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We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…

概率论 · 数学 2025-08-27 Romain Veltz

In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…

概率论 · 数学 2015-09-15 James Inglis , Denis Talay

We here investigate the well-posedness of a networked integrate-and-fire model describing an infinite population of neurons which interact with one another through their common statistical distribution. The interaction is of the…

概率论 · 数学 2016-08-14 François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

概率论 · 数学 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba

We investigate a stochastic network composed of Integrate-and-Fire spiking neurons, focusing on its mean-field asymptotics. We consider an invariant probability measure of the McKean-Vlasov equation and establish an explicit sufficient…

概率论 · 数学 2024-10-02 Quentin Cormier

In this work, we propose a nonlinear stochastic model of a network of stochastic spiking neurons. We heuristically derive the mean-field limit of this system. We then design a Monte Carlo method for the simulation of the microscopic system,…

数值分析 · 数学 2019-06-26 Benjamin Aymard , Fabien Campillo , Romain Veltz

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

概率论 · 数学 2025-11-13 Asaf Cohen , Ethan Huffman

We present a simple Markov model of spiking neural dynamics that can be analytically solved to characterize the stochastic dynamics of a finite-size spiking neural network. We give closed-form estimates for the equilibrium distribution,…

神经元与认知 · 定量生物学 2007-05-23 H. Soula , C. C. Chow

We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…

数值分析 · 数学 2018-05-31 Vadim Kaushansky , Christoph Reisinger

We consider a new class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if it has a spike or not at a given…

神经元与认知 · 定量生物学 2015-02-24 A. Galves , E. Löcherbach

We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron…

概率论 · 数学 2020-08-17 Quentin Cormier , Etienne Tanré , Romain Veltz

Idealized networks of integrate-and-fire neurons with impulse-like interactions obey McKean-Vlasov diffusion equations in the mean-field limit. These equations are prone to blowups: for a strong enough interaction coupling, the mean-field…

概率论 · 数学 2022-05-17 Thibaud Taillefumier , Phillip Whitman

We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…

概率论 · 数学 2024-04-09 Jiawei Li , Zhongmin Qian

Neural network dynamics emerge from the interaction of spiking cells. One way to formulate the problem is through a theoretical framework inspired by ideas coming from statistical physics, the so-called mean-field theory. In this document,…

偏微分方程分析 · 数学 2020-11-11 Grégory Dumont , Pierre Gabriel

We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The…

神经元与认知 · 定量生物学 2017-02-01 Daniel Gandolfo , Roger Rodriguez , Henry C. Tuckwell

Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…

概率论 · 数学 2019-09-26 Sergey Nadtochiy , Mykhaylo Shkolnikov

We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…

概率论 · 数学 2024-03-27 Ben Hambly , Sean Ledger , Andreas Sojmark

Networks of spiking neurons with adaption have been shown to be able to reproduce a wide range of neural activities, including the emergent population bursting and spike synchrony that underpin brain disorders and normal function. Exact…

神经元与认知 · 定量生物学 2022-03-17 Liang Chen , Sue Ann Campbell

We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…

概率论 · 数学 2023-04-26 Fabian Harang , Avi Mayorcas

We derive the mean-field equations arising as the limit of a network of interacting spiking neurons, as the number of neurons goes to infinity. The neurons belong to a fixed number of populations and are represented either by the…

神经元与认知 · 定量生物学 2016-11-25 Javier Baladron , Diego Fasoli , Olivier Faugeras , Jonathan Touboul
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