Analysis of the stochastic FitzHugh-Nagumo system

无界域上具有分布依赖性的非自治随机 FitzHugh-Nagumo 系统的拉回测度吸引子

Pullback measure attractors for non-autonomous stochastic FitzHugh-Nagumo system with distribution dependence on unbounded domains

本文研究无界域上依赖分布的非自治随机 FitzHugh-Nagumo 系统，基于 Banach 不动点定理证明解的适定性，并结合分裂技巧、尾端估计与 Vitali 定理证明拉回测度吸引子的存在唯一性。

Splitting schemes for FitzHugh--Nagumo stochastic partial differential equations

We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells where the voltage variable is solution of a one-dimensional parabolic PDE with a cubic nonlinearity driven by additive space-time white noise. We first show that the numerical solutions have finite moments. We then prove that the splitting schemes have, at least, the strong rate of convergence $1/4$. Finally, numerical experiments illustrating the performance of the splitting schemes are provided.

Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh-Nagumo model

We study the stochastic FitzHugh-Nagumo equations, modelling the dynamics of neuronal action potentials, in parameter regimes characterised by mixed-mode oscillations. The interspike time interval is related to the random number of small-amplitude oscillations separating consecutive spikes. We prove that this number has an asymptotically geometric distribution, whose parameter is related to the principal eigenvalue of a substochastic Markov chain. We provide rigorous bounds on this eigenvalue in the small-noise regime, and derive an approximation of its dependence on the system's parameters fo…

An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model

In this paper, we introduce adaptive Euler-Maruyama schemes for McKean-Vlasov stochastic differential equations (SDEs) assuming only a standard monotonicity condition on the drift and diffusion coefficients but no global Lipschitz continuity in the state variable for either, while global Lipschitz continuity is required for the measure component only. We prove moment stability of the discretised processes and a strong convergence rate of $1/2$. Several numerical examples, centred around a mean-field model for FitzHugh-Nagumo neurons, illustrate that the standard uniform scheme fails and that t…

Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions

We prove local existence of solutions for a class of suitably renormalised coupled SPDE-ODE systems driven by space-time white noise, where the space dimension is equal to 2 or 3. This class includes in particular the FitzHugh-Nagumo system describing the evolution of action potentials of a large population of neurons, as well as models with multidimensional gating variables. The proof relies on the theory of regularity structures recently developed by M. Hairer, which is extended to include situations with semigroups that are not regularising in space. We also provide explicit expressions for…

Corrigendum to "Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions"

Lemma 4.8 in the article [Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions, Electronic J. Probability 21 (18):1-48 (2016), arXiv:1504.02953] contains a mistake, which implies a weaker regularity estimate than the one stated in Proposition 4.11. This does not affect the proof of Theorem 2.1, but Theorems 2.2 and 2.3 only follow from the given proof if either the space dimension $d$ is equal to $2$, or the nonlinearity $F(U,V)$ is linear in $V$. To fix this problem and provide a proof of Theorems 2.2 and 2.3 valid in full generality, we consider an alt…

FitzHugh-Nagumo神经元平均场网络中的混沌传播

Propagation of chaos in mean field networks of FitzHugh-Nagumo neurons

本文研究全连接FitzHugh-Nagumo神经元网络在$N$趋于无穷时的行为，利用反射耦合方法在平均场框架下证明了时间上一致的混沌传播，并给出显式界限，解决了底层势能非凸性问题。

A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model

In this article, we construct and analyse an explicit numerical splitting method for a class of semi-linear stochastic differential equations (SDEs) with additive noise, where the drift is allowed to grow polynomially and satisfies a global one-sided Lipschitz condition. The method is proved to be mean-square convergent of order 1 and to preserve important structural properties of the SDE. First, it is hypoelliptic in every iteration step. Second, it is geometrically ergodic and has an asymptotically bounded second moment. Third, it preserves oscillatory dynamics, such as amplitudes, frequenci…

Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh-Nagumo equations

We investigate the stability of traveling-pulse solutions to the stochastic FitzHughNagumo equations with additive noise. Special attention is given to the effect of small noise on the classical deterministically stable fast traveling pulse. Our method is based on adapting the velocity of the traveling wave by solving a scalar stochastic ordinary differential equation (SODE) and tracking perturbations to the wave meeting a system of a scalar stochastic partial differential equation (SPDE) coupled to a scalar ordinary differential equation (ODE). This approach has been recently employed by Krüg…

Mean Field description of and propagation of chaos in recurrent multipopulation networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons

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 Hodgkin-Huxley model or by one of its simplified version, the Fitzhugh-Nagumo model. The synapses between neurons are either electrical or chemical. The network is assumed to be fully connected. The maximum conductances vary randomly. Under the condition that all neurons initial conditions are drawn independently from the same law that depends only on the population t…

Stability of travelling waves in stochastic Nagumo equations

Stability of travelling waves for the Nagumo equation on the whole line is proven using a new approach via functional inequalities and an implicitely defined phase adaption. The approach can be carried over to obtain pathwise stability of travelling wave solutions in the case of the stochastic Nagumo equation as well. The noise term considered is of multiplicative type with variance proportional to the distance of the solution to the orbit of the travelling wave solutions.