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The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…

动力系统 · 数学 2019-06-18 Yancai Liu , Rui Cai , Jinqiao Duan

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

统计力学 · 物理学 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

介观与纳米尺度物理 · 物理学 2014-02-26 I. A. Khovanov , N. A. Khovanova

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

机器学习 · 计算机科学 2023-06-01 Patrick Seifner , Ramses J. Sanchez

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

概率论 · 数学 2021-02-19 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

概率论 · 数学 2023-06-22 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

最优化与控制 · 数学 2013-08-12 Péter Koltai , Alexander Volf

We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

计算工程、金融与科学 · 计算机科学 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

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…

神经元与认知 · 定量生物学 2020-11-12 María J. Cáceres , Alejandro Ramos-Lora

We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…

神经元与认知 · 定量生物学 2015-05-12 Wilhelm Braun , Paul C. Matthews , Rüdiger Thul

Based on a simple microscopic model where the bath is in a non-equilibrium state we study the escape from a metastable state in the over-damped limit. Making use of Fokker-Planck-Smoluchowski description we derive the time dependent escape…

统计力学 · 物理学 2007-05-23 J. Ray Chaudhuri , D. Barik , S. K. Banik

We formulate a model that describes the escape dynamics in a leaky chaotic system in which the size of the leak depends on the number of the in-falling particles. The basic motivation of this work is the astrophysical process which…

地球与行星天体物理 · 物理学 2017-08-02 Tamás Kovács , József Vanyó

In this work, we are concerned with the Fokker-Planck equations associated with the Nonlinear Noisy Leaky Integrate-and-Fire model for neuron networks. Due to the jump mechanism at the microscopic level, such Fokker-Planck equations are…

数值分析 · 数学 2020-10-12 Jingwei Hu , Jian-Guo Liu , Yantong Xie , Zhennan Zhou

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…

统计力学 · 物理学 2020-02-14 W. Moon , N. J. Balmforth , J. S. Wettlaufer

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

统计力学 · 物理学 2020-08-05 Robert L. Jack , Rosemary J. Harris

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

统计力学 · 物理学 2007-05-23 Fabrizio Lillo , Salvatore Micciche' , Rosario N. Mantegna

This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…

系统与控制 · 计算机科学 2015-09-11 Sofie Haesaert , Robert Babuska , Alessandro Abate

A discrete rate theory for general multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three…

生物物理 · 物理学 2012-06-29 Wan Chen , Radek Erban , S. Jonathan Chapman

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…

计算物理 · 物理学 2021-08-25 Minglei Yang , Guannan Zhang , Diego del-Castillo-Negrete , Miroslav Stoyanov

Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…

统计力学 · 物理学 2015-11-25 Jannis Schuecker , Markus Diesmann , Moritz Helias