 2022-05-17 Jakob Jordan , Mihai A. Petrovici , Oliver Breitwieser , Johannes Schemmel , Karlheinz Meier , Markus Diesmann , Tom Tetzlaff

Identifying the right tools to express the stochastic aspects of neural activity has proven to be one of the biggest challenges in computational neuroscience. Even if there is no definitive answer to this issue, the most common procedure to…

Neurons and Cognition · Quantitative Biology 2016-02-12 Grégory Dumont , Jacques Henry , Carmen Oana Tarniceriu

The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…

Statistical Mechanics · Physics 2024-12-06 Koushik Goswami , K. L. Sebastian

A novel approach to moment closure problem is used to derive low dimensional laws for the dynamics of the moments of the membrane potential distribution in a population of spiking neurons. Using spectral expansion of the density equation we…

Statistical Mechanics · Physics 2025-07-08 Gianni Valerio Vinci , Roberto Benzi , Maurizio Mattia

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

Pairs of neurons in brain networks often share much of the input they receive from other neurons. Due to essential non-linearities of neuronal dynamics, the consequences for the correlation of the output spike trains are not well understood…

Biological Physics · Physics 2017-02-08 Taskin Deniz , Stefan Rotter

The seemingly stochastic transient dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference. In vitro neurons, on the other hand, exhibit a highly deterministic…

Neurons and Cognition · Quantitative Biology 2017-03-14 Mihai A. Petrovici , Johannes Bill , Ilja Bytschok , Johannes Schemmel , Karlheinz Meier

Neural dynamics is often investigated with tools from bifurcation theory. However, many neuron models are stochastic, mimicking fluctuations in the input from unknown parts of the brain or the spiking nature of signals. Noise changes the…

Statistical Mechanics · Physics 2022-04-11 Jonas Stapmanns , Tobias Kühn , David Dahmen , Thomas Luu , Carsten Honerkamp , Moritz Helias
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